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@hcho3 We can workaround it by using values like 1e-5 in the place of 0 as done in the linked PR. In longer term I think we need to fix it inside XGBoost (by replacing float with double or by other means).
Falsifying example: test_hist(
param={'alpha': 0.0,
'colsample_bylevel': 1.0,
'colsample_bytree': 1.0,
'eta': 0.25,
'gamma': 1.1754943552013452e-38,
'lambda': 1.0,
'max_depth': 1,
'min_child_weight': 1.0,
'nthread': 1,
'seed': 0},
hist_param={'grow_policy': 'lossguide',
'max_bin': 2,
'max_depth': 1,
'max_leaves': 0},
num_rounds=1,
dataset=calif_housing,
self=<test_updaters.TestTreeMethod at 0x7f84b3093f90>,
)
Found in the tests of #7937 .
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