Classification: objectives and metrics

Name Used for optimization User-defined parameters Formula and/or description
Logloss +

use_weights

Default: true

Calculation principles
CrossEntropy +

use_weights

Default: true

Calculation principles
Precision

use_weights

Default: true

Calculation principles
Recall

use_weights

Default: true

Calculation principles

F1

use_weights

Default: true

Calculation principles

BalancedAccuracy

use_weights

Default: true

Calculation principles

BalancedErrorRate

use_weights

Default: true

Calculation principles
MCC

use_weights

Default: true

Calculation principles
Accuracy

use_weights

Default: true

Calculation principles

CtrFactor

use_weights

Default: true

Calculation principles
AUC *

use_weights

Default: false

See the Wikipedia article.

NormalizedGini

use_weights

Default: true

See AUC.

Calculation principles
BrierScore
Calculation principles
HingeLoss

use_weights

Default: true

Calculation principles
HammingLoss

use_weights

Default: true

Calculation principles
ZeroOneLoss

use_weights

Default: true

Calculation principles

Kappa
Calculation principles

WKappa
Calculation principles
LogLikelihoodOfPrediction
Calculation principles

The calculation consists of the following steps:

  1. Define the sum of weights () and the mean target ():

  2. Denote log-likelihood of a constant prediction:

  3. Calculate LogLikelihoodOfPrediction (), which reflects how the likelihood () differs from the constant prediction:

Name Used for optimization User-defined parameters Formula and/or description
Logloss +

use_weights

Default: true

Calculation principles
CrossEntropy +

use_weights

Default: true

Calculation principles
Precision

use_weights

Default: true

Calculation principles
Recall

use_weights

Default: true

Calculation principles

F1

use_weights

Default: true

Calculation principles

BalancedAccuracy

use_weights

Default: true

Calculation principles

BalancedErrorRate

use_weights

Default: true

Calculation principles
MCC

use_weights

Default: true

Calculation principles
Accuracy

use_weights

Default: true

Calculation principles

CtrFactor

use_weights

Default: true

Calculation principles
AUC *

use_weights

Default: false

See the Wikipedia article.

NormalizedGini

use_weights

Default: true

See AUC.

Calculation principles
BrierScore
Calculation principles
HingeLoss

use_weights

Default: true

Calculation principles
HammingLoss

use_weights

Default: true

Calculation principles
ZeroOneLoss

use_weights

Default: true

Calculation principles

Kappa
Calculation principles

WKappa
Calculation principles
LogLikelihoodOfPrediction
Calculation principles

The calculation consists of the following steps:

  1. Define the sum of weights () and the mean target ():

  2. Denote log-likelihood of a constant prediction:

  3. Calculate LogLikelihoodOfPrediction (), which reflects how the likelihood () differs from the constant prediction: