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3 questions
1vote
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What quantile is used for the initial DummyRegressor for Gradient Boosting Regressor in scikit-learn?
According to the documentation of Scikit-Learn Gradient Boosting Regressor: init: estimator or ‘zero’, default=None: An estimator object that is used to compute the initial predictions. init has to ...
2votes
1answer
5kviews
How to use r2-score as a loss function in LightGBM?
I am trying to implement a custom loss function in LightGBM for a regression problem. The intrinsic metrics do not help me much, because they penalise for outliers... Is there any way to use ...
0votes
1answer
673views
sklearn: sklearn.linear_model.HuberRegressor vs sklearn.linear_model.ElasticNet
I am experimenting different loss functions for my regression model. I noticed that in the sklearn, there are: sklearn.linear_model.HuberRegressor and sklearn.linear_model.ElasticNet To me, both use ...