Binned chi^2 definition about hep_ml

[arogozhnikov]

Hey, Alex.

I looked through your notebook, and everything is correct there.

I tried to find where this computation is done in the code, but I couldn't find it.

It's a bit tricky, there is a way to substitute optimizing chi^2 with minimizing MSE (and found splits will be identical).

Given that a) most packages are able to optimize MSE out-of-the-box b) I don't want to write one more tree, hep_ml makes use of this trick. In particual, ReweightLossFunction is constructing appropriate X, y parameters for tree to minimize MSE.

(And, of course, thanks for the excellent package! 🍻)

Thanks, you're welcome :)

[alexpearce]

Ah neat, that makes sense. That's for the explanation!