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The error of an estimate or prediction is its deviation from the true value, which may be unobservable (e.g., regression parameters), or observable (e.g., future realizations). Use the [error-message] tag to ask about software errors.

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Is there an error metric that decreases the weight when the target is near zero?

np.sqrt(np.mean((y_true - y_pred)**2 + w * np.exp(-np.abs(y_true)))) The cRMSE is a custom implementation of the Root Mean Squared Error (RMSE) error metric. … The weighting factor w allows adjusting the impact of the additional term in the error metric, and you can experiment with different values of w to find the best balance between accuracy for non-zero …
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