"No one is harder on a talented person than the person themselves" - Linda Wilkinson ; "Trust your guts and don't follow the herd" ; "Validate direction not destination" ;

November 15, 2017

Day #90 - Regression Metrics Optimization

RMSE, MSE, R-Squared (Sometimes called L2 Loss)
Tree-Based
  • XGBoost, LightGBM
  • sklearn.RandomForestRegressor
Linear Models
  • sklearn.<>Regression
  • sklearn.SGDRegressor
Neural Networks
  • PyTorch
  • Keras
MAE (L1, Medial Regression)
Tree-Based
  • LightGBM
  • sklearn.RandomForestRegressor
MSPE, MAPE
  • MSPE is weighted version of MSE
  • MAPE is weighted version of MAE
Happy coding and learning!!!

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