diff options
Diffstat (limited to 'tensorflow/core/kernels/boosted_trees/tree_helper.h')
-rw-r--r-- | tensorflow/core/kernels/boosted_trees/tree_helper.h | 69 |
1 files changed, 69 insertions, 0 deletions
diff --git a/tensorflow/core/kernels/boosted_trees/tree_helper.h b/tensorflow/core/kernels/boosted_trees/tree_helper.h new file mode 100644 index 0000000000..8b18d9e5f8 --- /dev/null +++ b/tensorflow/core/kernels/boosted_trees/tree_helper.h @@ -0,0 +1,69 @@ +/* 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_ |