[doc] Add more detailed explanations for advanced objectives (#10283)

--------- Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2024-07-08 13:17:31 +02:00
parent 2266db17d1
commit 8d0f2bfbaa
7 changed files with 760 additions and 4 deletions
--- a/python-package/xgboost/sklearn.py
+++ b/python-package/xgboost/sklearn.py
@@ -517,6 +517,11 @@ __custom_obj_note = """
                The value of the gradient for each sample point.
            hess: array_like of shape [n_samples]
                The value of the second derivative for each sample point
+
+            Note that, if the custom objective produces negative values for
+            the Hessian, these will be clipped. If the objective is non-convex,
+            one might also consider using the expected Hessian (Fisher
+            information) instead.
 """