Description Usage Arguments Value Examples
View source: R/xgb.wrap.loss.R
The wrapper works only if both the wrapper and the original loss metric are existing. Requires Matrix
and xgboost
packages.
1 |
f |
Type: function. The function to wrap from xgboost. Requires the following order of arguments for the function to work: |
The wrapping function.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | # Note: this example unexpectedly fails when using pkgdown.
library(xgboost)
library(Matrix)
data(agaricus.train, package = "xgboost")
data(agaricus.test, package = "xgboost")
dtrain <- xgboost::xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
dtest <- xgboost::xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
watchlist <- list(train = dtrain, eval = dtest)
cross_entropy <- function(preds, labels) {
preds <- 1 / (1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
}
cross_entropy_wrap <- xgb.wrap.loss(f = cross_entropy)
param <- list(max_depth = 2, eta = 1, silent = 1, nthread = 1,
objective = cross_entropy_wrap, eval_metric = "auc")
bst <- xgboost::xgb.train(param, dtrain, nrounds = 2, watchlist)
# Note: this example unexpectedly fails when using pkgdown.
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.