Regression: objectives and metrics
Name | Used for optimization | User-defined parameters | Formula and/or description |
---|---|---|---|
MAE | + | Default: true | |
MAPE | + | Default: true | |
Poisson | + | Default: true | |
Quantile | + |
| |
RMSE | + | Default: true | |
RMSEWithUncertainty | + | Default: true | |
LogLinQuantile | + |
| |
Lq | + |
| |
Huber | + |
| |
Expectile | + |
| |
Tweedie | + |
| Calculation principles |
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 | + | Default: true | |
Quantile | + |
| |
RMSE | + | Default: true | |
RMSEWithUncertainty | + | Default: true | |
LogLinQuantile | + |
| |
Lq | + |
| |
Huber | + |
| |
Expectile | + |
| |
Tweedie | + |
| Calculation principles |
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 | – | – |