How to add first differencing term in custom loss function as included in the inbuilt L2Loss function?
Is there a way I can access the documentation for the same?
You need to specify which packages you are talking about, L2Loss is not a Julia built in function.
@baggepinnen Hi, Thank you for your response. I am using DiffEqParamEstim.jl for parameter estimation. I would like to introduce L2Loss first differencing functionality to my custom loss function.
You just need to supply a non-zero differ_weight.
L2Loss(t, data; differ_weight = 1.0)
And then it’ll add first differencing terms to the loss function with a weight of 1.0 (default for the L2 is 1.0 so that would be balance).