Method CalcFirstDerRange

catboost/private/libs/algo_helpers/error_functions.cpp:208–255

void TCoxError::CalcFirstDerRange(
    int start,
    int count,
    const double* approxes,
    const double* approxesDeltas,
    const float* targets,
    const float* /*weights*/,
    double* firstDers
) const {
    const TVector<int> labelOrder = ArgSort(start, count, targets);

    const auto getApprox = [=] (int i) {
        return approxes[i] + (approxesDeltas == nullptr ? 0 : approxesDeltas[i]);
    };

    double maxApprox = getApprox(0);
    for (auto i : xrange(start, start + count)) {
        const auto approx = getApprox(i);
        if (approx > maxApprox) {
            maxApprox = approx;
        }
    }

    double expPSum = CalcCoxApproxSum(start, count, maxApprox, approxes, approxesDeltas);

    double rk = 0;
    double lastExpP = 0.0;
    double accumulatedSum = 0;
    for (auto i : xrange(start, start + count)) {
        const int ind = labelOrder[i];
        const double p = getApprox(ind) - maxApprox;

        const double expP = std::exp(p);
        const double y = targets[ind];
        accumulatedSum += lastExpP;

        if (y > 0) {
            expPSum -= accumulatedSum;
            accumulatedSum = 0;
            rk += 1.0 / expPSum;
        }

        const double grad = static_cast<double>(y > 0) - expP * rk;
        firstDers[ind] = grad;

        lastExpP = expP;
    }
}

namespace {
    template <int Capacity>