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