If I set the parameter
regression_l1 and set the metric to mean absolute error in
LightGBM.cv, should I also use the regularization parameter
reg_alpha or can I still use
The reason I would like to use
reg_lambda is because of this suggestion https://datascience.stackexchange.com/a/57450, but I don't know if I would need to change the score metric then also, which I do not want to do.