Costs#

Base#

BaseCost([param])

Base class template for cost functions.

Costs#

GaussianCost([param])

Univariate Gaussian likelihood cost.

L1Cost([param])

L1 cost function.

L2Cost([param])

L2 cost of a constant mean.

LaplaceCost([param])

Laplace distribution twice negative log likelihood cost.

LinearRegressionCost(response_col[, ...])

Linear Regression sum of squared residuals cost.

LinearTrendCost([param, time_column, ...])

Linear trend cost function.

MultivariateGaussianCost([param])

Multivariate Gaussian likelihood cost.

MultivariateTCost([param, fixed_dof, ...])

Multivariate T twice negative log likelihood cost.

PoissonCost([param])

Poisson distribution twice negative log likelihood cost.