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[Breaking] Set output margin to True for custom objective. (#5564)

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* Set output margin to True for custom objective in Python and R.

* Add a demo for writing multi-class custom objective function.

* Run tests on selected demos.
This commit is contained in:
Jiaming Yuan
2020-04-20 20:44:12 +08:00
committed by GitHub
parent fcbedcedf8
commit 9c1103e06c
10 changed files with 262 additions and 22 deletions
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demo/guide-python/README.md
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@@ -3,6 +3,7 @@ XGBoost Python Feature Walkthrough
* [Basic walkthrough of wrappers](basic_walkthrough.py)
* [Customize loss function, and evaluation metric](custom_objective.py)
* [Re-implement RMSLE as customized metric and objective](custom_rmsle.py)
* [Re-Implement `multi:softmax` objective as customized objective](custom_softmax.py)
* [Boosting from existing prediction](boost_from_prediction.py)
* [Predicting using first n trees](predict_first_ntree.py)
* [Generalized Linear Model](generalized_linear_model.py)