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Accept custom objective in LightGBMTuner#203

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nabenabe0928 merged 15 commits intooptuna:mainfrom
sawa3030:fix/accept-custom-objective-in-lgbm-tuner
Feb 21, 2025
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Accept custom objective in LightGBMTuner#203
nabenabe0928 merged 15 commits intooptuna:mainfrom
sawa3030:fix/accept-custom-objective-in-lgbm-tuner

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@sawa3030 sawa3030 commented Feb 6, 2025

Motivation

Description of the changes

  • Introduce a new member variable _custom_objective to store the actual custom objective function.
  • Update the objective parameter to store the function name when a custom objective is provided, ensuring compatibility with serialization.
  • Add test cases to verify that custom objectives work as expected.

@y0z y0z added the enhancement Change that does not break compatibility and not affect public interfaces, but improves performance. label Feb 12, 2025
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y0z commented Feb 12, 2025

@nabenabe0928 Could you review this PR?

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nabenabe0928 commented Feb 12, 2025

This PR relates to:

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nabenabe0928 reviewed Feb 13, 2025
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Thank you for the PR, I left some comments!
I will check the unit tests later")

sawa3030 and others added 2 commits February 13, 2025 17:32
@sawa3030 @nabenabe0928
Update optuna_integration/_lightgbm_tuner/optimize.py
cadc40d 
Co-authored-by: Shuhei Watanabe <47781922+nabenabe0928@users.noreply.github.com>
@sawa3030
add _CustomObjectiveType
5e26f43
nabenabe0928
nabenabe0928 reviewed Feb 13, 2025
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nabenabe0928 reviewed Feb 14, 2025
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I left some minor comments:)

sawa3030 and others added 5 commits February 17, 2025 10:13
@sawa3030 @nabenabe0928
Update tests/lightgbm/test_optimize.py
2d29dad 
Co-authored-by: Shuhei Watanabe <47781922+nabenabe0928@users.noreply.github.com>
@sawa3030 @nabenabe0928
Update tests/lightgbm/test_optimize.py
4f3a5cf 
Co-authored-by: Shuhei Watanabe <47781922+nabenabe0928@users.noreply.github.com>
@sawa3030 @nabenabe0928
Update tests/lightgbm/test_optimize.py
6e63f8a 
Co-authored-by: Shuhei Watanabe <47781922+nabenabe0928@users.noreply.github.com>
@sawa3030 @nabenabe0928
Update tests/lightgbm/test_optimize.py
82ff7d6 
Co-authored-by: Shuhei Watanabe <47781922+nabenabe0928@users.noreply.github.com>
@sawa3030 @nabenabe0928
Update optuna_integration/_lightgbm_tuner/optimize.py
9f797ff 
Co-authored-by: Shuhei Watanabe <47781922+nabenabe0928@users.noreply.github.com>
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nabenabe0928 commented Feb 18, 2025

@sawa3030
As #205 fixes the CI, it must be merged before this PR.

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nabenabe0928 commented Feb 20, 2025

@pmandiola

I forgot to mention you, but we are working on the issue now in this PR!
Please feel free to leave any comments so that we can include your commits !

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HideakiImamura commented Feb 20, 2025

@sawa3030 #207 has been merged. Could you merge the main branch?

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nabenabe0928 approved these changes Feb 21, 2025
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LGTM

@nabenabe0928 nabenabe0928 merged commit 37ee83d into optuna:main Feb 21, 2025
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@nabenabe0928 nabenabe0928 mentioned this pull request Feb 21, 2025
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@HideakiImamura HideakiImamura mentioned this pull request Feb 27, 2025
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@c-bata c-bata added this to the v4.3.0 milestone Mar 25, 2025
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enhancement Change that does not break compatibility and not affect public interfaces, but improves performance.

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