fix softmax objective.

src/metric/multiclass_metric.hpp

@@ -175,7 +175,6 @@ public:
     if (weights_ == nullptr) {
       #pragma omp parallel for schedule(static) reduction(+:sum_loss)
       for (data_size_t i = 0; i < num_data_; ++i) {
-        std::vector<double> rec(num_class_);
         size_t idx = static_cast<size_t>(num_data_) * static_cast<int>(label_[i]) + i;
         double prob = 1.0f / (1.0f + std::exp(-sigmoid_ * score[idx]));
         if (prob < kEpsilon) { prob = kEpsilon; }

src/objective/multiclass_objective.hpp

@@ -56,7 +56,7 @@ public:
           } else {
             gradients[idx] = static_cast<score_t>(p);
           }
-          hessians[idx] = static_cast<score_t>(p * (1.0f - p));
+          hessians[idx] = static_cast<score_t>(2.0f * p * (1.0f - p));
         }
       }
     } else {
@@ -77,7 +77,7 @@ public:
           } else {
             gradients[idx] = static_cast<score_t>(p * weights_[i]);
           }
-          hessians[idx] = static_cast<score_t>(p * (1.0f - p) * weights_[i]);
+          hessians[idx] = static_cast<score_t>(2.0f * p * (1.0f - p) * weights_[i]);
         }
       }
     }