loss_LL_xgb: Loglikelihood Error (xgboost function)

In Laurae2/Laurae: Advanced High Performance Data Science Toolbox for R

Description

This function computes for xgboost's obj function the Loglikelihood Error loss (logloss) gradient and hessian per value provided preds and dtrain.

Usage

loss_LL_xgb(preds, dtrain)

Arguments

preds	The predictions.
dtrain	The xgboost model.

Details

Loss Formula : - (y_true * log(y_pred) + (1 - y_true) * log(1 - y_pred))

Gradient Formula : (1 - y_true)/(1 - y_pred) - y_true/y_pred

Hessian Formula : (1 - y_true)/((1 - y_pred) * (1 - y_pred)) + y_true/(y_pred * y_pred)

Value

The gradient and the hessian of the Loglikelihood Error per value in a list.

Laurae2/Laurae documentation built on May 8, 2019, 7:59 p.m.