area/lightgbmenhancementgood first issue
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描述
I have a simple regression task (using a LightGBMRegressor) where I want to penalize negative predictions more than positive ones. Is there a way to achieve this with the default regression LightGBM objectives (see https://lightgbm.readthedocs.io/en/latest/Parameters.html)? If not, is it somehow possible to define (many example for default LightGBM model) and pass a custom regression objective?
Thx in advance!