Is it possible to use RMSE as a loss function for training LSTM's for time series forecasting? In general, most of the examples that I see on the internet use MSE as the loss function for training LSTM's for time series forecasting. Also, RMSE is used for evaluating the resulting model.
I'm wondering if it is possible to use RMSE as the loss function for training the LSTM.
Best regards.

Yes, you can use it. So, instead of $L$, it minimizes $\sqrt L$. Ideally, the global optima is the same, if unique. But, due to the changes in gradient steps (i.e. an extra $0.5/\sqrt L$ multiplier) you might find yourself in different local optima. Nevertheless, it's generally assumed that minimizing one means minimizing the other.
