xgboost之 'objective': 'rank:pairwise',

1、The objective function is used for optimization not the evaluation function. rank:pairwise and multi:softprob are objective functions,

and will change the predictions depending on which one you use.

 2、Actually, in Learning to Rank field, we are trying to predict the relative score for each document to a specific query. That is, this is not a regression problem or classification problem. Hence, if a document, attached to a query, gets a negative predict score, it means and only means that it's relatively less relative to the query, when comparing to other document(s), with positive scores.

 

这些是从stackingflow上看到的。查阅xgboost官网，有

• “rank:pairwise” –set XGBoost to do ranking task by minimizing the pairwise loss

 

而“AUC是一种pairwise loss" （见https://weibo.com/3121700831/DA44jgtJR?type=comment）。所以对于AUC问题，就是用这个东西了？