disable non-IEEE 754 math

Author: paulbkoch

build.sh

@@ -413,7 +413,7 @@ all_args="$all_args -Wformat=2"
 all_args="$all_args -Wno-format-nonliteral"
 all_args="$all_args -Wno-parentheses"
 all_args="$all_args -fvisibility=hidden -fvisibility-inlines-hidden"
-all_args="$all_args -fno-math-errno -fno-trapping-math"
+all_args="$all_args -fno-math-errno -fno-trapping-math -fno-fast-math -ffp-contract=off"
 # TODO: once we have highly efficient tightly looped code, try no -fpic and see if that makes better code.  The compiler can save a register in this case. See https://akkadia.org/drepper/dsohowto.pdf
 # TODO: check no-plt compiler option
 all_args="$all_args -fpic"

python/interpret-core/tests/glassbox/ebm/test_ebm.py

@@ -1245,9 +1245,6 @@ def test_replicatability_classification():
             break
 
 
-@pytest.mark.skip(
-    reason="Fails on mac. Need to work on getting cross platform identical results."
-)
 def test_identical_classification():
     from interpret.develop import get_option, set_option
 
@@ -1271,7 +1268,7 @@ def test_identical_classification():
             pred = ebm.eval_terms(X)
             total += np.sum(pred)
 
-        expected = 2.220446049250313e-15
+        expected = -3.941291737419306e-15
         if total != expected:
             assert total == expected
             break

shared/libebm/interpretable_numerics.cpp

@@ -1379,6 +1379,9 @@ static double Mean(const size_t cSamples,
    // https://stackoverflow.com/questions/895929/how-do-i-determine-the-standard-deviation-stddev-of-a-set-of-values
    // https://www.johndcook.com/blog/standard_deviation/
 
+   // do not put multiple floating point operations in the same statement since that can be optimized
+   // https://clang.llvm.org/docs/UsersManual.html
+
    double factor = 1.0;
    double mean;
    size_t cNaN;
@@ -1440,7 +1443,8 @@ static double Mean(const size_t cSamples,
                // if all the weights are zero, then weigh them all equally
                ratio = double{1} / static_cast<double>(cNormal);
             }
-            mean += numerator * ratio;
+            const double multiple = numerator * ratio;
+            mean += multiple;
          }
          if(nullptr != pWeight) {
             ++pWeight;