Deterministic result for element-wise/mclass metrics. (#7303)

Remove openmp reduction.

tests/cpp/metric/test_elementwise_metric.cc

@@ -2,9 +2,44 @@
  * Copyright 2018-2019 XGBoost contributors
  */
 #include <xgboost/metric.h>
+#include <xgboost/json.h>
+
 #include <map>
+#include <memory>
+
 #include "../helpers.h"
 
+namespace xgboost {
+namespace {
+inline void CheckDeterministicMetricElementWise(StringView name, int32_t device) {
+  auto lparam = CreateEmptyGenericParam(device);
+  std::unique_ptr<Metric> metric{Metric::Create(name.c_str(), &lparam)};
+
+  HostDeviceVector<float> predts;
+  MetaInfo info;
+  auto &h_labels = info.labels_.HostVector();
+  auto &h_predts = predts.HostVector();
+
+  SimpleLCG lcg;
+  SimpleRealUniformDistribution<float> dist{0.0f, 1.0f};
+
+  size_t n_samples = 2048;
+  h_labels.resize(n_samples);
+  h_predts.resize(n_samples);
+
+  for (size_t i = 0; i < n_samples; ++i) {
+    h_predts[i] = dist(&lcg);
+    h_labels[i] = dist(&lcg);
+  }
+
+  auto result = metric->Eval(predts, info, false);
+  for (size_t i = 0; i < 8; ++i) {
+    ASSERT_EQ(metric->Eval(predts, info, false), result);
+  }
+}
+}  // anonymous namespace
+}  // namespace xgboost
+
 TEST(Metric, DeclareUnifiedTest(RMSE)) {
   auto lparam = xgboost::CreateEmptyGenericParam(GPUIDX);
   xgboost::Metric * metric = xgboost::Metric::Create("rmse", &lparam);
@@ -26,6 +61,8 @@ TEST(Metric, DeclareUnifiedTest(RMSE)) {
                             {  1,   2,   9,   8}),
               0.6708f, 0.001f);
   delete metric;
+
+  xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"rmse"}, GPUIDX);
 }
 
 TEST(Metric, DeclareUnifiedTest(RMSLE)) {
@@ -49,6 +86,8 @@ TEST(Metric, DeclareUnifiedTest(RMSLE)) {
                             {   0,    1,    2,    9,    8}),
               0.2415f, 1e-4);
   delete metric;
+
+  xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"rmsle"}, GPUIDX);
 }
 
 TEST(Metric, DeclareUnifiedTest(MAE)) {
@@ -72,6 +111,8 @@ TEST(Metric, DeclareUnifiedTest(MAE)) {
                             {  1,   2,   9,   8}),
               0.54f, 0.001f);
   delete metric;
+
+  xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"mae"}, GPUIDX);
 }
 
 TEST(Metric, DeclareUnifiedTest(MAPE)) {
@@ -95,6 +136,8 @@ TEST(Metric, DeclareUnifiedTest(MAPE)) {
                             {  1,   2,   9,   8}),
               1.3250f, 0.001f);
   delete metric;
+
+  xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"mape"}, GPUIDX);
 }
 
 TEST(Metric, DeclareUnifiedTest(MPHE)) {
@@ -118,6 +161,8 @@ TEST(Metric, DeclareUnifiedTest(MPHE)) {
                             {  1,   2,   9,   8}),
               0.1922f, 1e-4);
   delete metric;
+
+  xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"mphe"}, GPUIDX);
 }
 
 TEST(Metric, DeclareUnifiedTest(LogLoss)) {
@@ -145,6 +190,8 @@ TEST(Metric, DeclareUnifiedTest(LogLoss)) {
                             {  1,   2,   9,   8}),
               1.3138f, 0.001f);
   delete metric;
+
+  xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"logloss"}, GPUIDX);
 }
 
 TEST(Metric, DeclareUnifiedTest(Error)) {
@@ -197,6 +244,8 @@ TEST(Metric, DeclareUnifiedTest(Error)) {
                             {  1,   2,   9,   8}),
               0.45f, 0.001f);
   delete metric;
+
+  xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"error@0.5"}, GPUIDX);
 }
 
 TEST(Metric, DeclareUnifiedTest(PoissionNegLogLik)) {
@@ -224,4 +273,6 @@ TEST(Metric, DeclareUnifiedTest(PoissionNegLogLik)) {
                             {  1,   2,   9,   8}),
               1.5783f, 0.001f);
   delete metric;
+
+  xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"mphe"}, GPUIDX);
 }

tests/cpp/metric/test_multiclass_metric.cc

@@ -4,6 +4,43 @@
 
 #include "../helpers.h"
 
+namespace xgboost {
+inline void CheckDeterministicMetricMultiClass(StringView name, int32_t device) {
+  auto lparam = CreateEmptyGenericParam(device);
+  std::unique_ptr<Metric> metric{Metric::Create(name.c_str(), &lparam)};
+
+  HostDeviceVector<float> predts;
+  MetaInfo info;
+  auto &h_labels = info.labels_.HostVector();
+  auto &h_predts = predts.HostVector();
+
+  SimpleLCG lcg;
+
+  size_t n_samples = 2048, n_classes = 4;
+  h_labels.resize(n_samples);
+  h_predts.resize(n_samples * n_classes);
+
+  {
+    SimpleRealUniformDistribution<float> dist{0.0f, static_cast<float>(n_classes)};
+    for (size_t i = 0; i < n_samples; ++i) {
+      h_labels[i] = dist(&lcg);
+    }
+  }
+
+  {
+    SimpleRealUniformDistribution<float> dist{0.0f, 1.0f};
+    for (size_t i = 0; i < n_samples * n_classes; ++i) {
+      h_predts[i] = dist(&lcg);
+    }
+  }
+
+  auto result = metric->Eval(predts, info, false);
+  for (size_t i = 0; i < 8; ++i) {
+    ASSERT_EQ(metric->Eval(predts, info, false), result);
+  }
+}
+}  // namespace xgboost
+
 inline void TestMultiClassError(int device) {
   auto lparam = xgboost::CreateEmptyGenericParam(device);
   lparam.gpu_id = device;
@@ -17,12 +54,12 @@ inline void TestMultiClassError(int device) {
                             {0.1f, 0.1f, 0.1f, 0.1f, 0.1f, 0.1f, 0.1f, 0.1f, 0.1f},
                             {0, 1, 2}),
               0.666f, 0.001f);
-
   delete metric;
 }
 
 TEST(Metric, DeclareUnifiedTest(MultiClassError)) {
   TestMultiClassError(GPUIDX);
+  xgboost::CheckDeterministicMetricMultiClass(xgboost::StringView{"merror"}, GPUIDX);
 }
 
 inline void TestMultiClassLogLoss(int device) {
@@ -44,6 +81,7 @@ inline void TestMultiClassLogLoss(int device) {
 
 TEST(Metric, DeclareUnifiedTest(MultiClassLogLoss)) {
   TestMultiClassLogLoss(GPUIDX);
+  xgboost::CheckDeterministicMetricMultiClass(xgboost::StringView{"mlogloss"}, GPUIDX);
 }
 
 #if defined(XGBOOST_USE_NCCL) && defined(__CUDACC__)