Function MergeBucketRanges

catboost/libs/fstr/partial_dependence.cpp:119–162

}

TVector<double> MergeBucketRanges(
        const TFullModel& model,
        const TVector<int>& features,
        const TDataProvider& dataProvider,
        const TVector<TVector<TFloatFeatureBucketRange>>& leafBucketRanges,
        const TVector<double> leafWeights
) {
    const auto& leafValues = model.ModelTrees->GetModelTreeData()->GetLeafValues();
    TVector<TFloatFeatureBucketRange> defaultRanges = PrepareFeatureRanges(model, features);
    CB_ENSURE(defaultRanges.size() == 2, "Number of features must be 2");

    int columnNum = defaultRanges[1].NumOfBuckets;
    int rowNum = defaultRanges[0].NumOfBuckets;
    int numOfBucketsTotal = rowNum * columnNum;
    TVector<double> edges(numOfBucketsTotal);

    for (size_t leafIdx = 0; leafIdx < leafValues.size(); ++leafIdx) {
        const auto& ranges = leafBucketRanges[leafIdx];
        double leafValue = leafValues[leafIdx];
        for (int rowIdx = ranges[0].Start; rowIdx < ranges[0].End; ++rowIdx) {
            if (ranges[1].Start < ranges[1].End) {
                edges[rowIdx * columnNum + ranges[1].Start] += leafValue * leafWeights[leafIdx];
                if (ranges[1].End != columnNum) {
                    edges[rowIdx * columnNum + ranges[1].End] -= leafValue * leafWeights[leafIdx];
                } else if (rowIdx < rowNum - 1) {
                    edges[(rowIdx + 1) * columnNum] -= leafValue * leafWeights[leafIdx];
                }
            }
        }
    }

    TVector<double> predictionsByBuckets(numOfBucketsTotal);
    double acc = 0;
    for (int idx = 0; idx < numOfBucketsTotal; ++idx) {
        acc += edges[idx];
        predictionsByBuckets[idx] = acc;
    }

    size_t numOfDocuments = dataProvider.GetObjectCount();
    for (size_t idx = 0; idx < predictionsByBuckets.size(); ++idx) {
        predictionsByBuckets[idx] /= numOfDocuments;
    }
    return predictionsByBuckets;
}

TVector<double> CalculatePartialDependence(
        const TFullModel& model,