Multiregression: objectives and metrics

Objectives and metrics

MultiRMSE

i=1Nd=1dim(ai,dti,d)2wii=1Nwi\sqrt{\displaystyle\frac{\sum\limits_{i=1}^{N}\sum\limits_{d=1}^{dim}(a_{i,d} - t_{i, d})^{2} w_{i}}{\sum\limits_{i=1}^{N} w_{i}}}
dimdim is the identifier of the dimension of the label.

User-defined parameters:

use_weights

Use object/group weights to calculate metrics if the specified value is true and set all weights to 1 regardless of the input data if the specified value is false.

Default: true

Used for optimization

Name Optimization
MultiRMSE +