Description
For quantile in [0, 1], return the interval [quantile - 1, quantile] of residual subgradients at zero residual.
Pinball loss weights underprediction and overprediction differently for a target quantile. Its kink at zero residual requires a subgradient convention, and derivative signs depend on the variable.
For quantile in [0, 1], return the interval [quantile - 1, quantile] of residual subgradients at zero residual.
When to use this tool
Use Quantile Loss Zero Residual Subgradient when you need an explicit quantile-loss term or convention.
How to use the tool and how it works
- Enter quantile. Use the units and conventions below.
- Run the tool. Correct any format, range, or cross-field input error before interpreting the output.
- Read lower, upper. Use the output convention below.
For quantile in [0, 1], return the interval [quantile - 1, quantile] of residual subgradients at zero residual.1
| Input field | Meaning and units | Accepted input |
|---|---|---|
| quantile | Quantile level as a fraction, not a percentage. | Required. Finite number; minimum 0; maximum 1. |
| Output field | Interpretation | Returned shape |
|---|---|---|
| lower | Lower residual-subgradient endpoint, quantile - 1. | Required. Finite number. |
| upper | Upper residual-subgradient endpoint, quantile. | Required. Finite number. |
{
"input": {
"quantile": 0.25
},
"output": {
"lower": -0.75,
"upper": 0.25
}
}Limitations and assumptions
- The derivative is with respect to residual actual minus prediction; prediction subgradients have reversed signs.
- Inputs must satisfy both the field types and the cross-field conditions above. Invalid input causes an error; a successful false flag or documented placeholder is a different result.
- Numeric calculations use binary floating point unless exact decimal-integer arithmetic is explicitly stated. No hidden measurement tolerance or decimal rounding is added; nonfinite or out-of-contract results are rejected. Numeric signed-zero results are exported as zero.
Alternative or Complementary methods
Keep residual definitions consistent and assess quantile calibration and crossing across a complete forecast set.
References
Similar or alternative tools
- Pinball Quantile Derivative Residual
Return the prediction gradient -quantile for positive residual and 1 - quantile for negative residual.
- Metrics: Pinball Residual Term
For residual defined as actual minus prediction, use quantile × residual when nonnegative and (quantile - 1) × residual otherwise.