- ndcg ltr implementation on gpu (#5004)

* - ndcg ltr implementation on gpu
  - this is a follow-up to the pairwise ltr implementation
This commit is contained in:
sriramch
2019-11-12 14:21:04 -08:00
committed by Rory Mitchell
parent f4e7b707c9
commit 2abe69d774
5 changed files with 780 additions and 202 deletions

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@@ -76,4 +76,33 @@ TEST(Objective, DeclareUnifiedTest(PairwiseRankingGPairSameLabels)) {
ASSERT_NO_THROW(obj->DefaultEvalMetric());
}
TEST(Objective, DeclareUnifiedTest(NDCGRankingGPair)) {
std::vector<std::pair<std::string, std::string>> args;
xgboost::GenericParameter lparam = xgboost::CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<xgboost::ObjFunction> obj {
xgboost::ObjFunction::Create("rank:ndcg", &lparam)
};
obj->Configure(args);
CheckConfigReload(obj, "rank:ndcg");
// Test with setting sample weight to second query group
CheckRankingObjFunction(obj,
{0, 0.1f, 0, 0.1f},
{0, 1, 0, 1},
{2.0f, 0.0f},
{0, 2, 4},
{0.7f, -0.7f, 0.0f, 0.0f},
{0.74f, 0.74f, 0.0f, 0.0f});
CheckRankingObjFunction(obj,
{0, 0.1f, 0, 0.1f},
{0, 1, 0, 1},
{1.0f, 1.0f},
{0, 2, 4},
{0.35f, -0.35f, 0.35f, -0.35f},
{0.368f, 0.368f, 0.368f, 0.368f});
ASSERT_NO_THROW(obj->DefaultEvalMetric());
}
} // namespace xgboost

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@@ -1 +1,159 @@
#include "test_ranking_obj.cc"
#include "../../../src/objective/rank_obj.cu"
namespace xgboost {
template <typename T = uint32_t, typename Comparator = thrust::greater<T>>
std::unique_ptr<xgboost::obj::SegmentSorter<T>>
RankSegmentSorterTestImpl(const std::vector<uint32_t> &group_indices,
const std::vector<T> &hlabels,
const std::vector<T> &expected_sorted_hlabels,
const std::vector<uint32_t> &expected_orig_pos
) {
std::unique_ptr<xgboost::obj::SegmentSorter<T>> seg_sorter_ptr(
new xgboost::obj::SegmentSorter<T>);
xgboost::obj::SegmentSorter<T> &seg_sorter(*seg_sorter_ptr);
// Create a bunch of unsorted labels on the device and sort it via the segment sorter
dh::device_vector<T> dlabels(hlabels);
seg_sorter.SortItems(dlabels.data().get(), dlabels.size(), group_indices, Comparator());
EXPECT_EQ(seg_sorter.NumItems(), group_indices.back());
EXPECT_EQ(seg_sorter.NumGroups(), group_indices.size() - 1);
// Check the labels
dh::device_vector<T> sorted_dlabels(seg_sorter.NumItems());
sorted_dlabels.assign(thrust::device_ptr<const T>(seg_sorter.Items()),
thrust::device_ptr<const T>(seg_sorter.Items())
+ seg_sorter.NumItems());
thrust::host_vector<T> sorted_hlabels(sorted_dlabels);
EXPECT_EQ(expected_sorted_hlabels, sorted_hlabels);
// Check the indices
dh::device_vector<uint32_t> dorig_pos(seg_sorter.NumItems());
dorig_pos.assign(thrust::device_ptr<const uint32_t>(seg_sorter.OriginalPositions()),
thrust::device_ptr<const uint32_t>(seg_sorter.OriginalPositions())
+ seg_sorter.NumItems());
dh::device_vector<uint32_t> horig_pos(dorig_pos);
EXPECT_EQ(expected_orig_pos, horig_pos);
return seg_sorter_ptr;
}
TEST(Objective, RankSegmentSorterTest) {
RankSegmentSorterTestImpl({0, 2, 4, 7, 10, 14, 18, 22, 26}, // Groups
{1, 1, // Labels
1, 2,
3, 2, 1,
1, 2, 1,
1, 3, 4, 2,
1, 2, 1, 1,
1, 2, 2, 3,
3, 3, 1, 2},
{1, 1, // Expected sorted labels
2, 1,
3, 2, 1,
2, 1, 1,
4, 3, 2, 1,
2, 1, 1, 1,
3, 2, 2, 1,
3, 3, 2, 1},
{0, 1, // Expected original positions
3, 2,
4, 5, 6,
8, 7, 9,
12, 11, 13, 10,
15, 14, 16, 17,
21, 19, 20, 18,
22, 23, 25, 24});
}
TEST(Objective, RankSegmentSorterSingleGroupTest) {
RankSegmentSorterTestImpl({0, 7}, // Groups
{6, 1, 4, 3, 0, 5, 2}, // Labels
{6, 5, 4, 3, 2, 1, 0}, // Expected sorted labels
{0, 5, 2, 3, 6, 1, 4}); // Expected original positions
}
TEST(Objective, RankSegmentSorterAscendingTest) {
RankSegmentSorterTestImpl<uint32_t, thrust::less<uint32_t>>(
{0, 4, 7}, // Groups
{3, 1, 4, 2, // Labels
6, 5, 7},
{1, 2, 3, 4, // Expected sorted labels
5, 6, 7},
{1, 3, 0, 2, // Expected original positions
5, 4, 6});
}
using CountFunctor = uint32_t (*)(const int *, uint32_t, int);
void RankItemCountImpl(const std::vector<int> &sorted_items, CountFunctor f,
int find_val, uint32_t exp_val) {
EXPECT_NE(std::find(sorted_items.begin(), sorted_items.end(), find_val), sorted_items.end());
EXPECT_EQ(f(&sorted_items[0], sorted_items.size(), find_val), exp_val);
}
TEST(Objective, RankItemCountOnLeft) {
// Items sorted descendingly
std::vector<int> sorted_items{10, 10, 6, 4, 4, 4, 4, 1, 1, 1, 1, 1, 0};
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheLeftOf,
10, static_cast<uint32_t>(0));
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheLeftOf,
6, static_cast<uint32_t>(2));
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheLeftOf,
4, static_cast<uint32_t>(3));
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheLeftOf,
1, static_cast<uint32_t>(7));
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheLeftOf,
0, static_cast<uint32_t>(12));
}
TEST(Objective, RankItemCountOnRight) {
// Items sorted descendingly
std::vector<int> sorted_items{10, 10, 6, 4, 4, 4, 4, 1, 1, 1, 1, 1, 0};
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheRightOf,
10, static_cast<uint32_t>(11));
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheRightOf,
6, static_cast<uint32_t>(10));
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheRightOf,
4, static_cast<uint32_t>(6));
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheRightOf,
1, static_cast<uint32_t>(1));
RankItemCountImpl(sorted_items, &xgboost::obj::CountNumItemsToTheRightOf,
0, static_cast<uint32_t>(0));
}
TEST(Objective, NDCGLambdaWeightComputerTest) {
auto segment_label_sorter = RankSegmentSorterTestImpl<float>(
{0, 4, 7, 12}, // Groups
{3.1f, 1.2f, 2.3f, 4.4f, // Labels
7.8f, 5.01f, 6.96f,
10.3f, 8.7f, 11.4f, 9.45f, 11.4f},
{4.4f, 3.1f, 2.3f, 1.2f, // Expected sorted labels
7.8f, 6.96f, 5.01f,
11.4f, 11.4f, 10.3f, 9.45f, 8.7f},
{3, 0, 2, 1, // Expected original positions
4, 6, 5,
9, 11, 7, 10, 8});
// Created segmented predictions for the labels from above
std::vector<bst_float> hpreds{-9.78f, 24.367f, 0.908f, -11.47f,
-1.03f, -2.79f, -3.1f,
104.22f, 103.1f, -101.7f, 100.5f, 45.1f};
dh::device_vector<bst_float> dpreds(hpreds);
xgboost::obj::NDCGLambdaWeightComputer ndcg_lw_computer(dpreds.data().get(),
dpreds.size(),
*segment_label_sorter);
// Where will the predictions move from its current position, if they were sorted
// descendingly?
auto dsorted_pred_pos = ndcg_lw_computer.GetSortedPredPos();
thrust::host_vector<uint32_t> hsorted_pred_pos(dsorted_pred_pos);
std::vector<uint32_t> expected_sorted_pred_pos{2, 0, 1, 3,
4, 5, 6,
7, 8, 11, 9, 10};
EXPECT_EQ(expected_sorted_pred_pos, hsorted_pred_pos);
}
} // namespace xgboost