Is it possible to have xgb.train print multiple custom evaluation metrics together? Writing a custom metric function like the following works for a single metric:
single_eval <- function(preds, dtrain){
labels <- getinfo(dtrain, ‘label’)
loss1 <- loss_function1(preds, labels)
return(list(metric = ‘loss1’, value = loss1))
}
However, I can’t get it to work with multiple functions.
multi_eval <- function(preds, dtrain){
labels <- getinfo(dtrain, ‘label’)
loss1 <- loss_function1(preds, labels)
loss2 <- loss_function2(preds, labels)
return(list(metric = c(‘loss1’, ‘loss2’), value = c(loss1, loss2)))
}
That results in the error:
Error in format.eval.string(i, env$bst_evaluation, stdev) :
evaluation results must have names