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[Hotfix] update hess and grad #43

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[Hotfix] update hess and grad #43

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4 changes: 2 additions & 2 deletions mqboost/objective.py
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Original file line number Diff line number Diff line change
Expand Up @@ -46,12 +46,12 @@ def _hess_huber(error: np.ndarray, **kwargs) -> np.ndarray:

# Approx loss (MM loss)
def _grad_approx(error: np.ndarray, alpha: float, epsilon: float) -> np.ndarray:
_grad = 0.5 * (1 - 2 * alpha - error / (epsilon + np.abs(error)))
_grad = (1 - 2 * alpha - error / (epsilon + np.abs(error))) / 2
return _grad


def _hess_approx(error: np.ndarray, epsilon: float, **kwargs) -> np.ndarray:
_hess = 1 / (2 * (epsilon + np.abs(error)))
_hess = 1 / (2 * (1 + epsilon + np.abs(error)))
return _hess


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