Fix tweedie handling of base_score (dmlc#3295)

* fix tweedie margin calculations * add entry to contributors
sagunb · Jun 28, 2018 · 12e34f3 · 12e34f3
1 parent 64b8cff
commit 12e34f3
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diff --git a/CONTRIBUTORS.md b/CONTRIBUTORS.md
@@ -75,3 +75,4 @@ List of Contributors
 * [Andrew Hannigan](https://github.com/andrewhannigan)
 * [Andy Adinets](https://github.com/canonizer)
 * [Henry Gouk](https://github.com/henrygouk)
+* [Pierre de Sahb](https://github.com/pdesahb)
diff --git a/src/objective/regression_obj.cc b/src/objective/regression_obj.cc
@@ -394,6 +394,11 @@ class TweedieRegression : public ObjFunction {
       preds[j] = std::exp(preds[j]);
     }
   }
+
+  bst_float ProbToMargin(bst_float base_score) const override {
+    return std::log(base_score);
+  }
+
   const char* DefaultEvalMetric() const override {
     std::ostringstream os;
     os << "tweedie-nloglik@" << param_.tweedie_variance_power;

diff --git a/tests/cpp/objective/test_regression_obj.cc b/tests/cpp/objective/test_regression_obj.cc
@@ -163,9 +163,9 @@ TEST(Objective, TweedieRegressionBasic) {
     << "Expected error when label < 0 for TweedieRegression";
 
   // test ProbToMargin
-  EXPECT_NEAR(obj->ProbToMargin(0.1f), 0.10f, 0.01f);
-  EXPECT_NEAR(obj->ProbToMargin(0.5f), 0.5f, 0.01f);
-  EXPECT_NEAR(obj->ProbToMargin(0.9f), 0.89f, 0.01f);
+  EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
+  EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
+  EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
 
   // test PredTransform
   xgboost::HostDeviceVector<xgboost::bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};