Loss
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Description
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Arguments
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LossQuadratic
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Quadratic differences between prediction and response. This loss
corresponds to the Gaussian distribution.
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offset
Custom offset for initializing the model
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LossAbsolute
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Absolute differences between prediction and response. This loss
corresponds to the Laplace distribution.
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offset
Custom offset for initializing the model
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LossQuantile
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Use this loss to boost arbitrary quantiles (robust regression).
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offset
Custom offset for initializing the model
quantile
The quantile you like to boost
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LossHuber
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Huber loss with quadratic loss in \([-d,d]\) and linear extrapolation outside.
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offset
Custom offset for initializing the model
delta
Defining the interval in which the error is measured quadratically
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LossBinomial
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Binary classification loss that corresponds to the binomial distribution
with logit link. Labels are coded as -1 and 1.
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offset
Custom offset for initializing the model
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LossCustom
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Custom loss by using custom C++ functions.
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loss
R function to calculates the loss (vectorized)
gradient
R function to calculate the gradient
constant_initializer
R function to compute the optimal constant initialization
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LossCustomCpp
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Custom loss by using custom C++ functions.
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loss_ptr
C++ pointer to a function that defines the loss
gradient_ptr
C++ pointer to a function to calculate the gradient
constant_initializer_ptr
C++ pointer to a function to compute the optimal constant
initialization
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