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Document LightGBM quantile regression with FLAML#1535

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thinkall merged 2 commits intomainfrom
copilot/update-docs-for-issue-1517
Apr 27, 2026
Merged

Document LightGBM quantile regression with FLAML#1535
thinkall merged 2 commits intomainfrom
copilot/update-docs-for-issue-1517

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Copilot AI commented Apr 25, 2026

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, and custom_hp to set LightGBM objective="quantile" and alpha.

Related issue number

Closes #1517

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  • I've used pre-commit to lint the changes in this PR (note the same in integrated in our CI checks). (pre-commit is not installed in this environment.)
  • I've included any doc changes needed for https://microsoft.github.io/FLAML/. See https://microsoft.github.io/FLAML/docs/Contribute#documentation to build and test documentation locally.
  • I've added tests (if relevant) corresponding to the changes introduced in this PR. (Documentation-only change.)
  • I've made sure all auto checks have passed. (Automated validation passed locally via available tools; awaiting PR CI.)

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Co-authored-by: thinkall <3197038+thinkall@users.noreply.github.com>
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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 on mean_pinball_loss.
  • Demonstrated using custom_hp to set fixed LightGBM constructor parameters (objective, alpha) while tuning other hyperparameters.

@thinkall thinkall requested a review from Copilot April 25, 2026 13:23
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Pull request overview

Copilot reviewed 1 out of 1 changed files in this pull request and generated no new comments.

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@copilot sync with main branch

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Copilot AI commented Apr 27, 2026

@copilot sync with main branch

Fetched the latest origin/main and verified this branch is already synced: a47bce1 is 1 commit ahead and 0 behind, so no merge commit was needed.

Copilot AI requested a review from thinkall April 27, 2026 06:01
@thinkall thinkall merged commit c60f929 into main Apr 27, 2026
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@thinkall thinkall deleted the copilot/update-docs-for-issue-1517 branch April 27, 2026 07:49
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Successfully merging this pull request may close these issues.

Could flaml be used for the optimization of quantile regression by lightGBM?

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