AWS XGBOOST模型中未识别/无效的eval_metrics

Question

xgb.set_hyperparameters(objective='binary:logistic',num_round=100)
xgb.fit({'train': s3_input_train})

...


from sagemaker.tuner import IntegerParameter, CategoricalParameter, ContinuousParameter, HyperparameterTuner
hyperparameter_ranges = {'eta': ContinuousParameter(0, 1),
                         'min_child_weight': ContinuousParameter(1, 10),
                         'alpha': ContinuousParameter(0, 2),
                         'max_depth': IntegerParameter(1, 10),
                         'num_round': IntegerParameter(1, 300),
                        'gamma': ContinuousParameter(0, 5),
                        'lambda': ContinuousParameter(0, 1000),
                        'max_delta_step':IntegerParameter(1, 10),
                        'colsample_bylevel':ContinuousParameter(0.1, 1),
                        'colsample_bytree':ContinuousParameter(0.5, 1),
                        'subsample':ContinuousParameter(0.5, 1)}


objective_metric_name = 'validation:aucpr'

tuner = HyperparameterTuner(xgb,
                            objective_metric_name,
                            hyperparameter_ranges,
                            max_jobs=50,
                            max_parallel_jobs=3)

tuner.fit({'train': s3_input_train, 'validation': s3_input_val}, include_cls_metadata=False, wait=False)

返回错误：

An error occurred (ValidationException) when calling the CreateHyperParameterTuningJob operation: The objective metric for the hyperparameter tuning job, [validation:aucpr], isn’t valid for the [811284229777.dkr.ecr.us-east-1.amazonaws.com/xgboost:latest] algorithm. Choose a valid objective metric.

用F1和Logloss替换AUCPR时，同样适用。它们清楚地定义为用于分类目的的文档中的评估指标。

我该怎么做才能允许F1， AUCPR和Logloss评估指标？

Answer 1

验证：AUC ，验证：F1 和验证：Logloss 确实是评估指标，它们不是可调的XGBOOST HYPERPARAMETERS。

请参阅对于可调的超参数，

您的代码试图将客观度量设置为不是支持。

评估指标将作为HyperParamaters的一部分输入：

例如，

xgb.set_hyperparameters(
    eval_metric="auc",
    objective="binary:logistic",
    num_round=10,
    rate_drop=0.3,
    tweedie_variance_power=1.4,
)

您共享的文档：

a learning objective function to optimize during model training

an eval_metric to use to evaluate model performance during validation