Fix additve

Author: pfistfl

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: mcboost
 Type: Package
 Title: Multi-Calibration Boosting
-Version: 0.3.0.9000
+Version: 0.3.1
 Authors@R:
     c(person(given = "Florian",
              family = "Pfisterer",

NEWS.md

@@ -1,5 +1,10 @@
 # mcboost (development version)
 
+# mcboost 0.3.1
+
+* Fixed a bug for additive weight updates, were updates went
+  in the wrong direction.
+
 # mcboost 0.3.0
 
 * First CRAN-ready version of the package.

R/MCBoost.R

@@ -390,7 +390,7 @@ MCBoost = R6::R6Class("MCBoost",
         new_preds = update_weights * pmax(orig_preds, 1e-4)
       } else {
         update_weights = (self$eta * deltas)
-        new_preds = orig_preds + update_weights
+        new_preds = orig_preds - update_weights
       }
       if (audit) {
         self$auditor_effects = c(self$auditor_effects, list(abs(deltas)))

tests/testthat/test_mcboost.R

@@ -310,3 +310,30 @@ test_that("init predictor wrapper works", {
   expect_warning(mc$predict_probs(d),  "multicalibrate was not run!")
 
 })
+
+test_that("mcboost on training data sanity checks", {
+  tsk = tsk("sonar")
+  d = tsk$data(cols = tsk$feature_names)
+  l = tsk$data(cols = tsk$target_names)[[1]]
+  mc = MCBoost$new(auditor_fitter = "TreeAuditorFitter")
+  mc$multicalibrate(d[1:200,], l[1:200])
+  df = do.call("rbind", mc$iter_corr)
+  expect_true(all(diff(df) <= 0))
+
+  mc = MCBoost$new(auditor_fitter = "TreeAuditorFitter", multiplicative = FALSE)
+  mc$multicalibrate(d[1:200,], l[1:200])
+  df = do.call("rbind", mc$iter_corr)
+  expect_true(all(diff(df) <= 0))
+
+  mc = MCBoost$new(auditor_fitter = "RidgeAuditorFitter", partition = TRUE, num_buckets = 5)
+  mc$multicalibrate(d[1:200,], l[1:200])
+  df = do.call("rbind", mc$iter_corr)
+  expect_true(all(diff(df) <= 0))
+
+  mc = MCBoost$new(auditor_fitter = "RidgeAuditorFitter", partition = TRUE, num_buckets = 5, multiplicative = FALSE)
+  mc$multicalibrate(d[1:200,], l[1:200])
+  df = do.call("rbind", mc$iter_corr)
+  expect_true(all(diff(df) <= 0))
+})
+
+