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xgboost tweedie loss predictions do not match #690
After some analysis (I generated 1000 different regression datasets, also tried different tweedie_variance_power, etc.), I found that the xgb_tweedie_torch (after conversion) predictions are always 3.2974 * xgb_tweedie (before conversion). For example, 160.32375 * 3.2974 = 528.6581. I wonder why this is the case?
Hi Xiaotong Lu (@Maggie1216) thank you for the detailed example! It's possible that our implementation of tweedie does not cover some case. We'll add it to the backlog!
The constant 3.2974 happens to be 2 * exp(0.5), and 0.5 is the default base_score in XGBoost models. I suspect this discrepancy is related to how the base_score is handled in transforms.
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ksaur commentedon Mar 15, 2023
Hi Xiaotong Lu (@Maggie1216) thank you for the detailed example! It's possible that our implementation of tweedie does not cover some case. We'll add it to the backlog!
gorkemozkaya commentedon Jul 12, 2023
The constant
3.2974happens to be2 * exp(0.5), and 0.5 is the default base_score in XGBoost models. I suspect this discrepancy is related to how the base_score is handled in transforms.