[scikit-learn] custom loss function in RandomForestRegressor

[Guillaume Lemaître]

> 10 times means that we could write something in the doc :)

On 15 February 2018 at 21:27, Andreas Mueller <t3kcit at gmail.com> wrote:

>
>
> 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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>


-- 
Guillaume Lemaitre
INRIA Saclay - Parietal team
Center for Data Science Paris-Saclay
https://glemaitre.github.io/
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