From 1fa6793a4efdf0d41b012fcdf8b3931530464e51 Mon Sep 17 00:00:00 2001 From: Roffild <38705255+Roffild@users.noreply.github.com> Date: Thu, 25 Feb 2021 17:08:14 +0300 Subject: [PATCH] Tests for regression metrics with weights. (#6729) --- tests/cpp/metric/test_elementwise_metric.cc | 121 ++++++++++++++++++-- 1 file changed, 111 insertions(+), 10 deletions(-) diff --git a/tests/cpp/metric/test_elementwise_metric.cc b/tests/cpp/metric/test_elementwise_metric.cc index aa1f227ac..b26c72d2e 100644 --- a/tests/cpp/metric/test_elementwise_metric.cc +++ b/tests/cpp/metric/test_elementwise_metric.cc @@ -13,9 +13,18 @@ TEST(Metric, DeclareUnifiedTest(RMSE)) { EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, - { 0, 0, 1, 1}, - { 0, 1, 2, 3}), + { 0, 0, 1, 1}), 0.6403f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { -1, 1, 9, -9}), + 2.8284f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { 1, 2, 9, 8}), + 0.6708f, 0.001f); delete metric; } @@ -27,7 +36,18 @@ TEST(Metric, DeclareUnifiedTest(RMSLE)) { EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, - {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}), 0.40632, 1e-4); + {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}), + 0.4063f, 1e-4); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, + {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, + { 0, -1, 1, -9, 9}), + 0.6212f, 1e-4); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, + {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, + { 0, 1, 2, 9, 8}), + 0.2415f, 1e-4); delete metric; } @@ -41,6 +61,16 @@ TEST(Metric, DeclareUnifiedTest(MAE)) { {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}), 0.5f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { -1, 1, 9, -9}), + 8.0f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { 1, 2, 9, 8}), + 0.54f, 0.001f); delete metric; } @@ -50,8 +80,20 @@ TEST(Metric, DeclareUnifiedTest(MAPE)) { metric->Configure({}); ASSERT_STREQ(metric->Name(), "mape"); EXPECT_NEAR(GetMetricEval(metric, {150, 300}, {100, 200}), 0.5f, 1e-10); - EXPECT_NEAR(GetMetricEval(metric, {50, 400, 500, 4000}, {100, 200, 500, 1000}), + EXPECT_NEAR(GetMetricEval(metric, + {50, 400, 500, 4000}, + {100, 200, 500, 1000}), 1.125f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {50, 400, 500, 4000}, + {100, 200, 500, 1000}, + { -1, 1, 9, -9}), + -26.5f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {50, 400, 500, 4000}, + {100, 200, 500, 1000}, + { 1, 2, 9, 8}), + 1.3250f, 0.001f); delete metric; } @@ -63,7 +105,18 @@ TEST(Metric, DeclareUnifiedTest(MPHE)) { EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, - { 0, 0, 1, 1}), 0.17517f, 1e-4); + { 0, 0, 1, 1}), + 0.1751f, 1e-4); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { -1, 1, 9, -9}), + 3.4037f, 1e-4); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { 1, 2, 9, 8}), + 0.1922f, 1e-4); delete metric; } @@ -73,10 +126,24 @@ TEST(Metric, DeclareUnifiedTest(LogLoss)) { metric->Configure({}); ASSERT_STREQ(metric->Name(), "logloss"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10); + EXPECT_NEAR(GetMetricEval(metric, + {0.5f, 1e-17f, 1.0f+1e-17f, 0.9f}, + { 0, 0, 1, 1}), + 0.1996f, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}), 1.2039f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { -1, 1, 9, -9}), + 21.9722f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { 1, 2, 9, 8}), + 1.3138f, 0.001f); delete metric; } @@ -90,6 +157,16 @@ TEST(Metric, DeclareUnifiedTest(Error)) { {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}), 0.5f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { -1, 1, 9, -9}), + 10.0f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { 1, 2, 9, 8}), + 0.55f, 0.001f); EXPECT_ANY_THROW(xgboost::Metric::Create("error@abc", &lparam)); delete metric; @@ -106,9 +183,19 @@ TEST(Metric, DeclareUnifiedTest(Error)) { EXPECT_STREQ(metric->Name(), "error@0.1"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, - {0.1f, 0.2f, 0.1f, 0.2f}, - { 0, 0, 1, 1}), - 0.5f, 0.001f); + {-0.1f, -0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}), + 0.25f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {-0.1f, -0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { -1, 1, 9, -9}), + 9.0f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {-0.1f, -0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { 1, 2, 9, 8}), + 0.45f, 0.001f); delete metric; } @@ -119,8 +206,22 @@ TEST(Metric, DeclareUnifiedTest(PoissionNegLogLik)) { ASSERT_STREQ(metric->Name(), "poisson-nloglik"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0.5f, 1e-10); EXPECT_NEAR(GetMetricEval(metric, - {0.1f, 0.2f, 0.1f, 0.2f}, + {0.5f, 1e-17f, 1.0f+1e-17f, 0.9f}, + { 0, 0, 1, 1}), + 0.6263f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}), - 1.1280f, 0.001f); + 1.1019f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { -1, 1, 9, -9}), + 13.3750f, 0.001f); + EXPECT_NEAR(GetMetricEval(metric, + {0.1f, 0.9f, 0.1f, 0.9f}, + { 0, 0, 1, 1}, + { 1, 2, 9, 8}), + 1.5783f, 0.001f); delete metric; }