4 Commits

Author SHA1 Message Date
Jiaming Yuan
972730cde0
Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Jiaming Yuan
151882dd26
Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan
2aa838c75e
Define multi-strategy parameter. (#8890) 2023-03-11 02:58:01 +08:00
Jiaming Yuan
cfa994d57f
Multi-target support for L1 error. (#8652)
- Add matrix support to the median function.
- Iterate through each target for quantile computation.
2023-01-11 05:51:14 +08:00