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Forbid negative Hessian values #4372

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hcho3 opened this issue Apr 15, 2019 · 3 comments · Fixed by #7695
Closed

Forbid negative Hessian values #4372

hcho3 opened this issue Apr 15, 2019 · 3 comments · Fixed by #7695

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@hcho3
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hcho3 commented Apr 15, 2019

Currently, each tree updater tests if each data point has negative Hessian value and ignores the data point with negative Hessian. This complicates the updater code. We should have extra validation steps so as to ensure that all Hessian values are non-negative. The updater code then can be simplified by removing the Hessian check.

@trivialfis
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@hcho3 Is it really doable? Wouldn't the regularization term generate negative value?

@hcho3
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hcho3 commented Sep 17, 2019

Would regularization cause data points to be ignored?

@trivialfis
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@hcho3 Good point.

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