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Add rmsle metric and reg:squaredlogerror objective (#4541)

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This commit is contained in:
Jiaming Yuan
2019-06-11 05:48:27 +08:00
committed by GitHub
parent 9683fd433e
commit 2f1319f273
7 changed files with 92 additions and 9 deletions
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12
tests/cpp/metric/test_elementwise_metric.cc
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@@ -19,6 +19,18 @@ TEST(Metric, DeclareUnifiedTest(RMSE)) {
delete metric;
}
TEST(Metric, DeclareUnifiedTest(RMSLE)) {
auto lparam = xgboost::CreateEmptyGenericParam(0, NGPUS);
xgboost::Metric * metric = xgboost::Metric::Create("rmsle", &lparam);
metric->Configure({});
ASSERT_STREQ(metric->Name(), "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);
delete metric;
}
TEST(Metric, DeclareUnifiedTest(MAE)) {
auto lparam = xgboost::CreateEmptyGenericParam(0, NGPUS);
xgboost::Metric * metric = xgboost::Metric::Create("mae", &lparam);

24
tests/cpp/objective/test_regression_obj.cc
View File

@@ -31,6 +31,30 @@ TEST(Objective, DeclareUnifiedTest(LinearRegressionGPair)) {
delete obj;
}
TEST(Objective, DeclareUnifiedTest(SquaredLog)) {
xgboost::LearnerTrainParam tparam = xgboost::CreateEmptyGenericParam(0, NGPUS);
std::vector<std::pair<std::string, std::string>> args;
xgboost::ObjFunction * obj =
xgboost::ObjFunction::Create("reg:squaredlogerror", &tparam);
obj->Configure(args);
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
{-0.5435f, -0.4257f, -0.25475f, -0.05855f, 0.1009f},
{ 1.3205f, 1.0492f, 0.69215f, 0.34115f, 0.1091f});
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
{-0.5435f, -0.4257f, -0.25475f, -0.05855f, 0.1009f},
{ 1.3205f, 1.0492f, 0.69215f, 0.34115f, 0.1091f});
ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"rmsle"});
delete obj;
}
TEST(Objective, DeclareUnifiedTest(LogisticRegressionGPair)) {
xgboost::LearnerTrainParam tparam = xgboost::CreateEmptyGenericParam(0, NGPUS);
std::vector<std::pair<std::string, std::string>> args;