Laurae (version 0.0.0.9001)

loss_LL_xgb: Loglikelihood Error (xgboost function)

Description

This function computes for xgboost's obj function the Loglikelihood Error loss (logloss) gradient and hessian per value provided preds and dtrain.

Usage

loss_LL_xgb(preds, dtrain)

Arguments

preds

The predictions.

dtrain

The xgboost model.

Value

The gradient and the hessian of the Loglikelihood Error per value in a list.

Details

Loss Formula : \(- (y_true * log(y_pred) + (1 - y_true) * log(1 - y_pred))\) Gradient Formula : \((1 - y_true)/(1 - y_pred) - y_true/y_pred\) Hessian Formula : \((1 - y_true)/((1 - y_pred) * (1 - y_pred)) + y_true/(y_pred * y_pred)\)