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Formed in 2009, the Archive Team (not to be confused with the archive.org Archive-It Team) is a rogue archivist collective dedicated to saving copies of rapidly dying or deleted websites for the sake of history and digital heritage. The group is 100% composed of volunteers and interested parties, and has expanded into a large amount of related projects for saving online and digital history.

I have a simple regression task (using a LightGBMRegressor) where I want to penalize negative predictions more than positive ones. Is there a way to achieve this with the default regression LightGBM objectives (see https://lightgbm.readthedocs.io/en/latest/Parameters.html)? If not, is it somehow possible to define (many example for default LightGBM model) and pass a custom regression objective?