Initial support for quantile loss. (#8750)

- Add support for Python. - Add objective.
2023-02-16 02:30:18 +08:00
parent 282b1729da
commit cce4af4acf
26 changed files with 701 additions and 70 deletions
--- a/R-package/src/Makevars.in
+++ b/R-package/src/Makevars.in
@@ -37,6 +37,7 @@ OBJECTS= \
    $(PKGROOT)/src/objective/aft_obj.o \
    $(PKGROOT)/src/objective/adaptive.o \
    $(PKGROOT)/src/objective/init_estimation.o \
+    $(PKGROOT)/src/objective/quantile_obj.o \
    $(PKGROOT)/src/gbm/gbm.o \
    $(PKGROOT)/src/gbm/gbtree.o \
    $(PKGROOT)/src/gbm/gbtree_model.o \