lgb.extract_cv_score: lgb.extract_cv_score

In 6chaoran/suw: utility functions for streamlining underwriting models

Description

extract cv prediction from lgb.cv object

Usage

lgb.extract_cv_score(cv, score.fun = Metrics::auc)

Arguments

cv	lgb.cv object
score.fun	function for scoring, score.fun(label, preds)

Value

list of (cv.score, cv.preds)

Examples

library(lightgbm)
data(agaricus.train, package = "lightgbm")
train <- agaricus.train
dtrain <- lgb.Dataset(train$data, label = train$label)
params <- list(objective = "regression", metric = "l2")
model <- lgb.cv(
  params = params
  , data = dtrain
  , nrounds = 10L
  , nfold = 3L
  , min_data = 1L
  , learning_rate = 1.0
  , early_stopping_rounds = 5L
)
res <- lgb.extract_cv_score(model, score.fun = Metrics::rmse)
res$cv.score

6chaoran/suw documentation built on July 29, 2020, 5:31 p.m.