// Author: qiyiping@gmail.com (Yiping Qi) #include "math_util.hpp" #include "tree.hpp" #include #include #ifdef USE_OPENMP #include // openmp #endif namespace { struct ResidualCompare { bool operator () (const gbdt::Tuple *t1, const gbdt::Tuple *t2) { return t1->residual < t2->residual; } }; struct LabelCompare { bool operator () (const gbdt::Tuple *t1, const gbdt::Tuple *t2) { return t1->label < t2->label; } }; } namespace gbdt { bool AlmostEqual(ValueType v1, ValueType v2) { ValueType diff = Abs(v1-v2); if (diff < 1.0e-5) return true; return false; } bool Same(const DataVector &data, size_t len) { assert(len <= data.size()); if (len <= 1) return true; ValueType t = data[0]->target; for (size_t i = 1; i < len; ++i) { if (!AlmostEqual(t, data[i]->target)) return false; } return true; } ValueType Average(const DataVector & data, size_t len) { assert(len <= data.size()); if (len == 0) return 0; double s = 0; double c = 0; for (size_t i = 0; i < len; ++i) { s += data[i]->target * data[i]->weight; c += data[i]->weight; } return static_cast(s / c); } double RMSE(const DataVector &data, const PredictVector &predict, size_t len) { assert(data.size() >= len); assert(predict.size() >= len); double s = 0; double c = 0; for (size_t i = 0; i < data.size(); ++i) { s += Squared(predict[i] - data[i]->label) * data[i]->weight; c += data[i]->weight; } return std::sqrt(s / c); } double MAE(const DataVector &data, const PredictVector &predict, size_t len) { assert(data.size() >= len); assert(predict.size() >= len); double s = 0; double c = 0; for (size_t i = 0; i < data.size(); ++i) { s += Abs(predict[i] - data[i]->label) * data[i]->weight; c += data[i]->weight; } return s / c; } ValueType WeightedResidualMedian(DataVector &d, size_t len) { assert(d.size() >= len); // simplest implementation using sorting // sophisticated approch to find the weighted median is selection algorithm(partition algorithm). std::sort(d.begin(), d.begin() + len, ResidualCompare()); double all_weight = 0.0; for (size_t i = 0; i < len; ++i) { all_weight += d[i]->weight; } ValueType weighted_median = 0.0; double weight = 0.0; for (int i = 0; i < len; ++i) { weight += d[i]->weight; if (weight * 2 > all_weight) { if (i-1 >= 0) { weighted_median = (d[i]->residual + d[i-1]->residual) / 2.0; } else { weighted_median = d[i]->residual; } break; } } return weighted_median; } ValueType WeightedLabelMedian(DataVector &d, size_t len) { assert(d.size() >= len); // simplest implementation using sorting // sophisticated approch to find the weighted median is selection algorithm(partition algorithm). std::sort(d.begin(), d.begin() + len, LabelCompare()); double all_weight = 0.0; for (size_t i = 0; i < len; ++i) { all_weight += d[i]->weight; } ValueType weighted_median = 0.0; double weight = 0.0; for (int i = 0; i < len; ++i) { weight += d[i]->weight; if (weight * 2 > all_weight) { if (i-1 >= 0) { weighted_median = (d[i]->label + d[i-1]->label) / 2.0; } else { weighted_median = d[i]->label; } break; } } return weighted_median; } }