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Porting elementwise metrics to GPU. (#3952)

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* Port elementwise metrics to GPU.

* All elementwise metrics are converted to static polymorphic.
* Create a reducer for metrics reduction.
* Remove const of Metric::Eval to accommodate CubMemory.
This commit is contained in:
Jiaming Yuan
2018-12-01 18:46:45 +13:00
committed by GitHub
parent a9d684db18
commit 48dddfd635
14 changed files with 605 additions and 279 deletions
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3
tests/cpp/helpers.cc
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@@ -85,13 +85,14 @@ void CheckRankingObjFunction(xgboost::ObjFunction * obj,
xgboost::bst_float GetMetricEval(xgboost::Metric * metric,
std::vector<xgboost::bst_float> preds,
xgboost::HostDeviceVector<xgboost::bst_float> preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights) {
xgboost::MetaInfo info;
info.num_row_ = labels.size();
info.labels_.HostVector() = labels;
info.weights_.HostVector() = weights;
return metric->Eval(preds, info, false);
}

2
tests/cpp/helpers.h
View File

@@ -49,7 +49,7 @@ void CheckRankingObjFunction(xgboost::ObjFunction * obj,
xgboost::bst_float GetMetricEval(
xgboost::Metric * metric,
std::vector<xgboost::bst_float> preds,
xgboost::HostDeviceVector<xgboost::bst_float> preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights = std::vector<xgboost::bst_float> ());

64
tests/cpp/metric/test_elementwise_metric.cc
View File

@@ -1,21 +1,34 @@
// Copyright by Contributors
/*!
* Copyright 2018 XGBoost contributors
*/
#include <xgboost/metric.h>
#include <map>
#include "../helpers.h"
TEST(Metric, RMSE) {
using Arg = std::pair<std::string, std::string>;
#if defined(__CUDACC__)
#define N_GPU() Arg{"n_gpus", "1"}
#else
#define N_GPU() Arg{"n_gpus", "0"}
#endif
TEST(Metric, DeclareUnifiedTest(RMSE)) {
xgboost::Metric * metric = xgboost::Metric::Create("rmse");
metric->Configure({N_GPU()});
ASSERT_STREQ(metric->Name(), "rmse");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
{ 0, 0, 1, 1},
{ 0, 1, 2, 3}),
0.6403f, 0.001f);
delete metric;
}
TEST(Metric, MAE) {
TEST(Metric, DeclareUnifiedTest(MAE)) {
xgboost::Metric * metric = xgboost::Metric::Create("mae");
metric->Configure({N_GPU()});
ASSERT_STREQ(metric->Name(), "mae");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
@@ -25,8 +38,9 @@ TEST(Metric, MAE) {
delete metric;
}
TEST(Metric, LogLoss) {
TEST(Metric, DeclareUnifiedTest(LogLoss)) {
xgboost::Metric * metric = xgboost::Metric::Create("logloss");
metric->Configure({N_GPU()});
ASSERT_STREQ(metric->Name(), "logloss");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
@@ -36,8 +50,9 @@ TEST(Metric, LogLoss) {
delete metric;
}
TEST(Metric, Error) {
TEST(Metric, DeclareUnifiedTest(Error)) {
xgboost::Metric * metric = xgboost::Metric::Create("error");
metric->Configure({N_GPU()});
ASSERT_STREQ(metric->Name(), "error");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
@@ -47,11 +62,15 @@ TEST(Metric, Error) {
EXPECT_ANY_THROW(xgboost::Metric::Create("error@abc"));
delete metric;
metric = xgboost::Metric::Create("error@0.5f");
metric->Configure({N_GPU()});
EXPECT_STREQ(metric->Name(), "error");
delete metric;
metric = xgboost::Metric::Create("error@0.1");
metric->Configure({N_GPU()});
ASSERT_STREQ(metric->Name(), "error@0.1");
EXPECT_STREQ(metric->Name(), "error@0.1");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10);
@@ -62,8 +81,9 @@ TEST(Metric, Error) {
delete metric;
}
TEST(Metric, PoissionNegLogLik) {
TEST(Metric, DeclareUnifiedTest(PoissionNegLogLik)) {
xgboost::Metric * metric = xgboost::Metric::Create("poisson-nloglik");
metric->Configure({N_GPU()});
ASSERT_STREQ(metric->Name(), "poisson-nloglik");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0.5f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
@@ -72,3 +92,31 @@ TEST(Metric, PoissionNegLogLik) {
1.1280f, 0.001f);
delete metric;
}
#if defined(XGBOOST_USE_NCCL) && defined(__CUDACC__)
TEST(Metric, MGPU_RMSE) {
{
xgboost::Metric * metric = xgboost::Metric::Create("rmse");
metric->Configure({Arg{"n_gpus", "-1"}});
ASSERT_STREQ(metric->Name(), "rmse");
EXPECT_NEAR(GetMetricEval(metric, {0}, {0}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.6403f, 0.001f);
delete metric;
}
{
xgboost::Metric * metric = xgboost::Metric::Create("rmse");
metric->Configure({Arg{"n_gpus", "-1"}, Arg{"gpu_id", "1"}});
ASSERT_STREQ(metric->Name(), "rmse");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.6403f, 0.001f);
delete metric;
}
}
#endif

5
tests/cpp/metric/test_elementwise_metric.cu Normal file
View File

@@ -0,0 +1,5 @@
/*!
* Copyright 2018 XGBoost contributors
*/
// Dummy file to keep the CUDA conditional compile trick.
#include "test_elementwise_metric.cc"

16
tests/cpp/metric/test_rank_metric.cc
View File

@@ -88,7 +88,9 @@ TEST(Metric, NDCG) {
xgboost::Metric * metric = xgboost::Metric::Create("ndcg");
ASSERT_STREQ(metric->Name(), "ndcg");
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {}));
EXPECT_NEAR(GetMetricEval(metric, {}, {}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
{}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
@@ -107,7 +109,9 @@ TEST(Metric, NDCG) {
delete metric;
metric = xgboost::Metric::Create("ndcg@-");
ASSERT_STREQ(metric->Name(), "ndcg@-");
EXPECT_NEAR(GetMetricEval(metric, {}, {}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
{}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
@@ -134,12 +138,16 @@ TEST(Metric, MAP) {
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.5f, 0.001f);
EXPECT_NEAR(GetMetricEval(metric, {}, {}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
std::vector<xgboost::bst_float>{}), 1, 1e-10);
delete metric;
metric = xgboost::Metric::Create("map@-");
ASSERT_STREQ(metric->Name(), "map@-");
EXPECT_NEAR(GetMetricEval(metric, {}, {}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
{}), 0, 1e-10);
delete metric;
metric = xgboost::Metric::Create("map@2");