GitLab

* add multiclass objective for cuda_exp

* remove debug code

* add includes requested by lint checks

* fix compilation failure for cuda with cuda-9.0

* clean code

* change percentile in CUDARegressionL1loss::BoostFromScore to 0.5

* add lambdarank for cuda_exp

* support unlimited number of ranks in labels

* fix lint errors

* remove warning for lambdarank with cuda_exp

* Update src/objective/cuda/cuda_rank_objective.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/objective/cuda/cuda_rank_objective.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add (l2) regression objective for cuda_exp

* fix lint errors

* correct time tag

* add binary objective for cuda_exp

* include <string> and <vector>

* exchange include ordering

* fix length of score to copy in evaluation

* fix EvalOneMetric

* fix cuda binary objective and prediction when boosting on gpu

* Add white space

* fix BoostFromScore for CUDABinaryLogloss

update log in test_register_logger

* include <algorithm>

* simplify shared memory buffer

* fix cuda_exp ci

* fix ci failures introduced by #5279

* cleanup cuda.yml

* fix test.sh

* clean up test.sh

* clean up test.sh

* skip lines by cuda_exp in test_register_logger

* Update tests/python_package_test/test_utilities.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* initial work for boosting and evaluation with CUDA

* fix compatibility with CPU code

* fix creating objective without USE_CUDA_EXP

* fix static analysis errors

* fix static analysis errors

* code refactoring

* update vcproject

* refine

* fix test

* Update tests/python_package_test/test_sklearn.py

* fix test

* some refines

* more omp refactoring

* format define

* fix merge bug

* some fixes

* fix some warnings

* Apply suggestions from code review

* Apply suggestions from code review

* remove dup codes

* Implementation of XE_NDCG loss function for ranking.

* Add citation

* Check in example usage for xe_ndcg loss.

* Seed the generator when a seed is provided in the config. Add unit-tests for xe_ndcg

* Update documentation

* Fix indentation

* Address issues raised by reviewers.

* Clean up include statements.

* Fix issues raised by reviewers.

* Regenerate parameters.rst

* Add a note to explain that reproducing xe_ndcg results requires num_threads to be one.

* Introduce objective_seed and use that in rank_xendcg instead of directly using seed

* Change default value of objective_seed

* fix metric alias

* fix format

* updated docs

* simplify alias in objective function

* move the alias parsing to config.cpp

* updated docs

* fix multi-class aliases

* updated regression aliases in docs

* fixed trailing space

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* bring consistency and clearness into early_stopping_rounds desc, metric desc and implementation

* hotfix

* hotfix

* used NDCG as default metric for lambdarank task

* fixed missed methods at ReadTheDocs and changed default eval_metric

* leaved only unique metrics

* fixed comment

* [WIP] refine config

* [wip] ready for the auto code generate

* auto generate config codes

* use with to open file

* fix bug

* fix pylint

* fix bug

* fix pylint

* fix bugs.

* tmp for failed test.

* fix tests.

* added nthreads alias

* added new aliases from new config.h

* fixed duplicated alias

* refactored parameter_generator.py

* added new aliases from config.h and removed remaining old names

* fix bugs & some miss alias

* added aliases

* add more descriptions.

* add comment.

* fix the name of custom objective function

* fix multi-class alias

* Update GPU-Windows.rst

* added new aliases for regression_l2 to docs

* fixed new line

* fixed tweedie_variance_power description

* moved gamma and tweedie metrics to other regression metrics

* added new aliases for l2 to docs

* added new alias for l1 to docs

* added new alias for log loss to docs

* added new aliases for multiclass to docs

* added description for default value of metric param

* fixed link to poisson regression and capitalized regressions' names

* removed unused earlier alias type for gamma deviance

* added aliases for multiclass and multiclass_ova

* updated Quick-Start.rst according to Parameters.rst

* add quantile metric.

* first draft.

* add "sqrt" transform in regression objective function.

* fix a bug.

* update parameter doc

* fix doc

* Created objectives and metrics xentropy and xentropy1

* Some coment and code cleanup.

* Added Kullback-Leibler version of metric. Changed some warning messages.

* Fixed sign error in KL-divergence calc.

* Removed __PRETTY_FUNCTION__.

* Fixed better name for alternative xentropy parameterization.
Documented details on the objectives / metrics in code comments.

* Common code for label interval checks. Cleanups.

* Use common utility for various weight property checks.

* many refactors.

* remove multi_loglossova.

* fix tests.

* avoid using lambda function.

* fix some format.

* reduce branching.

* Support Poisson regression

Close #233

* update docs

http://research.microsoft.com/en-us/um/people/zhang/INRIA/Publis/Tutorial-Estim/node24.html

* fix typo

* fix hessians to approximate hessians with Gaussian function

* fix ApproximateHessianWithGaussian

* take fabs of gradient

* use atan(1) to calculate pi

* fix pi

* Add L1 objective function

* fix hessians

* update

* Add Huber loss

https://en.wikipedia.org/wiki/Huber_loss

* update

* update docs/Parameters.md

* update

Support multiclass classification (#53)