PinballLossStat
Streaming pinball / quantile loss at level tau. Paired input is (prediction, truth); the per-row loss is max(tau*(y - yhat), (tau - 1)*(y - yhat)), which equals |y - yhat| when tau = 0.5.
Used to evaluate quantile regressors (LightGBM/XGBoost quantile objective) and is the single-quantile analog of CRPS.
Use cases: quantile-regression model evaluation; choose tau = 0.5 for the median-loss / MAE-equivalent, tau near 0 or 1 to score tail predictions.
Memory: O(1); backed by a MeanStat.
Update: O(1) per paired observation.
Concurrency: Inherits MeanStat's concurrency model.
Properties
Functions
Spawn a fresh accumulator with the same configuration. Optionally override the Concurrency; useful for materialising a wire spec at a different concurrency level than the source.
Fold another accumulator's snapshot into this one. The unit of merge is the immutable Result; not a live Stat; which is what lets the merge cross a process boundary. Many workers track slices of the same stream, call read periodically, ship snapshots to a coordinator, and the coordinator merges them in.
Materialise the current state as an immutable Result. Reads never mutate, so the caller can read as often as it likes without affecting the stream.
Reset the stat to its prior-seeded baseline. Equivalent to constructing a fresh stat with the same configuration, but in place; keeps the same Concurrency and any per-stat tunables.
PinballLossStat
concurrency
The thread-safety contract this stat was constructed with. Each stat picks the cell-encoding and lock strategy that honours this contract for its mathematical structure:
Concurrency.None: single-threaded; no synchronisation. Cheapest path.
Concurrency.Relaxed: lock-free best-effort. Multi-cell stats (Welford-style MeanStat, VarianceStat, MomentsStat) may drift under contention but never throw.
Concurrency.Strict: serialised when needed for full correctness across coupled cells. Sketches always self-serialise; Welford stats lock per update.
Concurrency.HighWrite: optimised for many concurrent writers; JVM uses striped adders for naively additive stats.
Picked at construction; immutable after.
create
Spawn a fresh accumulator with the same configuration. Optionally override the Concurrency; useful for materialising a wire spec at a different concurrency level than the source.
The returned stat is independent: its state starts at the configured baseline, not at the source's current state. Each modality subtype narrows the return type so chaining doesn't lose the modality.
merge
Fold another accumulator's snapshot into this one. The unit of merge is the immutable Result; not a live Stat; which is what lets the merge cross a process boundary. Many workers track slices of the same stream, call read periodically, ship snapshots to a coordinator, and the coordinator merges them in.
Most stat families implement merge exactly (Chan-style parallel formulas for Welford, cell-wise additions for histograms, cell-wise max for HLL). SGD-based regressors merge approximately; they have no second-moment information for the principled combine. Each stat's KDoc documents its merge semantics.
read
Materialise the current state as an immutable Result. Reads never mutate, so the caller can read as often as it likes without affecting the stream.
Snapshot consistency depends on the configured Concurrency. Under Concurrency.Strict / Concurrency.HighWrite a read locks against writers so coupled cells stay consistent. Under Concurrency.Relaxed the cells race and the snapshot may drift by ULPs of the workload under heavy contention; the drift is bounded and the read never throws.
timestampNanos is the read timestamp. Stats that don't care about time silently drop it; stats that do (rates, decay families, recency, windowed wrappers) use it as the ordering signal.
reset
Reset the stat to its prior-seeded baseline. Equivalent to constructing a fresh stat with the same configuration, but in place; keeps the same Concurrency and any per-stat tunables.