xgboost: add clipping of loss values to the float32 limits

[AldoGl]

Proposed changes

Internally the XGBoost routine operates a conversion to float32, and this fails if the absolute values of the loss are exceedingly large. This commit adds a simple clipping operation before the loss values are passed to the XGBoost package.

Types of changes

What types of changes does your code introduce? Put an x in the boxes that apply

• [x] Bugfix (non-breaking change which fixes an issue)
• [ ] New feature (non-breaking change which adds functionality)
• [ ] Breaking change (fix or feature that would cause existing functionality to not work as expected)

Checklist

Put an x in the boxes that apply.

• [x] I have read the CONTRIBUTING doc
• [x] Lint and unit tests pass locally with my changes
• [x] I have added tests that prove my fix is effective or that my feature works

[codecov-commenter]

Codecov Report

Merging #35 (37ab3e7) into main (03da1df) will decrease coverage by 0.03%. The diff coverage is 94.11%.

Additional details and impacted files

[](https://codecov.io/gh/bancaditalia/black-it/pull/35?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None) ```diff @@ Coverage Diff @@ ## main #35 +/- ## ========================================== - Coverage 97.21% 97.17% -0.04% ========================================== Files 29 29 Lines 1435 1452 +17 ========================================== + Hits 1395 1411 +16 - Misses 40 41 +1 ``` | [Impacted Files](https://codecov.io/gh/bancaditalia/black-it/pull/35?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None) | Coverage Δ | | |---|---|---| | [black\_it/samplers/xgboost.py](https://codecov.io/gh/bancaditalia/black-it/pull/35?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvc2FtcGxlcnMveGdib29zdC5weQ==) | `98.21% <94.11%> (-1.79%)` | :arrow_down: |

[muxator]

• split the PR in two commits. The first one triggers the problem, the second one shows the fix. The final version is the same as the one submitted by @AldoGl.
• some lint fixes

[AldoGl]

• split the PR in two commits. The first one triggers the problem, the second one shows the fix. The final version is the same as the one submitted by @AldoGl.
• some lint fixes

Thank you for your help @muxator, merging now!