Keras/Tensorflow: Combined Loss function for single output

Specify a custom function for the loss:

model = Model(inputs=image, outputs=output)

alpha = 0.2
model.compile(
    loss=lambda y_true, y_pred: (1 - alpha) * mse(y_true, y_pred) + alpha * gse(y_true, y_pred),
    ...)

Or if you don't want an ugly lambda make it into an actual function:

def my_loss(y_true, y_pred):
    return (1 - alpha) * mse(y_true, y_pred) + alpha * gse(y_true, y_pred)

model = Model(inputs=image, outputs=output)

alpha = 0.2
model.compile(loss=my_loss, ...)

EDIT:

If your alpha is not some global constant, you can have a "loss function factory":

def make_my_loss(alpha):
    def my_loss(y_true, y_pred):
        return (1 - alpha) * mse(y_true, y_pred) + alpha * gse(y_true, y_pred)
    return my_loss

model = Model(inputs=image, outputs=output)

alpha = 0.2
my_loss = make_my_loss(alpha)
model.compile(loss=my_loss, ...)