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[Blocking][jvm-packages] fix the early stopping feature #3808
referenced this pull request
Oct 18, 2018
Can I suggest that we make early stopping a policy-based API with some sort of callback? So instead of just a count and a direction, we supply an object which receives the metrics up to the current round, and whatever other information might be useful, and we have a default implementation that is just the normal early stopping after X rounds without increase/decrease. I ask because I suspect there might be circumstances where you care about more than just an absolute number of rounds, or you might for efficiency reasons want to stop training even while still decreasing, just because the returns appear to be diminishing. Externalising the decision and making it configurable would future-proof the API somewhat.
So, just something like
@deepxg it's a good suggestion. However, I think it is out of the scope of this PR:
we might evaluate and work on your suggestion in a more comprehensive way which covers all language bindings in the coming releases