I'm newly introduced to the LightGBM for a regression problem. Having read the documentation of LightGBM
(herehere), I got puzzled about the score
. You can track a few metric
s as well as the objective value as the training goes by. But this score
is not any of them. It probably, somehow, represents the goodness of fit, but I didn't find any mathematical formula for that.
Can someone explain what does this quantity represent and what are the links, if any, between that and the objective value during the training, validation, and testing? I'm particularly interested in huber
loss.