MAE objective function about lightgbm HOT 7 CLOSED

@binga , we are working on c_api and python/R package. The custom objective will be supported in python and R package.
You also can directly change the code to add self-defined objective function.

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Looking forward to it. Thank you.

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Can we have this issue open meantime to track the progress?

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@kkimdev fixed already in #180 and #178 - or, use your own custom objective using the API (straightforward in R/Python).

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Great, thanks!

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@Laurae2 Is python custom objective function API documented anywhere? I can't find it... And looks like the available objective functions are hard-coded in the cpp file? https://github.com/Microsoft/LightGBM/blob/master/src/objective/objective_function.cpp

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This issue has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.

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