dmlc / dmlc/xgboost

On the GPU implementation of the survival:cox objective function

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Description

Hello, I noticed that the "GPU Support" section of the XGBoost documentation has recently been updated to exclude the table of objective functions with GPU implementations.

From the previous documentation, it seems the only objective function without GPU implementation is `survival:cox`. I checked the current implementation of `CoxRegression` in `src/objective/regression_obj.cu`, and it seems its `GetGradient` function still doesn't make use of GPU parallelism.

As someone who would like to work on implementing GPU support for `survival:cox`, I wonder whether the documentation change reflects a shift of development focus, or it is still encouraged to try to implement GPU support for `survival:cox`?

Thank you!

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Figure: previous XGBoost documentation

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