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159 pages, Paperback
Published January 13, 2019
...not many supervised learning algorithms can boast that they optimize a metric directly. Optimizing a metric is what we really want, but what we do in a typical supervised learning algorithm is we optimize the cost instead of the metric (because metrics are usually not differentiable). Usually, in supervised learning, as soon as we have found a model that optimizes the cost function, we try to tweak hyperparameters to improve the value of the metric. LambdaMART optimizes the metric directly.