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How to Use a Custom Scoring Metric? #44

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windowshopr opened this issue Jul 14, 2020 · 0 comments
Open

How to Use a Custom Scoring Metric? #44

windowshopr opened this issue Jul 14, 2020 · 0 comments

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@windowshopr
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Not really an issue, just a general question, but I have made a scoring metric using the fbeta score that looks like this:

my_custom_scorer = make_scorer(fbeta_score, average='binary', zero_division=0, pos_label=1, beta=fbeta_for_scorer, greater_is_better=True)

And I'm wanting to know how I could potentially implement this in Feature Selector. Instead of using eval_metric='auc', is there a way I can rig this to use my metric? I'm not super clear on how LightGBM implements custom scoring metrics, but looks confusing from first glance lol.

Thanks!

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