How to change mlp (multilayer perceptron) loss function in sklearn?

Question

What is default loss function in MLPRegressor? MSE? How to change mlp (multilayer perceptron) loss function in sklearn?

Answer 1

From the official documentation:

This model optimizes the squared error using LBFGS or stochastic gradient descent.

I don't think you can change the loss function. For other loss functions it would be better to use PyTorch or Keras.