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[Breaking] Change default evaluation metric for classification to logloss / mlogloss (#6183)

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* Change DefaultEvalMetric of classification from error to logloss

* Change default binary metric in plugin/example/custom_obj.cc

* Set old error metric in python tests

* Set old error metric in R tests

* Fix missed eval metrics and typos in R tests

* Fix setting eval_metric twice in R tests

* Add warning for empty eval_metric for classification

* Fix Dask tests

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
This commit is contained in:
Christian Lorentzen
2020-10-02 21:06:47 +02:00
committed by GitHub
parent e0e4f15d0e
commit cf4f019ed6
18 changed files with 56 additions and 32 deletions
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8
R-package/tests/testthat/test_callbacks.R
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@@ -26,7 +26,8 @@ watchlist <- list(train = dtrain, test = dtest)
err <- function(label, pr) sum((pr > 0.5) != label) / length(label)
param <- list(objective = "binary:logistic", max_depth = 2, nthread = 2)
param <- list(objective = "binary:logistic", eval_metric = "error",
max_depth = 2, nthread = 2)
test_that("cb.print.evaluation works as expected", {
@@ -105,7 +106,8 @@ test_that("cb.evaluation.log works as expected", {
})
param <- list(objective = "binary:logistic", max_depth = 4, nthread = 2)
param <- list(objective = "binary:logistic", eval_metric = "error",
max_depth = 4, nthread = 2)
test_that("can store evaluation_log without printing", {
expect_silent(
@@ -236,7 +238,7 @@ test_that("early stopping xgb.train works", {
test_that("early stopping using a specific metric works", {
set.seed(11)
expect_output(
bst <- xgb.train(param, dtrain, nrounds = 20, watchlist, eta = 0.6,
bst <- xgb.train(param[-2], dtrain, nrounds = 20, watchlist, eta = 0.6,
eval_metric = "logloss", eval_metric = "auc",
callbacks = list(cb.early.stop(stopping_rounds = 3, maximize = FALSE,
metric_name = 'test_logloss')))