I'm newly introduced to the LightGBM for a regression problem. Having read the documentation of
LightGBM (here), I got puzzled about the
score. You can track a few
metrics as well as the objective value as the training goes by. But this
score is not any of them. It probably, somehow, represents the goodness of fit, but I didn't find any mathematical formula for that.
Can someone explain what does this quantity represent and what are the links, if any, between that and the objective value during the training, validation, and testing? I'm particularly interested in