Which loss function is the best loss function when using XGB regression with highly skewed dataset? Which loss function is the best loss function when using XGB regression with a highly skewed dataset?

The skewness of the data is very high. I used XGBoost with objective function of linear regression (but the data was transformed into the log space). It performed better than using gamma objective function. Any other suggestions?
You could try weighting the loss for each data point, such that some datapoints do not dominate the loss.