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add ams

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This commit is contained in:
tqchen 2014-05-14 23:23:27 -07:00
parent 31a0823e6d
commit 88526668f5
1 changed files with 22 additions and 9 deletions
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31
regrank/xgboost_regrank_eval.h
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@ -101,6 +101,11 @@ namespace xgboost{
/*! \brief AMS: also records best threshold */ /*! \brief AMS: also records best threshold */
struct EvalAMS : public IEvaluator{ struct EvalAMS : public IEvaluator{
public:
EvalAMS(const char *name){
name_ = name;
utils::Assert( sscanf(name, "ams@%f", &ratio_ ) == 1, "invalid ams format" );
}
virtual float Eval(const std::vector<float> &preds, virtual float Eval(const std::vector<float> &preds,
const DMatrix::Info &info) const { const DMatrix::Info &info) const {
const unsigned ndata = static_cast<unsigned>(preds.size()); const unsigned ndata = static_cast<unsigned>(preds.size());
@ -111,10 +116,12 @@ namespace xgboost{
rec[i] = std::make_pair( preds[i], i ); rec[i] = std::make_pair( preds[i], i );
} }
std::sort( rec.begin(), rec.end(), CmpFirst ); std::sort( rec.begin(), rec.end(), CmpFirst );
unsigned ntop = static_cast<unsigned>( ratio_ * ndata );
if( ntop == 0 ) ntop = ndata;
const double br = 10.0; const double br = 10.0;
double s_tp = 0.0, b_fp = 0.0, tams = 0.0, threshold = 0.0; unsigned thresindex = 0;
for (unsigned i = 0; i < ndata-1; ++i){ double s_tp = 0.0, b_fp = 0.0, tams = 0.0;
for (unsigned i = 0; i < ndata-1 && i < ntop; ++i){
const unsigned ridx = rec[i].second; const unsigned ridx = rec[i].second;
const float wt = info.weights[ridx]; const float wt = info.weights[ridx];
if( info.labels[ridx] > 0.5f ){ if( info.labels[ridx] > 0.5f ){
@ -125,18 +132,24 @@ namespace xgboost{
if( rec[i].first != rec[i+1].first ){ if( rec[i].first != rec[i+1].first ){
double ams = sqrtf( 2*((s_tp+b_fp+br) * log( 1.0 + s_tp/(b_fp+br) ) - s_tp) ); double ams = sqrtf( 2*((s_tp+b_fp+br) * log( 1.0 + s_tp/(b_fp+br) ) - s_tp) );
if( tams < ams ){ if( tams < ams ){
threshold = (rec[i].first + rec[i+1].first) / 2.0; thresindex = i;
tams = ams; tams = ams;
} }
} }
} }
fprintf( stderr, "\tams-thres=%g", threshold ); if( ntop == ndata ){
return tams; fprintf( stderr, "\tams-ratio=%g", float(thresindex)/ndata );
return tams;
}else{
return sqrtf( 2*((s_tp+b_fp+br) * log( 1.0 + s_tp/(b_fp+br) ) - s_tp) );
}
} }
virtual const char *Name(void) const{ virtual const char *Name(void) const{
return "ams"; return name_.c_str();
} }
double wtarget; private:
std::string name_;
float ratio_;
}; };
/*! \brief Error */ /*! \brief Error */
@ -355,9 +368,9 @@ namespace xgboost{
if (!strcmp(name, "error")) evals_.push_back(new EvalError()); if (!strcmp(name, "error")) evals_.push_back(new EvalError());
if (!strcmp(name, "merror")) evals_.push_back(new EvalMatchError("merror")); if (!strcmp(name, "merror")) evals_.push_back(new EvalMatchError("merror"));
if (!strcmp(name, "mabserror")) evals_.push_back(new EvalMatchError("mabserror")); if (!strcmp(name, "mabserror")) evals_.push_back(new EvalMatchError("mabserror"));
if (!strcmp(name, "ams")) evals_.push_back(new EvalAMS());
if (!strcmp(name, "logloss")) evals_.push_back(new EvalLogLoss()); if (!strcmp(name, "logloss")) evals_.push_back(new EvalLogLoss());
if (!strcmp(name, "auc")) evals_.push_back(new EvalAuc()); if (!strcmp(name, "auc")) evals_.push_back(new EvalAuc());
if (!strncmp(name, "ams@",4)) evals_.push_back(new EvalAMS(name));
if (!strncmp(name, "pre@", 4)) evals_.push_back(new EvalPrecision(name)); if (!strncmp(name, "pre@", 4)) evals_.push_back(new EvalPrecision(name));
if (!strncmp(name, "map", 3)) evals_.push_back(new EvalMAP(name)); if (!strncmp(name, "map", 3)) evals_.push_back(new EvalMAP(name));
if (!strncmp(name, "ndcg", 3)) evals_.push_back(new EvalNDCG(name)); if (!strncmp(name, "ndcg", 3)) evals_.push_back(new EvalNDCG(name));