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rank_metric: add AUC-PR (#3172)

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* rank_metric: add AUC-PR

Implementation of the AUC-PR calculation for weighted data, proposed by Keilwagen, Grosse and Grau (https://doi.org/10.1371/journal.pone.0092209)

* rank_metric: fix lint warnings

* Implement tests for AUC-PR and fix implementation

* add aucpr to documentation for other languages
This commit is contained in:
Arjan van der Velde
2018-03-23 10:43:47 -04:00
committed by Yuan (Terry) Tang
parent 8fb3388af2
commit 04221a7469
7 changed files with 121 additions and 2 deletions
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R-package/man/xgb.cv.Rd
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@@ -51,6 +51,7 @@ from each CV model. This parameter engages the \code{\link{cb.cv.predict}} callb
\item \code{rmse} Rooted mean square error
\item \code{logloss} negative log-likelihood function
\item \code{auc} Area under curve
\item \code{aucpr} Area under PR curve
\item \code{merror} Exact matching error, used to evaluate multi-class classification
}}