Custom Objective for LightGBM | Hippocampus's Garden

Custom Objective for LightGBM | Hippocampus's Garden

If you want to use a custom loss function with a modern GBDT model, you'll need the first- and second-order derivatives. This post shows how to implement them, using LightGBM as an example

1 mentions: @shion_honda
Keywords: lightgbm
Date: 2020/11/22 09:51

Referring Tweets

@shion_honda If you want to use a custom loss function with a modern GBDT model, you'll need the first- and second-order derivatives. This post shows how to implement them, using LightGBM as an example Custom Objective for LightGBM | Hippocampus's Garden t.co/J35OWzFCyN

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