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feat: add custom objective function to lightgbm learners #1054
feat: add custom objective function to lightgbm learners #1054
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src/main/scala/com/microsoft/ml/spark/lightgbm/booster/LightGBMBooster.scala
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Codecov Report
@@ Coverage Diff @@
## master #1054 +/- ##
==========================================
+ Coverage 84.91% 84.96% +0.05%
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Files 203 206 +3
Lines 9685 9744 +59
Branches 564 558 -6
==========================================
+ Hits 8224 8279 +55
- Misses 1461 1465 +4
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add support for custom objective function in lightgbm learners
Users in the scala API will now be able to supply a custom loss function for training, which will need to output the gradient and hessian matrix.
As part of this PR, the LightGBMBooster and LightGBMDataset classes have been improved and moved under the booster and dataset folders, and some of the files related to parameters have been moved to a separate params folder in order to organize the code better since there are so many files in lightgbm directory.
TODO: add pyspark support, in a separate PR