Python: How to use MCC (Matthews correlation coefficient) as eval_metric in XGboost

Question

I want to use MCC as the eval_metric in XGBoost classifier, but MCC is not in the list of the values for eval_metric. Is there any way to use user-defined function as eval_metric in xgboost?

Answer 1

You can use MCC as eval_metric in XGboost. You need to define a small function to use MCC as eval_metric. Have a look at the sample code here: https://www.tellustheanswer.com/python-using-matthews-correlation-coefficient-mcc-as-evaluation-metric-in-xgboost/