cb.early.stop(stopping_rounds, maximize = FALSE, metric_name = NULL, verbose = TRUE)watchlist was labelled as dtest,
and one wants to use the AUC in test data for early stopping regardless of where
it is in the watchlist, then one of the following would need to be set:
metric_name='dtest-auc' or metric_name='dtest_auc'.
All dash '-' characters in metric names are considered equivalent to '_'.stop_condition = TRUE flag in its calling frame.The following additional fields are assigned to the model's R object:
best_score the evaluation score at the best iteration
best_iteration at which boosting iteration the best score has occurred (1-based index)
best_ntreelimit to use with the ntreelimit parameter in predict.
It differs from best_iteration in multiclass or random forest settings.
The Same values are also stored as xgb-attributes:
best_iteration is stored as a 0-based iteration index (for interoperability of binary models)
best_msg message string is also stored.
At least one data element is required in the evaluation watchlist for early stopping to work.
Callback function expects the following values to be set in its calling frame:
stop_condition,
bst_evaluation,
rank,
bst (or bst_folds and basket),
iteration,
begin_iteration,
end_iteration,
num_parallel_tree.
callbacks,
xgb.attr