xgb和lgb的early_stopping差异

 lightgbm 的valid_sets 默认会参考多个eval metric，可以考虑使用first_metric_only=True，来控制使用第一个作为参考，(例如logloss auc两个metric，只使用logloss作为参考进行earlystop)。


def early_stopping(stopping_rounds: int, first_metric_only: bool = False, verbose: bool = True) -> Callable:
    """Create a callback that activates early stopping.

    Activates early stopping.
    The model will train until the validation score stops improving.
    Validation score needs to improve at least every ``stopping_rounds`` round(s)
    to continue training.
    Requires at least one validation data and one metric.
    If there's more than one, will check all of them. But the training data is ignored anyway.
    To check only the first metric set ``first_metric_only`` to True.
    The index of iteration that has the best performance will be saved in the ``best_iteration`` attribute of a model.

    Parameters
    ----------
    stopping_rounds : int
        The possible number of rounds without the trend occurrence.
    first_metric_only : bool, optional (default=False)
        Whether to use only the first metric for early stopping.
    verbose : bool, optional (default=True)
        Whether to log message with early stopping information.
        By default, standard output resource is used.
        Use ``register_logger()`` function to register a custom logger.

    Returns
    -------
    callback : callable
        The callback that activates early stopping.
    """

xgb 早期版本&2.0版本，都是默认使用last one，这个是指validset中最后一个，并不是指metric

early_stopping_rounds (int) – Activates early stopping. Validation error needs to decrease at least every <early_stopping_rounds> round(s) to continue training. Requires at least one item in evals. If there’s more than one, will use the last. Returns the model from the last iteration (not the best one). If early stopping occurs, the model will have three additional fields: bst.best_score, bst.best_iteration and bst.best_ntree_limit. (Use bst.best_ntree_limit to get the correct value if num_parallel_tree and/or num_class appears in the parameters)