gradient inverse

mathias-von-ottenbreit · mathias-von-ottenbreit · commit 2a6ba95ba542 · 2022-10-20T22:12:34.000+02:00
diff --git a/cpp/APLRRegressor.h b/cpp/APLRRegressor.h
@@ -461,7 +461,8 @@ VectorXd APLRRegressor::differentiate_predictions()
     else if(link_function=="inverse")
     {
         VectorXd transformed_linear_predictor{transform_linear_predictor_to_negative(linear_predictor_current)};
-        return 1.0 * transformed_linear_predictor.array().pow(-2);
+        double scaling{std::pow(transformed_linear_predictor.mean(),2)};
+        return scaling * transformed_linear_predictor.array().pow(-2);
     }
     return VectorXd(0);
 }

Original file line number	Diff line number	Diff line change
`@@ -461,7 +461,8 @@ VectorXd APLRRegressor::differentiate_predictions()`
`461`	`461`	`else if(link_function=="inverse")`
`462`	`462`	`{`
`463`	`463`	`VectorXd transformed_linear_predictor{transform_linear_predictor_to_negative(linear_predictor_current)};`
`464`		`- return 1.0 * transformed_linear_predictor.array().pow(-2);`
	`464`	`+ double scaling{std::pow(transformed_linear_predictor.mean(),2)};`
	`465`	`+ return scaling * transformed_linear_predictor.array().pow(-2);`
`465`	`466`	`}`
`466`	`467`	`return VectorXd(0);`
`467`	`468`	`}`