45aef75cca
A new parameter `custom_metric` is added to `train` and `cv` to distinguish the behaviour from the old `feval`. And `feval` is deprecated. The new `custom_metric` receives transformed prediction when the built-in objective is used. This enables XGBoost to use cost functions from other libraries like scikit-learn directly without going through the definition of the link function. `eval_metric` and `early_stopping_rounds` in sklearn interface are moved from `fit` to `__init__` and is now saved as part of the scikit-learn model. The old ones in `fit` function are now deprecated. The new `eval_metric` in `__init__` has the same new behaviour as `custom_metric`. Added more detailed documents for the behaviour of custom objective and metric.
eXtreme Gradient Boosting
Community | Documentation | Resources | Contributors | Release Notes
XGBoost is an optimized distributed gradient boosting library designed to be highly efficient, flexible and portable. It implements machine learning algorithms under the Gradient Boosting framework. XGBoost provides a parallel tree boosting (also known as GBDT, GBM) that solve many data science problems in a fast and accurate way. The same code runs on major distributed environment (Kubernetes, Hadoop, SGE, MPI, Dask) and can solve problems beyond billions of examples.
License
© Contributors, 2021. Licensed under an Apache-2 license.
Contribute to XGBoost
XGBoost has been developed and used by a group of active community members. Your help is very valuable to make the package better for everyone. Checkout the Community Page.
Reference
- Tianqi Chen and Carlos Guestrin. XGBoost: A Scalable Tree Boosting System. In 22nd SIGKDD Conference on Knowledge Discovery and Data Mining, 2016
- XGBoost originates from research project at University of Washington.
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Become a sponsor and get a logo here. See details at Sponsoring the XGBoost Project. The funds are used to defray the cost of continuous integration and testing infrastructure (https://xgboost-ci.net).
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The sponsors in this list are donating cloud hours in lieu of cash donation.
