Implement slope for Pseduo-Huber. (#7727)

* Add objective and metric. * Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +08:00
parent 4dafb5fac8
commit 98d6faefd6
28 changed files with 456 additions and 290 deletions
--- a/doc/model.schema
+++ b/doc/model.schema
@@ -204,6 +204,14 @@
        }
      }
    },
+    "pseduo_huber_param": {
+      "type": "object",
+      "properties": {
+        "huber_slope": {
+          "type": "string"
+        }
+      }
+    },
    "aft_loss_param": {
      "type": "object",
      "properties": {