[METRIC] all metric move finished

src/common/math.h

@@ -102,6 +102,36 @@ inline static bool CmpSecond(const std::pair<float, unsigned> &a,
                              const std::pair<float, unsigned> &b) {
   return a.second > b.second;
 }
+
+#ifdef XGBOOST_STRICT_R_MODE_
+// check nan
+bool CheckNAN(double v);
+double LogGamma(double v);
+#else
+template<typename T>
+inline bool CheckNAN(T v) {
+#ifdef _MSC_VER
+  return (_isnan(v) != 0);
+#else
+  return isnan(v);
+#endif
+}
+template<typename T>
+inline T LogGamma(T v) {
+#ifdef _MSC_VER
+#if _MSC_VER >= 1800
+  return lgamma(v);
+#else
+#pragma message("Warning: lgamma function was not available until VS2013"\
+                ", poisson regression will be disabled")
+  utils::Error("lgamma function was not available until VS2013");
+  return static_cast<T>(1.0);
+#endif
+#else
+  return lgamma(v);
+#endif
+}
+#endif  // XGBOOST_STRICT_R_MODE_
 }  // namespace common
 }  // namespace xgboost
 #endif  // XGBOOST_COMMON_MATH_H_

src/common/metric_set.h

@@ -0,0 +1,53 @@
+/*!
+ * Copyright 2015 by Contributors
+ * \file metric_set.h
+ * \brief additional math utils
+ * \author Tianqi Chen
+ */
+#ifndef XGBOOST_COMMON_METRIC_SET_H_
+#define XGBOOST_COMMON_METRIC_SET_H_
+
+#include <vector>
+#include <string>
+
+namespace xgboost {
+namespace common {
+
+/*! \brief helper util to create a set of metrics */
+class MetricSet {
+  inline void AddEval(const char *name) {
+    using namespace std;
+    for (size_t i = 0; i < evals_.size(); ++i) {
+      if (!strcmp(name, evals_[i]->Name())) return;
+    }
+    evals_.push_back(CreateEvaluator(name));
+  }
+  ~EvalSet(void) {
+    for (size_t i = 0; i < evals_.size(); ++i) {
+      delete evals_[i];
+    }
+  }
+  inline std::string Eval(const char *evname,
+                          const std::vector<float> &preds,
+                          const MetaInfo &info,
+                          bool distributed = false) {
+    std::string result = "";
+    for (size_t i = 0; i < evals_.size(); ++i) {
+      float res = evals_[i]->Eval(preds, info, distributed);
+      char tmp[1024];
+      utils::SPrintf(tmp, sizeof(tmp), "\t%s-%s:%f", evname, evals_[i]->Name(), res);
+      result += tmp;
+    }
+    return result;
+  }
+  inline size_t Size(void) const {
+    return evals_.size();
+  }
+
+ private:
+  std::vector<const IEvaluator*> evals_;
+};
+
+}  // namespace common
+}  // namespace xgboost
+#endif   // XGBOOST_COMMON_METRIC_SET_H_