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lambda rank added

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This commit is contained in:
kalenhaha
2014-04-10 22:09:19 +08:00
parent a10f594644
commit c8b2f46b89
18 changed files with 1792 additions and 76 deletions
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95
dev/rank/xgboost_rank_eval.h
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@@ -34,27 +34,52 @@ namespace xgboost {
float key_;
float value_;
Pair(float key, float value){
key_ = key;
value_ = value_;
Pair(float key, float value):key_(key),value_(value){
}
};
bool PairKeyComparer(const Pair &a, const Pair &b){
return a.key_ < b.key_;
bool PairKeyComparer(const Pair &a, const Pair &b){
return a.key_ < b.key_;
}
bool PairValueComparer(const Pair &a, const Pair &b){
return a.value_ < b.value_;
}
template<typename T1,typename T2,typename T3>
class Triple{
public:
T1 f1_;
T2 f2_;
T3 f3_;
Triple(T1 f1,T2 f2,T3 f3):f1_(f1),f2_(f2),f3_(f3){
}
};
template<typename T1,typename T2,typename T3,typename T4>
class Quadruple{
public:
T1 f1_;
T2 f2_;
T3 f3_;
T4 f4_;
Quadruple(T1 f1,T2 f2,T3 f3,T4 f4):f1_(f1),f2_(f2),f3_(f3),f4_(f4){
}
};
bool Triplef1Comparer(const Triple<float,float,int> &a, const Triple<float,float,int> &b){
return a.f1_< b.f1_;
}
/*! \brief Mean Average Precision */
class EvalMAP : public IRankEvaluator {
public:
float Eval(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index) const {
if (group_index.size() <= 1) return 0;
float acc = 0;
std::vector<Pair> pairs_sort;
for (int i = 0; i < group_index.size() - 1; i++){
@@ -66,12 +91,13 @@ namespace xgboost {
}
return acc / (group_index.size() - 1);
}
virtual const char *Name(void) const {
return "MAP";
}
private:
float average_precision(std::vector<Pair> pairs_sort) const{
std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer);
@@ -94,12 +120,31 @@ namespace xgboost {
float Eval(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index) const {
return 0;
}
if (group_index.size() <= 1) return 0;
float acc = 0;
for (int i = 0; i < group_index.size() - 1; i++){
acc += Count_Inversion(preds,labels,
group_index[i],group_index[i+1]);
}
return acc / (group_index.size() - 1);
}
const char *Name(void) const {
return "PAIR";
}
private:
float Count_Inversion(const std::vector<float> &preds,
const std::vector<float> &labels,int begin,int end
) const{
float ans = 0;
for(int i = begin; i < end; i++){
for(int j = i + 1; j < end; j++){
if(preds[i] > preds[j] && labels[i] < labels[j])
ans++;
}
}
return ans;
}
};
/*! \brief Normalized DCG */
@@ -120,7 +165,20 @@ namespace xgboost {
}
return acc / (group_index.size() - 1);
}
static float DCG(const std::vector<float> &labels){
float ans = 0.0;
for (int i = 0; i < labels.size(); i++){
ans += (pow(2,labels[i]) - 1 ) / log(i + 2);
}
return ans;
}
virtual const char *Name(void) const {
return "NDCG";
}
private:
float NDCG(std::vector<Pair> pairs_sort) const{
std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer);
float dcg = DCG(pairs_sort);
@@ -131,17 +189,14 @@ namespace xgboost {
}
float DCG(std::vector<Pair> pairs_sort) const{
float ans = 0.0;
ans += pairs_sort[0].value_;
for (int i = 1; i < pairs_sort.size(); i++){
ans += pairs_sort[i].value_ / log(i + 1);
}
return ans;
std::vector<float> labels;
for (int i = 1; i < pairs_sort.size(); i++){
labels.push_back(pairs_sort[i].value_);
}
return DCG(labels);
}
virtual const char *Name(void) const {
return "NDCG";
}
};
};