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add UserPerObjMetric as a regression objective #1180

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@camrongodbout camrongodbout commented Feb 19, 2020

PR Objective:

Allow for users to use a custom defined metric as regression objective

What Changed:

  • Added a constant of ELossFunction::UserPerObjMetric to the constants vector holding all the RegressionObjectives

Other Notes:

This is necessary to add to allow custom objective functions in c++ to be used in the CatBoostRegressor model in python. Python checks if the specified loss function is inside the RegressionObjectives by way of is_regression_objective in core.py that calls on the .so file

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