[R] Enable multi-output objectives #9839
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Note to maintainers: there's one thing I haven't been able to figure out yet. When using a custom multi-output objective, the base score seems to be forced at 0.5, while in the python interface it seems to be able to estimate a better number according to the data and objective. Nevertheless, even in the python interface, these numbers do not look like they are what they say: #9840 |
trivialfis
approved these changes
Dec 5, 2023
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Let me look into the issue. |
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ref #9810
This PR enables multi-column features in
DMatrix, thereby allowing multi-output objectives.Note that it switches some of the earlier code that was there to use the recently introduced helpers to create array interface strings from R objects, so as to avoid unnecessary memory copies and support integer data types.