Monday, April 29, 2019

Regression/Classification metrics optimization

https://www.coursera.org/learn/competitive-data-science/lecture/SQ9Uq/regression-metrics-optimization

MAE (L1 metric/L1 loss) - some methods don't support this metric since second derivative is zero.
RMSLE

Classification metrics optimization

https://www.coursera.org/learn/competitive-data-science/lecture/hvDC5/classification-metrics-optimization-i

logloss - very popular(like MSE for regression) - all NNs by default optimize logloss for classification. RFs turn out to be very bad in terms of logloss but they can be made better.

logloss requires models to output posterior probabilities - but what does it mean? logloss is easy to implement.

accuracy -



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