fix custom metric for multiclass (#1505)

* fix custom metric for multiclass

* fix alias

* fix bug

* fix indent

docs/Parameters.rst

@@ -731,7 +731,7 @@ Metric Parameters
 
       -  ``""`` (empty string or not specified) means that metric corresponding to specified ``objective`` will be used (this is possible only for pre-defined objective functions, otherwise no evaluation metric will be added)
 
-      -  ``"None"`` (string, **not** a ``None`` value) means that no metric will be registered, aliases: ``na``
+      -  ``"None"`` (string, **not** a ``None`` value) means that no metric will be registered, aliases: ``na``, ``null``, ``custom``
 
       -  ``l1``, absolute loss, aliases: ``mean_absolute_error``, ``mae``, ``regression_l1``
 

include/LightGBM/config.h

@@ -663,7 +663,7 @@ public:
   // type = multi-enum
   // desc = metric(s) to be evaluated on the evaluation sets **in addition** to what is provided in the training arguments
   // descl2 = ``""`` (empty string or not specified) means that metric corresponding to specified ``objective`` will be used (this is possible only for pre-defined objective functions, otherwise no evaluation metric will be added)
-  // descl2 = ``"None"`` (string, **not** a ``None`` value) means that no metric will be registered, aliases: ``na``
+  // descl2 = ``"None"`` (string, **not** a ``None`` value) means that no metric will be registered, aliases: ``na``, ``null``, ``custom``
   // descl2 = ``l1``, absolute loss, aliases: ``mean_absolute_error``, ``mae``, ``regression_l1``
   // descl2 = ``l2``, square loss, aliases: ``mean_squared_error``, ``mse``, ``regression_l2``, ``regression``
   // descl2 = ``l2_root``, root square loss, aliases: ``root_mean_squared_error``, ``rmse``

src/io/config.cpp

@@ -202,7 +202,8 @@ bool CheckMultiClassObjective(const std::string& objective) {
 void Config::CheckParamConflict() {
   // check if objective, metric, and num_class match
   int num_class_check = num_class;
-  bool objective_custom = objective == std::string("none") || objective == std::string("null") || objective == std::string("custom");
+  bool objective_custom = objective == std::string("none") || objective == std::string("null") 
+                                       || objective == std::string("custom") || objective == std::string("na");
   bool objective_type_multiclass = CheckMultiClassObjective(objective) || (objective_custom && num_class_check > 1);
   
   if (objective_type_multiclass) {
@@ -215,12 +216,15 @@ void Config::CheckParamConflict() {
     }
   }
   for (std::string metric_type : metric) {
+    bool metric_custom_or_none = metric_type == std::string("none") || metric_type == std::string("null") 
+                                 || metric_type == std::string("custom") || metric_type == std::string("na");
     bool metric_type_multiclass = (CheckMultiClassObjective(metric_type)
                                    || metric_type == std::string("multi_logloss")
-                                    || metric_type == std::string("multi_error"));
+                                   || metric_type == std::string("multi_error")
+                                   || (metric_custom_or_none && num_class_check > 1));
     if ((objective_type_multiclass && !metric_type_multiclass)
         || (!objective_type_multiclass && metric_type_multiclass)) {
-      Log::Fatal("Multiclass qbjective and metrics don't match");
+      Log::Fatal("Multiclass objective and metrics don't match");
     }
   }