from torch import nn
from transformers import Trainer
class CustomTrainer(Trainer):
    def compute_loss(self, model, inputs, return_outputs=False):
        labels = inputs.pop("labels")
        # forward pass
        outputs = model(**inputs)
        logits = outputs.get("logits")
        # compute custom loss for 3 labels with different weights
        loss_fct = nn.CrossEntropyLoss(weight=torch.tensor([1.0, 2.0, 3.0], device=model.device))
        loss = loss_fct(logits.view(-1, self.model.config.num_labels), labels.view(-1))
        return (loss, outputs) if return_outputs else loss

Callbacks
Another option for customizing the [Trainer] is to use callbacks.