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WeightedQuantileLoss

Source code in docs_src/capo_forecast/types/weighted_quantile_loss.py 
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class WeightedQuantileLoss(TypedDict, closed=True):
    quantile: NotRequired["capo_forecast.types.double.Double"]
    """<p>The quantile. Quantiles divide a probability distribution into regions of equal probability. For example, if the distribution was divided into 5 regions of equal probability, the quantiles would be 0.2, 0.4, 0.6, and 0.8.</p>"""
    loss_value: NotRequired["capo_forecast.types.double.Double"]
    """<p>The difference between the predicted value and the actual value over the quantile, weighted (normalized) by dividing by the sum over all quantiles.</p>"""

loss_value instance-attribute 

loss_value: NotRequired[Double]

The difference between the predicted value and the actual value over the quantile, weighted (normalized) by dividing by the sum over all quantiles.

quantile instance-attribute 

quantile: NotRequired[Double]

The quantile. Quantiles divide a probability distribution into regions of equal probability. For example, if the distribution was divided into 5 regions of equal probability, the quantiles would be 0.2, 0.4, 0.6, and 0.8.