context('Test models with custom objective') require(lightgbm) data(agaricus.train, package='lightgbm') data(agaricus.test, package='lightgbm') dtrain <- lgb.Dataset(agaricus.train$data, label = agaricus.train$label) dtest <- lgb.Dataset(agaricus.test$data, label = agaricus.test$label) watchlist <- list(eval = dtest, train = dtrain) logregobj <- function(preds, dtrain) { labels <- getinfo(dtrain, "label") preds <- 1 / (1 + exp(-preds)) grad <- preds - labels hess <- preds * (1 - preds) return(list(grad = grad, hess = hess)) } evalerror <- function(preds, dtrain) { labels <- getinfo(dtrain, "label") err <- as.numeric(sum(labels != (preds > 0))) / length(labels) return(list(name = "error", value = err, higher_better=FALSE)) } param <- list(num_leaves=8, learning_rate=1, objective=logregobj, metric="auc") num_round <- 10 test_that("custom objective works", { bst <- lgb.train(param, dtrain, num_round, watchlist, eval=evalerror) expect_false(is.null(bst$record_evals)) })