fix the name of custom objective function (#1234)

* fix the name of custom objective function

* fix multi-class alias

* Update GPU-Windows.rst

docs/GPU-Windows.rst

@@ -578,7 +578,7 @@ And open an issue in GitHub `here`_ with that log.
 
 .. _Boost: http://www.boost.org/users/history/version_1_63_0.html
 
-.. _link: https://git-for-windows.github.io/
+.. _link: https://git-scm.com/download/win
 
 .. _CMake: https://cmake.org/download/
 

src/io/config.cpp

@@ -192,12 +192,20 @@ void OverallConfig::Set(const std::unordered_map<std::string, std::string>& para
   }
 }
 
+bool CheckMultiClassObjective(const std::string& objective_type) {
+  return (objective_type == std::string("multiclass")
+          || objective_type == std::string("multiclassova")
+          || objective_type == std::string("softmax")
+          || objective_type == std::string("multiclass_ova")
+          || objective_type == std::string("ova")
+          || objective_type == std::string("ovr"));
+}
+
 void OverallConfig::CheckParamConflict() {
   // check if objective_type, metric_type, and num_class match
   int num_class_check = boosting_config.num_class;
-  bool objective_type_multiclass = (objective_type == std::string("multiclass")
-                                    || objective_type == std::string("multiclassova")
-                                    || (objective_type == std::string("none") && num_class_check > 1));
+  bool objective_custom = objective_type == std::string("none") || objective_type == std::string("null") || objective_type == std::string("custom");
+  bool objective_type_multiclass = CheckMultiClassObjective(objective_type) || (objective_custom && num_class_check > 1);
   
   if (objective_type_multiclass) {
     if (num_class_check <= 1) {
@@ -210,7 +218,8 @@ void OverallConfig::CheckParamConflict() {
   }
   if (boosting_config.is_provide_training_metric || !io_config.valid_data_filenames.empty()) {
     for (std::string metric_type : metric_types) {
-      bool metric_type_multiclass = (metric_type == std::string("multi_logloss")
+      bool metric_type_multiclass = (CheckMultiClassObjective(metric_type) 
+                                     || metric_type == std::string("multi_logloss")
                                      || metric_type == std::string("multi_error"));
       if ((objective_type_multiclass && !metric_type_multiclass)
         || (!objective_type_multiclass && metric_type_multiclass)) {

src/objective/objective_function.cpp

@@ -40,8 +40,10 @@ ObjectiveFunction* ObjectiveFunction::CreateObjectiveFunction(const std::string&
     return new RegressionGammaLoss(config);
   } else if (type == std::string("tweedie")) {
     return new RegressionTweedieLoss(config);
+  } else if (type == std::string("none") || type == std::string("null") || type == std::string("custom")) {
+    return nullptr;
   }
-  return nullptr;
+  Log::Fatal("Unknown objective type name: %s", type.c_str());
 }
 
 ObjectiveFunction* ObjectiveFunction::CreateObjectiveFunction(const std::string& str) {
@@ -75,8 +77,10 @@ ObjectiveFunction* ObjectiveFunction::CreateObjectiveFunction(const std::string&
     return new RegressionGammaLoss(strs);
   } else if (type == std::string("tweedie")) {
     return new RegressionTweedieLoss(strs);
+  } else if (type == std::string("none") || type == std::string("null") || type == std::string("custom")) {
+    return nullptr;
   }
-  return nullptr;
+  Log::Fatal("Unknown objective type name: %s", type.c_str());
 }
 
 }  // namespace LightGBM