Hendrik/xgboost
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

tests/cpp: Add tests for TweedieRegression

Browse Source
This commit is contained in:
AbdealiJK 2016-12-04 10:55:22 +05:30 committed by Tianqi Chen
parent fa865564f6
commit cc859420ba
1 changed files with 36 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

36
tests/cpp/objective/test_regression_obj.cc
View File

@ -136,3 +136,39 @@ TEST(Objective, GammaRegressionBasic) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01); EXPECT_NEAR(preds[i], out_preds[i], 0.01);
} }
} }
TEST(Objective, TweedieRegressionGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:tweedie");
std::vector<std::pair<std::string, std::string> > args;
args.push_back(std::make_pair("tweedie_variance_power", "1.1"));
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1, 0.9, 1, 0, 0.1, 0.9, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 1, 1.09, 2.24, 2.45, 0, 0.10, 1.33, 1.55},
{0.89, 0.98, 2.02, 2.21, 1, 1.08, 2.11, 2.30});
}
TEST(Objective, TweedieRegressionBasic) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:tweedie");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
<< "Expected error when label < 0 for TweedieRegression";
// test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1), 0.10, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.5), 0.5, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.9), 0.89, 0.01);
// test PredTransform
std::vector<xgboost::bst_float> preds = {0, 0.1, 0.5, 0.9, 1};
std::vector<xgboost::bst_float> out_preds = {1, 1.10, 1.64, 2.45, 2.71};
obj->PredTransform(&preds);
for (int i = 0; i < preds.size(); ++i) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01);
}
}