56 lines
2.3 KiB
R
56 lines
2.3 KiB
R
% Generated by roxygen2: do not edit by hand
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% Please edit documentation in R/callbacks.R
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\name{xgb.cb.early.stop}
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\alias{xgb.cb.early.stop}
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\title{Callback to activate early stopping}
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\usage{
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xgb.cb.early.stop(
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stopping_rounds,
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maximize = FALSE,
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metric_name = NULL,
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verbose = TRUE,
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keep_all_iter = TRUE
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)
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}
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\arguments{
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\item{stopping_rounds}{The number of rounds with no improvement in
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the evaluation metric in order to stop the training.}
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\item{maximize}{Whether to maximize the evaluation metric.}
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\item{metric_name}{The name of an evaluation column to use as a criteria for early
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stopping. If not set, the last column would be used.
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Let's say the test data in \code{watchlist} was labelled as \code{dtest},
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and one wants to use the AUC in test data for early stopping regardless of where
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it is in the \code{watchlist}, then one of the following would need to be set:
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\code{metric_name='dtest-auc'} or \code{metric_name='dtest_auc'}.
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All dash '-' characters in metric names are considered equivalent to '_'.}
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\item{verbose}{Whether to print the early stopping information.}
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\item{keep_all_iter}{Whether to keep all of the boosting rounds that were produced
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in the resulting object. If passing \code{FALSE}, will only keep the boosting rounds
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up to the detected best iteration, discarding the ones that come after.}
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}
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\value{
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An \code{xgb.Callback} object, which can be passed to \link{xgb.train} or \link{xgb.cv}.
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}
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\description{
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This callback function determines the condition for early stopping.
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The following attributes are assigned to the booster's object:
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\itemize{
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\item \code{best_score} the evaluation score at the best iteration
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\item \code{best_iteration} at which boosting iteration the best score has occurred
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(0-based index for interoperability of binary models)
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}
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The same values are also stored as R attributes as a result of the callback, plus an additional
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attribute \code{stopped_by_max_rounds} which indicates whether an early stopping by the \code{stopping_rounds}
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condition occurred. Note that the \code{best_iteration} that is stored under R attributes will follow
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base-1 indexing, so it will be larger by '1' than the C-level 'best_iteration' that is accessed
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through \link{xgb.attr} or \link{xgb.attributes}.
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At least one data element is required in the evaluation watchlist for early stopping to work.
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}
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