Metrics for gamma regression (#1369)

* Add deviance metric for gamma regression

* Simplify the computation of nloglik for gamma regression

* Add a description for gamma-deviance

* Minor fix
This commit is contained in:
Shengwen Yang
2016-07-18 22:10:44 +08:00
committed by Yuan (Terry) Tang
parent c60a356273
commit 7089301b62
3 changed files with 36 additions and 81 deletions

View File

@@ -138,6 +138,7 @@ Specify the learning task and the corresponding learning objective. The objectiv
- "ndcg@n","map@n": n can be assigned as an integer to cut off the top positions in the lists for evaluation.
- "ndcg-","map-","ndcg@n-","map@n-": In XGBoost, NDCG and MAP will evaluate the score of a list without any positive samples as 1. By adding "-" in the evaluation metric XGBoost will evaluate these score as 0 to be consistent under some conditions.
training repeatively
- "gamma-deviance": [residual deviance for gamma regression]
* seed [ default=0 ]
- random number seed.