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[doc] Brief note about expectile margin output.#12243

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[doc] Brief note about expectile margin output.#12243
trivialfis wants to merge 3 commits into
dmlc:masterfrom
trivialfis:expectile-alpha-doc

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Pull request overview

This PR updates the expectile-loss parameter documentation to clarify behavior when using multiple expectile_alpha values and to add an explanation about “raw margin” outputs.

Changes:

  • Splits/extends the existing note for expectile_alpha to add more guidance for multiple alphas.
  • Adds a statement about curve crossing and attempts to explain what “raw margin output” represents for expectile regression.

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Comment thread doc/parameter.rst Outdated
trivialfis and others added 2 commits June 14, 2026 19:20
Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>
@trivialfis trivialfis force-pushed the expectile-alpha-doc branch from 2325175 to 9159bad Compare June 14, 2026 11:22
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2 participants