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Revert "remove the symmetric hessian."
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This reverts commit e7d74ce.
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trivialfis committed Jun 9, 2023
1 parent 9ac4691 commit ffadd80
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion src/objective/lambdarank_obj.h
Original file line number Diff line number Diff line change
Expand Up @@ -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");
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