Machine Learning, Gradient Boosting, Data Science, Towards Data Science, Loss Function.
performs better for asymmetric MSE (1.31 vs. 0.81). LightGBM → LightGBM with tuned early stopping rounds using MSE Both the LightGBM models are optimizing MSE. We see a big improvement in default MSE scores with just a small tweak of using early stopping rounds (MSE: 0.24 vs 0.14). So, rather than