def initialize()

in src/sagemaker_xgboost_container/algorithm_mode/metrics.py [0:0]


def initialize():

    maximize_metrics = [
        m.Metric(
            name="validation:{}".format(metric_name),
            direction=m.Metric.MAXIMIZE,
            regex=".*\\[[0-9]+\\].*#011validation-{}:(\\S+)".format(metric_name),
        )
        for metric_name in XGB_MAXIMIZE_METRICS
    ]

    minimize_metrics = [
        m.Metric(
            name="validation:{}".format(metric_name),
            direction=m.Metric.MINIMIZE,
            regex=".*\\[[0-9]+\\].*#011validation-{}:(\\S+)".format(metric_name),
        )
        for metric_name in XGB_MINIMIZE_METRICS
    ]

    metrics = maximize_metrics + minimize_metrics
    return m.Metrics(*metrics)