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Implement robust regularization in 'survival:aft' objective (#5473)

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* Robust regularization of AFT gradient and hessian

* Fix AFT doc; expose it to tutorial TOC

* Apply robust regularization to uncensored case too

* Revise unit test slightly

* Fix lint

* Update test_survival.py

* Use GradientPairPrecise

* Remove unused variables
This commit is contained in:
Philip Hyunsu Cho
2020-04-04 12:21:24 -07:00
committed by GitHub
parent 939973630d
commit 5fc5ec539d
9 changed files with 205 additions and 42 deletions
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15
tests/cpp/objective/test_aft_obj.cc
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@@ -93,10 +93,10 @@ TEST(Objective, AFTObjGPairUncensoredLabels) {
{ 0.0384f, 0.0624f, 0.0997f, 0.1551f, 0.2316f, 0.3254f, 0.4200f, 0.4861f, 0.4962f, 0.4457f,
0.3567f, 0.2601f, 0.1772f, 0.1152f, 0.0726f, 0.0449f, 0.0275f, 0.0167f, 0.0101f, 0.0061f });
CheckGPairOverGridPoints(obj.get(), 100.0f, 100.0f, "extreme",
{ -0.0000f, -29.0026f, -17.0031f, -9.8028f, -5.4822f, -2.8897f, -1.3340f, -0.4005f, 0.1596f,
{ -15.0000f, -15.0000f, -15.0000f, -9.8028f, -5.4822f, -2.8897f, -1.3340f, -0.4005f, 0.1596f,
0.4957f, 0.6974f, 0.8184f, 0.8910f, 0.9346f, 0.9608f, 0.9765f, 0.9859f, 0.9915f, 0.9949f,
0.9969f },
{ 0.0000f, 30.0026f, 18.0031f, 10.8028f, 6.4822f, 3.8897f, 2.3340f, 1.4005f, 0.8404f, 0.5043f,
{ 15.0000f, 15.0000f, 15.0000f, 10.8028f, 6.4822f, 3.8897f, 2.3340f, 1.4005f, 0.8404f, 0.5043f,
0.3026f, 0.1816f, 0.1090f, 0.0654f, 0.0392f, 0.0235f, 0.0141f, 0.0085f, 0.0051f, 0.0031f });
}
@@ -106,10 +106,9 @@ TEST(Objective, AFTObjGPairLeftCensoredLabels) {
CheckGPairOverGridPoints(obj.get(), -std::numeric_limits<float>::infinity(), 20.0f, "normal",
{ 0.0285f, 0.0832f, 0.1951f, 0.3804f, 0.6403f, 0.9643f, 1.3379f, 1.7475f, 2.1828f, 2.6361f,
3.1023f, 3.5779f, 4.0603f, 4.5479f, 5.0394f, 5.5340f, 6.0309f, 6.5298f, 7.0303f, 0.5072f },
3.1023f, 3.5779f, 4.0603f, 4.5479f, 5.0394f, 5.5340f, 6.0309f, 6.5298f, 7.0303f, 7.5326f },
{ 0.0663f, 0.1559f, 0.2881f, 0.4378f, 0.5762f, 0.6878f, 0.7707f, 0.8300f, 0.8719f, 0.9016f,
0.9229f, 0.9385f, 0.9501f, 0.9588f, 0.9656f, 0.9709f, 0.9751f, 0.9785f, 0.9812f, 0.0045f },
2e-4);
0.9229f, 0.9385f, 0.9501f, 0.9588f, 0.9656f, 0.9709f, 0.9751f, 0.9785f, 0.9813f, 0.9877f });
CheckGPairOverGridPoints(obj.get(), -std::numeric_limits<float>::infinity(), 20.0f, "logistic",
{ 0.0909f, 0.1428f, 0.2174f, 0.3164f, 0.4355f, 0.5625f, 0.6818f, 0.7812f, 0.8561f, 0.9084f,
0.9429f, 0.9650f, 0.9787f, 0.9871f, 0.9922f, 0.9953f, 0.9972f, 0.9983f, 0.9990f, 0.9994f },
@@ -139,10 +138,10 @@ TEST(Objective, AFTObjGPairRightCensoredLabels) {
{ 0.0312f, 0.0499f, 0.0776f, 0.1158f, 0.1627f, 0.2100f, 0.2430f, 0.2481f, 0.2228f, 0.1783f,
0.1300f, 0.0886f, 0.0576f, 0.0363f, 0.0225f, 0.0137f, 0.0083f, 0.0050f, 0.0030f, 0.0018f });
CheckGPairOverGridPoints(obj.get(), 60.0f, std::numeric_limits<float>::infinity(), "extreme",
{ -2.8073f, -18.0015f, -10.8018f, -6.4817f, -3.8893f, -2.3338f, -1.4004f, -0.8403f, -0.5042f,
{ -15.0000f, -15.0000f, -10.8018f, -6.4817f, -3.8893f, -2.3338f, -1.4004f, -0.8403f, -0.5042f,
-0.3026f, -0.1816f, -0.1089f, -0.0654f, -0.0392f, -0.0235f, -0.0141f, -0.0085f, -0.0051f,
-0.0031f, -0.0018f },
{ 0.2614f, 18.0015f, 10.8018f, 6.4817f, 3.8893f, 2.3338f, 1.4004f, 0.8403f, 0.5042f, 0.3026f,
-0.0031f, -0.0018f },
{ 15.0000f, 15.0000f, 10.8018f, 6.4817f, 3.8893f, 2.3338f, 1.4004f, 0.8403f, 0.5042f, 0.3026f,
0.1816f, 0.1089f, 0.0654f, 0.0392f, 0.0235f, 0.0141f, 0.0085f, 0.0051f, 0.0031f, 0.0018f });
}