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+/* Copyright 2018 The TensorFlow Authors. All Rights Reserved.
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+ http://www.apache.org/licenses/LICENSE-2.0
+
+Unless required by applicable law or agreed to in writing, software
+distributed under the License is distributed on an "AS IS" BASIS,
+WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+See the License for the specific language governing permissions and
+limitations under the License.
+==============================================================================*/
+
+#ifndef TENSORFLOW_CORE_KERNELS_BOOSTED_TREES_TREE_HELPER_H_
+#define TENSORFLOW_CORE_KERNELS_BOOSTED_TREES_TREE_HELPER_H_
+#include <cmath>
+
+namespace tensorflow {
+
+static bool GainsAreEqual(const float g1, const float g2) {
+ const float kTolerance = 1e-15;
+ return std::abs(g1 - g2) < kTolerance;
+}
+
+static bool GainIsLarger(const float g1, const float g2) {
+ const float kTolerance = 1e-15;
+ return g1 - g2 >= kTolerance;
+}
+
+static void CalculateWeightsAndGains(const float g, const float h,
+ const float l1, const float l2,
+ float* weight, float* gain) {
+ const float kEps = 1e-15;
+ // The formula for weight is -(g+l1*sgn(w))/(H+l2), for gain it is
+ // (g+l1*sgn(w))^2/(h+l2).
+ // This is because for each leaf we optimize
+ // 1/2(h+l2)*w^2+g*w+l1*abs(w)
+ float g_with_l1 = g;
+ // Apply L1 regularization.
+ // 1) Assume w>0 => w=-(g+l1)/(h+l2)=> g+l1 < 0 => g < -l1
+ // 2) Assume w<0 => w=-(g-l1)/(h+l2)=> g-l1 > 0 => g > l1
+ // For g from (-l1, l1), thus there is no solution => set to 0.
+ if (l1 > 0) {
+ if (g > l1) {
+ g_with_l1 -= l1;
+ } else if (g < -l1) {
+ g_with_l1 += l1;
+ } else {
+ *weight = 0.0;
+ *gain = 0.0;
+ return;
+ }
+ }
+ // Apply L2 regularization.
+ if (h + l2 <= kEps) {
+ // Avoid division by 0 or infinitesimal.
+ *weight = 0;
+ *gain = 0;
+ } else {
+ *weight = -g_with_l1 / (h + l2);
+ *gain = -g_with_l1 * (*weight);
+ }
+}
+
+} // namespace tensorflow
+
+#endif // TENSORFLOW_CORE_KERNELS_BOOSTED_TREES_TREE_HELPER_H_