tweedie scaling wip

mathias-von-ottenbreit · mathias-von-ottenbreit · commit e27f1163af31 · 2022-10-20T22:37:55.000+02:00
diff --git a/cpp/APLRRegressor.h b/cpp/APLRRegressor.h
@@ -456,7 +456,8 @@ VectorXd APLRRegressor::differentiate_predictions()
     else if(link_function=="tweedie")
     {
         VectorXd transformed_linear_predictor{transform_linear_predictor_to_negative(linear_predictor_current)};
-        return ((1-tweedie_power)*transformed_linear_predictor.array()).pow(tweedie_power/(1-tweedie_power));
+        double scaling{std::pow((1-tweedie_power)*transformed_linear_predictor.mean(),tweedie_power/(1-tweedie_power))};
+        return scaling*((1-tweedie_power)*transformed_linear_predictor.array()).pow(tweedie_power/(1-tweedie_power));
     }
     else if(link_function=="inverse")
     {

Original file line number	Diff line number	Diff line change
`@@ -456,7 +456,8 @@ VectorXd APLRRegressor::differentiate_predictions()`
`456`	`456`	`else if(link_function=="tweedie")`
`457`	`457`	`{`
`458`	`458`	`VectorXd transformed_linear_predictor{transform_linear_predictor_to_negative(linear_predictor_current)};`
`459`		`- return ((1-tweedie_power)*transformed_linear_predictor.array()).pow(tweedie_power/(1-tweedie_power));`
	`459`	`+ double scaling{std::pow((1-tweedie_power)*transformed_linear_predictor.mean(),tweedie_power/(1-tweedie_power))};`
	`460`	`+ return scaling((1-tweedie_power)transformed_linear_predictor.array()).pow(tweedie_power/(1-tweedie_power));`
`460`	`461`	`}`
`461`	`462`	`else if(link_function=="inverse")`
`462`	`463`	`{`