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parsiad avatar parsiad commented on May 25, 2024 1

That works. Let's move the discussion to the PR: #6396

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jameslamb avatar jameslamb commented on May 25, 2024

Thanks for using LightGBM.

All I did to create the booster was LGBM_BoosterCreate.

Ensure that you have objective=custom in the parameters.

LightGBM/src/c_api.cpp

Line 1945 in 28536a0

const char* parameters,

That will tell LightGBM to set objective_function_ on the Booster to a nullptr.

LightGBM/src/objective/objective_function.cpp

Lines 100 to 102 in 28536a0

} else if (type == std::string("custom")) {
return nullptr;
}

I believe that CHECK() is there because objective_function_ == nullptr is used by other code in Booster::TrainOneIter() to mean "gradients are being computed outside of LightGBM and provided directly", like in these places:

LightGBM/src/boosting/gbdt.cpp

Lines 369 to 371 in 28536a0

if (objective_function_ == nullptr && is_use_subset && bag_data_cnt < num_data_ && !boosting_on_gpu_ && !data_sample_strategy_->IsHessianChange()) {
ResetGradientBuffers();
}

LightGBM/src/boosting/gbdt.cpp

Lines 407 to 409 in 28536a0

// only add default score one-time
if (models_.size() < static_cast<size_t>(num_tree_per_iteration_)) {
if (objective_function_ != nullptr && !config_->boost_from_average && !train_score_updater_->has_init_score()) {

If this works, we should add a code comment on that CHECK() you hit and document "custom" in https://lightgbm.readthedocs.io/en/latest/Parameters.html#objective. Are you interested in contributing that?

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