Regression: objectives and metrics
| Name | Used for optimization | User-defined parameters | Formula and/or description |
|---|---|---|---|
| MAE | + | Default: true | |
| MAPE | + | Default: true | |
| Poisson | + | – | |
| Quantile | + | Default: 0.5 | |
| RMSE | + | – | |
| LogLinQuantile | + | Default: 0.5 | |
| Lq | + | Default: Obligatory parameter | |
| Huber | + |
| |
| Expectile | + |
| |
| FairLoss | – |
| |
| NumErrors | – | Default: true | The proportion of predictions, for which the difference from the label value exceeds the specified value |
| SMAPE | – | Default: true | |
| R2 | – | Default: true | |
| MSLE | – | Default: true | |
| MedianAbsoluteError | – | – |
| Name | Used for optimization | User-defined parameters | Formula and/or description |
|---|---|---|---|
| MAE | + | Default: true | |
| MAPE | + | Default: true | |
| Poisson | + | – | |
| Quantile | + | Default: 0.5 | |
| RMSE | + | – | |
| LogLinQuantile | + | Default: 0.5 | |
| Lq | + | Default: Obligatory parameter | |
| Huber | + |
| |
| Expectile | + |
| |
| FairLoss | – |
| |
| NumErrors | – | Default: true | The proportion of predictions, for which the difference from the label value exceeds the specified value |
| SMAPE | – | Default: true | |
| R2 | – | Default: true | |
| MSLE | – | Default: true | |
| MedianAbsoluteError | – | – |