xgb.max_fallout: xgboost evaluation metric for minimum Fall-Out (False Positive Rate)
Description
This function allows xgboost to use a custom thresholding method to minimize the Fall-Out (False Positive Rate). You can use this function via eval_metric. It leaks memory over time, but it can be reclaimed using gc().
Usage
xgb.max_fallout(pred, dtrain)
Arguments
pred
Type: numeric. The predictions.
dtrain
Type: xgb.DMatrix. The training data.
Value
The minimum Fall-Out (False Positive Rate) for binary data.