In XGboost classifier, if you do not specify the value of the parameter ‘*eval_metric’*, the default value is used according to the value of the objective function (e.g. rmse for regression, and error for classification, mean average precision for ranking). Matthews correlation coefficient (MCC), which is used as a measure of the quality of binary classifications, is not present in the list of values of the parameter ‘*eval_metric’.*

The Matthews correlation coefficient is regarded as being one of the best measures if the classes are of very different sizes i.e. imbalanced class (e.g presence of noisy labels in the data). To use MCC as *eval_metric*, you need to define a function and use that function as the value. Look at the following sample code. This may not be the best implementation, but it will give you an idea about how to use any user-defined value as *eval_metric*.

```
def evalmcc(preds, dtrain):
THRESHOLD = 0.5
labels = dtrain.get_label()
return 'MCC', matthews_corrcoef(labels, preds >= THRESHOLD)
if __name__ == "__main__":
bc = load_breast_cancer()
X = bc.data
y = bc.target
clf = xgb.XGBClassifier()
x_train, x_test, y_train, y_test = train_test_split(X, y, test_size=0.33)
clf.fit(x_train, y_train, eval_set=[(x_train, y_train),(x_test,y_test)], eval_metric=evalmcc, verbose=False)
print (accuracy_score(y_test, clf.predict(x_test)))
```

The values that you can use as eval_metric without defining any function are listed below:

rmse: root mean square error

mae: mean absolute error

logloss: negative log-likelihood

error: Binary classification error rate. It is calculated as #(wrong cases)/#(all cases). For the predictions, the evaluation will regard the instances with prediction value larger than 0.5 as positive instances, and the others as negative instances.

error@t: a different than 0.5 binary classification threshold value could be specified by providing a numerical value through ‘t’.

merror: Multiclass classification error rate. It is calculated as #(wrong cases)/#(all cases).

mlogloss: Multiclass logloss.

auc: Area under the curve

ndcg: Normalized Discounted Cumulative Gain

map: Mean average precision

ndcg@n, map@n: ‘n’ can be assigned as an integer to cut off the top positions in the lists for evaluation.

ndcg-, map-, ndcg@n-, map@n-: In XGBoost, NDCG and MAP will evaluate the score of a list without any positive samples as 1. By adding “-” in the evaluation metric XGBoost will evaluate these score as 0 to be consistent under some conditions.

poisson-nloglik: negative log-likelihood for Poisson regression

gamma-nloglik: negative log-likelihood for gamma regression

cox-nloglik: negative partial log-likelihood for Cox proportional hazards regression

gamma-deviance: residual deviance for gamma regression

tweedie-nloglik: negative log-likelihood for Tweedie regression (at a specified value of the tweedie_variance_power parameter)

Source: https://xgboost.readthedocs.io/en/latest/parameter.html