| 182 | |
| 183 | |
| 184 | void TFeatureEvaluationSummary::CalcWxTestAndAverageDelta() { |
| 185 | const auto featureSetCount = GetFeatureSetCount(); |
| 186 | const auto metricCount = MetricTypes.size(); |
| 187 | TVector<double> averageDelta(metricCount); |
| 188 | WxTest.resize(featureSetCount); |
| 189 | AverageMetricDelta.resize(featureSetCount); |
| 190 | constexpr ui32 LossIdx = 0; |
| 191 | for (auto featureSetIdx : xrange(featureSetCount)) { |
| 192 | const auto& baselineMetrics = BestMetrics[/*isTest*/0][featureSetIdx]; |
| 193 | const auto& testedMetrics = FeatureSets.empty() ? baselineMetrics : BestMetrics[/*isTest*/1][featureSetIdx]; |
| 194 | WxTest[featureSetIdx] = ::WxTest(baselineMetrics[LossIdx], testedMetrics[LossIdx]).PValue; |
| 195 | |
| 196 | const auto foldCount = baselineMetrics.size(); |
| 197 | for (auto metricIdx : xrange(metricCount)) { |
| 198 | const auto baselineAverage = Accumulate(baselineMetrics[metricIdx], 0.0) / foldCount; |
| 199 | const auto testedAverage = Accumulate(testedMetrics[metricIdx], 0.0) / foldCount; |
| 200 | if (MetricTypes[metricIdx] == EMetricBestValue::Min) { |
| 201 | averageDelta[metricIdx] = - testedAverage + baselineAverage; |
| 202 | } else { |
| 203 | averageDelta[metricIdx] = + testedAverage - baselineAverage; |
| 204 | } |
| 205 | } |
| 206 | AverageMetricDelta[featureSetIdx] = averageDelta; |
| 207 | } |
| 208 | } |
| 209 | |
| 210 | |
| 211 | static void CreateLogFromHistory( |
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