Clip small positive values in gamma-nloglik (#6537)
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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@ -291,6 +291,8 @@ struct EvalGammaNLogLik {
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}
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XGBOOST_DEVICE bst_float EvalRow(bst_float y, bst_float py) const {
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const bst_float eps = 1e-16f;
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if (y < eps) y = eps;
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bst_float psi = 1.0;
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bst_float theta = -1. / py;
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bst_float a = psi;
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