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Rework the precision metric. (#9222)

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- Rework the precision metric for both CPU and GPU.
- Mention it in the document.
- Cleanup old support code for GPU ranking metric.
- Deterministic GPU implementation.

* Drop support for classification.

* type.

* use batch shape.

* lint.

* cpu build.

* cpu build.

* lint.

* Tests.

* Fix.

* Cleanup error message.
This commit is contained in:
Jiaming Yuan
2023-06-02 20:49:43 +08:00
committed by GitHub
parent db8288121d
commit 9fbde21e9d
22 changed files with 312 additions and 502 deletions
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39
tests/cpp/metric/test_rank_metric.h
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@@ -17,34 +17,30 @@
#include "xgboost/host_device_vector.h" // for HostDeviceVector
#include "xgboost/json.h" // for Json, String, Object
namespace xgboost {
namespace metric {
namespace xgboost::metric {
inline void VerifyPrecision(DataSplitMode data_split_mode = DataSplitMode::kRow) {
// When the limit for precision is not given, it takes the limit at
// std::numeric_limits<unsigned>::max(); hence all values are very small
// NOTE(AbdealiJK): Maybe this should be fixed to be num_row by default.
auto ctx = xgboost::CreateEmptyGenericParam(GPUIDX);
xgboost::Metric * metric = xgboost::Metric::Create("pre", &ctx);
std::unique_ptr<xgboost::Metric> metric{Metric::Create("pre", &ctx)};
ASSERT_STREQ(metric->Name(), "pre");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 0, 1e-7);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}, {}, {}, data_split_mode),
0, 1e-7);
EXPECT_NEAR(GetMetricEval(metric.get(), {0, 1}, {0, 1}, {}, {}, data_split_mode), 0.5, 1e-7);
EXPECT_NEAR(
GetMetricEval(metric.get(), {0.1f, 0.9f, 0.1f, 0.9f}, {0, 0, 1, 1}, {}, {}, data_split_mode),
0.5, 1e-7);
delete metric;
metric = xgboost::Metric::Create("pre@2", &ctx);
metric.reset(xgboost::Metric::Create("pre@2", &ctx));
ASSERT_STREQ(metric->Name(), "pre@2");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 0.5f, 1e-7);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}, {}, {}, data_split_mode),
0.5f, 0.001f);
EXPECT_NEAR(GetMetricEval(metric.get(), {0, 1}, {0, 1}, {}, {}, data_split_mode), 0.5f, 1e-7);
EXPECT_NEAR(
GetMetricEval(metric.get(), {0.1f, 0.9f, 0.1f, 0.9f}, {0, 0, 1, 1}, {}, {}, data_split_mode),
0.5f, 0.001f);
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {}, {}, {}, data_split_mode));
EXPECT_ANY_THROW(GetMetricEval(metric.get(), {0, 1}, {}, {}, {}, data_split_mode));
delete metric;
metric.reset(xgboost::Metric::Create("pre@4", &ctx));
EXPECT_NEAR(GetMetricEval(metric.get(), {0.2f, 0.3f, 0.4f, 0.5f, 0.6f, 0.7f},
{0.0f, 1.0f, 0.0f, 0.0f, 1.0f, 1.0f}, {}, {}, data_split_mode),
0.5f, 1e-7);
}
inline void VerifyNDCG(DataSplitMode data_split_mode = DataSplitMode::kRow) {
@@ -187,5 +183,4 @@ inline void VerifyNDCGExpGain(DataSplitMode data_split_mode = DataSplitMode::kRo
ndcg = metric->Evaluate(predt, p_fmat);
ASSERT_NEAR(ndcg, 1.0, kRtEps);
}
} // namespace metric
} // namespace xgboost
} // namespace xgboost::metric