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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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36
tests/cpp/objective/test_regression_obj.cc
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@@ -57,25 +57,31 @@ TEST(Objective, DeclareUnifiedTest(SquaredLog)) {
TEST(Objective, DeclareUnifiedTest(PseudoHuber)) {
GenericParameter tparam = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
Args args;
std::unique_ptr<ObjFunction> obj { ObjFunction::Create("reg:pseudohubererror", &tparam) };
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:pseudohubererror", &tparam)};
obj->Configure(args);
CheckConfigReload(obj, "reg:pseudohubererror");
CheckObjFunction(obj,
{0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
{ 0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
CheckObjFunction(obj,
{0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{}, // empty weights
{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
{ 0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
{0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{}, // empty weights
{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
{0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"mphe"});
obj->Configure({{"huber_slope", "0.1"}});
CheckConfigReload(obj, "reg:pseudohubererror");
CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
{-0.099388f, -0.099228f, -0.098639f, -0.089443f, 0.098639f}, // out_grad
{0.0013467f, 0.001908f, 0.004443f, 0.089443f, 0.004443f}); // out_hess
}
TEST(Objective, DeclareUnifiedTest(LogisticRegressionGPair)) {
@@ -131,7 +137,6 @@ TEST(Objective, DeclareUnifiedTest(LogisticRawGPair)) {
std::unique_ptr<ObjFunction> obj {
ObjFunction::Create("binary:logitraw", &lparam)
};
obj->Configure(args);
CheckObjFunction(obj,
@@ -373,5 +378,4 @@ TEST(Objective, CoxRegressionGPair) {
{ 0, 0, 0, 0.160f, 0.186f, 0.348f, 0.610f, 0.639f});
}
#endif
} // namespace xgboost