Make sure metrics work with federated learning (#9037)

tests/cpp/plugin/helpers.h

@@ -65,7 +65,7 @@ class BaseFederatedTest : public ::testing::Test {
 
   void TearDown() override { server_.reset(nullptr); }
 
-  static int const kWorldSize{3};
+  static int constexpr kWorldSize{3};
   std::unique_ptr<ServerForTest> server_;
 };
 

tests/cpp/plugin/test_federated_learner.cc

@@ -70,7 +70,7 @@ void VerifyObjective(size_t rows, size_t cols, float expected_base_score, Json e
 
 class FederatedLearnerTest : public ::testing::TestWithParam<std::string> {
   std::unique_ptr<ServerForTest> server_;
-  static int const kWorldSize{3};
+  static int constexpr kWorldSize{3};
 
  protected:
   void SetUp() override { server_ = std::make_unique<ServerForTest>(kWorldSize); }

tests/cpp/plugin/test_federated_metrics.cc

@@ -0,0 +1,243 @@
+/*!
+ * Copyright 2023 XGBoost contributors
+ */
+#include <gtest/gtest.h>
+
+#include "../metric/test_auc.h"
+#include "../metric/test_elementwise_metric.h"
+#include "../metric/test_multiclass_metric.h"
+#include "../metric/test_rank_metric.h"
+#include "../metric/test_survival_metric.h"
+#include "helpers.h"
+
+namespace {
+class FederatedMetricTest : public xgboost::BaseFederatedTest {};
+}  // anonymous namespace
+
+namespace xgboost {
+namespace metric {
+TEST_F(FederatedMetricTest, BinaryAUCRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyBinaryAUC,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, BinaryAUCColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyBinaryAUC,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, MultiClassAUCRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiClassAUC,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, MultiClassAUCColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiClassAUC,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, RankingAUCRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyRankingAUC,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, RankingAUCColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyRankingAUC,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, PRAUCRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyPRAUC, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, PRAUCColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyPRAUC, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, MultiClassPRAUCRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiClassPRAUC,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, MultiClassPRAUCColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiClassPRAUC,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, RankingPRAUCRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyRankingPRAUC,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, RankingPRAUCColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyRankingPRAUC,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, RMSERowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyRMSE, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, RMSEColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyRMSE, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, RMSLERowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyRMSLE, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, RMSLEColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyRMSLE, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, MAERowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMAE, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, MAEColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMAE, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, MAPERowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMAPE, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, MAPEColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMAPE, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, MPHERowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMPHE, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, MPHEColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMPHE, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, LogLossRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyLogLoss, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, LogLossColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyLogLoss, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, ErrorRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyError, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, ErrorColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyError, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, PoissonNegLogLikRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyPoissonNegLogLik,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, PoissonNegLogLikColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyPoissonNegLogLik,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, MultiRMSERowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiRMSE,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, MultiRMSEColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiRMSE,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, QuantileRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyQuantile,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, QuantileColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyQuantile,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, MultiClassErrorRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiClassError,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, MultiClassErrorColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiClassError,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, MultiClassLogLossRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiClassLogLoss,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, MultiClassLogLossColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMultiClassLogLoss,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, PrecisionRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyPrecision,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, PrecisionColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyPrecision,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, NDCGRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyNDCG, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, NDCGColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyNDCG, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, MAPRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMAP, DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, MAPColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyMAP, DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, NDCGExpGainRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyNDCGExpGain,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, NDCGExpGainColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyNDCGExpGain,
+                               DataSplitMode::kCol);
+}
+}  // namespace metric
+}  // namespace xgboost
+
+namespace xgboost {
+namespace common {
+TEST_F(FederatedMetricTest, AFTNegLogLikRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyAFTNegLogLik,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, AFTNegLogLikColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyAFTNegLogLik,
+                               DataSplitMode::kCol);
+}
+
+TEST_F(FederatedMetricTest, IntervalRegressionAccuracyRowSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyIntervalRegressionAccuracy,
+                               DataSplitMode::kRow);
+}
+
+TEST_F(FederatedMetricTest, IntervalRegressionAccuracyColumnSplit) {
+  RunWithFederatedCommunicator(kWorldSize, server_->Address(), &VerifyIntervalRegressionAccuracy,
+                               DataSplitMode::kCol);
+}
+}  // namespace common
+}  // namespace xgboost