add AMS metric

regrank/xgboost_regrank_eval.h

@@ -99,6 +99,27 @@ namespace xgboost{
             }
         };
 
+        /*! \brief AMS */
+        struct EvalAMS : public IEvaluator{
+            virtual float Eval(const std::vector<float> &preds,
+                               const DMatrix::Info &info) const {
+                const unsigned ndata = static_cast<unsigned>(preds.size());
+                double s_tp = 0.0, b_fp = 0.0;
+                #pragma omp parallel for reduction(+:s_tp,b_fp) schedule( static )
+                for (unsigned i = 0; i < ndata; ++i){
+                    const float wt = info.GetWeight(i);                    
+                    if (preds[i] > 0.5f){
+                        if( info.labels[i] > 0.5f ) s_tp += wt;
+                        else b_fp += wt;
+                    }
+                }       
+                const double br = 10.0;
+                return sqrtf( 2*((s_tp+b_fp+br) * log( 1.0 + s_tp/(b_fp+br) ) - s_tp) );
+            }
+            virtual const char *Name(void) const{
+                return "ams";
+            }
+        };
 
         /*! \brief Error */
         struct EvalMatchError : public IEvaluator{
@@ -316,6 +337,7 @@ namespace xgboost{
                 if (!strcmp(name, "error"))   evals_.push_back(new EvalError());
                 if (!strcmp(name, "merror"))   evals_.push_back(new EvalMatchError("merror"));
                 if (!strcmp(name, "mabserror"))   evals_.push_back(new EvalMatchError("mabserror"));
+                if (!strcmp(name, "ams"))         evals_.push_back(new EvalAMS());
                 if (!strcmp(name, "logloss")) evals_.push_back(new EvalLogLoss());
                 if (!strcmp(name, "auc"))    evals_.push_back(new EvalAuc());
                 if (!strncmp(name, "pre@", 4)) evals_.push_back(new EvalPrecision(name));