I want to implement my own customized loss function for a random forest regression in R. I found this Random Forests with a Customized Loss Function on how to do it in python, however not in R.
I would think that maybe the mlr3 package lets you customize loss functions in any way? I only found how to customize performance measures for assessing performance, and not for training. Any help or hints are appreciated!
mlr3 doesn't provide any of the actual learners, so you can only do this if the random forest implementation allows to do it. At least the common implementations in R don't allow this.
Of course you can always modify the source code, as suggested in the linked question for Python.