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Fix weighted samples in multi-class AUC. (#7300)

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This commit is contained in:
Jiaming Yuan
2021-10-11 15:12:29 +08:00
committed by GitHub
parent 69d3b1b8b4
commit 298af6f409
6 changed files with 41 additions and 17 deletions
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2
tests/cpp/helpers.cc
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@@ -143,7 +143,7 @@ void CheckRankingObjFunction(std::unique_ptr<xgboost::ObjFunction> const& obj,
}
xgboost::bst_float GetMetricEval(xgboost::Metric * metric,
xgboost::HostDeviceVector<xgboost::bst_float> preds,
xgboost::HostDeviceVector<xgboost::bst_float> const& preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights,
std::vector<xgboost::bst_uint> groups) {

2
tests/cpp/helpers.h
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@@ -86,7 +86,7 @@ void CheckRankingObjFunction(std::unique_ptr<xgboost::ObjFunction> const& obj,
xgboost::bst_float GetMetricEval(
xgboost::Metric * metric,
xgboost::HostDeviceVector<xgboost::bst_float> preds,
xgboost::HostDeviceVector<xgboost::bst_float> const& preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights = std::vector<xgboost::bst_float>(),
std::vector<xgboost::bst_uint> groups = std::vector<xgboost::bst_uint>());

10
tests/cpp/metric/test_auc.cc
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@@ -90,6 +90,16 @@ TEST(Metric, DeclareUnifiedTest(MultiAUC)) {
},
{0, 1, 1}); // no class 2.
EXPECT_TRUE(std::isnan(auc)) << auc;
HostDeviceVector<float> predts{
0.0f, 1.0f, 0.0f,
1.0f, 0.0f, 0.0f,
0.0f, 0.0f, 1.0f,
0.0f, 0.0f, 1.0f,
};
std::vector<float> labels {1.0f, 0.0f, 2.0f, 1.0f};
auc = GetMetricEval(metric, predts, labels, {1.0f, 2.0f, 3.0f, 4.0f});
ASSERT_GT(auc, 0.714);
}
TEST(Metric, DeclareUnifiedTest(RankingAUC)) {