Fix logical error in an exceptional case in Tweedie dispersion estima…

…tion
h2oai · Jan 19, 2024 · 5e8fc7f · 5e8fc7f
1 parent a535e92
commit 5e8fc7f
Showing 1 changed file with 6 additions and 3 deletions.
diff --git a/h2o-algos/src/main/java/hex/glm/DispersionUtils.java b/h2o-algos/src/main/java/hex/glm/DispersionUtils.java
@@ -141,12 +141,15 @@ private static double goldenRatioDispersionSearch(GLMModel.GLMParameters parms,
 
         double midLoPhi = sortedPhis.get(counter - 2);
         double midLoLLH = sortedLLHs.get(counter - 2);
-        if (midLoPhi > upperBound) {
+        double midHiPhi = lowPhi + d;
+        double midHiLLH = getTweedieLogLikelihood(parms, dinfo, midHiPhi, mu);
+        if (midLoPhi > midHiPhi) {
             midLoPhi = hiPhi - d;
             midLoLLH = getTweedieLogLikelihood(parms, dinfo, midLoPhi, mu);
         }
-        double midHiPhi = lowPhi + d;
-        double midHiLLH = getTweedieLogLikelihood(parms, dinfo, midHiPhi, mu);
+        assert lowerBound <= midLoPhi;
+        assert midLoPhi <= midHiPhi;
+        assert midHiPhi <= upperBound;
         for (; counter < iterationsLeft; counter++) {
             Log.info("Tweedie golden-section search[iter=" + counter + ", phis=(" + lowPhi + ", " + midLoPhi +
                     ", " + midHiPhi + ", " + hiPhi + "), likelihoods=(" +