Perhaps I'm missing something, but this does not appear to exist at present. For most losses with a parameter, you access using property, as in
loss = HuberLoss(0.5)
julia> loss.d
0.5
But for an LPDistLoss there no field for p, only a type parameter:
julia> loss=LPDistLoss(2.5)
LPDistLoss{2.5}()
julia> propertynames(loss)
()
One suggestion would be overload Base.getproperty/Base.propertynames for cases of the second kind (I think these are just LPDistLoss, L1DistLoss, L2DistLoss, but I haven't checked lately), or to implement StatsBase.params or both.
I ran into this issue when wrapping the losses for use in MLJ and was obliged to write my own interface, which is not robust to extensions of LossFunctions.jl