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Add customize metricts to XGBoost algorithm #15967
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…metric and raise warning when score_eval_metric_only is used withou eval_metric parameter
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* GH-15967 - add xgboost custom metrics * GH-15967 - raise error when custom metric is used together with eval_metric and raise warning when score_eval_metric_only is used withou eval_metric parameter * GH-15967 - test that custom metric can be used for early stopping * GH-15967 - add custom metric for xgboost into documentation --------- Documentation co-authored-by: Hannah Tillman <hannah.tillman@h2o.ai>
Duplicate to #6788 |
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XGBoost should support custom_metric_func parameter the same way as other algos.
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