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Make sure metrics work with column-wise distributed training (#9020)

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This commit is contained in:
Rong Ou
2023-04-17 12:48:23 -07:00
committed by GitHub
parent 191d0aa5cf
commit ba9d24ff7b
16 changed files with 1183 additions and 811 deletions
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36
tests/cpp/metric/test_survival_metric.cu
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@@ -46,9 +46,8 @@ inline void CheckDeterministicMetricElementWise(StringView name, int32_t device)
ASSERT_EQ(metric->Evaluate(predts, p_fmat), result);
}
}
} // anonymous namespace
TEST(Metric, DeclareUnifiedTest(AFTNegLogLik)) {
void VerifyAFTNegLogLik(DataSplitMode data_split_mode = DataSplitMode::kRow) {
auto ctx = xgboost::CreateEmptyGenericParam(GPUIDX);
/**
@@ -59,10 +58,11 @@ TEST(Metric, DeclareUnifiedTest(AFTNegLogLik)) {
MetaInfo& info = p_fmat->Info();
info.num_row_ = 4;
info.labels_lower_bound_.HostVector()
= { 100.0f, 0.0f, 60.0f, 16.0f };
= { 100.0f, 0.0f, 60.0f, 16.0f };
info.labels_upper_bound_.HostVector()
= { 100.0f, 20.0f, std::numeric_limits<bst_float>::infinity(), 200.0f };
= { 100.0f, 20.0f, std::numeric_limits<bst_float>::infinity(), 200.0f };
info.weights_.HostVector() = std::vector<bst_float>();
info.data_split_mode = data_split_mode;
HostDeviceVector<bst_float> preds(4, std::log(64));
struct TestCase {
@@ -70,15 +70,15 @@ TEST(Metric, DeclareUnifiedTest(AFTNegLogLik)) {
bst_float reference_value;
};
for (const auto& test_case : std::vector<TestCase>{ {"normal", 2.1508f}, {"logistic", 2.1804f},
{"extreme", 2.0706f} }) {
{"extreme", 2.0706f} }) {
std::unique_ptr<Metric> metric(Metric::Create("aft-nloglik", &ctx));
metric->Configure({ {"aft_loss_distribution", test_case.dist_type},
{"aft_loss_distribution_scale", "1.0"} });
{"aft_loss_distribution_scale", "1.0"} });
EXPECT_NEAR(metric->Evaluate(preds, p_fmat), test_case.reference_value, 1e-4);
}
}
TEST(Metric, DeclareUnifiedTest(IntervalRegressionAccuracy)) {
void VerifyIntervalRegressionAccuracy(DataSplitMode data_split_mode = DataSplitMode::kRow) {
auto ctx = xgboost::CreateEmptyGenericParam(GPUIDX);
auto p_fmat = EmptyDMatrix();
@@ -87,6 +87,7 @@ TEST(Metric, DeclareUnifiedTest(IntervalRegressionAccuracy)) {
info.labels_lower_bound_.HostVector() = { 20.0f, 0.0f, 60.0f, 16.0f };
info.labels_upper_bound_.HostVector() = { 80.0f, 20.0f, 80.0f, 200.0f };
info.weights_.HostVector() = std::vector<bst_float>();
info.data_split_mode = data_split_mode;
HostDeviceVector<bst_float> preds(4, std::log(60.0f));
std::unique_ptr<Metric> metric(Metric::Create("interval-regression-accuracy", &ctx));
@@ -102,6 +103,27 @@ TEST(Metric, DeclareUnifiedTest(IntervalRegressionAccuracy)) {
CheckDeterministicMetricElementWise(StringView{"interval-regression-accuracy"}, GPUIDX);
}
} // anonymous namespace
TEST(Metric, DeclareUnifiedTest(AFTNegLogLik)) { VerifyAFTNegLogLik(); }
TEST_F(DeclareUnifiedDistributedTest(MetricTest), AFTNegLogLikRowSplit) {
RunWithInMemoryCommunicator(world_size_, &VerifyAFTNegLogLik, DataSplitMode::kRow);
}
TEST_F(DeclareUnifiedDistributedTest(MetricTest), AFTNegLogLikColumnSplit) {
RunWithInMemoryCommunicator(world_size_, &VerifyAFTNegLogLik, DataSplitMode::kCol);
}
TEST(Metric, DeclareUnifiedTest(IntervalRegressionAccuracy)) { VerifyIntervalRegressionAccuracy(); }
TEST_F(DeclareUnifiedDistributedTest(MetricTest), IntervalRegressionAccuracyRowSplit) {
RunWithInMemoryCommunicator(world_size_, &VerifyIntervalRegressionAccuracy, DataSplitMode::kRow);
}
TEST_F(DeclareUnifiedDistributedTest(MetricTest), IntervalRegressionAccuracyColumnSplit) {
RunWithInMemoryCommunicator(world_size_, &VerifyIntervalRegressionAccuracy, DataSplitMode::kCol);
}
// Test configuration of AFT metric
TEST(AFTNegLogLikMetric, DeclareUnifiedTest(Configuration)) {