Function ArgMinPrecise

library/cpp/linear_regression/linear_regression.cpp:372–394

namespace {
    inline double ArgMinPrecise(std::function<double(double)> func, double left, double right) {
        const size_t intervalsCount = 20;
        double points[intervalsCount + 1];
        double values[intervalsCount + 1];
        while (right > left + 1e-5) {
            for (size_t pointNumber = 0; pointNumber <= intervalsCount; ++pointNumber) {
                points[pointNumber] = left + pointNumber * (right - left) / intervalsCount;
                values[pointNumber] = func(points[pointNumber]);
            }
            size_t bestPointNumber = MinElement(values, values + intervalsCount + 1) - values;
            if (bestPointNumber == 0) {
                right = points[bestPointNumber + 1];
                continue;
            }
            if (bestPointNumber == intervalsCount) {
                left = points[bestPointNumber - 1];
                continue;
            }
            right = points[bestPointNumber + 1];
            left = points[bestPointNumber - 1];
        }
        return func(left) < func(right) ? left : right;
    }
}

TFeaturesTransformer TFeaturesTransformerLearner::Solve(const size_t iterationsCount /* = 100 */) {