Added new validation tuning metrics
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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 thequantileparameter).bottom_quantile_mean_response– Computes the sample-weighted mean response for observations with predictions in the bottom quantile (as defined by thequantileparameter).
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.