in this file https://github.com/dmlc/xgboost/blob/ae536756ae857a963093b974347c65b01a473993/src/objective/regression_loss.h
XGboost has the following implementation for MSE loss function
XGBOOST_DEVICE static bst_float FirstOrderGradient(bst_float predt, bst_float label) {
return predt - label;
}
XGBOOST_DEVICE static bst_float SecondOrderGradient(bst_float predt, bst_float label) {
return 1.0f;
}
shouldn’t the firstOrderGradient be 2*(predt - label) ?
for the secondOrderGradient it should return 2.
any thoughts ? thank you.