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Make AUCPR work with multiple query groups (#4436)

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* Make AUCPR work with multiple query groups

* Check AUCPR <= 1.0 in distributed setting
This commit is contained in:
Philip Hyunsu Cho
2019-05-03 10:34:44 -07:00
committed by GitHub
parent 2be85fc62a
commit 9252b686ae
2 changed files with 45 additions and 20 deletions
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tests/python/test_ranking.py Normal file
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import numpy as np
from scipy.sparse import csr_matrix
import xgboost
def test_ranking_with_unweighted_data():
Xrow = np.array([1, 2, 6, 8, 11, 14, 16, 17])
Xcol = np.array([0, 0, 1, 1, 2, 2, 3, 3])
X = csr_matrix((np.ones(shape=8), (Xrow, Xcol)), shape=(20, 4))
y = np.array([0.0, 1.0, 1.0, 0.0, 0.0,
0.0, 1.0, 0.0, 1.0, 0.0,
0.0, 1.0, 0.0, 0.0, 1.0,
0.0, 1.0, 1.0, 0.0, 0.0])
group = np.array([5, 5, 5, 5], dtype=np.uint)
dtrain = xgboost.DMatrix(X, label=y)
dtrain.set_group(group)
params = {'eta': 1, 'tree_method': 'exact',
'objective': 'rank:pairwise', 'eval_metric': ['auc', 'aucpr'],
'max_depth': 1}
evals_result = {}
bst = xgboost.train(params, dtrain, 10, evals=[(dtrain, 'train')],
evals_result=evals_result)
auc_rec = evals_result['train']['auc']
assert all(p <= q for p, q in zip(auc_rec, auc_rec[1:]))
auc_rec = evals_result['train']['aucpr']
assert all(p <= q for p, q in zip(auc_rec, auc_rec[1:]))