custom the objective function for LTR

[chloe-wang]

Hi there,

I noticed that there is a sample for custom objective:
https://github.com/Microsoft/LightGBM/blob/master/R-package/demo/multiclass_custom_objective.R

However, how shall we define a custom objective when the objective includes some other information other than preds and dtrain? For example, in the lambdarank case, we may have the query_id information as well.

[chloe-wang]

I figure it out.

[github-actions]

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