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Implement fair XGBoost. #7640

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@trivialfis trivialfis commented Feb 9, 2022 •
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This implements only the objective and meta info. Tutorial and custom evaluation metrics in #7370 are still needed.

  • Implemented the objective as a metric, with the sign for regularization term flipped. (still waiting for confirmation of its correctness)
  • Support for multi-target.
  • Dask/QuantileDMatrix.

@trivialfis trivialfis changed the title [WIP] Implement fairness XGBoost. [WIP] Implement fair XGBoost. Feb 9, 2022
@trivialfis trivialfis added this to 1.6 In Progress in 2.0 Roadmap via automation Feb 9, 2022
@trivialfis trivialfis marked this pull request as ready for review February 10, 2022 14:50
@trivialfis trivialfis changed the title [WIP] Implement fair XGBoost. Implement fair XGBoost. Feb 10, 2022
@trivialfis trivialfis mentioned this pull request Feb 10, 2022
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@trivialfis trivialfis moved this from 1.6 In Progress to 2.0 in 2.0 Roadmap Mar 16, 2022
@trivialfis trivialfis moved this from 2.0 TODO to Need prioritize in 2.0 Roadmap Apr 25, 2023
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