Regression: objectives and metrics
Objectives and metrics
MAE
Usage information See more.
User-defined parameters
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
MAPE
Usage information See more.
User-defined parameters
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
Poisson
Usage information See more.
User-defined parameters
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
Quantile
Usage information See more.
User-defined parameters
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
The coefficient used in quantile-based losses.
Default: 0.5
MultiQuantile
Usage information See more.
User-defined parameters
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
The vector of coefficients used in multi-quantile loss.
Default: 0.5
RMSE
Usage information See more.
User-defined parameters
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
RMSEWithUncertainty
,
where is target, a 2-dimensional approx is target predict, is predict, and is the probability density function of the normal distribution.
See the Uncertainty section for more details.
Usage information See more.
User-defined parameters
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
LogLinQuantile
Depends on the condition for the ratio of the label value and the resulting value:
Usage information See more.
User-defined parameters
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
The coefficient used in quantile-based losses.
Default: 0.5
Lq
Usage information See more.
User-defined parameters
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
The power coefficient.
Valid values are real numbers in the following range:
Default: Obligatory parameter
Huber
User-defined parameters:
The parameter of the Huber metric.
Default: Obligatory parameter
Usage information See more.
User-defined parameters
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
Expectile
Usage information See more.
User-defined parameters
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
The coefficient used in expectile-based losses.
Default: 0.5
Tweedie
is the value of the variance_power parameter.
Usage information See more.
User-defined parameters
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
The variance of the Tweedie distribution.
Supported values are in the range (1;2).
Default: Obligatory parameter
LogCosh
Usage information See more.
User-defined parameters
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
FairLoss
is the value of the smoothness parameter.
Can't be used for optimization. See more.
User-defined parameters
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
The smoothness coefficient. Valid values are real values in the following range .
Default: 1.0
NumErrors
The proportion of predictions, for which the difference from the label value exceeds the specified value greater_than
.
User-defined parameters: greater_than
Increase the numerator of the formula if the following inequality is met:
Can't be used for optimization. See more.
User-defined parameters
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
SMAPE
Can't be used for optimization. See more.
User-defined parameters
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
R2
is the average label value:
Can't be used for optimization. See more.
User-defined parameters
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
MSLE
Can't be used for optimization. See more.
User-defined parameters
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
MedianAbsoluteError
Can't be used for optimization. See more.
User-defined parameters
No.
Used for optimization
Name | Optimization | GPU Support |
---|---|---|
MAE | + | - |
MAPE | + | + |
Poisson | + | + |
Quantile | + | + |
MultiQuantile | + | - |
RMSE | + | + |
RMSEWithUncertainty | + | - |
LogLinQuantile | + | + |
Lq | + | + |
Huber | + | + |
Expectile | + | + |
Tweedie | + | + |
LogCosh | + | - |
FairLoss | - | - |
NumErrors | - | + |
SMAPE | - | - |
R2 | - | - |
MSLE | - | - |
MedianAbsoluteError | - | - |