Method MarginalImputer

catboost/libs/fstr/sage_values.cpp:51–95

class MarginalImputer {
public:
    MarginalImputer(
        const TDataProvider& dataset,
        NPar::ILocalExecutor* executor,
        TRestorableFastRng64* randPtr)
        : RandPtr(randPtr)
    {
        LocalExecutor = executor;
        ReferenceSamplesCount = dataset.GetObjectCount();

        auto objectsPtr = dynamic_cast<TRawObjectsDataProvider*>(dataset.ObjectsData.Get());
        CB_ENSURE_INTERNAL(objectsPtr, "Zero pointer to raw objects");
        auto referenceDataProviderPtr = TRawObjectsDataProviderPtr(objectsPtr);

        // float
        ui32 floatFeaturesCount = dataset.MetaInfo.FeaturesLayout->GetFloatFeatureCount();
        for (ui32 featureIndex = 0; featureIndex < floatFeaturesCount; ++featureIndex) {
            auto featureValues = (*referenceDataProviderPtr->GetFloatFeature(featureIndex))->
                                 ExtractValues(LocalExecutor);
            ReferenceSamplesFloat.push_back(std::move(featureValues));
        }

        // categorical
        ui32 catFeaturesCount = dataset.MetaInfo.FeaturesLayout->GetCatFeatureCount();
        for (ui32 featureIndex = 0; featureIndex < catFeaturesCount; ++featureIndex) {
            auto featureValues = (*referenceDataProviderPtr->GetCatFeature(featureIndex))->
                                 ExtractValues(LocalExecutor);
            ReferenceSamplesCategorical.push_back(std::move(featureValues));
        }

        // text
        ui32 textFeaturesCount = dataset.MetaInfo.FeaturesLayout->GetTextFeatureCount();
        for (ui32 featureIndex = 0; featureIndex < textFeaturesCount; ++featureIndex) {
            auto featureValues = (*referenceDataProviderPtr->GetTextFeature(featureIndex))->
                                 ExtractValues(LocalExecutor);
            ReferenceSamplesText.push_back(std::move(featureValues));
        }

        // embedding
        ui32 embeddingFeaturesCount = dataset.MetaInfo.FeaturesLayout->GetEmbeddingFeatureCount();
        for (ui32 featureIndex = 0; featureIndex < embeddingFeaturesCount; ++featureIndex) {
            auto featureValues = (*referenceDataProviderPtr->GetEmbeddingFeature(featureIndex))->
                                 ExtractValues(LocalExecutor);
            ReferenceSamplesEmbedding.push_back(std::move(featureValues));
        }
    }

    void ImputeInplace(
        const TVector<std::pair<ui32, EFeatureType>>& features,