What is difference between eval_metric and feval in xgboost?
kaggle, r, xgboost
Solution
`feval` is to create your own customized evaluation metric.
- it must be a (custom, user-defined) function
`eval_metric` is for built in metrics xgboost package is implementing.
- it's a string, e.g. `rmse / logloss/ mlogloss/ merror/ error/ auc/ ndcg/ ...`
Problem
What is difference between `feval` and `eval_metric` in xgb.train, both parametrs are only for evaluation purpose. Post from Kaggle gives some insight : https://www.kaggle.com/c/prudential-life-insurance-assessment/forums/t/18473/custom-objective-for-xgboost