113 Commits

Author SHA1 Message Date
Tony DiFranco
2ad0948444 Tweedie Regression Post-Rebase (#1737)
* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* rebased with upstream master and added R example

* changed parameter name to tweedie_variance_power

* linting error fix

* refactored tweedie-nloglik metric to be more like the other parameterized metrics

* added upper and lower bound check to tweedie metric

* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* added upper and lower bound check to tweedie metric

* added back readme line that was accidentally deleted

* rebased with upstream master and added R example

* rebased again on top of upstream master

* linting error fix

* added upper and lower bound check to tweedie metric

* rebased with master

* lint fix

* removed whitespace at end of line 186 - elementwise_metric.cc
2016-11-05 17:02:32 -07:00
Liam Huang
001d8c4023 correct CalcDCG in rank_metric.cc and rank_obj.cc (#1642)
* correct CalcDCG in rank_metric.cc

DCG use log base-2, however `std::log` returns log base-e.

* correct CalcDCG in rank_obj.cc

DCG use log base-2, however `std::log` returns log base-e.

* use std::log2 instead of std::log

 make it more elegant

* use std::log2 instead of std::log

make it more elegant
2016-10-18 10:23:41 -07:00
phoenixbai
915ac0b8fe the fix of missing value assignment for name_ variable in EvalRankList method (#1558) 2016-09-26 08:57:17 -05:00
Vadim Khotilovich
75f401481f no exception throwing within omp parallel; set nthread in Learner (#1421) 2016-07-29 10:08:03 -07:00
Shengwen Yang
7089301b62 Metrics for gamma regression (#1369)
* Add deviance metric for gamma regression

* Simplify the computation of nloglik for gamma regression

* Add a description for gamma-deviance

* Minor fix
2016-07-18 09:10:44 -05:00
Shengwen Yang
77d17f6264 Add support for Gamma regression (#1258)
* Add support for Gamma regression

* Use base_score to replace the lp_bias

* Remove the lp_bias config block

* Add a demo for running gamma regression in Python

* Typo fix

* Revise the description for objective

* Add a script to generate the autoclaims dataset
2016-07-06 10:22:46 -07:00
Vadim Khotilovich
1160d0bf25 ability to specify threshold for the error metric 2016-04-25 01:29:04 -05:00
Zheng RuiFeng
2c7c27e297 create mae 2016-02-24 11:15:31 +08:00
tqchen
468bc7725a [METRIC] change metric accumulator to double 2016-02-10 11:17:17 -08:00
tqchen
fd173e260f [FIX] change evaluation to more precision 2016-01-16 10:25:12 -08:00
tqchen
d75e3ed05d [LIBXGBOOST] pass demo running. 2016-01-16 10:24:01 -08:00
tqchen
c8ccb61b9e [TREE] Enable updater registry 2016-01-16 10:24:01 -08:00
tqchen
b4d0bb5a6d [METRIC] all metric move finished 2016-01-16 10:24:01 -08:00