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fix quantile for edge case, make logloss evaluation capped for extreme values

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tqchen
2015-03-24 23:52:42 -07:00
parent d53e642b5d
commit 53c9a7b66b
3 changed files with 41 additions and 4 deletions
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15
src/utils/quantile.h
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@@ -297,6 +297,14 @@ struct WXQSummary : public WQSummary<DType, RType> {
RType begin = src.data[0].rmax;
size_t n = maxsize - 1, nbig = 0;
const RType range = src.data[src.size - 1].rmin - begin;
// prune off zero weights
if (range == 0) {
// special case, contain only two effective data pts
this->data[0] = src.data[0];
this->data[1] = src.data[src.size - 1];
this->size = 2;
return;
}
const RType chunk = 2 * range / n;
// minimized range
RType mrange = 0;
@@ -323,9 +331,9 @@ struct WXQSummary : public WQSummary<DType, RType> {
src.size, maxsize, static_cast<double>(range),
static_cast<double>(chunk));
for (size_t i = 0; i < src.size; ++i) {
printf("[%lu] rmin=%g, rmax=%g, wmin=%g, isbig=%d\n", i,
src.data[i].rmin, src.data[i].rmax, src.data[i].wmin,
CheckLarge(src.data[i], chunk));
printf("[%lu] rmin=%g, rmax=%g, wmin=%g, v=%g, isbig=%d\n", i,
src.data[i].rmin, src.data[i].rmax, src.data[i].wmin,
src.data[i].value, CheckLarge(src.data[i], chunk));
}
utils::Assert(nbig < n - 1, "quantile: too many large chunk");
}
@@ -631,6 +639,7 @@ class QuantileSketchTemplate {
* \param x the elemented added to the sketch
*/
inline void Push(DType x, RType w = 1) {
if (w == static_cast<RType>(0)) return;
if (inqueue.qtail == inqueue.queue.size()) {
// jump from lazy one value to limit_size * 2
if (inqueue.queue.size() == 1) {