Lightgbm: how to customize the metric function in lightgbm such as ks?

[jianqin123]

[Laurae2]

For custom evaluation metric:

• Python: https://github.com/Microsoft/LightGBM/blob/master/examples/python-guide/advanced_example.py
• R: https://github.com/Microsoft/LightGBM/blob/master/R-package/demo/early_stopping.R

[jianqin123]

thanks a lot

[yangtian62]

Is there a way to self define eval metrics with CLI version for parallel training? @Laurae2 Thanks!