Hendrik/xgboost
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[jvm-packages]Fix early stopping condition (#3928)

Browse Source 
* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* update version

* 0.82

* fix early stopping condition

* remove unused

* update comments

* udpate comments

* update test
This commit is contained in:
Nan Zhu
2018-11-24 00:18:07 -08:00
committed by GitHub
parent 42cac4a30b
commit 9c4ff50e83
2 changed files with 118 additions and 24 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/XGBoost.java
View File

@@ -218,8 +218,15 @@ public class XGBoost {
Map<String, Object> params, int earlyStoppingRounds, float[][] metrics, int iter) {
boolean maximizeEvaluationMetrics = getMetricsExpectedDirection(params);
boolean onTrack = false;
// we don't need to consider iterations before reaching to `earlyStoppingRounds`th iteration
if (iter < earlyStoppingRounds - 1) {
return true;
}
float[] criterion = metrics[metrics.length - 1];
for (int shift = 0; shift < Math.min(iter, earlyStoppingRounds) - 1; shift++) {
for (int shift = 0; shift < earlyStoppingRounds - 1; shift++) {
// the initial value of onTrack is false and if the metrics in any of `earlyStoppingRounds`
// iterations goes to the expected direction, we should consider these `earlyStoppingRounds`
// as `onTrack`
onTrack |= maximizeEvaluationMetrics ?
criterion[iter - shift] >= criterion[iter - shift - 1] :
criterion[iter - shift] <= criterion[iter - shift - 1];