feedzai / fairgbm

Train Gradient Boosting models that are both high-performance *and* Fair!

Home Page:https://arxiv.org/abs/2209.07850

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Add constrained_cross_entropy metric

GoncaloArs opened this issue · comments

When using constrained_cross_entropy as an objective, FairGBM constrained_cross_entropy tries to use it as a metric (to report training progress). The issue here is that, currently, no such metric exists.

Everything works fine since a metric is not necessary for instantiating or training a FairGBM object, but it would be nice to have a proper metric.