add support for quantile objective for LGBM models #503
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Signed-off-by: Mohammed Ajil <mohammed@ajil.ch>
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thanks for this PR! i'm not a maintainer of this repo but i implemented a bit of stuff related to the LGBM objectives previously. i would suggest to add a test case here to make sure that your changes are working as expected. 🙂 |
Signed-off-by: Mohammed Ajil <mohammed@ajil.ch>
xadupre
approved these changes
Oct 4, 2021
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This PR adds support to directly convert LGBM models that use the objective 'quantile'.
There is no real difference in handling the output of a quantile model versus a regression model, since the quantile model is just a regression tuned to output a certain quantile, therefore it can be handled the same.