Compiling model with custom objective

[Thomzoy]

I've saved a LightGBM model trained using a custom objective. Is it possible to compile it through lleaves ?

Currently, I'm getting a RuntimeError: Missing non-nullable keys {'objective'} when running:

llvm_model = lleaves.Model(model_file="../scripts/my_model.json")
llvm_model.compile()

Thanks !

[yyylllaaafff]

Hi, @Thomzoy , I came up with the same issue. Did you fix it?

[siboehm]

Can either of you send me their trained tree? Or a model.txt for a model that was trained with a custom objective? I've never thought about this before, so it won't work out of the box.

One solution would be to compile without any objective function (by editing the model.txt to remove it), and then just implementing the objective function yourself in Python / C / numba based on the raw outputs of the tree.

[ogencoglu]

+1 for this feature. Any way to do this?