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/doc/model.schema
+++ b/doc/model.schema
@@ -440,6 +440,20 @@
              },
              "type": "object"
            },
+            {
+              "properties": {
+                "name": {
+                  "const": "reg:quantileerror"
+                },
+                "quantile_loss_param": {
+                  "type": "object",
+                  "properties": {
+                    "quantle_alpha": {"type": "array"}
+                  }
+                }
+              },
+              "type": "object"
+            },
            {
              "type": "object",
              "properties": {