[scikit-learn] custom loss function in RandomForestRegressor
Andreas Mueller
t3kcit at gmail.com
Thu Feb 15 15:27:04 EST 2018
On 02/15/2018 01:28 PM, Guillaume Lemaitre wrote:
> Yes you are right pxd are the header and pyx the definition. You need
> to write a class as MSE. Criterion is an abstract class or base class
> (I don't have it under the eye)
>
> @Andy: if I recall the PR, we made the classes public to enable such
> custom criterion. However, it is not documented since we were not
> officially supporting it. So this is an hidden feature. We could
> always discuss to make this feature more visible and document it.
Well maybe not go as far as giving examples, but this question has been
on the list >10 times.
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