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Support hessian in host sketch container. (#7081)

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Prepare for migrating approx onto hist's codebase.
This commit is contained in:
Jiaming Yuan
2021-07-08 16:33:58 +08:00
committed by GitHub
parent 84d359efb8
commit 77f6cf2d13
8 changed files with 238 additions and 53 deletions
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33
tests/cpp/common/test_hist_util.cc
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@@ -226,6 +226,39 @@ TEST(HistUtil, DenseCutsAccuracyTestWeights) {
}
}
TEST(HistUtil, QuantileWithHessian) {
int bin_sizes[] = {2, 16, 256, 512};
int sizes[] = {1000, 1500};
int num_columns = 5;
for (auto num_rows : sizes) {
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
auto w = GenerateRandomWeights(num_rows);
auto hessian = GenerateRandomWeights(num_rows);
std::mt19937 rng(0);
std::shuffle(hessian.begin(), hessian.end(), rng);
dmat->Info().weights_.HostVector() = w;
for (auto num_bins : bin_sizes) {
HistogramCuts cuts_hess = SketchOnDMatrix(dmat.get(), num_bins, hessian);
for (size_t i = 0; i < w.size(); ++i) {
dmat->Info().weights_.HostVector()[i] = w[i] * hessian[i];
}
ValidateCuts(cuts_hess, dmat.get(), num_bins);
HistogramCuts cuts_wh = SketchOnDMatrix(dmat.get(), num_bins);
ValidateCuts(cuts_wh, dmat.get(), num_bins);
ASSERT_EQ(cuts_hess.Values().size(), cuts_wh.Values().size());
for (size_t i = 0; i < cuts_hess.Values().size(); ++i) {
ASSERT_NEAR(cuts_wh.Values()[i], cuts_hess.Values()[i], kRtEps);
}
dmat->Info().weights_.HostVector() = w;
}
}
}
TEST(HistUtil, DenseCutsExternalMemory) {
int bin_sizes[] = {2, 16, 256, 512};
int sizes[] = {100, 1000, 1500};