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Fix integer overflow in auc_mu (fixes #3201) #3209

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merged 2 commits into from
Jul 7, 2020

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@btrotta btrotta commented Jul 5, 2020

Fixes #3201. Auc-mu was giving wrong values for large training sets, due to an integer overflow error when multiplying class sizes. This PR rewrites the calculation to avoid this multiplication.

@btrotta btrotta requested review from chivee and guolinke as code owners July 5, 2020 08:00
@guolinke guolinke merged commit 1e2013a into microsoft:master Jul 7, 2020
@StrikerRUS StrikerRUS added the fix label Jul 7, 2020
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This pull request has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.

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Numerical instability with auc_mu validation and large datasets
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