jinlow / forust

A lightweight gradient boosted decision tree package.
https://jinlow.github.io/forust/
Apache License 2.0
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Add early stopping rounds #18

Closed jinlow closed 1 year ago

jinlow commented 1 year ago

Right now the model just trains until it has reached the requested iterations, we should consider adding an early_stopping_rounds parameter. Although this get's a little cumbersome because then you need to provide an eval dataset, and additionally, we would need to add a bunch of eval metrics.

thomasaarholt commented 1 year ago

Being able to train with an eval dataset for early stopping is a big + for me at least :) It's the main way to avoid overfitting :)

jinlow commented 1 year ago

Merged into main, will go out on next release.