Revert "remove the symmetric hessian."

trivialfis · trivialfis · commit ffadd8099e7d · 2023-06-09T09:52:40.000+08:00
This reverts commit e7d74ce.
diff --git a/src/objective/lambdarank_obj.h b/src/objective/lambdarank_obj.h
@@ -123,7 +123,7 @@ LambdaGrad(linalg::VectorView<float const> labels, common::Span<float const> pre
   }
 
   auto lambda_ij = (sigmoid - 1.0) * delta_metric;
-  auto hessian_ij = std::max(sigmoid * (1.0 - sigmoid), Eps64()) * delta_metric;
+  auto hessian_ij = std::max(sigmoid * (1.0 - sigmoid), Eps64()) * delta_metric * 2.0;
 
   auto k = t_plus.Size();
   assert(t_minus.Size() == k && "Invalid size of position bias");

Original file line number	Diff line number	Diff line change
`@@ -123,7 +123,7 @@ LambdaGrad(linalg::VectorView<float const> labels, common::Span<float const> pre`
`123`	`123`	`}`
`124`	`124`
`125`	`125`	`auto lambda_ij = (sigmoid - 1.0) * delta_metric;`
`126`		`- auto hessian_ij = std::max(sigmoid * (1.0 - sigmoid), Eps64()) * delta_metric;`
	`126`	`+ auto hessian_ij = std::max(sigmoid * (1.0 - sigmoid), Eps64()) * delta_metric * 2.0;`
`127`	`127`
`128`	`128`	`auto k = t_plus.Size();`
`129`	`129`	`assert(t_minus.Size() == k && "Invalid size of position bias");`