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Request for different opt_crit Values

Open bonddr opened this issue 2 years ago • 0 comments

I am wondering if it is possible to add new error metrics to optimize forecasts on. RMSLE is a powerful metric for forecasts that should get penalized less for missing high or by high %.

RMSLE is defined quite well here: https://hrngok.github.io/posts/metrics/#:~:text=Root%20Mean%20Squared%20Logaritmic%20Error%20(RMSLE)&text=It%20is%20the%20Root%20Mean,possible%200%20(zero)%20values.

bonddr avatar Apr 06 '22 16:04 bonddr