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Maximum-Ruin-9590 t1_j1mzp41 wrote

You can write your own custom functions for tree based models.

Here is an pretty good industry show case with lightGBM. Found it on reddit:

https://doordash.engineering/2021/06/29/managing-supply-and-demand-balance-through-machine-learning/

It comments on their custom optimizer.

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Maximum-Ruin-9590 t1_j1mzyh7 wrote

Btw depending on the task, you can also check out temporal fusion transformers (forecasting, nlp, Image recognition)

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