最近同事讨论到mae无法作为objective function的事情,因为mae无法求导。用mse作为objective,使用mae作为eval是通常的做法,但是优化不太好。就在网上找了些资料,看是否有好的objective来代替mae的,整理如下:
kaggle上的讨论 https://www.kaggle.com/c/allstate-claims-severity/discussion/24520
overflow https://stackoverflow.com/questions/45006341/xgboost-how-to-use-mae-as-objective-function
xgboost自定义objective与eval http://blog.csdn.net/lujiandong1/article/details/52791117
时间: 2024-10-21 20:24:41