/// <summary>
///
/// </summary>
/// <param name="left"></param>
/// <param name="right"></param>
/// <param name="target"></param>
/// <param name="residual"></param>
public void UpdateSplitConstants(ref GBMSplitInfo left, ref GBMSplitInfo right,
double target, double residual)
{
var residual2 = residual * residual;
left.Samples++;
left.Sum += residual;
left.SumOfSquares += residual2;
left.Cost = left.SumOfSquares - ((left.Sum * left.Sum) / left.Samples);
left.BestConstant = left.Sum / left.Samples;
// Alternative update but gives slightly different results
//var leftSamplesInv = 1.0 / left.Samples;
//var leftAverage = left.Sum * leftSamplesInv;
//left.BestConstant = leftAverage;
//left.Cost = left.SumOfSquares - (left.Sum * leftAverage);
//left.Cost = left.SumOfSquares - (left.Sum * left.Sum * leftSamplesInv);
//left.BestConstant = left.Sum * leftSamplesInv;
right.Samples--;
right.Sum -= residual;
right.SumOfSquares -= residual2;
right.Cost = right.SumOfSquares - ((right.Sum * right.Sum) / right.Samples);
right.BestConstant = right.Sum / right.Samples;
// Alternative update but gives slightly different results
//var rightSamplesInv = 1.0 / right.Samples;
//var rightAverage = right.Sum * rightSamplesInv;
//right.BestConstant = rightAverage;
//right.Cost = right.SumOfSquares - (right.Sum * rightAverage);
//right.Cost = right.SumOfSquares - (right.Sum * right.Sum * rightSamplesInv);
//right.BestConstant = right.Sum * rightSamplesInv;
}
/// <summary>
///
/// </summary>
/// <param name="targets"></param>
/// <param name="residuals"></param>
/// <param name="inSample"></param>
/// <returns></returns>
public GBMSplitInfo InitSplit(double[] targets, double[] residuals, bool[] inSample)
{
var splitInfo = GBMSplitInfo.NewEmpty();
for (int i = 0; i < inSample.Length; i++)
{
if (inSample[i])
{
var target = targets[i];
var residual = residuals[i];
var residual2 = residual * residual;
var binomial = (target - residual) * ((1.0 - target) + residual);
splitInfo.Samples++;
splitInfo.Sum += residual;
splitInfo.SumOfSquares += residual2;
splitInfo.BinomialSum += binomial;
}
}
splitInfo.Cost = splitInfo.SumOfSquares - ((splitInfo.Sum * splitInfo.Sum) / splitInfo.Samples);
splitInfo.BestConstant = BinomialBestConstant(splitInfo.Sum, splitInfo.BinomialSum);
return(splitInfo);
}
/// <summary>
///
/// </summary>
/// <param name="left"></param>
/// <param name="right"></param>
/// <param name="target"></param>
/// <param name="residual"></param>
public void UpdateSplitConstants(ref GBMSplitInfo left, ref GBMSplitInfo right, double target, double residual)
{
var residual2 = residual * residual;
left.Samples++;
left.Sum += residual;
left.SumOfSquares += residual2;
left.Cost = left.SumOfSquares - (left.Sum * left.Sum / (double)left.Samples);
right.Samples--;
right.Sum -= residual;
right.SumOfSquares -= residual2;
right.Cost = right.SumOfSquares - (right.Sum * right.Sum / (double)right.Samples);
}
/// <summary>
///
/// </summary>
/// <param name="left"></param>
/// <param name="right"></param>
/// <param name="target"></param>
/// <param name="residual"></param>
public void UpdateSplitConstants(ref GBMSplitInfo left, ref GBMSplitInfo right, double target, double residual)
{
var residual2 = residual * residual;
var binomial = (target - residual) * (1.0 - target + residual);
left.Samples++;
left.Sum += residual;
left.SumOfSquares += residual2;
left.BinomialSum += binomial;
left.Cost = left.SumOfSquares - (left.Sum * left.Sum / (double)left.Samples);
left.BestConstant = BinomialBestConstant(left.Sum, left.BinomialSum);
right.Samples--;
right.Sum -= residual;
right.SumOfSquares -= residual2;
right.BinomialSum -= binomial;
right.Cost = right.SumOfSquares - (right.Sum * right.Sum / (double)right.Samples);
right.BestConstant = BinomialBestConstant(right.Sum, right.BinomialSum);
}
/// <summary>
///
/// </summary>
/// <param name="targets"></param>
/// <param name="residuals"></param>
/// <param name="inSample"></param>
/// <returns></returns>
public GBMSplitInfo InitSplit(double[] targets, double[] residuals, bool[] inSample)
{
var splitInfo = GBMSplitInfo.NewEmpty();
for (int i = 0; i < inSample.Length; i++)
{
if (inSample[i])
{
var residual = residuals[i];
var residual2 = residual * residual;
splitInfo.Samples++;
splitInfo.Sum += residual;
splitInfo.SumOfSquares += residual2;
}
}
splitInfo.Cost = splitInfo.SumOfSquares - ((splitInfo.Sum * splitInfo.Sum) / splitInfo.Samples);
return(splitInfo);
}
