MultiRMSEWithMissingValues for GPU implementation
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- C++
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Description
Hello,
I have implemented the `MultiRMSEWithMissingValues` loss for GPU for my side project needs, I would like to contribute it to the main repository. I added the code of CUDA-kernels, registered them, and added the `else if` cases and enums in ~ same way as for `MultiRMSE` loss. Now it compiles & could be installed via wheel & used from python.
The remaining work from my perspective is to:
- provide `TargetBinarization` params in the right way, as I hardcoded the `NanMode` and `BorderCount` for now,
- run the current tests & add tests for GPU implementation, as I only compared GPU vs CPU loss over iterations on a random dataset (it converges) and used the loss in my project without any obvious issues,
- check any other places where the new loss or binarization params for it should be registered / added.
I could open a draft PR with the current state & do the remaining work with your guidance if it sounds good to you.
Thanks a lot!
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