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small bug in ndcg eval

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This commit is contained in:
kalenhaha 2014-05-13 14:30:42 +08:00
parent 8967be4af5
commit 671c34be63
3 changed files with 45 additions and 16 deletions
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2
demo/rank/mq2008.conf
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@ -5,7 +5,7 @@ booster_type = 0
# when labels are in [0,1] we can also use 1: logistic regression # when labels are in [0,1] we can also use 1: logistic regression
loss_type = 0 loss_type = 0
objective="rank:pairwise" #objective="rank:pairwise"
#objective="rank:softmax" #objective="rank:softmax"
#objective="lambdarank:map" #objective="lambdarank:map"
#objective="lambdarank:ndcg" #objective="lambdarank:ndcg"

4
regrank/xgboost_regrank_eval.h
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@ -266,7 +266,7 @@ namespace xgboost{
for( size_t i = 0; i < rec.size() && i < this->topn_; i ++ ){ for( size_t i = 0; i < rec.size() && i < this->topn_; i ++ ){
const unsigned rel = rec[i].second; const unsigned rel = rec[i].second;
if( rel != 0 ){ if( rel != 0 ){
sumdcg += logf( 2.0f ) *((1<<rel)-1) / logf( i + 1 ); sumdcg += logf(2.0f) * ((1<<rel)-1) / logf( i + 2 );
} }
} }
return static_cast<float>(sumdcg); return static_cast<float>(sumdcg);
@ -276,7 +276,7 @@ namespace xgboost{
float idcg = this->CalcDCG(rec); float idcg = this->CalcDCG(rec);
std::sort(rec.begin(), rec.end(), CmpSecond); std::sort(rec.begin(), rec.end(), CmpSecond);
float dcg = this->CalcDCG(rec); float dcg = this->CalcDCG(rec);
if( idcg == 0.0f ) return 0.0f; if( idcg == 0.0f ) return 0.0f;
else return dcg/idcg; else return dcg/idcg;
} }
}; };

53
regrank/xgboost_regrank_obj.hpp
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@ -8,7 +8,6 @@
//#include "xgboost_regrank_sample.h" //#include "xgboost_regrank_sample.h"
#include <vector> #include <vector>
#include <functional> #include <functional>
#include "xgboost_regrank_sample.h"
#include "xgboost_regrank_utils.h" #include "xgboost_regrank_utils.h"
namespace xgboost{ namespace xgboost{
@ -244,7 +243,7 @@ namespace xgboost{
} }
virtual const char* DefaultEvalMetric(void) { virtual const char* DefaultEvalMetric(void) {
return "auc"; return "ndcg";
} }
private: private:
@ -282,10 +281,8 @@ namespace xgboost{
virtual void SetParam(const char *name, const char *val){ virtual void SetParam(const char *name, const char *val){
if (!strcmp("loss_type", name)) loss_.loss_type = atoi(val); if (!strcmp("loss_type", name)) loss_.loss_type = atoi(val);
if (!strcmp("sampler", name)) sampler_.AssignSampler(atoi(val));
} }
private: private:
sample::PairSamplerWrapper sampler_;
LossType loss_; LossType loss_;
protected: protected:
@ -322,7 +319,7 @@ namespace xgboost{
inline void GetSortedTuple(const std::vector<float> &preds, inline void GetSortedTuple(const std::vector<float> &preds,
const std::vector<float> &labels, const std::vector<float> &labels,
const std::vector<unsigned> &group_index, const std::vector<unsigned> &group_index,
int group, std::vector< Triple > sorted_triple){ int group, std::vector< Triple > &sorted_triple){
sorted_triple.resize(group_index[group + 1] - group_index[group]); sorted_triple.resize(group_index[group + 1] - group_index[group]);
for (unsigned j = group_index[group]; j < group_index[group + 1]; j++){ for (unsigned j = group_index[group]; j < group_index[group + 1]; j++){
sorted_triple[j - group_index[group]] = Triple(preds[j], labels[j], j); sorted_triple[j - group_index[group]] = Triple(preds[j], labels[j], j);
@ -339,7 +336,7 @@ namespace xgboost{
* \param index_remap a vector indicating the new position of each instance after sorted, * \param index_remap a vector indicating the new position of each instance after sorted,
* for example,[1,0] means that the second instance is put ahead after sorted * for example,[1,0] means that the second instance is put ahead after sorted
*/ */
inline void GetIndexMap(std::vector< Triple > sorted_triple, int start, std::vector<int> index_remap){ inline void GetIndexMap(std::vector< Triple > sorted_triple, int start, std::vector<int> &index_remap){
index_remap.resize(sorted_triple.size()); index_remap.resize(sorted_triple.size());
for (size_t i = 0; i < sorted_triple.size(); i++){ for (size_t i = 0; i < sorted_triple.size(); i++){
index_remap[sorted_triple[i].index_ - start] = i; index_remap[sorted_triple[i].index_ - start] = i;
@ -350,7 +347,7 @@ namespace xgboost{
virtual void GetLambda(const std::vector<float> &preds, virtual void GetLambda(const std::vector<float> &preds,
const std::vector<float> &labels, const std::vector<float> &labels,
const std::vector<unsigned> &group_index, const std::vector<unsigned> &group_index,
const std::vector< std::pair<int, int> > &pairs, std::vector<float> lambda, int group) = 0; const std::vector< std::pair<int, int> > &pairs, std::vector<float> &lambda, int group) = 0;
inline void GetGroupGradient(const std::vector<float> &preds, inline void GetGroupGradient(const std::vector<float> &preds,
const std::vector<float> &labels, const std::vector<float> &labels,
@ -378,6 +375,37 @@ namespace xgboost{
} }
} }
virtual void GenPairs(const std::vector<float>& preds,
const std::vector<float>& labels,
const int &start, const int &end,
std::vector< std::pair<int,int> > &pairs){
random::Random rnd; rnd.Seed(0);
std::vector< std::pair<float,unsigned> > rec;
for(int j = start; j < end; ++j ){
rec.push_back( std::make_pair(labels[j], j) );
}
std::sort( rec.begin(), rec.end(), CmpFirst );
// enumerate buckets with same label, for each item in the list, grab another sample randomly
for( unsigned i = 0; i < rec.size(); ){
unsigned j = i + 1;
while( j < rec.size() && rec[j].first == rec[i].first ) ++ j;
// bucket in [i,j), get a sample outside bucket
unsigned nleft = i, nright = rec.size() - j;
for( unsigned pid = i; pid < j; ++ pid ){
unsigned ridx = static_cast<int>( rnd.RandDouble() * (nleft+nright) );
if( ridx < nleft ){
// get the samples in left side, ridx is pos sample
pairs.push_back(std::make_pair(rec[ridx].second, rec[pid].second));
}else{
// get samples in right side, ridx is negsample
pairs.push_back(std::make_pair(rec[pid].second, rec[ridx+j-i].second));
}
}
i = j;
}
}
public: public:
@ -391,7 +419,8 @@ namespace xgboost{
utils::Assert(group_index.size() != 0 && group_index.back() == preds.size(), "rank loss must have group file"); utils::Assert(group_index.size() != 0 && group_index.back() == preds.size(), "rank loss must have group file");
for (size_t i = 0; i < group_index.size() - 1; i++){ for (size_t i = 0; i < group_index.size() - 1; i++){
std::vector< std::pair<int,int> > pairs = sampler_.GenPairs(preds, info.labels, group_index[i], group_index[i + 1]); std::vector< std::pair<int,int> > pairs;
GenPairs(preds, info.labels, group_index[i], group_index[i + 1],pairs);
GetGroupGradient(preds, info.labels, group_index, grad, hess, pairs, i); GetGroupGradient(preds, info.labels, group_index, grad, hess, pairs, i);
} }
} }
@ -436,7 +465,7 @@ namespace xgboost{
inline void GetLambda(const std::vector<float> &preds, inline void GetLambda(const std::vector<float> &preds,
const std::vector<float> &labels, const std::vector<float> &labels,
const std::vector<unsigned> &group_index, const std::vector<unsigned> &group_index,
const std::vector< std::pair<int, int> > &pairs, std::vector<float> lambda, int group){ const std::vector< std::pair<int, int> > &pairs, std::vector<float> &lambda, int group){
std::vector< Triple > sorted_triple; std::vector< Triple > sorted_triple;
std::vector<int> index_remap; std::vector<int> index_remap;
float IDCG; float IDCG;
@ -490,7 +519,7 @@ namespace xgboost{
*/ */
inline float GetLambdaMAP(const std::vector< Triple > sorted_triple, inline float GetLambdaMAP(const std::vector< Triple > sorted_triple,
int index1, int index2, int index1, int index2,
std::vector< Quadruple > map_acc){ std::vector< Quadruple > &map_acc){
if (index1 == index2 || sorted_triple[index1].label_ == sorted_triple[index2].label_) return 0.0; if (index1 == index2 || sorted_triple[index1].label_ == sorted_triple[index2].label_) return 0.0;
if (index1 > index2) std::swap(index1, index2); if (index1 > index2) std::swap(index1, index2);
float original = map_acc[index2].ap_acc_; // The accumulated precision in the interval [index1,index2] float original = map_acc[index2].ap_acc_; // The accumulated precision in the interval [index1,index2]
@ -518,7 +547,7 @@ namespace xgboost{
* instance is inserted, the fourth field is the accumulated positive instance count * instance is inserted, the fourth field is the accumulated positive instance count
*/ */
inline void GetMAPAcc(const std::vector< Triple > sorted_triple, inline void GetMAPAcc(const std::vector< Triple > sorted_triple,
std::vector< Quadruple > map_acc){ std::vector< Quadruple > &map_acc){
map_acc.resize(sorted_triple.size()); map_acc.resize(sorted_triple.size());
float hit = 0, acc1 = 0, acc2 = 0, acc3 = 0; float hit = 0, acc1 = 0, acc2 = 0, acc3 = 0;
for (size_t i = 1; i <= sorted_triple.size(); i++){ for (size_t i = 1; i <= sorted_triple.size(); i++){
@ -535,7 +564,7 @@ namespace xgboost{
inline void GetLambda(const std::vector<float> &preds, inline void GetLambda(const std::vector<float> &preds,
const std::vector<float> &labels, const std::vector<float> &labels,
const std::vector<unsigned> &group_index, const std::vector<unsigned> &group_index,
const std::vector< std::pair<int, int> > &pairs, std::vector<float> lambda, int group){ const std::vector< std::pair<int, int> > &pairs, std::vector<float> &lambda, int group){
std::vector< Triple > sorted_triple; std::vector< Triple > sorted_triple;
std::vector<int> index_remap; std::vector<int> index_remap;
std::vector< Quadruple > map_acc; std::vector< Quadruple > map_acc;