FIX fix multinomial deviance by taking the weighted average instead of the sum #17694
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Conflicts: sklearn/ensemble/_gb.py sklearn/ensemble/tests/test_gradient_boosting_loss_functions.py
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Thanks @t-kusanagi2 for taking care of that. @glemaitre you reviewed the original PR, do you mind checking if your comments have been addressed? Thanks! |
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Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
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Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
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…nagi2/scikit-learn into multinomial-deviance-mean
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Whenever I read this code I am not sure that fitting weighted regression to predict the unweighted deviance gradient + the leaf value fix-up is equivalent to fitting an weighted tree on the weighted deviance.
At some point we should write some tests to check this but this is outside of the scope of this PR.
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Thanks @t-kusanagi2 |
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…f the sum (scikit-learn#17694) Co-authored-by: Markus Rempfler <markus.rempfler@tum.de> Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
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…f the sum (scikit-learn#17694) Co-authored-by: Markus Rempfler <markus.rempfler@tum.de> Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
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…f the sum (scikit-learn#17694) Co-authored-by: Markus Rempfler <markus.rempfler@tum.de> Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com> Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
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Reference Issues/PRs
Fixes #10055
Closes #10081
What does this implement/fix? Explain your changes.
Changed MultinomialDeviance from total logloss to average logloss.
Any other comments?
I fixed stalled PR #10081. The main modification is from #10081.
What I did is to merge recently master branch and fix conflicts and flake8 errors.