Pergunta

I build xgboost model for regression problem. By the default xgboost optimize $(y - y_{pred})^2$, so the RMSE will be the best eval metric to measure performance. But my task is to build the best model for evaluation metric which check if predicted value is in range $-/+10%$ of true value i.e. $y_{pred} \in [0.9*y,1.1*y]$. Do you have any idea for this or maybe MSE is still the best option?

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