Implement fit stump. (#8607)

tests/cpp/tree/test_fit_stump.cc

@@ -0,0 +1,48 @@
+/**
+ * Copyright 2022 by XGBoost Contributors
+ */
+#include <gtest/gtest.h>
+#include <xgboost/linalg.h>
+
+#include "../../src/common/linalg_op.h"
+#include "../../src/tree/fit_stump.h"
+
+namespace xgboost {
+namespace tree {
+namespace {
+void TestFitStump(Context const *ctx) {
+  std::size_t constexpr kRows = 16, kTargets = 2;
+  HostDeviceVector<GradientPair> gpair;
+  auto &h_gpair = gpair.HostVector();
+  h_gpair.resize(kRows * kTargets);
+  for (std::size_t i = 0; i < kRows; ++i) {
+    for (std::size_t t = 0; t < kTargets; ++t) {
+      h_gpair.at(i * kTargets + t) = GradientPair{static_cast<float>(i), 1};
+    }
+  }
+  linalg::Vector<float> out;
+  FitStump(ctx, gpair, kTargets, &out);
+  auto h_out = out.HostView();
+  for (auto it = linalg::cbegin(h_out); it != linalg::cend(h_out); ++it) {
+    // sum_hess == kRows
+    auto n = static_cast<float>(kRows);
+    auto sum_grad = n * (n - 1) / 2;
+    ASSERT_EQ(static_cast<float>(-sum_grad / n), *it);
+  }
+}
+}  // anonymous namespace
+
+TEST(InitEstimation, FitStump) {
+  Context ctx;
+  TestFitStump(&ctx);
+}
+
+#if defined(XGBOOST_USE_CUDA)
+TEST(InitEstimation, GPUFitStump) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"gpu_id", "0"}});
+  TestFitStump(&ctx);
+}
+#endif  // defined(XGBOOST_USE_CUDA)
+}  // namespace tree
+}  // namespace xgboost