Function UpdateIgnoredFeaturesInLearn

catboost/libs/train_lib/eval_feature.cpp:567–628

static TVector<TTrainingDataProviders> UpdateIgnoredFeaturesInLearn(
    const NCatboostOptions::TFeatureEvalOptions& options,
    ETrainingKind trainingKind,
    ui32 testedFeatureSetIdx,
    const TVector<TTrainingDataProviders>& foldsData
) {
    TVector<ui32> ignoredFeatures;
    const auto& testedFeatures = options.FeaturesToEvaluate.Get();
    const auto featureEvalMode = options.FeatureEvalMode;
    if (trainingKind == ETrainingKind::Testing) {
        if (featureEvalMode == NCB::EFeatureEvalMode::OthersVsAll) {
            ignoredFeatures = testedFeatures[testedFeatureSetIdx];
        } else {
            THashSet<ui32> ignoredFeaturesAsSet;
            for (const auto& featureSet : testedFeatures) {
                ignoredFeaturesAsSet.insert(featureSet.begin(), featureSet.end());
            }
            for (ui32 featureIdx : testedFeatures[testedFeatureSetIdx]) {
                ignoredFeaturesAsSet.erase(featureIdx);
            }
            ignoredFeatures.insert(ignoredFeatures.end(), ignoredFeaturesAsSet.begin(), ignoredFeaturesAsSet.end());
        }
    } else if (EqualToOneOf(featureEvalMode, NCB::EFeatureEvalMode::OneVsAll, NCB::EFeatureEvalMode::OthersVsAll)) {
        // no additional ignored features
    } else if (featureEvalMode == NCB::EFeatureEvalMode::OneVsOthers) {
        ignoredFeatures = testedFeatures[testedFeatureSetIdx];
    } else {
        CB_ENSURE(
            featureEvalMode == NCB::EFeatureEvalMode::OneVsNone,
            "Unknown feature evaluation mode " + ToString(featureEvalMode)
        );
        for (const auto& featureSet : testedFeatures) {
            ignoredFeatures.insert(
                ignoredFeatures.end(),
                featureSet.begin(),
                featureSet.end());
        }
    }

    TStringBuilder logMessage;
    logMessage << "Feature set " << testedFeatureSetIdx;
    if (trainingKind == ETrainingKind::Baseline) {
        logMessage << ", baseline";
    } else {
        logMessage << ", testing";
    }
    if (ignoredFeatures.empty()) {
        logMessage << ", no additional ignored features";
    } else {
        std::sort(ignoredFeatures.begin(), ignoredFeatures.end());
        logMessage << ", additional ignored features " << JoinRange(":", ignoredFeatures.begin(), ignoredFeatures.end());
    }
    CATBOOST_INFO_LOG << logMessage << Endl;

    TVector<TTrainingDataProviders> result;
    result.reserve(foldsData.size());

    for (const auto& foldData : foldsData) {