Created
October 22, 2018 13:05
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| def std_agg(cnt, s1, s2): return math.sqrt((s2/cnt) - (s1/cnt)**2) | |
| def find_better_split(self, var_idx): | |
| x, y = self.x.values[self.idxs,var_idx], self.y[self.idxs] | |
| sort_idx = np.argsort(x) | |
| sort_y,sort_x = y[sort_idx], x[sort_idx] | |
| rhs_cnt,rhs_sum,rhs_sum2 = self.n, sort_y.sum(), (sort_y**2).sum() | |
| lhs_cnt,lhs_sum,lhs_sum2 = 0,0.,0. | |
| for i in range(0,self.n-self.min_leaf-1): | |
| xi,yi = sort_x[i],sort_y[i] | |
| lhs_cnt += 1; rhs_cnt -= 1 | |
| lhs_sum += yi; rhs_sum -= yi | |
| lhs_sum2 += yi**2; rhs_sum2 -= yi**2 | |
| if i<self.min_leaf or xi==sort_x[i+1]: | |
| continue | |
| lhs_std = std_agg(lhs_cnt, lhs_sum, lhs_sum2) | |
| rhs_std = std_agg(rhs_cnt, rhs_sum, rhs_sum2) | |
| curr_score = lhs_std*lhs_cnt + rhs_std*rhs_cnt | |
| if curr_score<self.score: | |
| self.var_idx,self.score,self.split = var_idx,curr_score,xi |
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