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This commit is contained in:
kalenhaha
@@ -13,157 +13,170 @@
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#include "../utils/xgboost_omp.h"
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namespace xgboost {
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namespace rank {
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/*! \brief evaluator that evaluates the loss metrics */
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struct IRankEvaluator {
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/*!
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* \brief evaluate a specific metric
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* \param preds prediction
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* \param labels label
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*/
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virtual float Eval( const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index) const= 0;
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/*! \return name of metric */
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virtual const char *Name( void ) const= 0;
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};
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namespace rank {
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/*! \brief evaluator that evaluates the loss metrics */
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class IRankEvaluator {
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public:
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/*!
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* \brief evaluate a specific metric
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* \param preds prediction
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* \param labels label
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*/
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virtual float Eval(const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index) const = 0;
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/*! \return name of metric */
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virtual const char *Name(void) const = 0;
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};
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struct Pair{
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float key_;
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float value_;
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Pair(float key,float value){
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key_ = key;
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value_ = value_;
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}
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};
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class Pair{
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public:
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float key_;
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float value_;
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bool PairKeyComparer(const Pair &a, const Pair &b){
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return a.key_ < b.key_;
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}
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Pair(float key, float value){
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key_ = key;
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value_ = value_;
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}
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};
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bool PairValueComparer(const Pair &a, const Pair &b){
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return a.value_ < b.value_;
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}
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bool PairKeyComparer(const Pair &a, const Pair &b){
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return a.key_ < b.key_;
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}
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struct EvalPair : public IRankEvaluator{
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virtual float Eval( const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index ) const {
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return 0;
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}
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};
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/*! \brief Mean Average Precision */
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struct EvalMAP : public IRankEvaluator {
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virtual float Eval( const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index ) const {
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float acc = 0;
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std::vector<Pair> pairs_sort;
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for(int i = 0; i < group_index.size() - 1; i++){
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for(int j = group_index[i]; j < group_index[i+1];j++){
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Pair pair(preds[j],labels[j]);
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pairs_sort.push_back(pair);
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}
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acc += average_precision(pairs_sort);
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}
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return acc / (group_index.size() - 1);
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}
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float float average_precision(std::vector<Pair> pairs_sort){
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std::sort<Pair>(pairs_sort.begin(),pairs_sort.end(),PairKeyComparer);
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float hits = 0;
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float average_precision = 0;
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for(int j = 0; j < pairs_sort.size(); j++){
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if(pairs_sort[j].value_ == 1){
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hits++;
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average_precision += hits/(j+1);
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}
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}
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if(hits != 0) average_precision /= hits;
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return average_precision;
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}
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virtual const char *Name( void ) const {
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return "MAP";
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}
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};
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bool PairValueComparer(const Pair &a, const Pair &b){
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return a.value_ < b.value_;
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}
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/*! \brief Normalized DCG */
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struct EvalNDCG : public IRankEvaluator {
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virtual float Eval( const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index ) const {
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float acc = 0;
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std::vector<Pair> pairs_sort;
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for(int i = 0; i < group_index.size() - 1; i++){
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for(int j = group_index[i]; j < group_index[i+1];j++){
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Pair pair(preds[j],labels[j]);
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pairs_sort.push_back(pair);
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}
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acc += NDCG(pairs_sort);
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}
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}
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float NDCG(std::vector<Pair> pairs_sort){
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std::sort<Pair>(pairs_sort.begin(),pairs_sort.end(),PairKeyComparer);
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float DCG = DCG(pairs_sort);
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std::sort<Pair>(pairs_sort.begin(),pairs_sort.end(),PairValueComparer);
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float IDCG = DCG(pairs_sort);
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if(IDCG == 0) return 0;
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return DCG/IDCG;
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}
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float DCG(std::vector<Pair> pairs_sort){
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float ans = 0.0;
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ans += pairs_sort[0].value_;
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for(int i = 1; i < pairs_sort.size(); i++){
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ans += pairs_sort[i].value_/log(i + 1);
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}
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return ans;
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}
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virtual const char *Name( void ) const {
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return "NDCG";
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}
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};
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/*! \brief Mean Average Precision */
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class EvalMAP : public IRankEvaluator {
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public:
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float Eval(const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index) const {
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float acc = 0;
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std::vector<Pair> pairs_sort;
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for (int i = 0; i < group_index.size() - 1; i++){
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for (int j = group_index[i]; j < group_index[i + 1]; j++){
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Pair pair(preds[j], labels[j]);
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pairs_sort.push_back(pair);
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}
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acc += average_precision(pairs_sort);
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}
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return acc / (group_index.size() - 1);
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}
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};
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namespace rank {
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/*! \brief a set of evaluators */
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struct RankEvalSet {
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public:
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inline void AddEval( const char *name ) {
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if( !strcmp( name, "PAIR" )) evals_.push_back( &pair_);
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if( !strcmp( name, "MAP") ) evals_.push_back( &map_ );
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if( !strcmp( name, "NDCG") ) evals_.push_back( &ndcg_ );
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}
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inline void Init( void ) {
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std::sort( evals_.begin(), evals_.end() );
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evals_.resize( std::unique( evals_.begin(), evals_.end() ) - evals_.begin() );
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}
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inline void Eval( FILE *fo, const char *evname,
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const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index ) const {
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for( size_t i = 0; i < evals_.size(); ++ i ) {
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float res = evals_[i]->Eval( preds, labels,group_index );
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fprintf( fo, "\t%s-%s:%f", evname, evals_[i]->Name(), res );
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}
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}
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private:
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EvalPair pair_;
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EvalMAP map_;
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EvalNDCG ndcg_;
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std::vector<const IRankEvaluator*> evals_;
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};
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};
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virtual const char *Name(void) const {
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return "MAP";
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}
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float average_precision(std::vector<Pair> pairs_sort) const{
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std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer);
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float hits = 0;
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float average_precision = 0;
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for (int j = 0; j < pairs_sort.size(); j++){
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if (pairs_sort[j].value_ == 1){
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hits++;
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average_precision += hits / (j + 1);
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}
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}
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if (hits != 0) average_precision /= hits;
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return average_precision;
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}
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};
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class EvalPair : public IRankEvaluator{
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public:
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float Eval(const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index) const {
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return 0;
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}
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const char *Name(void) const {
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return "PAIR";
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}
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};
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/*! \brief Normalized DCG */
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class EvalNDCG : public IRankEvaluator {
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public:
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float Eval(const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index) const {
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if (group_index.size() <= 1) return 0;
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float acc = 0;
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std::vector<Pair> pairs_sort;
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for (int i = 0; i < group_index.size() - 1; i++){
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for (int j = group_index[i]; j < group_index[i + 1]; j++){
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Pair pair(preds[j], labels[j]);
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pairs_sort.push_back(pair);
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}
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acc += NDCG(pairs_sort);
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}
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return acc / (group_index.size() - 1);
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}
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float NDCG(std::vector<Pair> pairs_sort) const{
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std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer);
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float dcg = DCG(pairs_sort);
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std::sort(pairs_sort.begin(), pairs_sort.end(), PairValueComparer);
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float IDCG = DCG(pairs_sort);
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if (IDCG == 0) return 0;
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return dcg / IDCG;
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}
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float DCG(std::vector<Pair> pairs_sort) const{
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float ans = 0.0;
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ans += pairs_sort[0].value_;
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for (int i = 1; i < pairs_sort.size(); i++){
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ans += pairs_sort[i].value_ / log(i + 1);
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}
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return ans;
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}
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virtual const char *Name(void) const {
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return "NDCG";
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}
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};
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};
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namespace rank {
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/*! \brief a set of evaluators */
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class RankEvalSet {
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public:
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inline void AddEval(const char *name) {
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if (!strcmp(name, "PAIR")) evals_.push_back(&pair_);
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if (!strcmp(name, "MAP")) evals_.push_back(&map_);
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if (!strcmp(name, "NDCG")) evals_.push_back(&ndcg_);
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}
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inline void Init(void) {
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std::sort(evals_.begin(), evals_.end());
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evals_.resize(std::unique(evals_.begin(), evals_.end()) - evals_.begin());
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}
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inline void Eval(FILE *fo, const char *evname,
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const std::vector<float> &preds,
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const std::vector<float> &labels,
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const std::vector<int> &group_index) const {
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for (size_t i = 0; i < evals_.size(); ++i) {
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float res = evals_[i]->Eval(preds, labels, group_index);
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fprintf(fo, "\t%s-%s:%f", evname, evals_[i]->Name(), res);
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}
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}
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private:
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EvalPair pair_;
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EvalMAP map_;
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EvalNDCG ndcg_;
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std::vector<const IRankEvaluator*> evals_;
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};
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};
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};
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#endif
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