Hippocampus's Garden

Under the sea, in the hippocampus's garden...

5 posts tagged with "machine-learning"

Custom Objective for LightGBM

November 22, 2020  |  7 min read

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