Commits


sbruch authored and Guolin Ke committed aee92f63ba1
sigmoid_ in grad and hess for rank objective (#2322) * Lambdas and hessians need to factor sigmoid_ into the computation. Additionally, the sigmoid function has an arbitrary factor of 2 in the exponent; it is not just non-standard but the gradients are not computed correctly anyway. * Update unit test * Also remove a heuristic that normalizes the gradient by the difference in scores. * Also fix unit test after removing the heuristic