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Bucketing is usually used in industry because we are not sure what we are going to get. Some amount of observation on the distribution will give you a good idea of bucketing. But, there is caveat, if there isn't a lot of variance then bucketing won't help much. Also, in terms of losses, since different buckets will have different number of examples, class ...


Answers in the comments are decent, particularly DuttA. DuttA gives these, approximately ease of derivative Don't have to worry about ~0 in denominator causing huge gradient But to me the most important is mathematical convenience, someone might easily make the mistake of RMSE is just equal the difference y−y′ instead of root of mean square of y−y′. The ...

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