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Merge branch 'dev' of https://github.com/tqchen/xgboost into dev

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This commit is contained in:
kalenhaha
2014-05-09 14:07:06 +08:00
parent 4b6024c563 41edad7b3d
commit 0794dd0f6f
7 changed files with 60 additions and 11 deletions
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1
regrank/xgboost_regrank.h
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@@ -283,6 +283,7 @@ namespace xgboost{
#pragma omp parallel for schedule( static )
for (unsigned j = 0; j < ndata; ++j){
preds[j] = mparam.base_score + base_gbm.Predict(data.data, j, buffer_offset + j, data.info.GetRoot(j), bst_group );
}
}else
#pragma omp parallel for schedule( static )

37
regrank/xgboost_regrank_eval.h
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@@ -83,7 +83,7 @@ namespace xgboost{
float sum = 0.0f, wsum = 0.0f;
#pragma omp parallel for reduction(+:sum,wsum) schedule( static )
for (unsigned i = 0; i < ndata; ++i){
const float wt = info.GetWeight(i);
const float wt = info.GetWeight(i);
if (preds[i] > 0.5f){
if (info.labels[i] < 0.5f) sum += wt;
}
@@ -99,6 +99,39 @@ namespace xgboost{
}
};
/*! \brief Error */
struct EvalMatchError : public IEvaluator{
public:
EvalMatchError(const char *name){
name_ = name;
abs_ = 0;
if(!strcmp("mabserror", name)) abs_ =1;
}
virtual float Eval(const std::vector<float> &preds,
const DMatrix::Info &info) const {
const unsigned ndata = static_cast<unsigned>(preds.size());
float sum = 0.0f, wsum = 0.0f;
#pragma omp parallel for reduction(+:sum,wsum) schedule( static )
for (unsigned i = 0; i < ndata; ++i){
const float wt = info.GetWeight(i);
int label = static_cast<int>(info.labels[i]);
if( label < 0 && abs_ != 0 ) label = -label-1;
if (static_cast<int>(preds[i]) != label ){
sum += wt;
}
wsum += wt;
}
return sum / wsum;
}
virtual const char *Name(void) const{
return name_.c_str();
}
int abs_;
std::string name_;
};
/*! \brief Area under curve, for both classification and rank */
struct EvalAuc : public IEvaluator{
virtual float Eval(const std::vector<float> &preds,
@@ -281,6 +314,8 @@ namespace xgboost{
}
if (!strcmp(name, "rmse")) evals_.push_back(new EvalRMSE());
if (!strcmp(name, "error")) evals_.push_back(new EvalError());
if (!strcmp(name, "merror")) evals_.push_back(new EvalMatchError("merror"));
if (!strcmp(name, "mabserror")) evals_.push_back(new EvalMatchError("mabserror"));
if (!strcmp(name, "logloss")) evals_.push_back(new EvalLogLoss());
if (!strcmp(name, "auc")) evals_.push_back(new EvalAuc());
if (!strncmp(name, "pre@", 4)) evals_.push_back(new EvalPrecision(name));

15
regrank/xgboost_regrank_obj.hpp
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@@ -77,7 +77,7 @@ namespace xgboost{
#pragma omp parallel
{
std::vector< float > rec;
#pragma for schedule(static)
#pragma omp for schedule(static)
for (unsigned k = 0; k < ngroup; ++k){
rec.clear();
int nhit = 0;
@@ -127,13 +127,16 @@ namespace xgboost{
#pragma omp parallel
{
std::vector<float> rec(nclass);
#pragma for schedule(static)
#pragma omp for schedule(static)
for (unsigned j = 0; j < ndata; ++j){
for( int k = 0; k < nclass; ++ k ){
rec[k] = preds[j + k * ndata];
}
Softmax( rec );
int label = static_cast<int>(info.labels[j]);
if( label < 0 ){
label = -label - 1;
}
utils::Assert( label < nclass, "SoftmaxMultiClassObj: label exceed num_class" );
for( int k = 0; k < nclass; ++ k ){
float p = rec[ k ];
@@ -151,22 +154,22 @@ namespace xgboost{
utils::Assert( nclass != 0, "must set num_class to use softmax" );
utils::Assert( preds.size() % nclass == 0, "SoftmaxMultiClassObj: label size and pred size does not match" );
const unsigned ndata = static_cast<unsigned>(preds.size()/nclass);
#pragma omp parallel
{
std::vector<float> rec(nclass);
#pragma for schedule(static)
#pragma omp for schedule(static)
for (unsigned j = 0; j < ndata; ++j){
for( int k = 0; k < nclass; ++ k ){
rec[k] = preds[j + k * ndata];
}
Softmax( rec );
preds[j] = FindMaxIndex( rec );
}
}
preds.resize( ndata );
}
virtual const char* DefaultEvalMetric(void) {
return "error";
return "merror";
}
private:
int nclass;
@@ -203,7 +206,7 @@ namespace xgboost{
// thread use its own random number generator, seed by thread id and current iteration
random::Random rnd; rnd.Seed( iter * 1111 + omp_get_thread_num() );
std::vector< std::pair<float,unsigned> > rec;
#pragma for schedule(static)
#pragma omp for schedule(static)
for (unsigned k = 0; k < ngroup; ++k){
rec.clear();
for(unsigned j = gptr[k]; j < gptr[k+1]; ++j ){

4
regrank/xgboost_regrank_utils.h
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@@ -26,7 +26,9 @@ namespace xgboost{
inline static int FindMaxIndex( std::vector<float>& rec ){
size_t mxid = 0;
for( size_t i = 1; i < rec.size(); ++ i ){
if( rec[i] > rec[mxid] ) mxid = i;
if( rec[i] > rec[mxid]+1e-6f ){
mxid = i;
}
}
return (int)mxid;
}