Document LightGBM quantile regression with FLAML#1535
Merged
Conversation
Agent-Logs-Url: https://github.com/microsoft/FLAML/sessions/95732fef-8726-4bc7-a6f5-86f94270d834 Co-authored-by: thinkall <3197038+thinkall@users.noreply.github.com>
Copilot created this pull request from a session on behalf of
thinkall
April 25, 2026 12:49
View session
There was a problem hiding this comment.
Pull request overview
Adds a new documentation example showing how to use FLAML AutoML with LightGBM quantile regression (per issue #1517), using a custom pinball-loss metric and custom_hp to fix LightGBM’s objective="quantile" and alpha.
Changes:
- Documented a LightGBM quantile regression workflow using
task="regression"and a custom metric based onmean_pinball_loss. - Demonstrated using
custom_hpto set fixed LightGBM constructor parameters (objective,alpha) while tuning other hyperparameters.
thinkall
approved these changes
Apr 25, 2026
thinkall
approved these changes
Apr 25, 2026
jianglibigdata
approved these changes
Apr 25, 2026
Collaborator
|
@copilot sync with main branch |
Contributor
Author
Fetched the latest |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Why are these changes needed?
Adds documentation for using FLAML AutoML with LightGBM quantile regression, reflecting the maintainer response in issue #1517. The example shows using
task="regression", a custom pinball loss metric, andcustom_hpto set LightGBMobjective="quantile"andalpha.Related issue number
Closes #1517
Checks
pre-commitis not installed in this environment.)