xgboost自定义损失函数&评估函数

https://blog.csdn.net/zwqjoy/article/details/121289448

def __fix_mse_obj__(self,labels, preds): ##都是label在前，pred在后，经测试，lgb不能颠倒，xgb颠倒无影响，但是就统一用一种顺序
error = labels * 0.2
error = error.clip(min=2) ##允许偏差门槛
residual = (labels - preds).astype("float")
res = abs(residual) - error
grad = np.where(res < 0, -1 * residual, -1 * residual)
hess = np.where(res < 0, 20.0, 1.0)
return grad, hess