XGBoost Plugin Example

This folder provides an example of xgboost plugin.

There are three steps you need to do to add a plugin to xgboost

• Create your source .cc file, implement a new extension
  • In this example custom_obj.cc
• Register this extension to xgboost via a registration macro
  • In this example XGBOOST_REGISTER_OBJECTIVE in this line
• Create a plugin.mk on this folder

To add this plugin, add the following line to config.mk(template in make/config.mk).

# Add plugin by include the plugin in config
XGB_PLUGINS += plugin/plugin_a/plugin.mk

Then you can test this plugin by using objective=mylogistic parameter.