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[CUDA] Add fair regression objective for cuda_exp #5469

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merged 33 commits into from
Sep 7, 2022

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shiyu1994
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Add fair regression objective for cuda_exp. Fix the initial score calculation for regression_l1 for cuda_exp as mentioned in comment #5457 (comment).

update log in test_register_logger
add test cases for regression objectives
@shiyu1994 shiyu1994 requested a review from guolinke as a code owner September 6, 2022 02:53
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A slight difference in performance between cuda_exp and cpu is found with fair regression objective. In test_regression of this PR, with objective=fair, the cpu version produces a final l2 metric of 16+, while cuda_exp results in 11+. The difference is recorded in issue #5470.

@shiyu1994 shiyu1994 merged commit 7c503ba into master Sep 7, 2022
@shiyu1994 shiyu1994 deleted the cuda/objective-regression branch September 7, 2022 13:32
@jameslamb jameslamb mentioned this pull request Oct 7, 2022
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This pull request has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.

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3 participants