XGBoost自定义测评函数eval_metric
How to custom evaluation metric for XGBoost in Python# -*- coding: utf-8 -*-from sklearn.cross_validation import train_test_splitfrom sklearn.datasets import load_digitsimport xgboost as xgbfr...
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How to custom evaluation metric for XGBoost in Python
# -*- coding: utf-8 -*-
from sklearn.cross_validation import train_test_split
from sklearn.datasets import load_digits
import xgboost as xgb
from sklearn.metrics import matthews_corrcoef
from xgboost import XGBClassifier
THRESHOLD = 0.5
#自定义马修斯相关系数
def evalmcc(preds, dtrain):
labels = dtrain.get_label()
return 'MCC', matthews_corrcoef(labels, preds > THRESHOLD)
def evalmcc_min(preds, dtrain):
labels = dtrain.get_label()
return 'MCC', -matthews_corrcoef(labels, preds > THRESHOLD)
xgb_params = {
'seed': 0,
'colsample_bytree': 0.5,
'silent': 1,
'subsample': 0.5,
'learning_rate': 0.001,
'objective': 'binary:logistic',
'max_depth': 2,
'min_child_weight': 1,
}
if __name__ == "__main__":
digits = load_digits(n_class=2)
x_train = digits.data
y_train = digits.target
dtrain = xgb.DMatrix(x_train, label=y_train)
res = xgb.cv(xgb_params, dtrain, num_boost_round=250, nfold=5, seed=0, stratified=True,
early_stopping_rounds=25, verbose_eval=5, show_stdv=True, feval=evalmcc, maximize=True)
clf = XGBClassifier(**xgb_params)
x_train, x_test, y_train, y_test = train_test_split(x_train, y_train, test_size=0.50, random_state=1337)
clf.fit(x_train, y_train, eval_set=[(x_test, y_test)], eval_metric=evalmcc_min, early_stopping_rounds=50,
verbose=True)
http://www.cnblogs.com/silence-gtx/p/5812012.html
https://blog.csdn.net/wl_ss/article/details/78685984
https://www.kaggle.com/c/bosch-production-line-performance/discussion/23909
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