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RF: Add Gamma and Inverse Gaussian loss criteria (rapidsai#4216)
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This PR adds the Gamma and Inverse Gaussian Criteria to train decision trees, along with modifications to rf unit tests.


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checklist:
- [x] Add Gamma and Inverse Gaussian Objective classes
- [x] Add C++ tests for above
- [x] Add remaining C++ tests for other objective functions: entropy and mean squared error
- [x] Add python level convergence tests for gamma and inverse gaussian ( just like the one added for poison loss in rapidsai#4156 )
- [x] Check for regressions by benchmarking on gbm-bench
- [x] Convergence plots showing model trained on particular criteria performs better on it's own loss metric than a baseline (`mse`)

Authors:
  - Venkat (https://github.com/venkywonka)

Approvers:
  - Rory Mitchell (https://github.com/RAMitchell)
  - William Hicks (https://github.com/wphicks)
  - Dante Gama Dessavre (https://github.com/dantegd)

URL: rapidsai#4216
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venkywonka authored Oct 12, 2021
1 parent 11a6c08 commit cfb0a8d
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2 changes: 2 additions & 0 deletions cpp/include/cuml/tree/algo_helper.h
Original file line number Diff line number Diff line change
Expand Up @@ -23,6 +23,8 @@ enum CRITERION {
MSE,
MAE,
POISSON,
GAMMA,
INVERSE_GAUSSIAN,
CRITERION_END,
};

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