Fix objective functions with zero hessian (#1199)

src/treelearner/serial_tree_learner.cpp

 #include "serial_tree_learner.h"
 
 #include <LightGBM/utils/array_args.h>
+#include <LightGBM/network.h>
+#include <LightGBM/objective_function.h>
 
 #include <algorithm>
 #include <vector>
@@ -587,4 +589,36 @@ void SerialTreeLearner::Split(Tree* tree, int best_leaf, int* left_leaf, int* ri
   }
 }
 
+void SerialTreeLearner::RenewTreeOutput(Tree* tree, const ObjectiveFunction* obj, const double* prediction,
+                                        data_size_t total_num_data, const data_size_t* bag_indices, data_size_t bag_cnt) const {
+  if (obj != nullptr && obj->IsRenewTreeOutput()) {
+    CHECK(tree->num_leaves() <= data_partition_->num_leaves());
+    const data_size_t* bag_mapper = nullptr;
+    if (total_num_data != num_data_) {
+      CHECK(bag_cnt == num_data_);
+      bag_mapper = bag_indices;
+    }
+    #pragma omp parallel for schedule(static)
+    for (int i = 0; i < tree->num_leaves(); ++i) {
+      const double output = static_cast<double>(tree->LeafOutput(i));
+      data_size_t cnt_leaf_data = 0;
+      auto index_mapper = data_partition_->GetIndexOnLeaf(i, &cnt_leaf_data);
+      CHECK(cnt_leaf_data > 0);
+      // bag_mapper[index_mapper[i]]
+      const double new_output = obj->RenewTreeOutput(output, prediction, index_mapper, bag_mapper, cnt_leaf_data);
+      tree->SetLeafOutput(i, new_output);
+    }
+    if (Network::num_machines() > 1) {
+      std::vector<double> outputs(tree->num_leaves());
+      for (int i = 0; i < tree->num_leaves(); ++i) {
+        outputs[i] = static_cast<double>(tree->LeafOutput(i));
+      }
+      Network::GlobalSum(outputs);
+      for (int i = 0; i < tree->num_leaves(); ++i) {
+        tree->SetLeafOutput(i, outputs[i] / Network::num_machines());
+      }
+    } 
+  }
+}
+
 }  // namespace LightGBM

src/treelearner/serial_tree_learner.h

@@ -66,6 +66,9 @@ public:
     }
   }
 
+  void RenewTreeOutput(Tree* tree, const ObjectiveFunction* obj, const double* prediction,
+                       data_size_t total_num_data, const data_size_t* bag_indices, data_size_t bag_cnt) const override;
+
 protected:
   /*!
   * \brief Some initial works before training