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Clip small positive values in gamma-nloglik (#6537)

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For the `gamma-nloglik` eval metric, small positive values in the labels are causing `NaN`'s in the outputs, as reported here: https://github.com/dmlc/xgboost/issues/5349. This will add clipping on them, similar to what is done in other metrics like `poisson-nloglik` and `logloss`.
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Gorkem Ozkaya 2020-12-21 11:11:40 -08:00 committed by GitHub
parent 95cbfad990
commit 2231940d1d
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src/metric/elementwise_metric.cu
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@ -291,6 +291,8 @@ struct EvalGammaNLogLik {
} }
XGBOOST_DEVICE bst_float EvalRow(bst_float y, bst_float py) const { XGBOOST_DEVICE bst_float EvalRow(bst_float y, bst_float py) const {
const bst_float eps = 1e-16f;
if (y < eps) y = eps;
bst_float psi = 1.0; bst_float psi = 1.0;
bst_float theta = -1. / py; bst_float theta = -1. / py;
bst_float a = psi; bst_float a = psi;