diff --git a/src/objective/regression_obj.cu b/src/objective/regression_obj.cu
index fdb06474e..9ae9b076e 100644
--- a/src/objective/regression_obj.cu
+++ b/src/objective/regression_obj.cu
@@ -36,6 +36,9 @@
 #include "xgboost/tree_model.h"  // RegTree
 
 #include "regression_param.h"
+#include <iostream>
+#include <cmath>
+#include <exception>
 
 #if defined(XGBOOST_USE_CUDA) || defined(XGBOOST_USE_HIP)
 #include "../common/cuda_context.cuh"  // for CUDAContext
@@ -63,31 +66,63 @@ class RegLossObj : public FitIntercept {
   HostDeviceVector<float> additional_input_;
 
  public:
-  void ValidateLabel(MetaInfo const& info) {
-    auto label = info.labels.View(ctx_->Device());
-    auto valid = ctx_->DispatchDevice(
-        [&] {
-          return std::all_of(linalg::cbegin(label), linalg::cend(label),
-                             [](float y) -> bool { return Loss::CheckLabel(y); });
-        },
-        [&] {
+void ValidateLabel(MetaInfo const& info) {
+  std::cerr << "Entering ValidateLabel function" << std::endl;
+  std::cerr << "Number of rows: " << info.num_row_ << std::endl;
+  std::cerr << "Label shape: " << info.labels.Shape()[0] << "x" << info.labels.Shape()[1] << std::endl;
+
+  auto label = info.labels.View(ctx_->Device());
+  std::cerr << "Label device: " << (ctx_->Device().IsCUDA() ? "GPU" : "CPU") << std::endl;
+
+  bool valid = false;
+  try {
+    valid = ctx_->DispatchDevice(
+      [&] {
+        std::cerr << "Validating labels on CPU" << std::endl;
+        return std::all_of(linalg::cbegin(label), linalg::cend(label),
+                           [](float y) -> bool { 
+                             if (!std::isfinite(y)) {
+                               std::cerr << "Non-finite label value found: " << y << std::endl;
+                               return false;
+                             }
+                             return Loss::CheckLabel(y); 
+                           });
+      },
+      [&] {
 #if defined(XGBOOST_USE_CUDA) || defined(XGBOOST_USE_HIP)
-          auto cuctx = ctx_->CUDACtx();
-          auto it = dh::MakeTransformIterator<bool>(
-              thrust::make_counting_iterator(0ul), [=] XGBOOST_DEVICE(std::size_t i) -> bool {
-                auto [m, n] = linalg::UnravelIndex(i, label.Shape());
-                return Loss::CheckLabel(label(m, n));
-              });
-          return dh::Reduce(cuctx->CTP(), it, it + label.Size(), true, thrust::logical_and<>{});
+        std::cerr << "Validating labels on GPU" << std::endl;
+        auto cuctx = ctx_->CUDACtx();
+        auto it = dh::MakeTransformIterator<bool>(
+            thrust::make_counting_iterator(0ul), [=] XGBOOST_DEVICE(std::size_t i) -> bool {
+              auto [m, n] = linalg::UnravelIndex(i, label.Shape());
+              float y = label(m, n);
+              if (!isfinite(y)) {
+                printf("Non-finite label value found on GPU: %f\n", y);
+                return false;
+              }
+              return Loss::CheckLabel(y);
+            });
+        return dh::Reduce(cuctx->CTP(), it, it + label.Size(), true, thrust::logical_and<>{});
 #else
-          common::AssertGPUSupport();
-          return false;
-#endif  // defined(XGBOOST_USE_CUDA)
-        });
-    if (!valid) {
-      LOG(FATAL) << Loss::LabelErrorMsg();
-    }
+        std::cerr << "GPU support not enabled" << std::endl;
+        common::AssertGPUSupport();
+        return false;
+#endif  // defined(XGBOOST_USE_CUDA) || defined(XGBOOST_USE_HIP)
+      });
+  } catch (const std::exception& e) {
+    std::cerr << "Exception during label validation: " << e.what() << std::endl;
+    valid = false;
   }
+
+  std::cerr << "Label validation result: " << (valid ? "Valid" : "Invalid") << std::endl;
+
+  if (!valid) {
+    std::cerr << "Invalid labels detected. Error message: " << Loss::LabelErrorMsg() << std::endl;
+    LOG(FATAL) << Loss::LabelErrorMsg();
+  }
+
+  std::cerr << "Exiting ValidateLabel function" << std::endl;
+}
   // 0 - scale_pos_weight, 1 - is_null_weight
   RegLossObj(): additional_input_(2) {}