create an explicit leaf cut whenever there is a missing value

Author: paulbkoch

shared/libebm/PartitionOneDimensionalBoosting.cpp

@@ -108,6 +108,7 @@ WARNING_DISABLE_UNINITIALIZED_LOCAL_POINTER
 // do not inline this.  Not inlining it makes fewer versions that can be called from the more templated functions
 template<bool bHessian>
 static ErrorEbm Flatten(BoosterShell* const pBoosterShell,
+      bool bExtraMissingCut,
       const bool bNominal,
       const TermBoostFlags flags,
       const FloatCalc regAlpha,
@@ -131,6 +132,7 @@ static ErrorEbm Flatten(BoosterShell* const pBoosterShell,
    EBM_ASSERT(2 <= cBins);
    EBM_ASSERT(cSlices <= cBins);
    EBM_ASSERT(!bNominal || cSlices == cBins);
+   EBM_ASSERT(!bExtraMissingCut || !bNominal); // for Nominal we cut everywhere
 
    ErrorEbm error;
 
@@ -176,7 +178,7 @@ static ErrorEbm Flatten(BoosterShell* const pBoosterShell,
    } else {
       pUpdateScore = aUpdateScore;
 
-      if(nullptr != pMissingValueTreeNode) {
+      if(nullptr != pMissingValueTreeNode || bExtraMissingCut) {
          // always put a split on the missing bin
          *pSplit = 1;
          ++pSplit;
@@ -237,6 +239,18 @@ static ErrorEbm Flatten(BoosterShell* const pBoosterShell,
             }
          }
 
+         if(bExtraMissingCut) {
+            EBM_ASSERT(!bNominal); // for Nominal we cut everywhere
+            if(TermBoostFlags_MissingLow & flags) {
+               if(nullptr == pMissingBin) {
+                  pMissingBin = pTreeNode->GetBin();
+               }
+            } else {
+               EBM_ASSERT(TermBoostFlags_MissingHigh & flags);
+               pMissingBin = pTreeNode->GetBin();
+            }
+         }
+
          EBM_ASSERT(apBins <= ppBinLast);
          EBM_ASSERT(ppBinLast < apBins + (cBins - (nullptr != pMissingValueTreeNode ? size_t{1} : size_t{0})));
 
@@ -365,6 +379,8 @@ static int FindBestSplitGain(RandomDeterministic* const pRng,
       const FloatCalc regLambda,
       const FloatCalc deltaStepMax,
       const MonotoneDirection monotoneDirection,
+      const Bin<FloatMain, UIntMain, true, true, bHessian, GetArrayScores(cCompilerScores)>* const pMissingBin,
+      bool* pbMissingIsolated,
       const TreeNode<bHessian, GetArrayScores(cCompilerScores)>** const ppMissingValueTreeNode) {
 
    LOG_N(Trace_Verbose,
@@ -401,6 +417,9 @@ static int FindBestSplitGain(RandomDeterministic* const pRng,
    if(ppBinCur == ppBinLast) {
       // There is just one bin and therefore no splits
       pTreeNode->AFTER_RejectSplit();
+      if(pMissingBin == *ppBinCur) {
+         *pbMissingIsolated = true;
+      }
       return 1;
    }
 
@@ -822,10 +841,16 @@ template<bool bHessian, size_t cCompilerScores> class PartitionOneDimensionalBoo
       const Bin<FloatMain, UIntMain, true, true, bHessian, GetArrayScores(cCompilerScores)>** ppBin = apBins;
       const Bin<FloatMain, UIntMain, true, true, bHessian, GetArrayScores(cCompilerScores)>* pBin = aBins;
 
+      const Bin<FloatMain, UIntMain, true, true, bHessian, GetArrayScores(cCompilerScores)>* pMissingBin = nullptr;
+      bool bMissingIsolated = false;
+
       size_t cBinsAdjusted = cBins;
       const TreeNode<bHessian, GetArrayScores(cCompilerScores)>* pMissingValueTreeNode = nullptr;
       if(TermBoostFlags_MissingLow & flags) {
          if(bMissing) {
+            if(!bNominal) {
+               pMissingBin = pBin;
+            }
             *ppBin = pBin;
             pBin = IndexBin(pBin, cBytesPerBin);
             ++ppBin;
@@ -879,6 +904,8 @@ template<bool bHessian, size_t cCompilerScores> class PartitionOneDimensionalBoo
             regLambda,
             deltaStepMax,
             monotoneDirection,
+            pMissingBin,
+            &bMissingIsolated,
             &pMissingValueTreeNode);
       size_t cSplitsRemaining = cSplitsMax;
       FloatCalc totalGain = 0;
@@ -952,6 +979,8 @@ template<bool bHessian, size_t cCompilerScores> class PartitionOneDimensionalBoo
                      regLambda,
                      deltaStepMax,
                      monotoneDirection,
+                     pMissingBin,
+                     &bMissingIsolated,
                      &pMissingValueTreeNode);
                // if FindBestSplitGain returned -1 to indicate an
                // overflow ignore it here. We successfully made a root node split, so we might as well continue
@@ -976,6 +1005,8 @@ template<bool bHessian, size_t cCompilerScores> class PartitionOneDimensionalBoo
                      regLambda,
                      deltaStepMax,
                      monotoneDirection,
+                     pMissingBin,
+                     &bMissingIsolated,
                      &pMissingValueTreeNode);
                // if FindBestSplitGain returned -1 to indicate an
                // overflow ignore it here. We successfully made a root node split, so we might as well continue
@@ -1007,9 +1038,23 @@ template<bool bHessian, size_t cCompilerScores> class PartitionOneDimensionalBoo
          }
       }
       *pTotalGain = static_cast<double>(totalGain);
-      size_t cSlices =
-            bNominal ? cBins : cSplitsMax - cSplitsRemaining + 1 + (nullptr != pMissingValueTreeNode ? 1 : 0);
-      return Flatten<bHessian>(pBoosterShell,
+
+      size_t cSlices = cSplitsMax - cSplitsRemaining + 1;
+      bool bExtraMissingCut = false;
+      if(nullptr != pMissingValueTreeNode) {
+         EBM_ASSERT(nullptr == pMissingBin);
+         ++cSlices;
+      } else {
+         if(nullptr != pMissingBin && !bMissingIsolated) {
+            bExtraMissingCut = true;
+            ++cSlices;
+         }
+      }
+      if(bNominal) {
+         cSlices = cBins;
+      }
+      const ErrorEbm error = Flatten<bHessian>(pBoosterShell,
+            bExtraMissingCut,
             bNominal,
             flags,
             regAlpha,
@@ -1024,6 +1069,11 @@ template<bool bHessian, size_t cCompilerScores> class PartitionOneDimensionalBoo
             cBins
 #endif // NDEBUG
       );
+
+      EBM_ASSERT(!bMissing || 2 <= pBoosterShell->GetInnerTermUpdate()->GetCountSlices(iDimension));
+      EBM_ASSERT(!bMissing || *pBoosterShell->GetInnerTermUpdate()->GetSplitPointer(iDimension) == 1);
+
+      return error;
    }
 };