Merge pull request #594 from Far0n/feval

python: multiple eval_metrics changes
This commit is contained in:
Yuan (Terry) Tang
2015-11-08 10:10:28 -05:00
4 changed files with 129 additions and 10 deletions

View File

@@ -67,10 +67,17 @@ XGBoost use list of pair to save [parameters](../parameter.md). Eg
```python
param = {'bst:max_depth':2, 'bst:eta':1, 'silent':1, 'objective':'binary:logistic' }
param['nthread'] = 4
plst = param.items()
plst += [('eval_metric', 'auc')] # Multiple evals can be handled in this way
plst += [('eval_metric', 'ams@0')]
param['eval_metric'] = 'auc'
```
* You can also specify multiple eval metrics:
```python
param['eval_metric'] = ['auc', 'ams@0']
# alternativly:
# plst = param.items()
# plst += [('eval_metric', 'ams@0')]
```
* Specify validations set to watch performance
```python
evallist = [(dtest,'eval'), (dtrain,'train')]
@@ -116,7 +123,7 @@ The model will train until the validation score stops improving. Validation erro
If early stopping occurs, the model will have two additional fields: `bst.best_score` and `bst.best_iteration`. Note that `train()` will return a model from the last iteration, not the best one.
This works with both metrics to minimize (RMSE, log loss, etc.) and to maximize (MAP, NDCG, AUC).
This works with both metrics to minimize (RMSE, log loss, etc.) and to maximize (MAP, NDCG, AUC). Note that if you specify more than one evaluation metric the last one in `param['eval_metric']` is used for early stopping.
Prediction
----------