boost-loss 0.5.5
Utilities for easy use of custom losses in CatBoost, LightGBM, XGBoost
License: MIT
Requires Python: >=3.8,<4.0

# Boost Loss

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Utilities for easy use of custom losses in CatBoost, LightGBM, XGBoost. This sounds very simple, but in reality it took a lot of work.

## Installation

Install this via pip (or your favourite package manager):

```shell
pip install boost-loss
```

## Usage

### Basic Usage

```python
import numpy as np

from boost_loss import LossBase
from numpy.typing import NDArray


class L2Loss(LossBase):
    def loss(self, y_true: NDArray, y_pred: NDArray) -> NDArray:
        return (y_true - y_pred) ** 2 / 2

    def grad(self, y_true: NDArray, y_pred: NDArray) -> NDArray: # dL/dy_pred
        return - (y_true - y_pred)

    def hess(self, y_true: NDArray, y_pred: NDArray) -> NDArray: # d^2L/dy_pred^2
        return np.ones_like(y_true)
```

```python
import lightgbm as lgb

from boost_loss import apply_custom_loss
from sklearn.datasets import load_boston


X, y = load_boston(return_X_y=True)
apply_custom_loss(lgb.LGBMRegressor(), L2Loss()).fit(X, y)
```

Built-in losses are available. [^bokbokbok]

```python
from boost_loss.regression import LogCoshLoss
```

### [`torch.autograd`](https://pytorch.org/docs/stable/autograd.html) Loss [^autograd]

```python
import torch

from boost_loss.torch import TorchLossBase


class L2LossTorch(TorchLossBase):
    def loss_torch(self, y_true: torch.Tensor, y_pred: torch.Tensor) -> torch.Tensor:
        return (y_true - y_pred) ** 2 / 2
```

## Contributors ✨

Thanks goes to these wonderful people ([emoji key](https://allcontributors.org/docs/en/emoji-key)):

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<table>
  <tbody>
    <tr>
      <td align="center" valign="top" width="14.28%"><a href="https://github.com/34j"><img src="https://avatars.githubusercontent.com/u/55338215?v=4?s=80" width="80px;" alt="34j"/><br /><sub><b>34j</b></sub></a><br /><a href="https://github.com/34j/boost-loss/commits?author=34j" title="Code">💻</a> <a href="#ideas-34j" title="Ideas, Planning, & Feedback">🤔</a> <a href="https://github.com/34j/boost-loss/commits?author=34j" title="Documentation">📖</a></td>
    </tr>
  </tbody>
</table>

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This project follows the [all-contributors](https://github.com/all-contributors/all-contributors) specification. Contributions of any kind welcome!

[^bokbokbok]: Inspired by [orchardbirds/bokbokbok](https://github.com/orchardbirds/bokbokbok)
[^autograd]: Inspired by [TomerRonen34/treeboost_autograd](https://github.com/TomerRonen34/treeboost_autograd)