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tqchen
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5a472145de
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4ed4b08146
@ -15,7 +15,7 @@ DataMatrix* LoadDataMatrix(const char *fname, bool silent, bool savebuffer) {
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}
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void SaveDataMatrix(const DataMatrix &dmat, const char *fname, bool silent) {
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if (dmat.magic == DMatrixSimple::kMagic){
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if (dmat.magic == DMatrixSimple::kMagic) {
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const DMatrixSimple *p_dmat = static_cast<const DMatrixSimple*>(&dmat);
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p_dmat->SaveBinary(fname, silent);
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} else {
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@ -8,6 +8,7 @@
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#include <vector>
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#include <cmath>
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#include <algorithm>
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#include <utility>
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#include <functional>
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#include "../data.h"
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#include "./objective.h"
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@ -254,7 +255,6 @@ class LambdaRankObj : public IObjFunction {
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utils::Check(gptr.size() != 0 && gptr.back() == preds.size(),
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"group structure not consistent with #rows");
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const unsigned ngroup = static_cast<unsigned>(gptr.size() - 1);
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#pragma omp parallel
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{
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// parall construct, declare random number generator here, so that each
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@ -262,8 +262,7 @@ class LambdaRankObj : public IObjFunction {
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random::Random rnd; rnd.Seed(iter* 1111 + omp_get_thread_num());
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std::vector<LambdaPair> pairs;
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std::vector<ListEntry> lst;
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std::vector< std::pair<float,unsigned> > rec;
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std::vector< std::pair<float, unsigned> > rec;
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#pragma omp for schedule(static)
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for (unsigned k = 0; k < ngroup; ++k) {
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lst.clear(); pairs.clear();
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@ -377,7 +376,7 @@ class LambdaRankObj : public IObjFunction {
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class PairwiseRankObj: public LambdaRankObj{
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public:
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virtual ~PairwiseRankObj(void){}
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virtual ~PairwiseRankObj(void) {}
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protected:
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virtual void GetLambdaWeight(const std::vector<ListEntry> &sorted_list,
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@ -402,7 +401,6 @@ class LambdaRankObjNDCG : public LambdaRankObj {
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std::sort(labels.begin(), labels.end(), std::greater<float>());
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IDCG = CalcDCG(labels);
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}
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if (IDCG == 0.0) {
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for (size_t i = 0; i < pairs.size(); ++i) {
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pairs[i].weight = 0.0f;
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@ -412,13 +410,15 @@ class LambdaRankObjNDCG : public LambdaRankObj {
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for (size_t i = 0; i < pairs.size(); ++i) {
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unsigned pos_idx = pairs[i].pos_index;
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unsigned neg_idx = pairs[i].neg_index;
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float pos_loginv = 1.0f / logf(pos_idx+2.0f);
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float neg_loginv = 1.0f / logf(neg_idx+2.0f);
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float pos_loginv = 1.0f / logf(pos_idx + 2.0f);
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float neg_loginv = 1.0f / logf(neg_idx + 2.0f);
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int pos_label = static_cast<int>(sorted_list[pos_idx].label);
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int neg_label = static_cast<int>(sorted_list[neg_idx].label);
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float original = ((1<<pos_label)-1) * pos_loginv + ((1<<neg_label)-1) * neg_loginv;
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float changed = ((1<<neg_label)-1) * pos_loginv + ((1<<pos_label)-1) * neg_loginv;
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float delta = (original-changed) * IDCG;
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float original =
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((1 << pos_label) - 1) * pos_loginv + ((1 << neg_label) - 1) * neg_loginv;
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float changed =
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((1 << neg_label) - 1) * pos_loginv + ((1 << pos_label) - 1) * neg_loginv;
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float delta = (original - changed) * IDCG;
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if (delta < 0.0f) delta = - delta;
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pairs[i].weight = delta;
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}
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@ -429,7 +429,7 @@ class LambdaRankObjNDCG : public LambdaRankObj {
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for (size_t i = 0; i < labels.size(); ++i) {
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const unsigned rel = labels[i];
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if (rel != 0) {
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sumdcg += ((1<<rel)-1) / logf(i + 2);
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sumdcg += ((1 << rel) - 1) / logf(i + 2);
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}
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}
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return static_cast<float>(sumdcg);
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@ -442,11 +442,17 @@ class LambdaRankObjMAP : public LambdaRankObj {
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protected:
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struct MAPStats {
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/* \brief the accumulated precision */
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/*! \brief the accumulated precision */
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float ap_acc;
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/* \brief the accumulated precision assuming a positive instance is missing */
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/*!
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* \brief the accumulated precision,
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* assuming a positive instance is missing
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*/
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float ap_acc_miss;
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/* \brief the accumulated precision assuming that one more positive instance is inserted ahead*/
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/*!
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* \brief the accumulated precision,
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* assuming that one more positive instance is inserted ahead
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*/
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float ap_acc_add;
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/* \brief the accumulated positive instance count */
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float hits;
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@ -454,7 +460,7 @@ class LambdaRankObjMAP : public LambdaRankObj {
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MAPStats(float ap_acc, float ap_acc_miss, float ap_acc_add, float hits)
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: ap_acc(ap_acc), ap_acc_miss(ap_acc_miss), ap_acc_add(ap_acc_add), hits(hits) {}
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};
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/*
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/*!
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* \brief Obtain the delta MAP if trying to switch the positions of instances in index1 or index2
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* in sorted triples
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* \param sorted_list the list containing entry information
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@ -463,7 +469,8 @@ class LambdaRankObjMAP : public LambdaRankObj {
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*/
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inline float GetLambdaMAP(const std::vector<ListEntry> &sorted_list,
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int index1, int index2,
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std::vector<MAPStats> &map_stats){
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std::vector<MAPStats> *p_map_stats) {
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std::vector<MAPStats> &map_stats = *p_map_stats;
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if (index1 == index2 || map_stats[map_stats.size() - 1].hits == 0) {
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return 0.0f;
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}
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@ -482,7 +489,6 @@ class LambdaRankObjMAP : public LambdaRankObj {
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changed += map_stats[index2 - 1].ap_acc_miss - map_stats[index1].ap_acc_miss;
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changed += map_stats[index2].hits / (index2 + 1);
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}
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float ans = (changed - original) / (map_stats[map_stats.size() - 1].hits);
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if (ans < 0) ans = -ans;
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return ans;
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@ -493,7 +499,8 @@ class LambdaRankObjMAP : public LambdaRankObj {
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* \param map_stats a vector containing the accumulated precisions for each position in a list
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*/
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inline void GetMAPStats(const std::vector<ListEntry> &sorted_list,
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std::vector<MAPStats> &map_acc){
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std::vector<MAPStats> *p_map_acc) {
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std::vector<MAPStats> &map_acc = *p_map_acc;
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map_acc.resize(sorted_list.size());
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float hit = 0, acc1 = 0, acc2 = 0, acc3 = 0;
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for (size_t i = 1; i <= sorted_list.size(); ++i) {
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@ -503,16 +510,18 @@ class LambdaRankObjMAP : public LambdaRankObj {
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acc2 += (hit - 1) / i;
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acc3 += (hit + 1) / i;
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}
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map_acc[i - 1] = MAPStats(acc1,acc2,acc3,hit);
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map_acc[i - 1] = MAPStats(acc1, acc2, acc3, hit);
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}
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}
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virtual void GetLambdaWeight(const std::vector<ListEntry> &sorted_list, std::vector<LambdaPair> *io_pairs) {
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virtual void GetLambdaWeight(const std::vector<ListEntry> &sorted_list,
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std::vector<LambdaPair> *io_pairs) {
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std::vector<LambdaPair> &pairs = *io_pairs;
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std::vector<MAPStats> map_stats;
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GetMAPStats(sorted_list, map_stats);
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GetMAPStats(sorted_list, &map_stats);
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for (size_t i = 0; i < pairs.size(); ++i) {
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pairs[i].weight =
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GetLambdaMAP(sorted_list, pairs[i].pos_index, pairs[i].neg_index, map_stats);
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GetLambdaMAP(sorted_list, pairs[i].pos_index,
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pairs[i].neg_index, &map_stats);
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}
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}
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};
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