I'm trying to validate a model using GridSearchCV and XGBoost. I want my evaluation metric to be F1 score. I've seen many people use scoring='f1' and eval_metric=f1_score and other variations. I'm confused on a couple of points. Why are some people using scoring= and others using eval_metric=? In the XGBoost documentation, there's no F1 score evaluation metric (which seems strange, btw, considering some of the others they do have). But I see lots of advice online to "just use XGBoost's built-in F1 score evaluator." Where?? No matter what I put here, my code throws an error on the eval_metric line. Here is my code: params = { 'max_depth': range(2,10,2), 'learning_rate': np.linspace(.1, .6, 6), 'min_child_weight': range(1,10,2), } grid = GridSearchCV( estimator = XGBClassifier(n_jobs=-1, n_estimators=500, random_state=0), param_grid = params, ) eval_set = [(X_tr, y_tr), (X_val, y_val)] grid.fit(X_tr, y_tr, eval_set=eval_set, eval_metric='f1', # <------What do I put here to make this evaluate based on f1 score??? early_stopping_rounds=25, ) Thanks! Continue reading...