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add demo for early_stopping in R

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hetong007
2015-05-06 15:14:29 -07:00
parent 0f182b0b66
commit 419e4dbda6
2 changed files with 29 additions and 50 deletions
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23
R-package/demo/early_Stopping.R
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@@ -30,29 +30,8 @@ evalerror <- function(preds, dtrain) {
err <- as.numeric(sum(labels != (preds > 0)))/length(labels)
return(list(metric = "error", value = err))
}
print ('start training with user customized objective')
print ('start training with early Stopping setting')
# training with customized objective, we can also do step by step training
# simply look at xgboost.py's implementation of train
bst <- xgb.train(param, dtrain, num_round, watchlist, logregobj, evalerror, maximize = FALSE,
earlyStopRound = 3)
#
# there can be cases where you want additional information
# being considered besides the property of DMatrix you can get by getinfo
# you can set additional information as attributes if DMatrix
# set label attribute of dtrain to be label, we use label as an example, it can be anything
attr(dtrain, 'label') <- getinfo(dtrain, 'label')
# this is new customized objective, where you can access things you set
# same thing applies to customized evaluation function
logregobjattr <- function(preds, dtrain) {
# now you can access the attribute in customized function
labels <- attr(dtrain, 'label')
preds <- 1/(1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
}
print ('start training with user customized objective, with additional attributes in DMatrix')
# training with customized objective, we can also do step by step training
# simply look at xgboost.py's implementation of train
bst <- xgb.train(param, dtrain, num_round, watchlist, logregobjattr, evalerror, maximize = FALSE,
earlyStopRound = 3)