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Implement slope for Pseduo-Huber. (#7727)

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* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
This commit is contained in:
Jiaming Yuan
2022-03-14 21:42:38 +08:00
committed by GitHub
parent 4dafb5fac8
commit 98d6faefd6
28 changed files with 456 additions and 290 deletions
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10
src/metric/auc.cu
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@@ -99,7 +99,7 @@ GPUBinaryAUC(common::Span<float const> predts, MetaInfo const &info,
/**
* Linear scan
*/
auto get_weight = OptionalWeights{weights};
auto get_weight = common::OptionalWeights{weights};
auto get_fp_tp = [=]XGBOOST_DEVICE(size_t i) {
size_t idx = d_sorted_idx[i];
@@ -353,7 +353,7 @@ double GPUMultiClassAUCOVR(common::Span<float const> predts,
* Linear scan
*/
dh::caching_device_vector<double> d_auc(n_classes, 0);
auto get_weight = OptionalWeights{weights};
auto get_weight = common::OptionalWeights{weights};
auto d_fptp = dh::ToSpan(cache->fptp);
auto get_fp_tp = [=]XGBOOST_DEVICE(size_t i) {
size_t idx = d_sorted_idx[i];
@@ -633,7 +633,7 @@ GPUBinaryPRAUC(common::Span<float const> predts, MetaInfo const &info,
auto labels = info.labels.View(device);
auto d_weights = info.weights_.ConstDeviceSpan();
auto get_weight = OptionalWeights{d_weights};
auto get_weight = common::OptionalWeights{d_weights};
auto it = dh::MakeTransformIterator<Pair>(
thrust::make_counting_iterator(0ul), [=] XGBOOST_DEVICE(size_t i) {
auto w = get_weight[d_sorted_idx[i]];
@@ -687,7 +687,7 @@ double GPUMultiClassPRAUC(common::Span<float const> predts,
[n_samples] XGBOOST_DEVICE(size_t i) {
return i / n_samples; // class id
});
auto get_weight = OptionalWeights{d_weights};
auto get_weight = common::OptionalWeights{d_weights};
auto val_it = dh::MakeTransformIterator<thrust::pair<double, double>>(
thrust::make_counting_iterator(0ul), [=] XGBOOST_DEVICE(size_t i) {
auto idx = d_sorted_idx[i] % n_samples;
@@ -736,7 +736,7 @@ GPURankingPRAUCImpl(common::Span<float const> predts, MetaInfo const &info,
*/
size_t n_samples = labels.Shape(0);
dh::caching_device_vector<double> d_auc(n_groups, 0);
auto get_weight = OptionalWeights{weights};
auto get_weight = common::OptionalWeights{weights};
auto d_fptp = dh::ToSpan(cache->fptp);
auto get_fp_tp = [=] XGBOOST_DEVICE(size_t i) {
size_t idx = d_sorted_idx[i];