customized loss function #270
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SayyedAhmadKhadem
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Hi,
First of all, I would like to say big thanks to the developers for developing this precious package. It is truly powerful; especially, for using multicores to expedite exploration search .
I am going to use your package but my case is not conventional one. I have a particular loss function. Wondering if you could kindly give me ideas/solutions by which the loss function becomes a python code whose inputs are correlations, and then the loss corresponding to each correlation is calculated based on some criteria implemented in the python code.
If you could also share a snippet of code for the solution, that would be an unforgettable help.
Many thanks for your time and consideration,
Cheers,
Ahmad
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