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[jvm-packages] Automatically set maximize_evaluation_metrics if not explicitly given in XGBoost4J-Spark #4446

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merged 4 commits into from
May 9, 2019
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[jvm-packages] Automatically set maximize_evaluation_metrics if not explicitly given in XGBoost4J-Spark #4446

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30893af
Automatically set maximize_evaluation_metrics if not explicitly given.
shishaochen May 8, 2019
d371130
When custom_eval is set, require maximize_evaluation_metrics.
shishaochen May 9, 2019
23ef876
Update documents on early stop in XGBoost4J-Spark.
shishaochen May 9, 2019
162c158
Fix code error.
shishaochen May 9, 2019
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2 changes: 1 addition & 1 deletion jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoost.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -160,7 +160,7 @@ object XGBoost extends Serializable {
.map(_.toString.toInt).getOrElse(0)
val overridedParams = if (numEarlyStoppingRounds > 0 &&
!params.contains("maximize_evaluation_metrics")) {
if params.contains("custom_eval") {
if (params.contains("custom_eval")) {
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when num_early_stopping_rounds is non-zero, eval_metric is a built-in metric, the custom_eval is still in params, just the value is null, so it will still throw an exception.
So the if condition should be if (params.contains("custom_eval") && params("custom_eval") != null) or remove custom_eval from params.

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Hmmm....I think I missed some part of this PR

The reality is early stopping doesn’t work with custom metrics

throw new IllegalArgumentException("maximize_evaluation_metrics has to be "
+ "specified when custom_eval is set")
}
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