bgweber commented on issue #23751: [SPARK-26852][PYTHON] Add absolute transform 
to CrossValidator
URL: https://github.com/apache/spark/pull/23751#issuecomment-464484673
 
 
   Not a misunderstanding, thanks for checking out the suggestion. I had a use 
case where I wanted the large losses to cancel out and look good, since I was 
measuring performance across a group of estimations. However, upon further 
testing it looks like this results in worse performance.
   
   I'm going to try using  RMSE instead of MAE in the _fit function. 
   

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