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[7.7][ML] Fix handling of numerical precision loss in logistic loss gradient and curvature #1043

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Merged
merged 1 commit into from
Mar 6, 2020
Merged

[7.7][ML] Fix handling of numerical precision loss in logistic loss gradient and curvature #1043

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8 changes: 5 additions & 3 deletions lib/maths/CBoostedTreeLoss.cc
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Original file line number Diff line number Diff line change
Expand Up @@ -308,8 +308,9 @@ void CBinomialLogistic::gradient(const TMemoryMappedFloatVector& prediction,
double weight) const {
if (prediction(0) > -LOG_EPSILON && actual == 1.0) {
writer(0, -weight * std::exp(-prediction(0)));
} else {
writer(0, weight * (CTools::logisticFunction(prediction(0)) - actual));
}
writer(0, weight * (CTools::logisticFunction(prediction(0)) - actual));
}

void CBinomialLogistic::curvature(const TMemoryMappedFloatVector& prediction,
Expand All @@ -318,9 +319,10 @@ void CBinomialLogistic::curvature(const TMemoryMappedFloatVector& prediction,
double weight) const {
if (prediction(0) > -LOG_EPSILON) {
writer(0, weight * std::exp(-prediction(0)));
} else {
double probability{CTools::logisticFunction(prediction(0))};
writer(0, weight * probability * (1.0 - probability));
}
double probability{CTools::logisticFunction(prediction(0))};
writer(0, weight * probability * (1.0 - probability));
}

bool CBinomialLogistic::isCurvatureConstant() const {
Expand Down