Support for Loss Functions (Non-Symmetric Loss function)

[s0nicboOm]

Summary

Support for Non-Symmetric Loss Functions.

We are ultimately looking to support loss functions that are not only in PyTorch but also provide a flexibility to the user to plug in there own custom loss function. This issue does not only point to adding more loss functions but also asks for a better way of providing that interface to the user to bring in their own custom loss function that integrates with the models that we have today.

[ab93]

Can you explain why we would need this @s0nicboOm ?

[s0nicboOm]

Can you explain why we would need this @s0nicboOm ?

Can you please explain why we would need this? @s0nicboOm

Non - Symmetric Loss function is when we do not want to weigh the positive as well as the negative outliers equally. There can be a scenario where we only want to call anomalies when the data is anomalous only in positive y-axis or only in negative y-axis.

Here there is an Opportunity of introducing more such similar loss functions.

[rum1887]

@s0nicboOm Do you want to add support for all loss functions in PyTorch?

[s0nicboOm]

@s0nicboOm Do you want to add support for all loss functions in PyTorch?

We are ultimately looking to support loss functions that are not only in PyTorch but also provide a flexibility to the user to plug in there own custom loss function. This issue does not only point to adding more loss functions but also asks for a better way of providing that interface to the user to bring in their own custom loss function that integrates with the models that we have today.

Thanks for the question. Let me add it to the issue summary for better clarification.