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Pairwise ranking objective implementation on gpu (#4873)

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* - pairwise ranking objective implementation on gpu
   - there are couple of more algorithms (ndcg and map) for which support will be added
     as follow-up pr's
   - with no label groups defined, get gradient is 90x faster on gpu (120m instance
     mortgage dataset)
   - it can perform by an order of magnitude faster with ~ 10 groups (and adequate cores
     for the cpu implementation)

* Add JSON config to rank obj.
This commit is contained in:
sriramch
2019-10-22 20:40:07 -07:00
committed by Jiaming Yuan
parent 5620322a48
commit 310fe60b35
8 changed files with 776 additions and 412 deletions
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29
tests/cpp/objective/test_ranking_obj.cc
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@@ -6,13 +6,12 @@
namespace xgboost {
TEST(Objective, PairwiseRankingGPair) {
xgboost::GenericParameter tparam;
TEST(Objective, DeclareUnifiedTest(PairwiseRankingGPair)) {
std::vector<std::pair<std::string, std::string>> args;
tparam.InitAllowUnknown(args);
xgboost::GenericParameter lparam = xgboost::CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<xgboost::ObjFunction> obj {
xgboost::ObjFunction::Create("rank:pairwise", &tparam)
xgboost::ObjFunction::Create("rank:pairwise", &lparam)
};
obj->Configure(args);
CheckConfigReload(obj, "rank:pairwise");
@@ -37,7 +36,7 @@ TEST(Objective, PairwiseRankingGPair) {
ASSERT_NO_THROW(obj->DefaultEvalMetric());
}
TEST(Objective, NDCG_Json_IO) {
TEST(Objective, DeclareUnifiedTest(NDCG_Json_IO)) {
xgboost::GenericParameter tparam;
tparam.InitAllowUnknown(Args{});
@@ -57,4 +56,24 @@ TEST(Objective, NDCG_Json_IO) {
ASSERT_EQ(get<String>(j_param["fix_list_weight"]), "0");
}
TEST(Objective, DeclareUnifiedTest(PairwiseRankingGPairSameLabels)) {
std::vector<std::pair<std::string, std::string>> args;
xgboost::GenericParameter lparam = xgboost::CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<ObjFunction> obj {
ObjFunction::Create("rank:pairwise", &lparam)
};
obj->Configure(args);
// No computation of gradient/hessian, as there is no diversity in labels
CheckRankingObjFunction(obj,
{0, 0.1f, 0, 0.1f},
{1, 1, 1, 1},
{2.0f, 0.0f},
{0, 2, 4},
{0.0f, 0.0f, 0.0f, 0.0f},
{0.0f, 0.0f, 0.0f, 0.0f});
ASSERT_NO_THROW(obj->DefaultEvalMetric());
}
} // namespace xgboost

1
tests/cpp/objective/test_ranking_obj_gpu.cu Normal file
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@@ -0,0 +1 @@
#include "test_ranking_obj.cc"