Add gmadl loss function

scripts/train.py

@@ -15,6 +15,8 @@ from pytorch_forecasting.metrics import MAE, RMSE
 from pytorch_forecasting import QuantileLoss
 from pytorch_forecasting.models.temporal_fusion_transformer import TemporalFusionTransformer
 
+from ml.loss import GMADL
+
 
 def get_args():
     parser = argparse.ArgumentParser(
@@ -130,6 +132,12 @@ def get_loss(config):
     if loss_name == 'Quantile':
         return QuantileLoss(config['loss']['quantiles'])
 
+    if loss_name == 'GMADL':
+        return GMADL(
+            a=config['loss']['a'],
+            b=config['loss']['b']
+        )
+
     raise ValueError("Unknown loss")