Comments (6)
but, the mse for valid data, yes?
from catboost.
Try to add parameter use_best_model=True
to the model and check again.
from catboost.
@unnir, not 100% sure what you mean, please let me know if I answered a wrong question. RMSE calculated by catboost matches with a value I get from sklearn, but MAE - doesn't.
@Donskov7, here's result with use_best_model=True
bestTest = 0.03309215839
bestIteration = 9
Shrink model to first 10 iterations.
sklearn error: 0.0661843167294
from catboost.
MAE loss in catboost is actually MAE/2.
It is so because internally it's a Quantile loss with alpha=0.5.
from catboost.
Issue MATRIXNET-758
from catboost.
This is fixed now, try updating to the last version.
from catboost.
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