apple / apple/coremltools

Tweedie objective support for XGB model conversion

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feature request trees xgboost
Dominant language
Python
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Avg merge
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Merged PRs (30d)
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Description

## 🌱 Describe your Feature Request
In `/converters/xgboost/_tree_ensemble.py` you list the `reg:tweedie` objective in XGB under corner cases you don't support. This is actually quite a useful objective for retailers, since the predicted revenue of a customer is naturally modelled as the compound of a discrete conversion distribution with a continuous distribution of spend.

## Use cases
Modelling customer spend (on device), particularly where a large percentage of users will not convert.

## Describe alternatives you've considered
`reg:squarederror`, but it doesn't work as well

## Additional context
n/a

Contributor guide

Open the contributing guide

Research direction

Start in /converters/xgboost/_tree_ensemble.py, where reg:tweedie is listed among unsupported corner cases. Trace how XGB objectives are converted and determine the validation needed for Tweedie models; done means models using this objective convert successfully without remaining unsupported-objective handling.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
38/100

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