Irada Bunyatova

icon company Ecole Polytechnique icon location Palaiseau, France icon location M2 student in MSc&T Artificial Intelligence & Advanced Visual Computing at Ecole Polytechnique

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Custom loss function - MAE

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My aim is to replicate MAE loss function of catboost. According to https://github.com/catboost/catboost/blob/master/catboost/private/libs/algo_helpers/error_functions.h, I see that derivatives are calculated as following: double CalcDer(double approx, float target) const override { const...

need info
python
objectives and metrics