xgb.max_mcc: xgboost evaluation metric for maximum Matthews Correlation Coefficient
Description
This function allows xgboost to use a custom thresholding method to maximize the Matthews Correlation Coefficient. You can use this function via eval_metric. It leaks memory over time, but it can be reclaimed using gc().
Usage
xgb.max_mcc(pred, dtrain)
Arguments
pred
Type: numeric. The predictions.
dtrain
Type: xgb.DMatrix. The training data.
Value
The maximum Matthews Correlation Coefficient for binary data.