Implementation of hinge loss for binary classification (#3477)

tests/cpp/objective/test_hinge.cc

@@ -0,0 +1,20 @@
+// Copyright by Contributors
+#include <xgboost/objective.h>
+#include <limits>
+
+#include "../helpers.h"
+
+TEST(Objective, HingeObj) {
+  xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("binary:hinge");
+  std::vector<std::pair<std::string, std::string> > args;
+  obj->Configure(args);
+  xgboost::bst_float eps = std::numeric_limits<xgboost::bst_float>::min();
+  CheckObjFunction(obj,
+                   {-1.0f, -0.5f, 0.5f, 1.0f, -1.0f, -0.5f,  0.5f, 1.0f},
+                   { 0.0f,  0.0f, 0.0f, 0.0f,  1.0f,  1.0f,  1.0f, 1.0f},
+                   { 1.0f,  1.0f, 1.0f, 1.0f,  1.0f,  1.0f,  1.0f, 1.0f},
+                   { 0.0f,  1.0f, 1.0f, 1.0f, -1.0f, -1.0f, -1.0f, 0.0f},
+                   {  eps,  1.0f, 1.0f, 1.0f,  1.0f,  1.0f,  1.0f, eps });
+
+  ASSERT_NO_THROW(obj->DefaultEvalMetric());
+}