add early stopping to R

R-package/R/xgboost.R

@@ -30,6 +30,11 @@
 #'   performance and construction progress information
 #' @param missing Missing is only used when input is dense matrix, pick a float 
 #'     value that represents missing value. Sometimes a data use 0 or other extreme value to represents missing values.
+#' @param earlyStopRound If \code{NULL}, the early stopping function is not triggered. 
+#'     If set to an integer \code{k}, training with a validation set will stop if the performance 
+#'     keeps getting worse consecutively for \code{k} rounds.
+#' @param maximize If \code{feval} and \code{earlyStopRound} are set, then \code{maximize} must be set as well.
+#'     \code{maximize=TRUE} means the larger the evaluation score the better.
 #' @param ... other parameters to pass to \code{params}.
 #' 
 #' @details 
@@ -51,7 +56,7 @@
 #' @export
 #' 
 xgboost <- function(data = NULL, label = NULL, missing = NULL, params = list(), nrounds, 
-                    verbose = 1, ...) {
+                    verbose = 1, earlyStopRound = NULL, maximize = NULL, ...) {
   if (is.null(missing)) {
     dtrain <- xgb.get.DMatrix(data, label)
   } else {
@@ -66,7 +71,8 @@ xgboost <- function(data = NULL, label = NULL, missing = NULL, params = list(),
     watchlist <- list()
   }
   
-  bst <- xgb.train(params, dtrain, nrounds, watchlist, verbose=verbose)
+  bst <- xgb.train(params, dtrain, nrounds, watchlist, verbose = verbose,
+                   earlyStopRound = earlyStopRound)
   
   return(bst)
 }