Skip to content

Added new validation tuning metrics

Choose a tag to compare

@mathias-von-ottenbreit mathias-von-ottenbreit released this 20 Sep 20:55
· 10 commits to main since this release

Added new validation tuning metrics:

  • neg_top_quantile_mean_response – Computes the negative of the sample-weighted mean response for observations with predictions in the top quantile (as defined by the quantile parameter).
  • bottom_quantile_mean_response – Computes the sample-weighted mean response for observations with predictions in the bottom quantile (as defined by the quantile parameter).

These metrics may be useful for example when the objective is to increase lift. Please note that when using these new metrics, a significantly higher early_stopping_rounds than the default of 200 might be needed.