Hippocampus's Garden

Under the sea, in the hippocampus's garden...

Welcome to Hippocampus's Garden, produced by Shion Honda. I regularly post about machine learning, statistics, programming, and my hobbies.

Custom Objective for LightGBM

November 22, 2020  |  7 min read

If you want to use a custom loss function with a modern GBDT model, you'll need the first- and second-order derivatives. This post shows how to implement them, using LightGBM as an example

A Deeper Look at ROC-AUC

November 15, 2020  |  6 min read

How come ROC-AUC is equal to the probability of a positive sample ranked higher than negative ones? This post provides an answer with a fun example.