Merge branch 'master' into int32

src/objective/binary_objective.hpp

@@ -114,6 +114,29 @@ class BinaryLogloss: public ObjectiveFunction {
       }
     }
   }
+
+  // implement custom average to boost from (if enabled among options)
+  double BoostFromScore() const override {
+    double suml = 0.0f;
+    double sumw = 0.0f;
+    if (weights_ != nullptr) {
+      #pragma omp parallel for schedule(static) reduction(+:suml,sumw)
+      for (data_size_t i = 0; i < num_data_; ++i) {
+        suml += label_[i] * weights_[i];
+        sumw += weights_[i];
+      }
+    } else {
+      sumw = static_cast<double>(num_data_);
+      #pragma omp parallel for schedule(static) reduction(+:suml)
+      for (data_size_t i = 0; i < num_data_; ++i) {
+        suml += label_[i];
+      }
+    }
+    double pavg = suml / sumw;
+    double initscore = std::log(pavg / (1.0f - pavg)) / sigmoid_;
+    Log::Info("[%s:%s]: pavg=%f -> initscore=%f",  GetName(), __func__, pavg, initscore);
+    return initscore;
+  }
 
   const char* GetName() const override {
     return "binary";