fix nan in tree model (#2303)

* fix nan in tree model

* fix

include/LightGBM/tree.h

@@ -422,7 +422,7 @@ inline void Tree::Split(int leaf, int feature, int real_feature,
   split_feature_inner_[new_node_idx] = feature;
   split_feature_[new_node_idx] = real_feature;
 
-  split_gain_[new_node_idx] = Common::AvoidInf(gain);
+  split_gain_[new_node_idx] = gain;
   // add two new leaves
   left_child_[new_node_idx] = ~leaf;
   right_child_[new_node_idx] = ~num_leaves_;

include/LightGBM/utils/common.h

@@ -663,7 +663,9 @@ inline static std::vector<int> VectorSize(const std::vector<std::vector<T>>& dat
 }
 
 inline static double AvoidInf(double x) {
-  if (x >= 1e300) {
+  if (std::isnan(x)) {
+    return 0.0;
+  } else if (x >= 1e300) {
     return 1e300;
   } else if (x <= -1e300) {
     return -1e300;
@@ -673,7 +675,9 @@ inline static double AvoidInf(double x) {
 }
 
 inline static float AvoidInf(float x) {
-  if (x >= 1e38) {
+  if (std::isnan(x)){
+    return 0.0f;
+  } else if (x >= 1e38) {
     return 1e38f;
   } else if (x <= -1e38) {
     return -1e38f;

src/io/tree.cpp

@@ -64,7 +64,7 @@ int Tree::Split(int leaf, int feature, int real_feature, uint32_t threshold_bin,
     SetMissingType(&decision_type_[new_node_idx], 2);
   }
   threshold_in_bin_[new_node_idx] = threshold_bin;
-  threshold_[new_node_idx] = Common::AvoidInf(threshold_double);
+  threshold_[new_node_idx] = threshold_double;
   ++num_leaves_;
   return num_leaves_ - 1;
 }
@@ -268,7 +268,7 @@ std::string Tree::NodeToJSON(int index) const {
     str_buf << "{" << '\n';
     str_buf << "\"split_index\":" << index << "," << '\n';
     str_buf << "\"split_feature\":" << split_feature_[index] << "," << '\n';
-    str_buf << "\"split_gain\":" << split_gain_[index] << "," << '\n';
+    str_buf << "\"split_gain\":" << Common::AvoidInf(split_gain_[index]) << "," << '\n';
     if (GetDecisionType(decision_type_[index], kCategoricalMask)) {
       int cat_idx = static_cast<int>(threshold_[index]);
       std::vector<int> cats;