truncation for TweedieMetric class (#1625)

86ec0ef2 · Sixiang Hu · Guolin Ke · 677716d3 · 86ec0ef2
Commit 86ec0ef2 authored Sep 03, 2018 by Sixiang Hu Committed by Guolin Ke Sep 03, 2018
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src/metric/regression_metric.hpp src/metric/regression_metric.hpp +4 -0

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--- a/src/metric/regression_metric.hpp
+++ b/src/metric/regression_metric.hpp
@@ -286,6 +286,10 @@ public:
  inline static double LossOnPoint(label_t label, double score, const Config& config) {
    const double rho = config.tweedie_variance_power;
+    const double eps = 1e-10f;
+    if (score < eps) {
+      score = eps;
+    }
    const double a = label * std::exp((1 - rho) * std::log(score)) / (1 - rho);
    const double b = std::exp((2 - rho) * std::log(score)) / (2 - rho);
    return -a + b;