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Fix LTR with weighted Quantile DMatrix. (#7975)

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* Fix LTR with weighted Quantile DMatrix.

* Better tests.
This commit is contained in:
Jiaming Yuan
2022-06-09 01:33:41 +08:00
committed by GitHub
parent 1a33b50a0d
commit 8f8bd8147a
6 changed files with 83 additions and 42 deletions
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21
tests/cpp/common/test_hist_util.cu
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@@ -593,9 +593,10 @@ void TestAdapterSketchFromWeights(bool with_group) {
ValidateCuts(cuts, dmat.get(), kBins);
if (with_group) {
dmat->Info().weights_ = decltype(dmat->Info().weights_)(); // remove weight
HistogramCuts non_weighted = DeviceSketch(0, dmat.get(), kBins, 0);
for (size_t i = 0; i < cuts.Values().size(); ++i) {
EXPECT_EQ(cuts.Values()[i], non_weighted.Values()[i]);
ASSERT_EQ(cuts.Values()[i], non_weighted.Values()[i]);
}
for (size_t i = 0; i < cuts.MinValues().size(); ++i) {
ASSERT_EQ(cuts.MinValues()[i], non_weighted.MinValues()[i]);
@@ -604,6 +605,24 @@ void TestAdapterSketchFromWeights(bool with_group) {
ASSERT_EQ(cuts.Ptrs().at(i), non_weighted.Ptrs().at(i));
}
}
if (with_group) {
common::HistogramCuts weighted;
auto& h_weights = info.weights_.HostVector();
h_weights.resize(kGroups);
// Generate different weight.
for (size_t i = 0; i < h_weights.size(); ++i) {
// FIXME(jiamingy): Some entries generated GPU test cannot pass the validate cuts if
// we use more diverse weights, partially caused by
// https://github.com/dmlc/xgboost/issues/7946
h_weights[i] = (i % 2 == 0 ? 1 : 2) / static_cast<float>(kGroups);
}
SketchContainer sketch_container(ft, kBins, kCols, kRows, 0);
AdapterDeviceSketch(adapter.Value(), kBins, info, std::numeric_limits<float>::quiet_NaN(),
&sketch_container);
sketch_container.MakeCuts(&weighted);
ValidateCuts(weighted, dmat.get(), kBins);
}
}
TEST(HistUtil, AdapterSketchFromWeights) {