While deep learning models for tabular data have recently received significant research attention, the choice of objective functions for regression tasks remains an understudied degree of freedom. Several lines of research offer alternatives to the standard Mean Squared Error (MSE), but differences in datasets, backbones, and evaluation protocols make their practical benefits difficult to compare. In this work, we address this gap by performing a systematic re-evaluation of regression objectives across a broad collection of established tabular datasets and multiple neural backbones. Our comparison reveals that many proposed objectives provide limited or inconsistent gains over a properly tuned MSE baseline, while quantile loss yields consistent aggregate improvements over MSE across the tested backbones. We then identify a limitation that remains even with this strong objective: regions with different levels of target noise can reach their best predictive performance at different training epochs. Consequently, a single global early-stopping checkpoint can impose a compromise between uncertainty regions, even when the objective can represent heteroskedastic target distributions. Motivated by this limitation, we introduce a heteroskedasticity-aware extension of quantile loss that uses input-dependent label smoothing as a potential remedy and improves over quantile loss on several backbones. Overall, our results provide a modern empirical picture of regression objectives for tabular deep learning and highlight how differences in optimal stopping times across uncertainty regions can limit the effectiveness of global early stopping. The code is available at https://github.com/yandex-research/tabular-regression.
Figures & tables
Figure 1: Performance comparison of different objective functions using an MLP backbone across 41 BeyondArena datasets. ( Left ) Average rank performance across all datasets. ( Right ) Relative RMSE improvement over the standard MSE baseline, visualizing the magnitude of performance gains or degradation. The box plots visualize the 10th, 25th, 50th, 75th, and 90th percentiles of the jitter plots. Notation details are provided in the beginning of Section .
AdamW
Muon
Objective
Gain (%)
W / T / L
Gain (%)
W / T / L
MSE
—
—
+1.50
18 / 19 / 4
HL-Gaussian
+0.78
19 / 19 / 3
+2.34
26 / 11 / 4
quantile loss
+0.67
15 / 23 / 3
+2.18
24 / 13 / 4
Table 1: Objective and optimizer comparison on MLP across 41 datasets. Gain is the median relative RMSE improvement over the common MSE + AdamW baseline; positive values indicate improvement. W/T/L counts wins, ties, and losses under the standard-deviation-based comparison rule in Appendix . Bold denotes the largest median gain within each optimizer.
HL-Gaussian
quantile loss
Backbone
Gain (%)
W / T / L
Gain (%)
W / T / L
MLP
+0.65
19 / 17 / 5
+0.55
21 / 15 / 5
TabPack
+0.06
8 / 20 / 13
+0.46
18 / 21 / 2
RealMLP
+0.12
13 / 17 / 11
+0.40
20 / 16 / 5
TabM
+0.54
17 / 19 / 5
+0.58
20 / 16 / 5
Table 2: Quantile loss yields consistent aggregate improvements across the tested backbones. Each objective is compared against MSE on the same backbone. Gain is the median relative RMSE improvement; positive values indicate improvement. W/T/L follows the comparison rule in Appendix . Bold denotes the larger median gain within each backbone, with both values highlighted when equal at the reported precision.
Figure 2: In this synthetic experiment, heteroskedastic noise creates a mismatch between the stopping epochs preferred by low- and high-uncertainty regions, while AdaQR mitigates this effect. Uncertainty plots [ 11 ] for an MLP trained with (a) quantile loss and (b) AdaQR on the heteroskedastic dataset, and (c) quantile loss on the homoskedastic counterpart. Each curve shows the smoothed point-wise difference in squared test error relative to the reference epoch with the best aggregate validation MSE; negative values indicate improvement. Test samples are ordered by increasing uncertainty in the heteroskedastic dataset, with the same ordering used in all panels. Under heteroskedastic noise, earlier epochs perform relatively better on high-uncertainty points and later epochs on low-uncertainty points, indicating that different uncertainty regions favor different stopping times. This separation is reduced with AdaQR and disappears when the noise is homoskedastic.
K=5
K=10
Dataset / summary
U/G
R/G
U/G
R/G
Synthetic (heteroskedastic)
+0.318
−0.041
+0.286
−0.118
Synthetic (homoskedastic)
−0.019
−0.021
−0.048
−0.078
Seven largest benchmark datasets
Median Improv. (%)
+0.180
−0.029
+0.114
−0.003
W / T / L
3/4/0
0/7/0
3/4/0
0/7/0
Table 3: Cohort-based vs. global checkpoint selection for an MLP trained with quantile loss. Improv. (%) is the relative reduction in mean test RMSE using uncertainty (U/G) or random (R/G) cohorts compared with global selection. All checkpoints are selected on validation data. Bottom rows summarize available comparisons among the seven largest benchmark datasets, excluding synthetic data; W/T/L follows Appendix . Results are computed from mean test RMSEs over 15 random seeds.
MLP
Objective
Gain (%)
W / T / L
NLL
+0.02
9 / 12 / 7
β -NLL
+0.25
10 / 11 / 7
quantile loss
+0.47
16 / 10 / 2
AdaQR
+0.66
16 / 10 / 2
Table 4: Predictive performance on 28 BeyondArena datasets with at least 1,000 training samples. Gain is the median relative RMSE improvement over MSE on the same backbone; positive values indicate improvement. W/T/L summarizes comparisons with MSE using the rule in Appendix . Bold denotes the largest median gain within each backbone. AdaQR † includes auxiliary scale regularization (Appendix ).
Objective
Gain (%)
W / T / L
quantile loss
+0.35
15 / 11 / 2
AdaQR †
+0.82
19 / 6 / 3
Global σl
+0.14
11 / 10 / 7
Table 5: Ablation of adaptive scale prediction on RealMLP. Gain is the median relative RMSE improvement over MSE. W/T/L follows the comparison rule in Appendix .
Figure 3: AdaQR versus CatBoost data uncertainty on three real-world datasets from the Beyond benchmark (test splits; logarithmic axes). AdaQR estimates are averaged across TabM branches after conversion to variances using ( ). Dashed lines indicate y=x ; ρS denotes Spearman’s rank correlation computed over all test inputs for each dataset. At most 8,000 randomly sampled inputs are displayed per dataset.
K=5
K=10
Summary
quantile loss
AdaQR
quantile loss
AdaQR
Median Improv. (%)
+0.180
+0.092
+0.114
+0.085
W / T / L
3/4/ 0
1/6/0
3/4/0
2/5/0
Table 6: Cohort-based vs. global checkpoint selection for an MLP trained with quantile loss (QR) or AdaQR. Improv. (%) is the relative reduction in the mean test RMSE compared with global selection under the same objective. Results summarize seven real-world datasets, using 15 random seeds. All checkpoints are selected on validation data; W/T/L follows Appendix .
Table 7: The hyperparameter tuning space for MLP. Here, (A) is the default space and (B) is used when evaluating Decoder[U] and Decoder[N] (see Section ).
Parameter
Distribution
# layers
UniformInt[1, 4]
Width (hidden size)
UniformInt[64, 1024]
Dropout rate
{0.0, Uniform[0.0, 0.5]}
Learning rate (Muon)
LogUniform[1e-3, 1e-1]
Learning rate (AdamW)
LogUniform[5e-5, 3e-3]
Weight decay (AdamW)
LogUniform[1e-3, 1]
Appendix
Table 8: The hyperparameter tuning space for TabM.
Parameter
Distribution
# layers
UniformInt[1, 3]
Width (hidden size)
384
Dropout rate
{0.0, Uniform[0.0, 0.5]}
Learning rate (Muon)
LogUniform[1e-3, 1e-1]
Learning rate (AdamW)
LogUniform[1e-4, 5e-3]
Weight decay (AdamW)
LogUniform[1e-3, 1]
Appendix
Table 9: The sampling space for TabPack
Objective
Parameter
Distribution
MSE
—
—
MAE
—
—
Huber
delta
LogUniform[1e-2, 100]
NLL
—
—
β -NLL
beta
Uniform[0, 1]
MDN
mixture_size
UniformInt[2, 64]
Appendix
Table 10: Hyperparameter tuning space for different regression objectives. The notation follows Section ; refer to the source code for any naming ambiguities. For TabPack, the numbers of bins and quantiles are fixed at 384, and AdaQR’s regulizer is fixed at 0.2 (Appendix ).
Figure 4: Data uncertainty estimated by AdaQR versus the true data uncertainty on a heteroskedastic synthetic dataset, shown on logarithmic axes. Both uncertainties are expressed as variances. AdaQR estimates are obtained using ( ), following the theoretical results in Section . Panels compare (a) TabM, (b) RealMLP, and (c) RealMLP with scale-regularized AdaQR † . Gray points show individual test inputs for one ensemble member; the orange line connects this member’s median estimates in equal-count bins of true uncertainty. Each blue line shows the corresponding bin medians for another ensemble member. The shaded band spans the minimum and maximum of these medians, rather than a confidence interval. Dashed diagonals indicate perfect agreement; downward triangles mark estimates below the displayed range. All three models capture relative variation in data uncertainty. Scale regularization reduces RealMLP’s deviations at low uncertainty and improves consistency across ensemble members.
Figure 5: AdaQR versus CatBoost data uncertainty on nine additional real-world datasets. Points represent test inputs; AdaQR estimates are averaged across TabM branches after conversion to variances. Both axes are logarithmic, and dashed lines indicate equal estimates ( y=x ). ρS denotes Spearman’s rank correlation, computed over all test inputs; at most 8,000 points are displayed per dataset.
Model
Objective
Improv. (%)
W / T / L
MLP
Quantile Loss
+0.55
21 / 15 / 5
AdaQR
+0.74
19 / 17 / 5
NLL
+0.25
10 / 23 / 8
beta-NLL
+0.32
12 / 21 / 8
TabPack
Quantile Loss
+0.46
18 / 21 / 2
AdaQR
+0.45
19 / 21 / 1
Appendix
Table 11: Improv. (%) denotes the median relative improvement in RMSE compared to the standard MSE objective. W/T/L summarizes comparisons with MSE using the rule in Appendix .
Objective
Cohorts
Global
K=5
K=10
Electric Motor Temperature
Quantile
Uncertainty
2.64±0.13
2.65±0.13
2.70±0.22
Quantile
Random
2.64±0.13
2.64±0.14
2.64±0.13
AdaQR
Uncertainty
2.74±0.16
2.72±0.15
2.73±0.14
Mercari
Quantile
Uncertainty
0.47298±0.00251
0.47282±0.00181
0.47296±0.00188
Appendix
Table 12: Cohort-based vs. global checkpoint selection for an MLP trained with quantile loss or AdaQR on the seven largest BeyondArena datasets within our 41-dataset evaluation subset. Values are mean ± standard deviation of test RMSE over 15 random seeds; lower is better. Global denotes a single checkpoint shared by all test points; K=5 and K=10 denote per-cohort selection with five and ten cohorts. All checkpoints are selected on validation data.
5g_energy_consumption
Objective
Single
E5
MSE
4.10±0.02
4.054±0.008
HL-Gaussian
4.07±0.04
4.04±0.01
Quantile Loss
4.10±0.03
4.06±0.01
Appendix
Table 13: Dataset-wise MLP results with AdamW on 41 Beyond datasets (split 0). Test RMSE is mean ± sample standard deviation ( ddof=1 ). Single uses 15 seeds; E5 uses three disjoint ensembles of five seeds.
mercedes_benz_greener_manufacturing
Objective
Single
E5
MSE
8.45±0.07
8.42±0.02
HL-Gaussian
8.39±0.07
8.34±0.03
Quantile Loss
8.34±0.03
8.325±0.009
Appendix
Table 14: Dataset-wise MLP results with AdamW (continued). Test RMSE: mean ± sample standard deviation. Single: 15 seeds; E5: three ensembles of five.
5g_energy_consumption
Model
Objective
Single
E5
MLP
MSE
4.07±0.03
4.02±0.01
MAE
4.17±0.03
4.13±0.01
Huber Loss
4.15±0.05
4.09±0.02
Soft Binning
4.13±0.03
4.09±0.02
Hard Binning
4.06±0.03
4.054±0.007
Appendix
Table 15: Extended Beyond results with the Muon optimizer. Single denotes one model; E5 denotes an ensemble of five.
allstate_claims_severity
Model
Objective
Single
E5
MLP
MSE
0.5400±0.0002
0.5388±0.0001
MAE
0.5408±0.0001
0.5402±0.0000
Huber Loss
0.5393±0.0002
0.5388±0.0000
Soft Binning
0.5378±0.0001
0.5373±0.0000
Hard Binning
0.5393±0.0001
0.5389±0.0000
Appendix
Table 16: Extended Beyond results with the Muon optimizer (continued).
body_density_prediction
Model
Objective
Single
E5
MLP
MSE
0.013±0.002
0.0127±0.0002
MAE
0.0121±0.0002
0.0119±0.0001
Huber Loss
0.0125±0.0004
0.0123±0.0000
Soft Binning
0.0137±0.0002
0.0137±0.0001
Hard Binning
0.0153±0.0008
0.0143±0.0004
Appendix
Table 17: Extended Beyond results with the Muon optimizer (continued).
cirrhosis_patient_survival_prediction
Model
Objective
Single
E5
MLP
MSE
0.72±0.02
0.705±0.005
MAE
0.66±0.02
0.655±0.008
Huber Loss
0.67±0.01
0.668±0.005
Soft Binning
0.69±0.01
0.693±0.006
Hard Binning
0.93±0.07
0.83±0.02
Appendix
Table 18: Extended Beyond results with the Muon optimizer (continued).
coffee_rating_prediction
Model
Objective
Single
E5
MLP
MSE
1.48±0.02
1.4771±0.0003
MAE
1.48±0.05
1.46±0.02
Huber Loss
1.54±0.07
1.51±0.02
Soft Binning
1.43±0.04
1.406±0.008
Hard Binning
1.53±0.04
1.53±0.02
Appendix
Table 19: Extended Beyond results with the Muon optimizer (continued).
diamonds
Model
Objective
Single
E5
MLP
MSE
0.0892±0.0008
0.0856±0.0001
MAE
0.0869±0.0008
0.0857±0.0005
Huber Loss
0.0879±0.0005
0.0852±0.0001
Soft Binning
0.0879±0.0006
0.0876±0.0002
Hard Binning
0.0879±0.0006
0.0873±0.0004
Appendix
Table 20: Extended Beyond results with the Muon optimizer (continued).
electric_motor_temperature_prediction
Model
Objective
Single
E5
MLP
MSE
2.62±0.03
2.61±0.02
MAE
2.96±0.08
2.92±0.03
Huber Loss
2.65±0.06
2.63±0.04
Soft Binning
2.66±0.05
2.64±0.02
Hard Binning
3.7±0.2
3.53±0.09
Appendix
Table 21: Extended Beyond results with the Muon optimizer (continued).
food_delivery_time
Model
Objective
Single
E5
MLP
MSE
7.73±0.01
7.715±0.008
MAE
7.81±0.03
7.750±0.008
Huber Loss
7.75±0.01
7.714±0.007
Soft Binning
7.748±0.008
7.742±0.002
Hard Binning
7.65±0.01
7.636±0.002
Appendix
Table 22: Extended Beyond results with the Muon optimizer (continued).
garments_worker_productivity
Model
Objective
Single
E5
MLP
MSE
0.099±0.004
0.097±0.001
MAE
0.101±0.004
0.100±0.002
Huber Loss
0.099±0.004
0.098±0.002
Soft Binning
0.102±0.006
0.099±0.001
Hard Binning
0.105±0.005
0.104±0.004
Appendix
Table 23: Extended Beyond results with the Muon optimizer (continued).
houses
Model
Objective
Single
E5
MLP
MSE
0.2273±0.0009
0.2226±0.0001
MAE
0.228±0.001
0.2217±0.0003
Huber Loss
0.2242±0.0007
0.2225±0.0003
Soft Binning
0.226±0.001
0.2233±0.0004
Hard Binning
0.225±0.001
0.2234±0.0005
Appendix
Table 24: Extended Beyond results with the Muon optimizer (continued).
mercari_price_suggestion_1m
Model
Objective
Single
E5
MLP
MSE
0.4746±0.0006
0.4664±0.0008
MAE
0.479±0.002
0.472±0.002
Huber Loss
0.4741±0.0003
0.4666±0.0003
Soft Binning
0.472±0.002
0.463±0.001
Hard Binning
0.4742±0.0008
0.4649±0.0009
Appendix
Table 25: Extended Beyond results with the Muon optimizer (continued).
miami_housing
Model
Objective
Single
E5
MLP
MSE
0.1446±0.0008
0.1427±0.0002
MAE
0.148±0.001
0.1454±0.0004
Huber Loss
0.1450±0.0005
0.1438±0.0002
Soft Binning
0.150±0.002
0.1465±0.0004
Hard Binning
0.1486±0.0005
0.1480±0.0002
Appendix
Table 26: Extended Beyond results with the Muon optimizer (continued).
obesity_estimation
Model
Objective
Single
E5
MLP
MSE
4.91±0.03
4.904±0.002
MAE
4.85±0.02
4.84±0.01
Huber Loss
4.94±0.05
4.92±0.03
Soft Binning
4.91±0.04
4.90±0.02
Hard Binning
4.96±0.05
4.944±0.006
Appendix
Table 27: Extended Beyond results with the Muon optimizer (continued).
qsar_aquatic_toxicity
Model
Objective
Single
E5
MLP
MSE
1.17±0.02
1.16±0.01
MAE
1.28±0.03
1.256±0.008
Huber Loss
1.16±0.02
1.156±0.004
Soft Binning
1.14±0.02
1.140±0.007
Hard Binning
1.22±0.04
1.211±0.009
Appendix
Table 28: Extended Beyond results with the Muon optimizer (continued).
qsar_tid_11
Model
Objective
Single
E5
MLP
MSE
0.784±0.005
0.772±0.001
MAE
0.783±0.005
0.7720±0.0009
Huber Loss
0.786±0.006
0.775±0.003
Soft Binning
0.787±0.004
0.782±0.002
Hard Binning
0.84±0.01
0.819±0.008
Appendix
Table 29: Extended Beyond results with the Muon optimizer (continued).
santander_transaction_value
Model
Objective
Single
E5
MLP
MSE
1.409±0.006
1.403±0.002
MAE
1.408±0.007
1.396±0.003
Huber Loss
1.403±0.009
1.394±0.005
Soft Binning
1.399±0.009
1.389±0.003
Hard Binning
1.415±0.006
1.409±0.003
Appendix
Table 30: Extended Beyond results with the Muon optimizer (continued).
sberbank_housing_market_forecasting
Model
Objective
Single
E5
MLP
MSE
0.27±0.02
0.26±0.02
MAE
0.263±0.010
0.256±0.004
Huber Loss
0.26±0.01
0.254±0.006
Soft Binning
0.263±0.009
0.2521±0.0010
Hard Binning
0.254±0.003
0.2498±0.0003
Appendix
Table 31: Extended Beyond results with the Muon optimizer (continued).
student_portuguese_performance
Model
Objective
Single
E5
MLP
MSE
3.09±0.09
3.00±0.03
MAE
3.03±0.08
2.96±0.03
Huber Loss
3.04±0.08
2.99±0.03
Soft Binning
2.99±0.09
2.92±0.03
Hard Binning
3.00±0.02
2.979±0.002
Appendix
Table 32: Extended Beyond results with the Muon optimizer (continued).
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