srowen commented on issue #23751: [SPARK-26852][PYTHON] Add absolute transform 
to CrossValidator
URL: https://github.com/apache/spark/pull/23751#issuecomment-462892537
 
 
   In that case aren't you returning MAE = mean absolute error? You don't want 
to average the errors, but their magnitude -- or else large errors would cancel 
out and look 'good'. Those are nonnegative so the smallest MAE is also the one 
closest to 0.

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