xgb.max_mcc: xgboost evaluation metric for maximum Matthews Correlation...

Description Usage Arguments Value

Description

This function allows xgboost to use a custom thresholding method to maximize the Matthews Correlation Coefficient. You can use this function via eval_metric. It leaks memory over time, but it can be reclaimed using gc().

Usage

1
xgb.max_mcc(pred, dtrain)

Arguments

pred

Type: numeric. The predictions.

dtrain

Type: xgb.DMatrix. The training data.

Value

The maximum Matthews Correlation Coefficient for binary data.


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