On the GPU implementation of the survival:cox objective function

[hxu296]

Hello, I noticed that the "GPU Support" section of the XGBoost documentation has recently been updated to exclude the table of objective functions with GPU implementations.

From the previous documentation, it seems the only objective function without GPU implementation is survival:cox. I checked the current implementation of CoxRegression in src/objective/regression_obj.cu, and it seems its GetGradient function still doesn't make use of GPU parallelism.

As someone who would like to work on implementing GPU support for survival:cox, I wonder whether the documentation change reflects a shift of development focus, or it is still encouraged to try to implement GPU support for survival:cox?

Thank you!

Figure: previous XGBoost documentation

[trivialfis]

We have new survival training objectives, see our tutorial site for more info.