LightGBM Python API. Best_iteration and best_score for custom evaluation function (feval)
You can use objective:"multi_error", or also you can combine objectives as
objective: "multi_error", "multi_logloss"
Multi_error will directly focus on the accuracy.
I'm using lightgbm.train with valid_sets, early_stopping_rounds and feval function for multiclass problem with "objective": "multiclass". I want to find best_iteration and best_score for my custom evaluation function. But it finds them for multi_logloss metrics, which is corresponding to specified objective. So the question is can I find in LightGBM best_iteration and best_score for my feval function and how?