bokbokbok.eval_metrics.regression
LogCoshMetric(XGBoost=False)
¶
Calculates the Log Cosh Error as an alternative to
Mean Absolute Error.
Args:
XGBoost (Bool): Set to True if using XGBoost. We assume LightGBM as default use.
Note that you should also set maximize=False
in the XGBoost train function
Source code in bokbokbok/eval_metrics/regression/regression_eval_metrics.py
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RMSPEMetric(XGBoost=False)
¶
Calculates the Root Mean Squared Percentage Error: https://www.kaggle.com/c/optiver-realized-volatility-prediction/overview/evaluation
The corresponding Loss function is Squared Percentage Error.
Args:
XGBoost (Bool): Set to True if using XGBoost. We assume LightGBM as default use.
Note that you should also set maximize=False
in the XGBoost train function
Source code in bokbokbok/eval_metrics/regression/regression_eval_metrics.py
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