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how to optimize self-defined objective functions of SVR results

Open Hailprob opened this issue 7 years ago • 2 comments

I want to use mse or mape indicator to show model performance, and use pso to optimize mse。However, I should define mse use the traditional formula without parameters c or gamma. And I got struck, needing help!

Hailprob avatar Dec 27 '17 14:12 Hailprob

I think our MSE is the same as the standard definition.. It does involve C or gamma.

Hailprob writes:

I want to use mse or mape indicator to show model performance, and use pso to optimize mse。However, I should define mse use the traditional formula without parameters c or gamma. And I got struck, needing help!

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cjlin1 avatar Dec 27 '17 14:12 cjlin1

Thanks for your reply , and I am new to python, I am now looking for way of get mse by directly use the model methods or attributes. Could you please show me how I can use the mse?

Hailprob avatar Dec 27 '17 15:12 Hailprob