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Add quantile metric. (#8761)

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Jiaming Yuan
2023-02-13 19:07:40 +08:00
committed by GitHub
parent d11a0044cf
commit 457f704e3d
11 changed files with 313 additions and 4 deletions
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30
tests/cpp/common/test_quantile_utils.cc Normal file
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/**
* Copyright 2023 by XGBoost contributors
*/
#include <gtest/gtest.h>
#include "../../../src/common/quantile_loss_utils.h"
#include "xgboost/base.h" // Args
namespace xgboost {
namespace common {
TEST(QuantileLossParam, Basic) {
QuantileLossParam param;
auto& ref = param.quantile_alpha.Get();
param.UpdateAllowUnknown(Args{{"quantile_alpha", "0.3"}});
ASSERT_EQ(ref.size(), 1);
ASSERT_NEAR(ref[0], 0.3, kRtEps);
param.UpdateAllowUnknown(Args{{"quantile_alpha", "[0.3, 0.6]"}});
ASSERT_EQ(param.quantile_alpha.Get().size(), 2);
ASSERT_NEAR(ref[0], 0.3, kRtEps);
ASSERT_NEAR(ref[1], 0.6, kRtEps);
param.UpdateAllowUnknown(Args{{"quantile_alpha", "(0.6, 0.3)"}});
ASSERT_EQ(param.quantile_alpha.Get().size(), 2);
ASSERT_NEAR(ref[0], 0.6, kRtEps);
ASSERT_NEAR(ref[1], 0.3, kRtEps);
}
} // namespace common
} // namespace xgboost