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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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11
doc/tutorials/custom_metric_obj.rst
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@@ -14,7 +14,7 @@ concepts should be readily applicable to other language bindings.
* The customized functions defined here are only applicable to single node training.
Distributed environment requires syncing with ``xgboost.rabit``, the interface is
subject to change hence beyond the scope of this tutorial.
* We also plan to re-design the interface for multi-classes objective in the future.
* We also plan to improve the interface for multi-classes objective in the future.
In the following sections, we will provide a step by step walk through of implementing
``Squared Log Error(SLE)`` objective function:
@@ -136,3 +136,12 @@ Notice that the parameter ``disable_default_eval_metric`` is used to suppress th
in XGBoost.
For fully reproducible source code and comparison plots, see `custom_rmsle.py <https://github.com/dmlc/xgboost/tree/master/demo/guide-python/custom_rmsle.py>`_.
******************************
Multi-class objective function
******************************
A similiar demo for multi-class objective funtion is also available, see
`demo/guide-python/custom_softmax.py <https://github.com/dmlc/xgboost/tree/master/demo/guide-python/custom_rmsle.py>`_
for details.