{"action":"created","issue":{"url":"https://api.github.com/repos/dnouri/nolearn/issues/186","labels_url":"https://api.github.com/repos/dnouri/nolearn/issues/186/labels{/name}","comments_url":"https://api.github.com/repos/dnouri/nolearn/issues/186/comments","events_url":"https://api.github.com/repos/dnouri/nolearn/issues/186/events","html_url":"https://github.com/dnouri/nolearn/issues/186","id":124404454,"number":186,"title":"Using Custom Score and Loss Functions","user":{"login":"darraghdog","id":7209588,"avatar_url":"https://avatars.githubusercontent.com/u/7209588?v=3","gravatar_id":"","url":"https://api.github.com/users/darraghdog","html_url":"https://github.com/darraghdog","followers_url":"https://api.github.com/users/darraghdog/followers","following_url":"https://api.github.com/users/darraghdog/following{/other_user}","gists_url":"https://api.github.com/users/darraghdog/gists{/gist_id}","starred_url":"https://api.github.com/users/darraghdog/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/darraghdog/subscriptions","organizations_url":"https://api.github.com/users/darraghdog/orgs","repos_url":"https://api.github.com/users/darraghdog/repos","events_url":"https://api.github.com/users/darraghdog/events{/privacy}","received_events_url":"https://api.github.com/users/darraghdog/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":3,"created_at":"2015-12-30T21:53:58Z","updated_at":"2016-01-01T23:51:44Z","closed_at":null,"body":"Hi, I am trying to use the custom_score or objective_loss_function on a classification problem. I stripped the problem down to show it in the toy examples provided in nolearn. Below can be seen, without the custom_score or objective_loss_function, 2 class classifciation works fine. However when I add a custom score or loss function it fails. Can you advise where I am going wrong. \r\n\r\nI am using : \r\n lasagne  0.2.dev1\r\ntheano  0.7.0.dev-a85a44fc70d9bf8faff0d7f91a03127af582d015\r\n\r\n![custom](https://cloud.githubusercontent.com/assets/7209588/12057962/a42cb874-af3e-11e5-82a9-a0b115de0ea8.png)\r\n\r\n\r\n\r\n\r\n\r\n"},"comment":{"url":"https://api.github.com/repos/dnouri/nolearn/issues/comments/168351289","html_url":"https://github.com/dnouri/nolearn/issues/186#issuecomment-168351289","issue_url":"https://api.github.com/repos/dnouri/nolearn/issues/186","id":168351289,"user":{"login":"BenjaminBossan","id":6229650,"avatar_url":"https://avatars.githubusercontent.com/u/6229650?v=3","gravatar_id":"","url":"https://api.github.com/users/BenjaminBossan","html_url":"https://github.com/BenjaminBossan","followers_url":"https://api.github.com/users/BenjaminBossan/followers","following_url":"https://api.github.com/users/BenjaminBossan/following{/other_user}","gists_url":"https://api.github.com/users/BenjaminBossan/gists{/gist_id}","starred_url":"https://api.github.com/users/BenjaminBossan/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/BenjaminBossan/subscriptions","organizations_url":"https://api.github.com/users/BenjaminBossan/orgs","repos_url":"https://api.github.com/users/BenjaminBossan/repos","events_url":"https://api.github.com/users/BenjaminBossan/events{/privacy}","received_events_url":"https://api.github.com/users/BenjaminBossan/received_events","type":"User","site_admin":false},"created_at":"2016-01-01T23:51:44Z","updated_at":"2016-01-01T23:51:44Z","body":"nolearn defaults to `categorical_crossentropy` when not explicitly setting `regression=True`. Cross-entropy should be fine when trying to minimize AUC. From my experience, when trying to minimize AUC, playing with the loss function is not worth it, better try feature engineering etc. "}}