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Fixes and changes to the ranking metrics computed on cpu (#5380)

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* - fixes and changes to the ranking metrics computed on cpu
  - auc/aucpr ranking metric accelerated on cpu
  - fixes to the auc/aucpr metrics
This commit is contained in:
sriramch
2020-03-02 18:56:36 -08:00
committed by GitHub
parent 71a8b8c65a
commit 5dc8e894c9
5 changed files with 304 additions and 192 deletions
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4
tests/cpp/helpers.cc
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@@ -121,11 +121,13 @@ void CheckRankingObjFunction(std::unique_ptr<xgboost::ObjFunction> const& obj,
xgboost::bst_float GetMetricEval(xgboost::Metric * metric,
xgboost::HostDeviceVector<xgboost::bst_float> preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights) {
std::vector<xgboost::bst_float> weights,
std::vector<xgboost::bst_uint> groups) {
xgboost::MetaInfo info;
info.num_row_ = labels.size();
info.labels_.HostVector() = labels;
info.weights_.HostVector() = weights;
info.group_ptr_ = groups;
return metric->Eval(preds, info, false);
}

3
tests/cpp/helpers.h
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@@ -81,7 +81,8 @@ xgboost::bst_float GetMetricEval(
xgboost::Metric * metric,
xgboost::HostDeviceVector<xgboost::bst_float> preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights = std::vector<xgboost::bst_float> ());
std::vector<xgboost::bst_float> weights = std::vector<xgboost::bst_float>(),
std::vector<xgboost::bst_uint> groups = std::vector<xgboost::bst_uint>());
namespace xgboost {
bool IsNear(std::vector<xgboost::bst_float>::const_iterator _beg1,

59
tests/cpp/metric/test_rank_metric.cc
View File

@@ -34,6 +34,29 @@ TEST(Metric, AUC) {
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {}));
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 0}, {0, 0}));
// AUC with instance weights
EXPECT_NEAR(GetMetricEval(metric,
{0.9f, 0.1f, 0.4f, 0.3f},
{0, 0, 1, 1},
{1.0f, 3.0f, 2.0f, 4.0f}),
0.75f, 0.001f);
// AUC for a ranking task without weights
EXPECT_NEAR(GetMetricEval(metric,
{0.9f, 0.1f, 0.4f, 0.3f, 0.7f},
{0.1f, 0.2f, 0.3f, 0.4f, 0.5f},
{},
{0, 2, 5}),
0.4741f, 0.001f);
// AUC for a ranking task with weights/group
EXPECT_NEAR(GetMetricEval(metric,
{0.9f, 0.1f, 0.4f, 0.3f, 0.7f},
{0.1f, 0.2f, 0.3f, 0.4f, 0.5f},
{1, 2},
{0, 2, 5}),
0.4741f, 0.001f);
delete metric;
}
@@ -58,9 +81,37 @@ TEST(Metric, AUCPR) {
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {}));
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 0}, {0, 0}));
// AUCPR with instance weights
EXPECT_NEAR(GetMetricEval(
metric, {0.29f, 0.52f, 0.11f, 0.21f, 0.219f, 0.93f, 0.493f,
0.17f, 0.47f, 0.13f, 0.43f, 0.59f, 0.87f, 0.007f},
{0, 0.1f, 0.2f, 0.3f, 0.4f, 0.3f, 0.1f, 0.2f, 0.4f, 0, 0.2f, 0.3f, 1, 0},
{1, 2, 7, 4, 5, 2.2f, 3.2f, 5, 6, 1, 2, 1.1f, 3.2f, 4.5f}), // weights
0.425919f, 0.001f);
// AUCPR with groups and no weights
EXPECT_NEAR(GetMetricEval(
metric, {0.87f, 0.31f, 0.40f, 0.42f, 0.25f, 0.66f, 0.95f,
0.09f, 0.10f, 0.97f, 0.76f, 0.69f, 0.15f, 0.20f,
0.30f, 0.14f, 0.07f, 0.58f, 0.61f, 0.08f},
{0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 1, 1},
{}, // weights
{0, 2, 5, 9, 14, 20}), // group info
0.556021f, 0.001f);
// AUCPR with groups and weights
EXPECT_NEAR(GetMetricEval(
metric, {0.29f, 0.52f, 0.11f, 0.21f, 0.219f, 0.93f, 0.493f,
0.17f, 0.47f, 0.13f, 0.43f, 0.59f, 0.87f, 0.007f}, // predictions
{0, 0.1f, 0.2f, 0.3f, 0.4f, 0.3f, 0.1f, 0.2f, 0.4f, 0, 0.2f, 0.3f, 1, 0},
{1, 2, 7, 4, 5, 2.2f, 3.2f, 5, 6, 1, 2, 1.1f, 3.2f, 4.5f}, // weights
{0, 2, 5, 9, 14}), // group info
0.423391f, 0.001f);
delete metric;
}
TEST(Metric, Precision) {
// When the limit for precision is not given, it takes the limit at
// std::numeric_limits<unsigned>::max(); hence all values are very small
@@ -159,6 +210,14 @@ TEST(Metric, MAP) {
xgboost::HostDeviceVector<xgboost::bst_float>{},
std::vector<xgboost::bst_float>{}), 1, 1e-10);
// Rank metric with group info
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.2f, 0.8f, 0.4f, 1.7f},
{2, 7, 1, 0, 5, 0}, // Labels
{}, // Weights
{0, 2, 5, 6}), // Group info
0.8611f, 0.001f);
delete metric;
metric = xgboost::Metric::Create("map@-", &tparam);
ASSERT_STREQ(metric->Name(), "map-");