I want to optimize SMAPE in my catboost model. When I pass the parameter loss_function = 'SMAPE' I get an error.
CatBoostError: Invalid loss_function='SMAPE': for regressor use RMSE, MultiRMSE, SurvivalAft, MAE, Quantile, LogLinQuantile, Poisson, MAPE, Lq or custom objective object
How can I create a custom loss function and use it in the model?
I don't understand what object needs to be passed to loss_function