add poisson regression

src/utils/math.h

@@ -0,0 +1,36 @@
+#ifndef XGBOOST_UTILS_MATH_H_
+#define XGBOOST_UTILS_MATH_H_
+/*!
+ * \file math.h
+ * \brief support additional math
+ * \author Tianqi Chen
+ */
+#include <cmath>
+#ifdef _MSC_VER
+extern "C" {
+#include <amp_math.h>
+}
+#endif
+namespace xgboost {
+namespace utils {
+#ifdef XGBOOST_STRICT_CXX98_
+// check nan
+bool CheckNAN(double v);
+double LogGamma(double v);
+#else
+template<typename T>
+inline bool CheckNAN(T v) {
+#ifdef _MSC_VER
+  return (_isnan(x) != 0);
+#else
+  return isnan(v);
+#endif
+}
+template<typename T>
+inline T LogGamma(T v) {
+  return lgamma(v);
+}
+#endif
+}  // namespace utils
+}  // namespace xgboost
+#endif  // XGBOOST_UTILS_MATH_H_