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sharpe5 / xgb_quantile_loss.py
Created July 19, 2017 15:14 — forked from Nikolay-Lysenko/xgb_quantile_loss.py
Customized loss function for quantile regression with XGBoost
import numpy as np
def xgb_quantile_eval(preds, dmatrix, quantile=0.2):
"""
Customized evaluational metric that equals
to quantile regression loss (also known as
pinball loss).
Quantile regression is regression that
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sharpe5 / gist:890a378ef8278a81792039201d4d690b
Created December 23, 2016 11:34 — forked from zelid/gist:6965002
Examples of BulkInsert for PostgreSQL, MySQL and MS SQL using ServiceStack OrmLite. Work in progress...
public static void BulkInsertNpgsql<T>(this IDbConnection dbConn, IEnumerable<T> list, IEnumerable<string> insertFields = null)
{
if (list == null) return;
if (list.Count() < 1) return;
var objWithAttributes = list.FirstOrDefault();
var modelDef = OrmLiteConfig.GetModelDefinition(objWithAttributes.GetType());
if (insertFields == null) insertFields = new List<string>();