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Be more lenient on floating point error for AUC. (#10264)

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This commit is contained in:
Jiaming Yuan
2024-05-11 08:48:11 +08:00
committed by GitHub
parent f588252481
commit 5de57435c7
1 changed files with 5 additions and 4 deletions
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9
src/metric/auc.cc
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@@ -177,7 +177,7 @@ double GroupRankingROC(Context const* ctx, common::Span<float const> predts,
if (sum_w != 0) {
auc /= sum_w;
}
CHECK_LE(auc, 1.0f);
CHECK_LE(auc, 1.0 + kRtEps);
return auc;
}
@@ -290,8 +290,8 @@ class EvalAUC : public MetricNoCache {
auc = collective::GlobalRatio(ctx_, info, auc, static_cast<double>(valid_groups));
if (!std::isnan(auc)) {
CHECK_LE(auc, 1) << "Total AUC across groups: " << auc * valid_groups
<< ", valid groups: " << valid_groups;
CHECK_LE(auc, 1.0 + kRtEps) << "Total AUC across groups: " << auc * valid_groups
<< ", valid groups: " << valid_groups;
}
} else if (meta[0] != meta[1] && meta[1] % meta[0] == 0) {
/**
@@ -311,7 +311,8 @@ class EvalAUC : public MetricNoCache {
}
auc = collective::GlobalRatio(ctx_, info, auc, fp * tp);
if (!std::isnan(auc)) {
CHECK_LE(auc, 1.0);
CHECK_LE(auc, 1.0 + kRtEps);
auc = std::min(auc, 1.0);
}
}
if (std::isnan(auc)) {