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!!!