Greetings, I know this is a recurrent question, but I would like to use my own loss function either in a MLPRegressor or in an SVR. For the MLPRegressor case so far my conclusion was that it is not possible unless you modify the source code. On the other hand, for the SVR I was looking at setting custom kernel functions. But I am not sure if this is the same thing. Could someone please clarify this to me? Finally, I read about the "scoring" parameter is cross-validation, but this is just to select a Regressor that has been trained already with the default loss function, so it would be harder to find one that minimizes my own loss function.
For the record, my loss function is the centered root mean square error. Thanks in advance for any advice. -- ====================================================================== Dr Thomas Evangelidis Post-doctoral Researcher CEITEC - Central European Institute of Technology Masaryk University Kamenice 5/A35/2S049, 62500 Brno, Czech Republic email: tev...@pharm.uoa.gr teva...@gmail.com website: https://sites.google.com/site/thomasevangelidishomepage/
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