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Fix r early stop with custom objective. (#5923)

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* Specify `ntreelimit`.
This commit is contained in:
Jiaming Yuan
2020-07-23 03:28:17 +08:00
committed by GitHub
parent 30363d9c35
commit bc1d3ee230
3 changed files with 12 additions and 4 deletions
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5
R-package/R/utils.R
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@@ -145,7 +145,8 @@ xgb.iter.update <- function(booster_handle, dtrain, iter, obj = NULL) {
if (is.null(obj)) {
.Call(XGBoosterUpdateOneIter_R, booster_handle, as.integer(iter), dtrain)
} else {
pred <- predict(booster_handle, dtrain, outputmargin = TRUE, training = TRUE)
pred <- predict(booster_handle, dtrain, outputmargin = TRUE, training = TRUE,
ntreelimit = 0)
gpair <- obj(pred, dtrain)
.Call(XGBoosterBoostOneIter_R, booster_handle, dtrain, gpair$grad, gpair$hess)
}
@@ -172,7 +173,7 @@ xgb.iter.eval <- function(booster_handle, watchlist, iter, feval = NULL) {
} else {
res <- sapply(seq_along(watchlist), function(j) {
w <- watchlist[[j]]
preds <- predict(booster_handle, w) # predict using all trees
preds <- predict(booster_handle, w, ntreelimit = 0) # predict using all trees
eval_res <- feval(preds, w)
out <- eval_res$value
names(out) <- paste0(evnames[j], "-", eval_res$metric)