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add pre @ n

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This commit is contained in:
tqchen 2014-04-30 22:00:53 -07:00
parent 223bb5638b
commit 54c482ffd5
1 changed files with 46 additions and 3 deletions
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49
regrank/xgboost_regrank_eval.h
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@ -31,6 +31,10 @@ namespace xgboost{
virtual ~IEvaluator(void){}
};
inline static bool CmpFirst( const std::pair<float,unsigned> &a, const std::pair<float,unsigned> &b ){
return a.first > b.first;
}
/*! \brief RMSE */
struct EvalRMSE : public IEvaluator{
virtual float Eval(const std::vector<float> &preds,
@ -98,9 +102,6 @@ namespace xgboost{
/*! \brief Area under curve, for both classification and rank */
struct EvalAuc : public IEvaluator{
inline static bool CmpFirst( const std::pair<float,unsigned> &a, const std::pair<float,unsigned> &b ){
return a.first > b.first;
}
virtual float Eval( const std::vector<float> &preds,
const DMatrix::Info &info ) const {
std::vector<unsigned> tgptr(2,0); tgptr[1] = preds.size();
@ -149,6 +150,47 @@ namespace xgboost{
return "auc";
}
};
/*! \brief Precison at N, for both classification and rank */
struct EvalPrecision : public IEvaluator{
unsigned topn_;
std::string name_;
EvalPrecision( const char *name ){
name_ = name;
utils::Assert( sscanf( name, "pre@%u", &topn_ ) );
}
virtual float Eval( const std::vector<float> &preds,
const DMatrix::Info &info ) const {
const std::vector<unsigned> &gptr = info.group_ptr;
utils::Assert( gptr.size()!=0 && gptr.back() == preds.size(), "EvalAuc: group structure must match number of prediction" );
const unsigned ngroup = static_cast<unsigned>( gptr.size() - 1 );
double sum_pre = 0.0f;
#pragma omp parallel reduction(+:sum_pre)
{
// each thread takes a local rec
std::vector< std::pair<float,unsigned> > rec;
#pragma omp for schedule(static)
for( unsigned k = 0; k < ngroup; ++ k ){
rec.clear();
for( unsigned j = gptr[k]; j < gptr[k+1]; ++ j ){
rec.push_back( std::make_pair( preds[j], (int)info.labels[j] ) );
}
std::sort( rec.begin(), rec.end(), CmpFirst );
// calculate Preicsion
unsigned nhit = 0;
for( size_t j = 0; j < rec.size() && j < topn_; ++ j ){
nhit += rec[j].second;
}
sum_pre += ((float)nhit) / topn_;
}
}
return static_cast<float>(sum_pre) / ngroup;
}
virtual const char *Name( void ) const{
return name_.c_str();
}
};
};
namespace regrank{
@ -163,6 +205,7 @@ namespace xgboost{
if (!strcmp(name, "error")) evals_.push_back( new EvalError() );
if (!strcmp(name, "logloss")) evals_.push_back( new EvalLogLoss() );
if (!strcmp( name, "auc")) evals_.push_back( new EvalAuc() );
if (!strncmp( name, "pre@",4)) evals_.push_back( new EvalPrecision(name) );
}
~EvalSet(){
for( size_t i = 0; i < evals_.size(); ++ i ){