• sbruch's avatar
    sigmoid_ in grad and hess for rank objective (#2322) · aee92f63
    sbruch authored
    * Lambdas and hessians need to factor sigmoid_ into the computation. Additionally, the sigmoid function has an arbitrary factor of 2 in the exponent; it is not just non-standard but the gradients are not computed correctly anyway.
    
    * Update unit test
    
    * Also remove a heuristic that normalizes the gradient by the difference in scores.
    
    * Also fix unit test after removing the heuristic
    aee92f63
rank_objective.hpp 8.01 KB