Custom XGBoost Loss function w/ Zygote. Julia Computing blog post

Specific Domains Machine Learning
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you can use BestLearner to automatically pick the best learner using internal cross-validation among a group of learners and uses the best learner output as it’s final output

learners = SKLearner.(["AdaBoostClassifier","BaggingClassifier","SGDClassifier","SVC","LinearSVC"])
blearner = BestLearner(learners)
crossvalidate(blearner,X,Y,"accuracy_score")
fit!(blearner,X,Y)
@show blearner.model[:best_learner];