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Fix tweedie handling of base_score (#3295)

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* fix tweedie margin calculations

* add entry to contributors
This commit is contained in:
pdesahb 2018-06-28 17:43:05 +02:00 committed by Philip Hyunsu Cho
parent 64b8cffde3
commit 12e34f32e2
3 changed files with 9 additions and 3 deletions
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1
CONTRIBUTORS.md
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@ -75,3 +75,4 @@ List of Contributors
* [Andrew Hannigan](https://github.com/andrewhannigan) * [Andrew Hannigan](https://github.com/andrewhannigan)
* [Andy Adinets](https://github.com/canonizer) * [Andy Adinets](https://github.com/canonizer)
* [Henry Gouk](https://github.com/henrygouk) * [Henry Gouk](https://github.com/henrygouk)
* [Pierre de Sahb](https://github.com/pdesahb)

5
src/objective/regression_obj.cc
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@ -394,6 +394,11 @@ class TweedieRegression : public ObjFunction {
preds[j] = std::exp(preds[j]); preds[j] = std::exp(preds[j]);
} }
} }
bst_float ProbToMargin(bst_float base_score) const override {
return std::log(base_score);
}
const char* DefaultEvalMetric() const override { const char* DefaultEvalMetric() const override {
std::ostringstream os; std::ostringstream os;
os << "tweedie-nloglik@" << param_.tweedie_variance_power; os << "tweedie-nloglik@" << param_.tweedie_variance_power;

6
tests/cpp/objective/test_regression_obj.cc
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@ -163,9 +163,9 @@ TEST(Objective, TweedieRegressionBasic) {
<< "Expected error when label < 0 for TweedieRegression"; << "Expected error when label < 0 for TweedieRegression";
// test ProbToMargin // test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1f), 0.10f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.5f), 0.5f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.9f), 0.89f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
// test PredTransform // test PredTransform
xgboost::HostDeviceVector<xgboost::bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1}; xgboost::HostDeviceVector<xgboost::bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};