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Fix gamma neg log likelihood. (#7275)

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This commit is contained in:
Jiaming Yuan
2021-10-05 16:57:08 +08:00
committed by GitHub
parent b3b03200e2
commit d8cb395380
2 changed files with 32 additions and 4 deletions
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7
src/metric/elementwise_metric.cu
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@@ -309,10 +309,9 @@ struct EvalGammaNLogLik {
float constexpr kPsi = 1.0;
bst_float theta = -1. / py;
bst_float a = kPsi;
// b = -std::log(-theta);
float b = 1.0f;
// c = 1. / kPsi * std::log(y/kPsi) - std::log(y) - common::LogGamma(1. / kPsi);
// = 1.0f * std::log(y) - std::log(y) - 0 = 0
float b = -std::log(-theta);
// c = 1. / kPsi^2 * std::log(y/kPsi) - std::log(y) - common::LogGamma(1. / kPsi);
// = 1.0f * std::log(y) - std::log(y) - 0 = 0
float c = 0;
// general form for exponential family.
return -((y * theta - b) / a + c);