context('Test models with custom objective') 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)) })