merge latest, Jan 12 2024
This commit is contained in:
@@ -1,28 +1,55 @@
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// Copyright by Contributors
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/**
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* Copyright 2018-2023, XGBoost Contributors
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*/
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#include <xgboost/objective.h>
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#include <xgboost/context.h>
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#include <limits>
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#include "../helpers.h"
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#include "../../../src/common/linalg_op.h"
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namespace xgboost {
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TEST(Objective, DeclareUnifiedTest(HingeObj)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create("binary:hinge", &ctx)};
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float eps = std::numeric_limits<xgboost::bst_float>::min();
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CheckObjFunction(obj,
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{-1.0f, -0.5f, 0.5f, 1.0f, -1.0f, -0.5f, 0.5f, 1.0f},
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{ 0.0f, 0.0f, 0.0f, 0.0f, 1.0f, 1.0f, 1.0f, 1.0f},
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{ 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f},
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{ 0.0f, 1.0f, 1.0f, 1.0f, -1.0f, -1.0f, -1.0f, 0.0f},
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{ eps, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, eps });
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CheckObjFunction(obj,
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{-1.0f, -0.5f, 0.5f, 1.0f, -1.0f, -0.5f, 0.5f, 1.0f},
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{ 0.0f, 0.0f, 0.0f, 0.0f, 1.0f, 1.0f, 1.0f, 1.0f},
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{}, // Empty weight.
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{ 0.0f, 1.0f, 1.0f, 1.0f, -1.0f, -1.0f, -1.0f, 0.0f},
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{ eps, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, eps });
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std::vector<float> predt{-1.0f, -0.5f, 0.5f, 1.0f, -1.0f, -0.5f, 0.5f, 1.0f};
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std::vector<float> label{ 0.0f, 0.0f, 0.0f, 0.0f, 1.0f, 1.0f, 1.0f, 1.0f};
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std::vector<float> grad{0.0f, 1.0f, 1.0f, 1.0f, -1.0f, -1.0f, -1.0f, 0.0f};
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std::vector<float> hess{eps, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, eps};
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ASSERT_NO_THROW(obj->DefaultEvalMetric());
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CheckObjFunction(obj, predt, label, {1.0f, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, grad, hess);
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CheckObjFunction(obj, predt, label, {/* Empty weight. */}, grad, hess);
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ASSERT_EQ(obj->DefaultEvalMetric(), StringView{"error"});
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MetaInfo info;
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info.num_row_ = label.size();
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info.labels.Reshape(info.num_row_, 3);
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ASSERT_EQ(obj->Targets(info), 3);
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auto h_labels = info.labels.HostView();
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for (std::size_t j = 0; j < obj->Targets(info); ++j) {
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for (std::size_t i = 0; i < info.num_row_; ++i) {
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h_labels(i, j) = label[i];
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}
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}
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linalg::Tensor<float, 2> t_predt{};
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t_predt.Reshape(info.labels.Shape());
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for (std::size_t j = 0; j < obj->Targets(info); ++j) {
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for (std::size_t i = 0; i < info.num_row_; ++i) {
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t_predt(i, j) = predt[i];
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}
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}
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linalg::Matrix<GradientPair> out_gpair;
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obj->GetGradient(*t_predt.Data(), info, 0, &out_gpair);
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for (std::size_t j = 0; j < obj->Targets(info); ++j) {
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auto gh = out_gpair.Slice(linalg::All(), j);
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ASSERT_EQ(gh.Size(), info.num_row_);
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for (std::size_t i = 0; i < gh.Size(); ++i) {
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ASSERT_EQ(gh(i).GetGrad(), grad[i]);
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ASSERT_EQ(gh(i).GetHess(), hess[i]);
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}
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}
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}
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} // namespace xgboost
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@@ -1,18 +1,18 @@
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/*!
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* Copyright 2018-2019 XGBoost contributors
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* Copyright 2018-2023 XGBoost contributors
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*/
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#include <xgboost/objective.h>
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#include <xgboost/context.h>
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#include "../../src/common/common.h"
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#include "../helpers.h"
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#include "test_multiclass_obj.h"
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namespace xgboost {
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TEST(Objective, DeclareUnifiedTest(SoftmaxMultiClassObjGPair)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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void TestSoftmaxMultiClassObjGPair(const Context* ctx) {
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std::vector<std::pair<std::string, std::string>> args {{"num_class", "3"}};
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std::unique_ptr<ObjFunction> obj {
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ObjFunction::Create("multi:softmax", &ctx)
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ObjFunction::Create("multi:softmax", ctx)
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};
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obj->Configure(args);
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@@ -35,12 +35,11 @@ TEST(Objective, DeclareUnifiedTest(SoftmaxMultiClassObjGPair)) {
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ASSERT_NO_THROW(obj->DefaultEvalMetric());
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}
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TEST(Objective, DeclareUnifiedTest(SoftmaxMultiClassBasic)) {
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auto ctx = MakeCUDACtx(GPUIDX);
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void TestSoftmaxMultiClassBasic(const Context* ctx) {
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std::vector<std::pair<std::string, std::string>> args{
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std::pair<std::string, std::string>("num_class", "3")};
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create("multi:softmax", &ctx)};
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create("multi:softmax", ctx)};
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obj->Configure(args);
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CheckConfigReload(obj, "multi:softmax");
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@@ -56,13 +55,12 @@ TEST(Objective, DeclareUnifiedTest(SoftmaxMultiClassBasic)) {
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}
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}
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TEST(Objective, DeclareUnifiedTest(SoftprobMultiClassBasic)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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void TestSoftprobMultiClassBasic(const Context* ctx) {
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std::vector<std::pair<std::string, std::string>> args {
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std::pair<std::string, std::string>("num_class", "3")};
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std::unique_ptr<ObjFunction> obj {
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ObjFunction::Create("multi:softprob", &ctx)
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ObjFunction::Create("multi:softprob", ctx)
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};
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obj->Configure(args);
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CheckConfigReload(obj, "multi:softprob");
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@@ -77,4 +75,5 @@ TEST(Objective, DeclareUnifiedTest(SoftprobMultiClassBasic)) {
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EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
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}
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}
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} // namespace xgboost
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19
tests/cpp/objective/test_multiclass_obj.h
Normal file
19
tests/cpp/objective/test_multiclass_obj.h
Normal file
@@ -0,0 +1,19 @@
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/**
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* Copyright 2020-2023 by XGBoost Contributors
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*/
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#ifndef XGBOOST_TEST_MULTICLASS_OBJ_H_
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#define XGBOOST_TEST_MULTICLASS_OBJ_H_
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#include <xgboost/context.h> // for Context
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namespace xgboost {
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void TestSoftmaxMultiClassObjGPair(const Context* ctx);
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void TestSoftmaxMultiClassBasic(const Context* ctx);
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void TestSoftprobMultiClassBasic(const Context* ctx);
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} // namespace xgboost
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#endif // XGBOOST_TEST_MULTICLASS_OBJ_H_
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25
tests/cpp/objective/test_multiclass_obj_cpu.cc
Normal file
25
tests/cpp/objective/test_multiclass_obj_cpu.cc
Normal file
@@ -0,0 +1,25 @@
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/*!
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* Copyright 2018-2023 XGBoost contributors
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*/
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#include <gtest/gtest.h>
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#include <xgboost/context.h>
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#include "../helpers.h"
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#include "test_multiclass_obj.h"
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namespace xgboost {
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TEST(Objective, DeclareUnifiedTest(SoftmaxMultiClassObjGPair)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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TestSoftmaxMultiClassObjGPair(&ctx);
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}
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TEST(Objective, DeclareUnifiedTest(SoftmaxMultiClassBasic)) {
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auto ctx = MakeCUDACtx(GPUIDX);
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TestSoftmaxMultiClassBasic(&ctx);
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}
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TEST(Objective, DeclareUnifiedTest(SoftprobMultiClassBasic)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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TestSoftprobMultiClassBasic(&ctx);
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}
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} // namespace xgboost
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@@ -1 +1 @@
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#include "test_multiclass_obj.cc"
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#include "test_multiclass_obj_cpu.cc"
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@@ -14,13 +14,15 @@
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#include "xgboost/data.h"
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#include "xgboost/linalg.h"
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#include "test_regression_obj.h"
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namespace xgboost {
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TEST(Objective, DeclareUnifiedTest(LinearRegressionGPair)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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std::vector<std::pair<std::string, std::string>> args;
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void TestLinearRegressionGPair(const Context* ctx) {
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std::string obj_name = "reg:squarederror";
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:squarederror", &ctx)};
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std::vector<std::pair<std::string, std::string>> args;
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create(obj_name, ctx)};
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obj->Configure(args);
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CheckObjFunction(obj,
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@@ -38,13 +40,13 @@ TEST(Objective, DeclareUnifiedTest(LinearRegressionGPair)) {
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ASSERT_NO_THROW(obj->DefaultEvalMetric());
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}
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TEST(Objective, DeclareUnifiedTest(SquaredLog)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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void TestSquaredLog(const Context* ctx) {
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std::string obj_name = "reg:squaredlogerror";
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std::vector<std::pair<std::string, std::string>> args;
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:squaredlogerror", &ctx)};
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create(obj_name, ctx)};
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obj->Configure(args);
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CheckConfigReload(obj, "reg:squaredlogerror");
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CheckConfigReload(obj, obj_name);
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CheckObjFunction(obj,
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{0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
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@@ -61,42 +63,13 @@ TEST(Objective, DeclareUnifiedTest(SquaredLog)) {
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ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"rmsle"});
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}
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TEST(Objective, DeclareUnifiedTest(PseudoHuber)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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Args args;
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:pseudohubererror", &ctx)};
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obj->Configure(args);
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CheckConfigReload(obj, "reg:pseudohubererror");
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CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
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{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
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{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
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{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
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{0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
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CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
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{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
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{}, // empty weights
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{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
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{0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
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ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"mphe"});
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obj->Configure({{"huber_slope", "0.1"}});
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CheckConfigReload(obj, "reg:pseudohubererror");
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CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
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{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
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{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
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{-0.099388f, -0.099228f, -0.098639f, -0.089443f, 0.098639f}, // out_grad
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{0.0013467f, 0.001908f, 0.004443f, 0.089443f, 0.004443f}); // out_hess
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}
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TEST(Objective, DeclareUnifiedTest(LogisticRegressionGPair)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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void TestLogisticRegressionGPair(const Context* ctx) {
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std::string obj_name = "reg:logistic";
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std::vector<std::pair<std::string, std::string>> args;
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:logistic", &ctx)};
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create(obj_name, ctx)};
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obj->Configure(args);
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CheckConfigReload(obj, "reg:logistic");
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CheckConfigReload(obj, obj_name);
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CheckObjFunction(obj,
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{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, // preds
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@@ -106,13 +79,13 @@ TEST(Objective, DeclareUnifiedTest(LogisticRegressionGPair)) {
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{0.25f, 0.24f, 0.20f, 0.19f, 0.25f, 0.24f, 0.20f, 0.19f}); // out_hess
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}
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TEST(Objective, DeclareUnifiedTest(LogisticRegressionBasic)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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void TestLogisticRegressionBasic(const Context* ctx) {
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std::string obj_name = "reg:logistic";
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std::vector<std::pair<std::string, std::string>> args;
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:logistic", &ctx)};
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std::unique_ptr<ObjFunction> obj{ObjFunction::Create(obj_name, ctx)};
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obj->Configure(args);
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CheckConfigReload(obj, "reg:logistic");
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CheckConfigReload(obj, obj_name);
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// test label validation
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EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {10}, {1}, {0}, {0}))
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@@ -135,12 +108,10 @@ TEST(Objective, DeclareUnifiedTest(LogisticRegressionBasic)) {
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}
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}
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TEST(Objective, DeclareUnifiedTest(LogisticRawGPair)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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void TestsLogisticRawGPair(const Context* ctx) {
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std::string obj_name = "binary:logitraw";
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std::vector<std::pair<std::string, std::string>> args;
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std::unique_ptr<ObjFunction> obj {
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ObjFunction::Create("binary:logitraw", &ctx)
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};
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std::unique_ptr<ObjFunction> obj {ObjFunction::Create(obj_name, ctx)};
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obj->Configure(args);
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CheckObjFunction(obj,
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@@ -151,347 +122,4 @@ TEST(Objective, DeclareUnifiedTest(LogisticRawGPair)) {
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{0.25f, 0.24f, 0.20f, 0.19f, 0.25f, 0.24f, 0.20f, 0.19f});
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}
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TEST(Objective, DeclareUnifiedTest(PoissonRegressionGPair)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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std::vector<std::pair<std::string, std::string>> args;
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std::unique_ptr<ObjFunction> obj {
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ObjFunction::Create("count:poisson", &ctx)
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};
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args.emplace_back("max_delta_step", "0.1f");
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obj->Configure(args);
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CheckObjFunction(obj,
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{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{ 0, 0, 0, 0, 1, 1, 1, 1},
|
||||
{ 1, 1, 1, 1, 1, 1, 1, 1},
|
||||
{ 1, 1.10f, 2.45f, 2.71f, 0, 0.10f, 1.45f, 1.71f},
|
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{1.10f, 1.22f, 2.71f, 3.00f, 1.10f, 1.22f, 2.71f, 3.00f});
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CheckObjFunction(obj,
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{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
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{ 0, 0, 0, 0, 1, 1, 1, 1},
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{}, // Empty weight
|
||||
{ 1, 1.10f, 2.45f, 2.71f, 0, 0.10f, 1.45f, 1.71f},
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{1.10f, 1.22f, 2.71f, 3.00f, 1.10f, 1.22f, 2.71f, 3.00f});
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||||
}
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||||
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TEST(Objective, DeclareUnifiedTest(PoissonRegressionBasic)) {
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Context ctx = MakeCUDACtx(GPUIDX);
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std::vector<std::pair<std::string, std::string>> args;
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std::unique_ptr<ObjFunction> obj {
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ObjFunction::Create("count:poisson", &ctx)
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};
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obj->Configure(args);
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CheckConfigReload(obj, "count:poisson");
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// test label validation
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EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
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<< "Expected error when label < 0 for PoissonRegression";
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// test ProbToMargin
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EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
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EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
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EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
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||||
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||||
// test PredTransform
|
||||
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
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std::vector<bst_float> out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f};
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obj->PredTransform(&io_preds);
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auto& preds = io_preds.HostVector();
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||||
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
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EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
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||||
}
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(GammaRegressionGPair)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj {
|
||||
ObjFunction::Create("reg:gamma", &ctx)
|
||||
};
|
||||
|
||||
obj->Configure(args);
|
||||
CheckObjFunction(obj,
|
||||
{0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{2, 2, 2, 2, 1, 1, 1, 1},
|
||||
{1, 1, 1, 1, 1, 1, 1, 1},
|
||||
{-1, -0.809, 0.187, 0.264, 0, 0.09f, 0.59f, 0.63f},
|
||||
{2, 1.809, 0.813, 0.735, 1, 0.90f, 0.40f, 0.36f});
|
||||
CheckObjFunction(obj,
|
||||
{0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{2, 2, 2, 2, 1, 1, 1, 1},
|
||||
{}, // Empty weight
|
||||
{-1, -0.809, 0.187, 0.264, 0, 0.09f, 0.59f, 0.63f},
|
||||
{2, 1.809, 0.813, 0.735, 1, 0.90f, 0.40f, 0.36f});
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(GammaRegressionBasic)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:gamma", &ctx)};
|
||||
|
||||
obj->Configure(args);
|
||||
CheckConfigReload(obj, "reg:gamma");
|
||||
|
||||
// test label validation
|
||||
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {0}, {1}, {0}, {0}))
|
||||
<< "Expected error when label = 0 for GammaRegression";
|
||||
EXPECT_ANY_THROW(CheckObjFunction(obj, {-1}, {-1}, {1}, {-1}, {-3}))
|
||||
<< "Expected error when label < 0 for GammaRegression";
|
||||
|
||||
// test ProbToMargin
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
|
||||
|
||||
// test PredTransform
|
||||
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
|
||||
std::vector<bst_float> out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f};
|
||||
obj->PredTransform(&io_preds);
|
||||
auto& preds = io_preds.HostVector();
|
||||
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
|
||||
EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
|
||||
}
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(TweedieRegressionGPair)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:tweedie", &ctx)};
|
||||
|
||||
args.emplace_back("tweedie_variance_power", "1.1f");
|
||||
obj->Configure(args);
|
||||
|
||||
CheckObjFunction(obj,
|
||||
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{ 0, 0, 0, 0, 1, 1, 1, 1},
|
||||
{ 1, 1, 1, 1, 1, 1, 1, 1},
|
||||
{ 1, 1.09f, 2.24f, 2.45f, 0, 0.10f, 1.33f, 1.55f},
|
||||
{0.89f, 0.98f, 2.02f, 2.21f, 1, 1.08f, 2.11f, 2.30f});
|
||||
CheckObjFunction(obj,
|
||||
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{ 0, 0, 0, 0, 1, 1, 1, 1},
|
||||
{}, // Empty weight.
|
||||
{ 1, 1.09f, 2.24f, 2.45f, 0, 0.10f, 1.33f, 1.55f},
|
||||
{0.89f, 0.98f, 2.02f, 2.21f, 1, 1.08f, 2.11f, 2.30f});
|
||||
ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"tweedie-nloglik@1.1"});
|
||||
}
|
||||
|
||||
#if defined(__CUDACC__) || defined(__HIP_PLATFORM_AMD__)
|
||||
TEST(Objective, CPU_vs_CUDA) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:squarederror", &ctx)};
|
||||
linalg::Matrix<GradientPair> cpu_out_preds;
|
||||
linalg::Matrix<GradientPair> cuda_out_preds;
|
||||
|
||||
constexpr size_t kRows = 400;
|
||||
constexpr size_t kCols = 100;
|
||||
auto pdmat = RandomDataGenerator(kRows, kCols, 0).Seed(0).GenerateDMatrix();
|
||||
HostDeviceVector<float> preds;
|
||||
preds.Resize(kRows);
|
||||
auto& h_preds = preds.HostVector();
|
||||
for (size_t i = 0; i < h_preds.size(); ++i) {
|
||||
h_preds[i] = static_cast<float>(i);
|
||||
}
|
||||
auto& info = pdmat->Info();
|
||||
|
||||
info.labels.Reshape(kRows);
|
||||
auto& h_labels = info.labels.Data()->HostVector();
|
||||
for (size_t i = 0; i < h_labels.size(); ++i) {
|
||||
h_labels[i] = 1 / static_cast<float>(i+1);
|
||||
}
|
||||
|
||||
{
|
||||
// CPU
|
||||
ctx = ctx.MakeCPU();
|
||||
obj->GetGradient(preds, info, 0, &cpu_out_preds);
|
||||
}
|
||||
{
|
||||
// CUDA
|
||||
ctx = ctx.MakeCUDA(0);
|
||||
obj->GetGradient(preds, info, 0, &cuda_out_preds);
|
||||
}
|
||||
|
||||
auto h_cpu_out = cpu_out_preds.HostView();
|
||||
auto h_cuda_out = cuda_out_preds.HostView();
|
||||
|
||||
float sgrad = 0;
|
||||
float shess = 0;
|
||||
for (size_t i = 0; i < kRows; ++i) {
|
||||
sgrad += std::pow(h_cpu_out(i).GetGrad() - h_cuda_out(i).GetGrad(), 2);
|
||||
shess += std::pow(h_cpu_out(i).GetHess() - h_cuda_out(i).GetHess(), 2);
|
||||
}
|
||||
ASSERT_NEAR(sgrad, 0.0f, kRtEps);
|
||||
ASSERT_NEAR(shess, 0.0f, kRtEps);
|
||||
}
|
||||
#endif
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(TweedieRegressionBasic)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:tweedie", &ctx)};
|
||||
|
||||
obj->Configure(args);
|
||||
CheckConfigReload(obj, "reg:tweedie");
|
||||
|
||||
// test label validation
|
||||
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
|
||||
<< "Expected error when label < 0 for TweedieRegression";
|
||||
|
||||
// test ProbToMargin
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
|
||||
|
||||
// test PredTransform
|
||||
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
|
||||
std::vector<bst_float> out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f};
|
||||
obj->PredTransform(&io_preds);
|
||||
auto& preds = io_preds.HostVector();
|
||||
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
|
||||
EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
|
||||
}
|
||||
}
|
||||
|
||||
// CoxRegression not implemented in GPU code, no need for testing.
|
||||
#if !defined(__CUDACC__) && !defined(__HIP_PLATFORM_AMD__)
|
||||
TEST(Objective, CoxRegressionGPair) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("survival:cox", &ctx)};
|
||||
|
||||
obj->Configure(args);
|
||||
CheckObjFunction(obj,
|
||||
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{ 0, -2, -2, 2, 3, 5, -10, 100},
|
||||
{ 1, 1, 1, 1, 1, 1, 1, 1},
|
||||
{ 0, 0, 0, -0.799f, -0.788f, -0.590f, 0.910f, 1.006f},
|
||||
{ 0, 0, 0, 0.160f, 0.186f, 0.348f, 0.610f, 0.639f});
|
||||
}
|
||||
#endif
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(AbsoluteError)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:absoluteerror", &ctx)};
|
||||
obj->Configure({});
|
||||
CheckConfigReload(obj, "reg:absoluteerror");
|
||||
|
||||
MetaInfo info;
|
||||
std::vector<float> labels{0.f, 3.f, 2.f, 5.f, 4.f, 7.f};
|
||||
info.labels.Reshape(6, 1);
|
||||
info.labels.Data()->HostVector() = labels;
|
||||
info.num_row_ = labels.size();
|
||||
HostDeviceVector<float> predt{1.f, 2.f, 3.f, 4.f, 5.f, 6.f};
|
||||
info.weights_.HostVector() = {1.f, 1.f, 1.f, 1.f, 1.f, 1.f};
|
||||
|
||||
CheckObjFunction(obj, predt.HostVector(), labels, info.weights_.HostVector(),
|
||||
{1.f, -1.f, 1.f, -1.f, 1.f, -1.f}, info.weights_.HostVector());
|
||||
|
||||
RegTree tree;
|
||||
tree.ExpandNode(0, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
|
||||
|
||||
HostDeviceVector<bst_node_t> position(labels.size(), 0);
|
||||
auto& h_position = position.HostVector();
|
||||
for (size_t i = 0; i < labels.size(); ++i) {
|
||||
if (i < labels.size() / 2) {
|
||||
h_position[i] = 1; // left
|
||||
} else {
|
||||
h_position[i] = 2; // right
|
||||
}
|
||||
}
|
||||
|
||||
auto& h_predt = predt.HostVector();
|
||||
for (size_t i = 0; i < h_predt.size(); ++i) {
|
||||
h_predt[i] = labels[i] + i;
|
||||
}
|
||||
|
||||
tree::TrainParam param;
|
||||
param.Init(Args{});
|
||||
auto lr = param.learning_rate;
|
||||
|
||||
obj->UpdateTreeLeaf(position, info, param.learning_rate, predt, 0, &tree);
|
||||
ASSERT_EQ(tree[1].LeafValue(), -1.0f * lr);
|
||||
ASSERT_EQ(tree[2].LeafValue(), -4.0f * lr);
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(AbsoluteErrorLeaf)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
bst_target_t constexpr kTargets = 3, kRows = 16;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:absoluteerror", &ctx)};
|
||||
obj->Configure({});
|
||||
|
||||
MetaInfo info;
|
||||
info.num_row_ = kRows;
|
||||
info.labels.Reshape(16, kTargets);
|
||||
HostDeviceVector<float> predt(info.labels.Size());
|
||||
|
||||
for (bst_target_t t{0}; t < kTargets; ++t) {
|
||||
auto h_labels = info.labels.HostView().Slice(linalg::All(), t);
|
||||
std::iota(linalg::begin(h_labels), linalg::end(h_labels), 0);
|
||||
|
||||
auto h_predt =
|
||||
linalg::MakeTensorView(&ctx, predt.HostSpan(), kRows, kTargets).Slice(linalg::All(), t);
|
||||
for (size_t i = 0; i < h_predt.Size(); ++i) {
|
||||
h_predt(i) = h_labels(i) + i;
|
||||
}
|
||||
|
||||
HostDeviceVector<bst_node_t> position(h_labels.Size(), 0);
|
||||
auto& h_position = position.HostVector();
|
||||
for (int32_t i = 0; i < 3; ++i) {
|
||||
h_position[i] = ~i; // negation for sampled nodes.
|
||||
}
|
||||
for (size_t i = 3; i < 8; ++i) {
|
||||
h_position[i] = 3;
|
||||
}
|
||||
// empty leaf for node 4
|
||||
for (size_t i = 8; i < 13; ++i) {
|
||||
h_position[i] = 5;
|
||||
}
|
||||
for (size_t i = 13; i < h_labels.Size(); ++i) {
|
||||
h_position[i] = 6;
|
||||
}
|
||||
|
||||
RegTree tree;
|
||||
tree.ExpandNode(0, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
|
||||
tree.ExpandNode(1, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
|
||||
tree.ExpandNode(2, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
|
||||
ASSERT_EQ(tree.GetNumLeaves(), 4);
|
||||
|
||||
auto empty_leaf = tree[4].LeafValue();
|
||||
|
||||
tree::TrainParam param;
|
||||
param.Init(Args{});
|
||||
auto lr = param.learning_rate;
|
||||
|
||||
obj->UpdateTreeLeaf(position, info, lr, predt, t, &tree);
|
||||
ASSERT_EQ(tree[3].LeafValue(), -5.0f * lr);
|
||||
ASSERT_EQ(tree[4].LeafValue(), empty_leaf * lr);
|
||||
ASSERT_EQ(tree[5].LeafValue(), -10.0f * lr);
|
||||
ASSERT_EQ(tree[6].LeafValue(), -14.0f * lr);
|
||||
}
|
||||
}
|
||||
|
||||
TEST(Adaptive, DeclareUnifiedTest(MissingLeaf)) {
|
||||
std::vector<bst_node_t> missing{1, 3};
|
||||
|
||||
std::vector<bst_node_t> h_nidx = {2, 4, 5};
|
||||
std::vector<size_t> h_nptr = {0, 4, 8, 16};
|
||||
|
||||
obj::detail::FillMissingLeaf(missing, &h_nidx, &h_nptr);
|
||||
|
||||
ASSERT_EQ(h_nidx[0], missing[0]);
|
||||
ASSERT_EQ(h_nidx[2], missing[1]);
|
||||
ASSERT_EQ(h_nidx[1], 2);
|
||||
ASSERT_EQ(h_nidx[3], 4);
|
||||
ASSERT_EQ(h_nidx[4], 5);
|
||||
|
||||
ASSERT_EQ(h_nptr[0], 0);
|
||||
ASSERT_EQ(h_nptr[1], 0); // empty
|
||||
ASSERT_EQ(h_nptr[2], 4);
|
||||
ASSERT_EQ(h_nptr[3], 4); // empty
|
||||
ASSERT_EQ(h_nptr[4], 8);
|
||||
ASSERT_EQ(h_nptr[5], 16);
|
||||
}
|
||||
} // namespace xgboost
|
||||
|
||||
23
tests/cpp/objective/test_regression_obj.h
Normal file
23
tests/cpp/objective/test_regression_obj.h
Normal file
@@ -0,0 +1,23 @@
|
||||
/**
|
||||
* Copyright 2020-2023 by XGBoost Contributors
|
||||
*/
|
||||
#ifndef XGBOOST_TEST_REGRESSION_OBJ_H_
|
||||
#define XGBOOST_TEST_REGRESSION_OBJ_H_
|
||||
|
||||
#include <xgboost/context.h> // for Context
|
||||
|
||||
namespace xgboost {
|
||||
|
||||
void TestLinearRegressionGPair(const Context* ctx);
|
||||
|
||||
void TestSquaredLog(const Context* ctx);
|
||||
|
||||
void TestLogisticRegressionGPair(const Context* ctx);
|
||||
|
||||
void TestLogisticRegressionBasic(const Context* ctx);
|
||||
|
||||
void TestsLogisticRawGPair(const Context* ctx);
|
||||
|
||||
} // namespace xgboost
|
||||
|
||||
#endif // XGBOOST_TEST_REGRESSION_OBJ_H_
|
||||
412
tests/cpp/objective/test_regression_obj_cpu.cc
Normal file
412
tests/cpp/objective/test_regression_obj_cpu.cc
Normal file
@@ -0,0 +1,412 @@
|
||||
/*!
|
||||
* Copyright 2018-2023 XGBoost contributors
|
||||
*/
|
||||
#include <gtest/gtest.h>
|
||||
#include <xgboost/context.h>
|
||||
#include <xgboost/objective.h>
|
||||
|
||||
#include "../../../src/objective/adaptive.h"
|
||||
#include "../../../src/tree/param.h" // for TrainParam
|
||||
#include "../helpers.h"
|
||||
|
||||
#include "test_regression_obj.h"
|
||||
|
||||
namespace xgboost {
|
||||
TEST(Objective, DeclareUnifiedTest(LinearRegressionGPair)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
TestLinearRegressionGPair(&ctx);
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(SquaredLog)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
TestSquaredLog(&ctx);
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(PseudoHuber)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
Args args;
|
||||
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:pseudohubererror", &ctx)};
|
||||
obj->Configure(args);
|
||||
CheckConfigReload(obj, "reg:pseudohubererror");
|
||||
|
||||
CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
|
||||
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
|
||||
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
|
||||
{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
|
||||
{0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
|
||||
CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
|
||||
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
|
||||
{}, // empty weights
|
||||
{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
|
||||
{0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
|
||||
ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"mphe"});
|
||||
|
||||
obj->Configure({{"huber_slope", "0.1"}});
|
||||
CheckConfigReload(obj, "reg:pseudohubererror");
|
||||
CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
|
||||
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
|
||||
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
|
||||
{-0.099388f, -0.099228f, -0.098639f, -0.089443f, 0.098639f}, // out_grad
|
||||
{0.0013467f, 0.001908f, 0.004443f, 0.089443f, 0.004443f}); // out_hess
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(LogisticRegressionGPair)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
TestLogisticRegressionGPair(&ctx);
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(LogisticRegressionBasic)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
TestLogisticRegressionBasic(&ctx);
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(LogisticRawGPair)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
TestsLogisticRawGPair(&ctx);
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(PoissonRegressionGPair)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj {
|
||||
ObjFunction::Create("count:poisson", &ctx)
|
||||
};
|
||||
|
||||
args.emplace_back("max_delta_step", "0.1f");
|
||||
obj->Configure(args);
|
||||
|
||||
CheckObjFunction(obj,
|
||||
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{ 0, 0, 0, 0, 1, 1, 1, 1},
|
||||
{ 1, 1, 1, 1, 1, 1, 1, 1},
|
||||
{ 1, 1.10f, 2.45f, 2.71f, 0, 0.10f, 1.45f, 1.71f},
|
||||
{1.10f, 1.22f, 2.71f, 3.00f, 1.10f, 1.22f, 2.71f, 3.00f});
|
||||
CheckObjFunction(obj,
|
||||
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{ 0, 0, 0, 0, 1, 1, 1, 1},
|
||||
{}, // Empty weight
|
||||
{ 1, 1.10f, 2.45f, 2.71f, 0, 0.10f, 1.45f, 1.71f},
|
||||
{1.10f, 1.22f, 2.71f, 3.00f, 1.10f, 1.22f, 2.71f, 3.00f});
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(PoissonRegressionBasic)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj {
|
||||
ObjFunction::Create("count:poisson", &ctx)
|
||||
};
|
||||
|
||||
obj->Configure(args);
|
||||
CheckConfigReload(obj, "count:poisson");
|
||||
|
||||
// test label validation
|
||||
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
|
||||
<< "Expected error when label < 0 for PoissonRegression";
|
||||
|
||||
// test ProbToMargin
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
|
||||
|
||||
// test PredTransform
|
||||
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
|
||||
std::vector<bst_float> out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f};
|
||||
obj->PredTransform(&io_preds);
|
||||
auto& preds = io_preds.HostVector();
|
||||
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
|
||||
EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
|
||||
}
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(GammaRegressionGPair)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj {
|
||||
ObjFunction::Create("reg:gamma", &ctx)
|
||||
};
|
||||
|
||||
obj->Configure(args);
|
||||
CheckObjFunction(obj,
|
||||
{0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{2, 2, 2, 2, 1, 1, 1, 1},
|
||||
{1, 1, 1, 1, 1, 1, 1, 1},
|
||||
{-1, -0.809, 0.187, 0.264, 0, 0.09f, 0.59f, 0.63f},
|
||||
{2, 1.809, 0.813, 0.735, 1, 0.90f, 0.40f, 0.36f});
|
||||
CheckObjFunction(obj,
|
||||
{0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{2, 2, 2, 2, 1, 1, 1, 1},
|
||||
{}, // Empty weight
|
||||
{-1, -0.809, 0.187, 0.264, 0, 0.09f, 0.59f, 0.63f},
|
||||
{2, 1.809, 0.813, 0.735, 1, 0.90f, 0.40f, 0.36f});
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(GammaRegressionBasic)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:gamma", &ctx)};
|
||||
|
||||
obj->Configure(args);
|
||||
CheckConfigReload(obj, "reg:gamma");
|
||||
|
||||
// test label validation
|
||||
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {0}, {1}, {0}, {0}))
|
||||
<< "Expected error when label = 0 for GammaRegression";
|
||||
EXPECT_ANY_THROW(CheckObjFunction(obj, {-1}, {-1}, {1}, {-1}, {-3}))
|
||||
<< "Expected error when label < 0 for GammaRegression";
|
||||
|
||||
// test ProbToMargin
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
|
||||
|
||||
// test PredTransform
|
||||
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
|
||||
std::vector<bst_float> out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f};
|
||||
obj->PredTransform(&io_preds);
|
||||
auto& preds = io_preds.HostVector();
|
||||
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
|
||||
EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
|
||||
}
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(TweedieRegressionGPair)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:tweedie", &ctx)};
|
||||
|
||||
args.emplace_back("tweedie_variance_power", "1.1f");
|
||||
obj->Configure(args);
|
||||
|
||||
CheckObjFunction(obj,
|
||||
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{ 0, 0, 0, 0, 1, 1, 1, 1},
|
||||
{ 1, 1, 1, 1, 1, 1, 1, 1},
|
||||
{ 1, 1.09f, 2.24f, 2.45f, 0, 0.10f, 1.33f, 1.55f},
|
||||
{0.89f, 0.98f, 2.02f, 2.21f, 1, 1.08f, 2.11f, 2.30f});
|
||||
CheckObjFunction(obj,
|
||||
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{ 0, 0, 0, 0, 1, 1, 1, 1},
|
||||
{}, // Empty weight.
|
||||
{ 1, 1.09f, 2.24f, 2.45f, 0, 0.10f, 1.33f, 1.55f},
|
||||
{0.89f, 0.98f, 2.02f, 2.21f, 1, 1.08f, 2.11f, 2.30f});
|
||||
ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"tweedie-nloglik@1.1"});
|
||||
}
|
||||
|
||||
#if defined(__CUDACC__)
|
||||
TEST(Objective, CPU_vs_CUDA) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:squarederror", &ctx)};
|
||||
linalg::Matrix<GradientPair> cpu_out_preds;
|
||||
linalg::Matrix<GradientPair> cuda_out_preds;
|
||||
|
||||
constexpr size_t kRows = 400;
|
||||
constexpr size_t kCols = 100;
|
||||
auto pdmat = RandomDataGenerator(kRows, kCols, 0).Seed(0).GenerateDMatrix();
|
||||
HostDeviceVector<float> preds;
|
||||
preds.Resize(kRows);
|
||||
auto& h_preds = preds.HostVector();
|
||||
for (size_t i = 0; i < h_preds.size(); ++i) {
|
||||
h_preds[i] = static_cast<float>(i);
|
||||
}
|
||||
auto& info = pdmat->Info();
|
||||
|
||||
info.labels.Reshape(kRows);
|
||||
auto& h_labels = info.labels.Data()->HostVector();
|
||||
for (size_t i = 0; i < h_labels.size(); ++i) {
|
||||
h_labels[i] = 1 / static_cast<float>(i+1);
|
||||
}
|
||||
|
||||
{
|
||||
// CPU
|
||||
ctx = ctx.MakeCPU();
|
||||
obj->GetGradient(preds, info, 0, &cpu_out_preds);
|
||||
}
|
||||
{
|
||||
// CUDA
|
||||
ctx = ctx.MakeCUDA(0);
|
||||
obj->GetGradient(preds, info, 0, &cuda_out_preds);
|
||||
}
|
||||
|
||||
auto h_cpu_out = cpu_out_preds.HostView();
|
||||
auto h_cuda_out = cuda_out_preds.HostView();
|
||||
|
||||
float sgrad = 0;
|
||||
float shess = 0;
|
||||
for (size_t i = 0; i < kRows; ++i) {
|
||||
sgrad += std::pow(h_cpu_out(i).GetGrad() - h_cuda_out(i).GetGrad(), 2);
|
||||
shess += std::pow(h_cpu_out(i).GetHess() - h_cuda_out(i).GetHess(), 2);
|
||||
}
|
||||
ASSERT_NEAR(sgrad, 0.0f, kRtEps);
|
||||
ASSERT_NEAR(shess, 0.0f, kRtEps);
|
||||
}
|
||||
#endif
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(TweedieRegressionBasic)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:tweedie", &ctx)};
|
||||
|
||||
obj->Configure(args);
|
||||
CheckConfigReload(obj, "reg:tweedie");
|
||||
|
||||
// test label validation
|
||||
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
|
||||
<< "Expected error when label < 0 for TweedieRegression";
|
||||
|
||||
// test ProbToMargin
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
|
||||
EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
|
||||
|
||||
// test PredTransform
|
||||
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
|
||||
std::vector<bst_float> out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f};
|
||||
obj->PredTransform(&io_preds);
|
||||
auto& preds = io_preds.HostVector();
|
||||
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
|
||||
EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
|
||||
}
|
||||
}
|
||||
|
||||
// CoxRegression not implemented in GPU code, no need for testing.
|
||||
#if !defined(__CUDACC__)
|
||||
TEST(Objective, CoxRegressionGPair) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::vector<std::pair<std::string, std::string>> args;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("survival:cox", &ctx)};
|
||||
|
||||
obj->Configure(args);
|
||||
CheckObjFunction(obj,
|
||||
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
|
||||
{ 0, -2, -2, 2, 3, 5, -10, 100},
|
||||
{ 1, 1, 1, 1, 1, 1, 1, 1},
|
||||
{ 0, 0, 0, -0.799f, -0.788f, -0.590f, 0.910f, 1.006f},
|
||||
{ 0, 0, 0, 0.160f, 0.186f, 0.348f, 0.610f, 0.639f});
|
||||
}
|
||||
#endif
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(AbsoluteError)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:absoluteerror", &ctx)};
|
||||
obj->Configure({});
|
||||
CheckConfigReload(obj, "reg:absoluteerror");
|
||||
|
||||
MetaInfo info;
|
||||
std::vector<float> labels{0.f, 3.f, 2.f, 5.f, 4.f, 7.f};
|
||||
info.labels.Reshape(6, 1);
|
||||
info.labels.Data()->HostVector() = labels;
|
||||
info.num_row_ = labels.size();
|
||||
HostDeviceVector<float> predt{1.f, 2.f, 3.f, 4.f, 5.f, 6.f};
|
||||
info.weights_.HostVector() = {1.f, 1.f, 1.f, 1.f, 1.f, 1.f};
|
||||
|
||||
CheckObjFunction(obj, predt.HostVector(), labels, info.weights_.HostVector(),
|
||||
{1.f, -1.f, 1.f, -1.f, 1.f, -1.f}, info.weights_.HostVector());
|
||||
|
||||
RegTree tree;
|
||||
tree.ExpandNode(0, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
|
||||
|
||||
HostDeviceVector<bst_node_t> position(labels.size(), 0);
|
||||
auto& h_position = position.HostVector();
|
||||
for (size_t i = 0; i < labels.size(); ++i) {
|
||||
if (i < labels.size() / 2) {
|
||||
h_position[i] = 1; // left
|
||||
} else {
|
||||
h_position[i] = 2; // right
|
||||
}
|
||||
}
|
||||
|
||||
auto& h_predt = predt.HostVector();
|
||||
for (size_t i = 0; i < h_predt.size(); ++i) {
|
||||
h_predt[i] = labels[i] + i;
|
||||
}
|
||||
|
||||
tree::TrainParam param;
|
||||
param.Init(Args{});
|
||||
auto lr = param.learning_rate;
|
||||
|
||||
obj->UpdateTreeLeaf(position, info, param.learning_rate, predt, 0, &tree);
|
||||
ASSERT_EQ(tree[1].LeafValue(), -1.0f * lr);
|
||||
ASSERT_EQ(tree[2].LeafValue(), -4.0f * lr);
|
||||
}
|
||||
|
||||
TEST(Objective, DeclareUnifiedTest(AbsoluteErrorLeaf)) {
|
||||
Context ctx = MakeCUDACtx(GPUIDX);
|
||||
bst_target_t constexpr kTargets = 3, kRows = 16;
|
||||
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:absoluteerror", &ctx)};
|
||||
obj->Configure({});
|
||||
|
||||
MetaInfo info;
|
||||
info.num_row_ = kRows;
|
||||
info.labels.Reshape(16, kTargets);
|
||||
HostDeviceVector<float> predt(info.labels.Size());
|
||||
|
||||
for (bst_target_t t{0}; t < kTargets; ++t) {
|
||||
auto h_labels = info.labels.HostView().Slice(linalg::All(), t);
|
||||
std::iota(linalg::begin(h_labels), linalg::end(h_labels), 0);
|
||||
|
||||
auto h_predt =
|
||||
linalg::MakeTensorView(&ctx, predt.HostSpan(), kRows, kTargets).Slice(linalg::All(), t);
|
||||
for (size_t i = 0; i < h_predt.Size(); ++i) {
|
||||
h_predt(i) = h_labels(i) + i;
|
||||
}
|
||||
|
||||
HostDeviceVector<bst_node_t> position(h_labels.Size(), 0);
|
||||
auto& h_position = position.HostVector();
|
||||
for (int32_t i = 0; i < 3; ++i) {
|
||||
h_position[i] = ~i; // negation for sampled nodes.
|
||||
}
|
||||
for (size_t i = 3; i < 8; ++i) {
|
||||
h_position[i] = 3;
|
||||
}
|
||||
// empty leaf for node 4
|
||||
for (size_t i = 8; i < 13; ++i) {
|
||||
h_position[i] = 5;
|
||||
}
|
||||
for (size_t i = 13; i < h_labels.Size(); ++i) {
|
||||
h_position[i] = 6;
|
||||
}
|
||||
|
||||
RegTree tree;
|
||||
tree.ExpandNode(0, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
|
||||
tree.ExpandNode(1, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
|
||||
tree.ExpandNode(2, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
|
||||
ASSERT_EQ(tree.GetNumLeaves(), 4);
|
||||
|
||||
auto empty_leaf = tree[4].LeafValue();
|
||||
|
||||
tree::TrainParam param;
|
||||
param.Init(Args{});
|
||||
auto lr = param.learning_rate;
|
||||
|
||||
obj->UpdateTreeLeaf(position, info, lr, predt, t, &tree);
|
||||
ASSERT_EQ(tree[3].LeafValue(), -5.0f * lr);
|
||||
ASSERT_EQ(tree[4].LeafValue(), empty_leaf * lr);
|
||||
ASSERT_EQ(tree[5].LeafValue(), -10.0f * lr);
|
||||
ASSERT_EQ(tree[6].LeafValue(), -14.0f * lr);
|
||||
}
|
||||
}
|
||||
|
||||
TEST(Adaptive, DeclareUnifiedTest(MissingLeaf)) {
|
||||
std::vector<bst_node_t> missing{1, 3};
|
||||
|
||||
std::vector<bst_node_t> h_nidx = {2, 4, 5};
|
||||
std::vector<size_t> h_nptr = {0, 4, 8, 16};
|
||||
|
||||
obj::detail::FillMissingLeaf(missing, &h_nidx, &h_nptr);
|
||||
|
||||
ASSERT_EQ(h_nidx[0], missing[0]);
|
||||
ASSERT_EQ(h_nidx[2], missing[1]);
|
||||
ASSERT_EQ(h_nidx[1], 2);
|
||||
ASSERT_EQ(h_nidx[3], 4);
|
||||
ASSERT_EQ(h_nidx[4], 5);
|
||||
|
||||
ASSERT_EQ(h_nptr[0], 0);
|
||||
ASSERT_EQ(h_nptr[1], 0); // empty
|
||||
ASSERT_EQ(h_nptr[2], 4);
|
||||
ASSERT_EQ(h_nptr[3], 4); // empty
|
||||
ASSERT_EQ(h_nptr[4], 8);
|
||||
ASSERT_EQ(h_nptr[5], 16);
|
||||
}
|
||||
} // namespace xgboost
|
||||
@@ -3,4 +3,4 @@
|
||||
*/
|
||||
// Dummy file to keep the CUDA tests.
|
||||
|
||||
#include "test_regression_obj.cc"
|
||||
#include "test_regression_obj_cpu.cc"
|
||||
|
||||
Reference in New Issue
Block a user