Lightgbm中二分类问题的损失函数为“binary_logloss”,具体形式为: L ( y , F ) = l n ( 1 + e − y F ) , y ∈ { − 1 , 1 } L(y, F)=ln(1+e^{-yF}), y\in \left\{-1, 1\right\} L(y,F)=ln(1+e−yF),y∈{−1,1} 一阶和二阶导数如下, { L ′ = − y 1 + e y F L ′ ′ = e y F ( 1 + e y F ) 2 \left\{\begin{array}{crl} L^{'}&=&\frac{-y}{1+e^{yF}}\\\\ L^{''}&=&\frac{e^{yF}}{(1+e^{yF})^2} \end{array}\right. ⎩⎪⎨⎪⎧L′L′′==1+eyF−y(1+eyF)2eyF 相关源码见LightGBM项目C++源码“binary_objective.hpp”中96~125行。