protected override OptimizationAlgorithm ConstructOptimizationAlgorithm(IChannel ch)
{
OptimizationAlgorithm optimizationAlgorithm = base.ConstructOptimizationAlgorithm(ch);
if (Args.UseLineSearch)
{
var lossCalculator = new RegressionTest(optimizationAlgorithm.TrainingScores);
// REVIEW: We should make loss indices an enum in BinaryClassificationTest.
// REVIEW: Nope, subcomponent.
optimizationAlgorithm.AdjustTreeOutputsOverride = new LineSearch(lossCalculator, 1 /*L2 error*/, Args.NumPostBracketSteps, Args.MinStepSize);
}
return(optimizationAlgorithm);
}
private void AddFullRegressionTests()
{
// Always compute training L1/L2 errors.
Tests.Add(new RegressionTest(ConstructScoreTracker(TrainSet)));
RegressionTest validTest = null;
if (ValidSet != null)
{
validTest = new RegressionTest(ConstructScoreTracker(ValidSet));
Tests.Add(validTest);
}
// If external label is missing use Rating column for L1/L2 error.
// The values may not make much sense if regression value is not an actual label value.
if (TestSets != null)
{
for (int t = 0; t < TestSets.Length; ++t)
{
Tests.Add(new RegressionTest(ConstructScoreTracker(TestSets[t])));
}
}
}