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Allow to add custom post transform functions that are not supported by the ONNX spec yet #463

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janjagusch
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@janjagusch janjagusch commented May 11, 2021

Closes #462

I have already added support for objective='poisson', but I believe this PR also allows to easily add support for objective='tweedie' and objective='gamma'.

Ultimately, it would be useful to have "EXPONENTIAL" as a supported value in attrs['post_transform'], such that we don't have to handle this special case here. However, that seems to involve quite some changes in onxx/onnxruntime. If anybody knows how to move these changes upstream, that would be very appreciated.

What this PR is still missing is tests. I have tested this locally, asserting that the predictions of the LightGMB model and the ONNX model are equivalent. I don't see an easy way to add this to your test suite, though. Some advice on this would be great.

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…orm nodes that are not supported by the ONNX spec yet

Signed-off-by: Jan-Benedikt Jagusch <[email protected]>
@janjagusch janjagusch force-pushed the allow-for-custom-post-transform-functions branch from 6cc1947 to 5929839 Compare May 11, 2021 09:42
@janjagusch janjagusch force-pushed the allow-for-custom-post-transform-functions branch from 3cccfd3 to 5b59425 Compare May 12, 2021 18:02
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hi, @xadupre! 👋

anything i can do to help move this PR forward? 🙂

@xadupre xadupre requested a review from wenbingl May 20, 2021 16:00
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Unsupported objective 'poission' for LGBMRegressor
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