[Breaking] Change default evaluation metric for classification to logloss / mlogloss (#6183)
* 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>
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@@ -376,7 +376,7 @@ Specify the learning task and the corresponding learning objective. The objectiv
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* ``eval_metric`` [default according to objective]
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- Evaluation metrics for validation data, a default metric will be assigned according to objective (rmse for regression, and error for classification, mean average precision for ranking)
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- Evaluation metrics for validation data, a default metric will be assigned according to objective (rmse for regression, and logloss for classification, mean average precision for ranking)
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- User can add multiple evaluation metrics. Python users: remember to pass the metrics in as list of parameters pairs instead of map, so that latter ``eval_metric`` won't override previous one
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- The choices are listed below:
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