Function BestWeightedSplitImpl

library/cpp/grid_creator/binarization.cpp:1523–1553

    template<EPenaltyType penaltyType, class TWeightIteratorType>
    THashSet<float> BestWeightedSplitImpl(
        TVector<float>&& featureValues,
        TWeightIteratorType weightsIterator,
        int maxBordersCount,
        EOptimizationType optimizationType,
        bool filterNans,
        bool featuresAreSorted,
        bool normalizeWeights = true
    ) {
        auto[uniqueFeatureValues, uniqueValueWeights] = GroupAndSortWeighedValuesImpl(
            std::move(featureValues),
            weightsIterator,
            filterNans,
            featuresAreSorted,
            normalizeWeights,
            /*cumulativeWeights*/ optimizationType == EOptimizationType::Greedy);
        if (uniqueFeatureValues.empty()) {
            return {};
        }
        switch (optimizationType) {
            case EOptimizationType::Exact:
                return BestSplit<penaltyType>(uniqueFeatureValues, uniqueValueWeights, /*initialBorders=*/Nothing(), maxBordersCount);
            case EOptimizationType::Greedy: {
                TWeightedFeatureBin<float, penaltyType> initialBin(
                    0, uniqueFeatureValues.size(), uniqueFeatureValues.begin(), uniqueValueWeights.begin());
                return GreedySplit(initialBin, /*initialBorders=*/Nothing(), maxBordersCount);
            }
            default:
                throw (yexception() << "Invalid Optimization type.");
        }
    }
}