For early stopping on boosted trees, using accuracy as the val metric requires high patience.
Brier loss yields similar test accuracy for high patience but is less sensitive to patience.
Cross-entropy (the train metric) is even less sensitive but not as good for test accuracy. 2/
Brier loss yields similar test accuracy for high patience but is less sensitive to patience.
Cross-entropy (the train metric) is even less sensitive but not as good for test accuracy. 2/
Comments
For regression with MSE we found little sensitivity to the patience. 3/