Add tweedie objective to LightGBM options (#722)

* Add tweedie objective to LightGBM options

Signed-off-by: Ken Hoover <[email protected]>

* Add test for tweedie

Signed-off-by: Ken Hoover <[email protected]>

* Add tweedie to parser objective options

Signed-off-by: Ken Hoover <[email protected]>

---------

Signed-off-by: Ken Hoover <[email protected]>

Author: khoover

onnxmltools/convert/lightgbm/_parse.py

@@ -36,7 +36,7 @@ def __init__(self, booster):
             self.operator_name = "LgbmClassifier"
             self.classes_ = self._generate_classes(booster)
         elif self.objective_.startswith(
-            ("regression", "poisson", "gamma", "quantile", "huber")
+            ("regression", "poisson", "gamma", "quantile", "huber", "tweedie")
         ):
             self.operator_name = "LgbmRegressor"
         else:

onnxmltools/convert/lightgbm/operator_converters/LightGbm.py

@@ -559,7 +559,7 @@ def convert_lightgbm(scope, operator, container):
         n_classes = 1  # Regressor has only one output variable
         attrs["post_transform"] = "NONE"
         attrs["n_targets"] = n_classes
-    elif gbm_text["objective"].startswith(("poisson", "gamma")):
+    elif gbm_text["objective"].startswith(("poisson", "gamma", "tweedie")):
         n_classes = 1  # Regressor has only one output variable
         attrs["n_targets"] = n_classes
         # 'Exp' is not a supported post_transform value in the ONNX spec yet,

tests/lightgbm/test_objective_functions.py

@@ -37,6 +37,7 @@ class ObjectiveTest(unittest.TestCase):
         "gamma",
         "quantile",
         "huber",
+        "tweedie",
     )
 
     @staticmethod