prediction_early_stop.h

#ifndef LIGHTGBM_PREDICTION_EARLY_STOP_H_
#define LIGHTGBM_PREDICTION_EARLY_STOP_H_

#include <functional>
#include <string>

#include <LightGBM/export.h>

namespace LightGBM
{
  struct PredictionEarlyStopInstance
  {
    /// Callback function type for early stopping.
    /// Takes current prediction and number of elements in prediction
    /// @returns true if prediction should stop according to criterion
    using FunctionType = std::function<bool(const double*, int)>;

    FunctionType callbackFunction;  // callback function itself
    int          roundPeriod;       // call callbackFunction every `runPeriod` iterations
  };

  struct PredictionEarlyStopConfig
  {
    int roundPeriod;
    double marginThreshold;
  };

  /// Create an early stopping algorithm of type `type`, with given roundPeriod and margin threshold
  LIGHTGBM_EXPORT PredictionEarlyStopInstance createPredictionEarlyStopInstance(const std::string& type,
                                                                const PredictionEarlyStopConfig& config);

}   // namespace LightGBM

#endif // LIGHTGBM_PREDICTION_EARLY_STOP_H_