[CUDA] Objective functions and metrics for cuda_exp

[shiyu1994]

Summary

The cuda_exp in current master branch includes only a new tree learner version for CUDA. Objectives (boosting) and metrics (evaluation) should be implemented on CUDA.

[jameslamb]

Thanks for writing this up @shiyu1994 !

Can you add some more details here, to help others from the community who might want to help contribute to this?

For example...would it be possible to implement metrics one at a time (e.g. a PR like "add CUDA implementation of MAPE") and have LightGBM choose whether to evaluate it on the GPU or CPU? Or would this require a single PR implementing all metrics?

[shiyu1994]

For example...would it be possible to implement metrics one at a time

Sure. That's what I have planned. Each PR should contain only one or several related objectives/metrics, to keep the PRs as small as possible.