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support base_margin for xgboost #309

Merged
merged 13 commits into from
Sep 6, 2024
Merged

support base_margin for xgboost #309

merged 13 commits into from
Sep 6, 2024

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bblodfon
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Implement #205

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bblodfon commented Aug 22, 2024

https://xgboost.readthedocs.io/en/stable/tutorials/intercept.html#intercept => I think here it says that it can be used also for classif and that it can be also a matrix in case of multi-output/multi-class, I would just add it for binary classification so that the base_margin can be in there - @sebffischer what do you think?

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@adibender I have tested this, you change the base_margin response predictions do change

@bblodfon bblodfon changed the title support base_margin for regr.xgboost support base_margin for xgboost Aug 22, 2024
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I don't know how base_margin works, so I just assume this is correct. Just a minor detail about efficiency

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bblodfon commented Aug 22, 2024

@sebffischer I added support also for binary classification and tested it. Pretty much base_margin is a baseline/offset prediction where you "boost" from. For regression it's a continuous response, for binary classification it can be any vector again (user is responsible to denote which feature should be used and what values are inside there, eg if the feature has NAs, training won't work)

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@sebffischer sebffischer merged commit b58ba3b into main Sep 6, 2024
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@sebffischer sebffischer deleted the base_margin branch September 6, 2024 07:42
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2 participants