[R] Something is wrong; all the MAE metric values are missing

[Ivan Krylov]

Try printing the value of `param` in your `obj` function before calling
train() or getTrainPerf(). Optimizers are prone to giving unexpected
values [*] in trying to lower the loss function. It might be the case
of an unconstrained optimizer leaving the realm of the feasible because
no-one told it not to.

-- 
Best regards,
Ivan

[*] See e.g. https://arxiv.org/abs/1803.03453 for examples of very
unorthodox ways of gaming the fitness fuction