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[Breaking] Fix custom metric for multi output. (#5954)

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* Set output margin to true for custom metric.  This fixes only R and Python.
This commit is contained in:
Jiaming Yuan
2020-07-29 19:25:27 +08:00
committed by GitHub
parent 75b8c22b0b
commit 18349a7ccf
7 changed files with 41 additions and 13 deletions
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R-package/R/utils.R
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@@ -173,7 +173,7 @@ xgb.iter.eval <- function(booster_handle, watchlist, iter, feval = NULL) {
} else {
res <- sapply(seq_along(watchlist), function(j) {
w <- watchlist[[j]]
preds <- predict(booster_handle, w, ntreelimit = 0) # predict using all trees
preds <- predict(booster_handle, w, outputmargin = TRUE, ntreelimit = 0) # predict using all trees
eval_res <- feval(preds, w)
out <- eval_res$value
names(out) <- paste0(evnames[j], "-", eval_res$metric)