pre-release version
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tqchen
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// some backup code
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class LambdaRankObj_NDCG : public LambdaRankObj{
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static inline float CalcDCG(const std::vector< float > &rec) {
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double sumdcg = 0.0;
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for (size_t i = 0; i < rec.size(); i++){
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const unsigned rel = static_cast<unsigned>(rec[i]);
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if (rel != 0){
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sumdcg += logf(2.0f) *((1 << rel) - 1) / logf(i + 2);
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}
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}
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return static_cast<float>(sumdcg);
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}
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/*
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* \brief Obtain the delta NDCG if trying to switch the positions of instances in index1 or index2
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* in sorted triples. Here DCG is calculated as sigma_i 2^rel_i/log(i + 1)
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* \param sorted_triple the fields are predition,label,original index
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* \param index1,index2 the instances switched
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* \param the IDCG of the list
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*/
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inline float GetLambdaNDCG(const std::vector< Triple > sorted_triple,
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int index1,
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int index2, float IDCG){
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double original = (1 << static_cast<int>(sorted_triple[index1].label_)) / log(index1 + 2)
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+ (1 << static_cast<int>(sorted_triple[index2].label_)) / log(index2 + 2);
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double changed = (1 << static_cast<int>(sorted_triple[index2].label_)) / log(index1 + 2)
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+ (1 << static_cast<int>(sorted_triple[index1].label_)) / log(index2 + 2);
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double ans = (original - changed) / IDCG;
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if (ans < 0) ans = -ans;
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return static_cast<float>(ans);
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}
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inline float GetIDCG(const std::vector< Triple > sorted_triple){
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std::vector<float> labels;
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for (size_t i = 0; i < sorted_triple.size(); i++){
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labels.push_back(sorted_triple[i].label_);
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}
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std::sort(labels.begin(), labels.end(), std::greater<float>());
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return CalcDCG(labels);
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}
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inline void GetLambda(const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<unsigned> &group_index,
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const std::vector< std::pair<int, int> > &pairs, std::vector<float> &lambda, int group){
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std::vector< Triple > sorted_triple;
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std::vector<int> index_remap;
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float IDCG;
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GetSortedTuple(preds, labels, group_index, group, sorted_triple);
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GetIndexMap(sorted_triple, group_index[group], index_remap);
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IDCG = GetIDCG(sorted_triple);
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lambda.resize(pairs.size());
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for (size_t i = 0; i < pairs.size(); i++){
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lambda[i] = GetLambdaNDCG(sorted_triple,
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index_remap[pairs[i].first],index_remap[pairs[i].second],IDCG);
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}
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}
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};
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class LambdaRankObj_MAP : public LambdaRankObj{
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class Quadruple{
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public:
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/* \brief the accumulated precision */
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float ap_acc_;
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/* \brief the accumulated precision assuming a positive instance is missing*/
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float ap_acc_miss_;
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/* \brief the accumulated precision assuming that one more positive instance is inserted ahead*/
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float ap_acc_add_;
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/* \brief the accumulated positive instance count */
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float hits_;
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Quadruple(){}
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Quadruple(const Quadruple& q){
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ap_acc_ = q.ap_acc_;
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ap_acc_miss_ = q.ap_acc_miss_;
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ap_acc_add_ = q.ap_acc_add_;
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hits_ = q.hits_;
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}
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Quadruple(float ap_acc, float ap_acc_miss, float ap_acc_add, float hits
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) :ap_acc_(ap_acc), ap_acc_miss_(ap_acc_miss), ap_acc_add_(ap_acc_add), hits_(hits){
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}
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};
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/*
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* \brief Obtain the delta MAP if trying to switch the positions of instances in index1 or index2
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* in sorted triples
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* \param sorted_triple the fields are predition,label,original index
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* \param index1,index2 the instances switched
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* \param map_acc a vector containing the accumulated precisions for each position in a list
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*/
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inline float GetLambdaMAP(const std::vector< Triple > sorted_triple,
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int index1, int index2,
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std::vector< Quadruple > &map_acc){
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if (index1 == index2 || sorted_triple[index1].label_ == sorted_triple[index2].label_) return 0.0;
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if (index1 > index2) std::swap(index1, index2);
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float original = map_acc[index2].ap_acc_; // The accumulated precision in the interval [index1,index2]
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if (index1 != 0) original -= map_acc[index1 - 1].ap_acc_;
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float changed = 0;
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if (sorted_triple[index1].label_ < sorted_triple[index2].label_){
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changed += map_acc[index2 - 1].ap_acc_add_ - map_acc[index1].ap_acc_add_;
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changed += (map_acc[index1].hits_ + 1.0f) / (index1 + 1);
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}
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else{
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changed += map_acc[index2 - 1].ap_acc_miss_ - map_acc[index1].ap_acc_miss_;
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changed += map_acc[index2].hits_ / (index2 + 1);
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}
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float ans = (changed - original) / (map_acc[map_acc.size() - 1].hits_);
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if (ans < 0) ans = -ans;
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return ans;
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}
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/*
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* \brief preprocessing results for calculating delta MAP
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* \return The first field is the accumulated precision, the second field is the
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* accumulated precision assuming a positive instance is missing,
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* the third field is the accumulated precision assuming that one more positive
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* instance is inserted, the fourth field is the accumulated positive instance count
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*/
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inline void GetMAPAcc(const std::vector< Triple > sorted_triple,
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std::vector< Quadruple > &map_acc){
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map_acc.resize(sorted_triple.size());
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float hit = 0, acc1 = 0, acc2 = 0, acc3 = 0;
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for (size_t i = 1; i <= sorted_triple.size(); i++){
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if ((int)sorted_triple[i - 1].label_ == 1) {
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hit++;
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acc1 += hit / i;
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acc2 += (hit - 1) / i;
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acc3 += (hit + 1) / i;
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}
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map_acc[i-1] = Quadruple(acc1, acc2, acc3, hit);
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}
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}
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inline void GetLambda(const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<unsigned> &group_index,
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const std::vector< std::pair<int, int> > &pairs, std::vector<float> &lambda, int group){
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std::vector< Triple > sorted_triple;
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std::vector<int> index_remap;
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std::vector< Quadruple > map_acc;
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GetSortedTuple(preds, labels, group_index, group, sorted_triple);
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GetIndexMap(sorted_triple, group_index[group], index_remap);
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GetMAPAcc(sorted_triple, map_acc);
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lambda.resize(pairs.size());
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for (size_t i = 0; i < pairs.size(); i++){
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lambda[i] = GetLambdaMAP(sorted_triple,
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index_remap[pairs[i].first], index_remap[pairs[i].second], map_acc);
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}
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}
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};
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