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