GradientBoostingClassifier and GradientBoostingRegressor are not yet migrated to the new common (private) loss function module, see #15123. The steps needed are:

• DEP deviance in favor of log_loss for GradientBoostingClassifier #23036 (v1.1)
• DEP auto, binary_crossentropy, categorical_crossentropy in HGBT #23040 (v1.1)
• DEP loss_ attribute in gradient boosting #23079 (v1.1)
• Carry out those 3 deprecations MAINT Clean deprecated losses in (hist) gradient boosting for 1.3 #25834 (v1.3)
• Add exponential loss ENH add exponential loss #25965
• Add Huber loss ENH add Huber loss #25966
• Replace loss functions in BaseGradientBoosting ENH replace loss module Gradient boosting #26278