The Poisson loss is a loss function used for regression when modeling count data. The loss takes the form of:
where ŷ is the predicted expected value.
Minimizing the Poisson loss is equivalent of maximizing the likelihood of the data under the assumption that the target comes from a Poisson distribution, conditioned on the input.
Use the Poisson loss when you believe that the target value comes from a Poisson distribution and want to model the rate parameter conditioned on some input. Examples of this are the number of customers that will enter a store on a given day, the number of emails that will arrive within the next hour, or how many customers that will churn next week.