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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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34
tests/cpp/metric/test_elementwise_metric.cc
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@@ -1,12 +1,13 @@
/*!
* Copyright 2018-2019 XGBoost contributors
* Copyright 2018-2022 by XGBoost contributors
*/
#include <xgboost/metric.h>
#include <xgboost/json.h>
#include <xgboost/metric.h>
#include <map>
#include <memory>
#include "../../../src/common/linalg_op.h"
#include "../helpers.h"
namespace xgboost {
@@ -16,14 +17,17 @@ inline void CheckDeterministicMetricElementWise(StringView name, int32_t device)
std::unique_ptr<Metric> metric{Metric::Create(name.c_str(), &lparam)};
HostDeviceVector<float> predts;
size_t n_samples = 2048;
MetaInfo info;
info.labels.Reshape(n_samples, 1);
info.num_row_ = n_samples;
auto &h_labels = info.labels.Data()->HostVector();
auto &h_predts = predts.HostVector();
SimpleLCG lcg;
SimpleRealUniformDistribution<float> dist{0.0f, 1.0f};
size_t n_samples = 2048;
h_labels.resize(n_samples);
h_predts.resize(n_samples);
@@ -145,27 +149,33 @@ TEST(Metric, DeclareUnifiedTest(MAPE)) {
TEST(Metric, DeclareUnifiedTest(MPHE)) {
auto lparam = xgboost::CreateEmptyGenericParam(GPUIDX);
xgboost::Metric * metric = xgboost::Metric::Create("mphe", &lparam);
std::unique_ptr<xgboost::Metric> metric{xgboost::Metric::Create("mphe", &lparam)};
metric->Configure({});
ASSERT_STREQ(metric->Name(), "mphe");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
EXPECT_NEAR(GetMetricEval(metric.get(), {0, 1}, {0, 1}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric.get(),
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.1751f, 1e-4);
EXPECT_NEAR(GetMetricEval(metric,
EXPECT_NEAR(GetMetricEval(metric.get(),
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1},
{ -1, 1, 9, -9}),
3.4037f, 1e-4);
EXPECT_NEAR(GetMetricEval(metric,
EXPECT_NEAR(GetMetricEval(metric.get(),
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1},
{ 1, 2, 9, 8}),
0.1922f, 1e-4);
delete metric;
xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"mphe"}, GPUIDX);
metric->Configure({{"huber_slope", "0.1"}});
EXPECT_NEAR(GetMetricEval(metric.get(),
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1},
{ 1, 2, 9, 8}),
0.0461686f, 1e-4);
}
TEST(Metric, DeclareUnifiedTest(LogLoss)) {
@@ -277,7 +287,7 @@ TEST(Metric, DeclareUnifiedTest(PoissionNegLogLik)) {
1.5783f, 0.001f);
delete metric;
xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"mphe"}, GPUIDX);
xgboost::CheckDeterministicMetricElementWise(xgboost::StringView{"poisson-nloglik"}, GPUIDX);
}
TEST(Metric, DeclareUnifiedTest(MultiRMSE)) {
@@ -288,8 +298,8 @@ TEST(Metric, DeclareUnifiedTest(MultiRMSE)) {
HostDeviceVector<float> predt(n_samples * n_targets, 0);
auto lparam = xgboost::CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<Metric> metric{Metric::Create("rmse", &lparam)};
auto ctx = xgboost::CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<Metric> metric{Metric::Create("rmse", &ctx)};
metric->Configure({});
auto loss = GetMultiMetricEval(metric.get(), predt, y);