Comments (1)
KaixuYang
commented on July 20, 2024
Hi @ggerogiokas the loss function depends on the fit algorithm and its parameters you choose. For example, if you fit ridge regression, the loss function will be MSE (default loss function in sklearn.linear_model.ridgeCV). If you fit a tree model, you may be able to use quantile loss or so. These are independent of the cv_selection_metric. The CV computes metrics on the fitted results and choose the best model according to the cv_selection_metric.
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Related Issues (20)
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