Use best iteration in mbo objective instead of last iteration

[giuseppec]

If people use early.stopping.rounds = 500 or some other high value, this line :

autoxgboost/R/autoxgboost.R

Line 171 in b64048e

res = performance(pred, measure)

always measures the performance of the last iteration, right? Shouldn't the "best iteration" be used instead of the last iteration?

[ja-thomas]

That's a good point. This could be easily done via adding ntreelimit to the learner and use it in the predict call.