XGBoost objective function for regression where I am most concerned about predicting bottom decile
Well, you could define a categorical variable, equal to 0 in the bottom decile and 1 otherwise, and then use  XGBClassifier. This has the potential of working better (I have had some success with classifiers in regression problems).
I have gotten decent results using the default regression objective function with XGBoost and a random forest with early stopping. 
My goal is to be able to predict the bottom decile of my data well, and I am wondering if there is an objective function that will allow me to do this? I am less concerned about the other deciles, so long as I can predict the bottom well.