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GPU implementation of AFT survival objective and metric (#5714)

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* Add interval accuracy

* De-virtualize AFT functions

* Lint

* Refactor AFT metric using GPU-CPU reducer

* Fix R build

* Fix build on Windows

* Fix copyright header

* Clang-tidy

* Fix crashing demo

* Fix typos in comment; explain GPU ID

* Remove unnecessary #include

* Add C++ test for interval accuracy

* Fix a bug in accuracy metric: use log pred

* Refactor AFT objective using GPU-CPU Transform

* Lint

* Fix lint

* Use Ninja to speed up build

* Use time, not /usr/bin/time

* Add cpu_build worker class, with concurrency = 1

* Use concurrency = 1 only for CUDA build

* concurrency = 1 for clang-tidy

* Address reviewer's feedback

* Update link to AFT paper
This commit is contained in:
Philip Hyunsu Cho
2020-07-17 01:18:13 -07:00
committed by GitHub
parent 7c2686146e
commit 71b0528a2f
20 changed files with 1050 additions and 822 deletions
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81
tests/cpp/metric/test_survival_metric.cu Normal file
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/*!
* Copyright (c) by Contributors 2020
*/
#include <gtest/gtest.h>
#include <cmath>
#include "xgboost/metric.h"
#include "../helpers.h"
#include "../../../src/common/survival_util.h"
/** Tests for Survival metrics that should run both on CPU and GPU **/
namespace xgboost {
namespace common {
TEST(Metric, DeclareUnifiedTest(AFTNegLogLik)) {
auto lparam = xgboost::CreateEmptyGenericParam(GPUIDX);
/**
* Test aggregate output from the AFT metric over a small test data set.
* This is unlike AFTLoss.* tests, which verify metric values over individual data points.
**/
MetaInfo info;
info.num_row_ = 4;
info.labels_lower_bound_.HostVector()
= { 100.0f, 0.0f, 60.0f, 16.0f };
info.labels_upper_bound_.HostVector()
= { 100.0f, 20.0f, std::numeric_limits<bst_float>::infinity(), 200.0f };
info.weights_.HostVector() = std::vector<bst_float>();
HostDeviceVector<bst_float> preds(4, std::log(64));
struct TestCase {
std::string dist_type;
bst_float reference_value;
};
for (const auto& test_case : std::vector<TestCase>{ {"normal", 2.1508f}, {"logistic", 2.1804f},
{"extreme", 2.0706f} }) {
std::unique_ptr<Metric> metric(Metric::Create("aft-nloglik", &lparam));
metric->Configure({ {"aft_loss_distribution", test_case.dist_type},
{"aft_loss_distribution_scale", "1.0"} });
EXPECT_NEAR(metric->Eval(preds, info, false), test_case.reference_value, 1e-4);
}
}
TEST(Metric, DeclareUnifiedTest(IntervalRegressionAccuracy)) {
auto lparam = xgboost::CreateEmptyGenericParam(GPUIDX);
MetaInfo info;
info.num_row_ = 4;
info.labels_lower_bound_.HostVector() = { 20.0f, 0.0f, 60.0f, 16.0f };
info.labels_upper_bound_.HostVector() = { 80.0f, 20.0f, 80.0f, 200.0f };
info.weights_.HostVector() = std::vector<bst_float>();
HostDeviceVector<bst_float> preds(4, std::log(60.0f));
std::unique_ptr<Metric> metric(Metric::Create("interval-regression-accuracy", &lparam));
EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.75f);
info.labels_lower_bound_.HostVector()[2] = 70.0f;
EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.50f);
info.labels_upper_bound_.HostVector()[2] = std::numeric_limits<bst_float>::infinity();
EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.50f);
info.labels_upper_bound_.HostVector()[3] = std::numeric_limits<bst_float>::infinity();
EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.50f);
info.labels_lower_bound_.HostVector()[0] = 70.0f;
EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.25f);
}
// Test configuration of AFT metric
TEST(AFTNegLogLikMetric, DeclareUnifiedTest(Configuration)) {
auto lparam = xgboost::CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<Metric> metric(Metric::Create("aft-nloglik", &lparam));
metric->Configure({{"aft_loss_distribution", "normal"}, {"aft_loss_distribution_scale", "10"}});
// Configuration round-trip test
Json j_obj{ Object() };
metric->SaveConfig(&j_obj);
auto aft_param_json = j_obj["aft_loss_param"];
EXPECT_EQ(get<String>(aft_param_json["aft_loss_distribution"]), "normal");
EXPECT_EQ(get<String>(aft_param_json["aft_loss_distribution_scale"]), "10");
}
} // namespace common
} // namespace xgboost