loss_MAE_xgb: Mean Absolute Error (xgboost function)

Description Usage Arguments Details Value

Description

This function computes for xgboost's obj function the Mean Absolute Error loss (MAE) gradient and hessian per value provided preds and dtrain.

Usage

1
loss_MAE_xgb(preds, dtrain)

Arguments

preds

The predictions.

dtrain

The xgboost model.

Details

Supposing: x = preds - labels

Loss Formula : abs(x)

Gradient Formula : sign(x)

Hessian Formula : 0

Value

The gradient and the hessian of the Absolute Error per value in a list.


Laurae2/Laurae documentation built on May 8, 2019, 7:59 p.m.