{"action":"created","issue":{"url":"https://api.github.com/repos/dmlc/xgboost/issues/603","labels_url":"https://api.github.com/repos/dmlc/xgboost/issues/603/labels{/name}","comments_url":"https://api.github.com/repos/dmlc/xgboost/issues/603/comments","events_url":"https://api.github.com/repos/dmlc/xgboost/issues/603/events","html_url":"https://github.com/dmlc/xgboost/issues/603","id":115498159,"number":603,"title":"Mean absolute error?","user":{"login":"erikbern","id":1027979,"avatar_url":"https://avatars.githubusercontent.com/u/1027979?v=3","gravatar_id":"","url":"https://api.github.com/users/erikbern","html_url":"https://github.com/erikbern","followers_url":"https://api.github.com/users/erikbern/followers","following_url":"https://api.github.com/users/erikbern/following{/other_user}","gists_url":"https://api.github.com/users/erikbern/gists{/gist_id}","starred_url":"https://api.github.com/users/erikbern/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/erikbern/subscriptions","organizations_url":"https://api.github.com/users/erikbern/orgs","repos_url":"https://api.github.com/users/erikbern/repos","events_url":"https://api.github.com/users/erikbern/events{/privacy}","received_events_url":"https://api.github.com/users/erikbern/received_events","type":"User","site_admin":false},"labels":[],"state":"closed","locked":false,"assignee":null,"milestone":null,"comments":3,"created_at":"2015-11-06T12:45:06Z","updated_at":"2015-11-07T15:45:26Z","closed_at":"2015-11-07T15:45:26Z","body":"I noticed there's an objective for root mean square error but not for mean absolute error? I'm happy to put together a PR for this if you think this would be useful.\r\n\r\nActually what I think would be even more useful is to generalize this to quantile loss – happy to include that too. My use case is I want to predict a 90% interval. This could be done by training two separate predictors, quantile loss for 0.05 and 0.95.\r\n\r\nLet me know if you think this is a bad idea and I won't attempt it :)"},"comment":{"url":"https://api.github.com/repos/dmlc/xgboost/issues/comments/154717046","html_url":"https://github.com/dmlc/xgboost/issues/603#issuecomment-154717046","issue_url":"https://api.github.com/repos/dmlc/xgboost/issues/603","id":154717046,"user":{"login":"erikbern","id":1027979,"avatar_url":"https://avatars.githubusercontent.com/u/1027979?v=3","gravatar_id":"","url":"https://api.github.com/users/erikbern","html_url":"https://github.com/erikbern","followers_url":"https://api.github.com/users/erikbern/followers","following_url":"https://api.github.com/users/erikbern/following{/other_user}","gists_url":"https://api.github.com/users/erikbern/gists{/gist_id}","starred_url":"https://api.github.com/users/erikbern/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/erikbern/subscriptions","organizations_url":"https://api.github.com/users/erikbern/orgs","repos_url":"https://api.github.com/users/erikbern/repos","events_url":"https://api.github.com/users/erikbern/events{/privacy}","received_events_url":"https://api.github.com/users/erikbern/received_events","type":"User","site_admin":false},"created_at":"2015-11-07T15:45:26Z","updated_at":"2015-11-07T15:45:26Z","body":"Closing this issue for now – will try to put together a pull request with the implementation. But would love to hear if you have any thoughts about what to do with the hessian"}}