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fix more edge cases in mape #1977

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merged 1 commit into from
Jan 29, 2019
Merged

fix more edge cases in mape #1977

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3 changes: 3 additions & 0 deletions src/objective/regression_objective.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,7 @@
namespace LightGBM {

#define PercentileFun(T, data_reader, cnt_data, alpha) {\
if (cnt_data <= 1) { return data_reader(0); }\
std::vector<T> ref_data(cnt_data);\
for (data_size_t i = 0; i < cnt_data; ++i) {\
ref_data[i] = data_reader(i);\
Expand Down Expand Up @@ -36,6 +37,7 @@ namespace LightGBM {
}\

#define WeightedPercentileFun(T, data_reader, weight_reader, cnt_data, alpha) {\
if (cnt_data <= 1) { return data_reader(0); }\
std::vector<data_size_t> sorted_idx(cnt_data);\
for (data_size_t i = 0; i < cnt_data; ++i) {\
sorted_idx[i] = i;\
Expand All @@ -48,6 +50,7 @@ namespace LightGBM {
}\
double threshold = weighted_cdf[cnt_data - 1] * alpha;\
size_t pos = std::upper_bound(weighted_cdf.begin(), weighted_cdf.end(), threshold) - weighted_cdf.begin();\
pos = std::min(pos, static_cast<size_t>(cnt_data -1));\
if (pos == 0 || pos == static_cast<size_t>(cnt_data - 1)) {\
return data_reader(sorted_idx[pos]);\
}\
Expand Down