is this related to pycaret/pycaret#3660 ? I installed lightgbm via pip...

I've also encountered with this issue and after trying every solution out there
i found that you can create custom logger, something like this:

class CustomLogger:
def init(self):
self.logger = logging.getLogger('lightgbm_custom')
self.logger.setLevel(logging.ERROR)

def info(self, message):
    self.logger.info(message)

def warning(self, message):
    # Suppress warnings by not doing anything
    pass

def error(self, message):
    self.logger.error(message)

import lightgbm as lgbm
lgbm.register_logger(CustomLogger())

Also encounter it when using lightgbm.cv. But supresses warnings when using lightgbm.train

GidonKR, thanks for temporary solution!

From @GidonKR here is some code that worked for me in Python 3.12

import logging


class CustomLogger:
    def init(self):
        self.logger = logging.getLogger('lightgbm_custom')
        self.logger.setLevel(logging.ERROR)

    def info(self, message):
        self.logger.info(message)

    def warning(self, message):
        # Suppress warnings by not doing anything
        pass

    def error(self, message):
        self.logger.error(message)
l = CustomLogger()
l.init()
lgb.register_logger(l)

Thanks for using LightGBM and for putting the effort into a minimal, reproducible example!

I'm able to reproduce this with the latest lightgbm built from source here (1443548).

import numpy as np
import pandas as pd

from lightgbm import LGBMRegressor

df = pd.DataFrame({"x": [0, 0, 1, 1, 1], "y": [0, 1, 0, 1, 1]})


def l2_obj(y_true, y_pred):
    grad = y_pred - y_true
    hess = np.ones_like(y_pred)
    return grad, hess


params = {
    "min_child_samples": 1,
    "n_estimators": 1,
    "n_jobs": 1,
    "verbose": -1
}

LGBMRegressor(
    **{**params, "objective": l2_obj}
).fit(df[["x"]], df["y"])

# [LightGBM] [Info] Using self-defined objective function
# [LightGBM] [Warning] No further splits with positive gain, best gain: -inf

LGBMRegressor(
    **{**params, "objective": "regression"}
).fit(df[["x"]], df["y"])

# (no logs)

This is definitely a bug. I'll investigate and hopefully put up a fix shortly.

And very sorry for the delayed response. This project has a very small number of maintainers relative to its popularity, and 0 who work on LightGBM maintenance full-time.

If any of you involved in this thread have feedback on what we could do to make it more likely that you'll investigate such issues and contribute fixes yourself in the future, we'd love to hear them here or over in #6350.

Looks like this behavior is not specific to the scikit-learn interface, and happens with lgb.train() too.

import numpy as np
import pandas as pd

import lightgbm as lgb

df = pd.DataFrame({"x": [0, 0, 1, 1, 1], "y": [0, 1, 0, 1, 1]})

def l2_obj(y_pred, train_data):
    y_true = train_data.get_label()
    grad = y_pred - y_true
    hess = np.ones_like(y_pred)
    return grad, hess

params = {
    "min_child_samples": 1,
    "n_estimators": 1,
    "n_jobs": 1,
    "verbosity": -1
}

lgb.train(
    params={
        **params,
        "objective": l2_obj
    },
    train_set=lgb.Dataset(df[["x"]], label=df[["y"]])
)

lgb.train(
    params={
        **params,
        "objective": "regression"
    },
    train_set=lgb.Dataset(df[["x"]], label=df[["y"]])
)

I believe I've found the root cause.

This call in Booster.update() (the function that runs 1 boosting round)

Calls LGBM_BoosterResetParameter() in the C API.

Which eventually calls Config::SetVerbosity() on the C++ side... which reset the verbosity level back to INFO if "verbose" or "verbosity" aren't found in the parameters passed to it.