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Initial support for quantile loss. (#8750)

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- Add support for Python.
- Add objective.
This commit is contained in:
Jiaming Yuan
2023-02-16 02:30:18 +08:00
committed by GitHub
parent 282b1729da
commit cce4af4acf
26 changed files with 701 additions and 70 deletions
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16
tests/cpp/common/test_stats.cc
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@@ -11,19 +11,20 @@
namespace xgboost {
namespace common {
TEST(Stats, Quantile) {
Context ctx;
{
linalg::Tensor<float, 1> arr({20.f, 0.f, 15.f, 50.f, 40.f, 0.f, 35.f}, {7}, Context::kCpuId);
std::vector<size_t> index{0, 2, 3, 4, 6};
auto h_arr = arr.HostView();
auto beg = MakeIndexTransformIter([&](size_t i) { return h_arr(index[i]); });
auto end = beg + index.size();
auto q = Quantile(0.40f, beg, end);
auto q = Quantile(&ctx, 0.40f, beg, end);
ASSERT_EQ(q, 26.0);
q = Quantile(0.20f, beg, end);
q = Quantile(&ctx, 0.20f, beg, end);
ASSERT_EQ(q, 16.0);
q = Quantile(0.10f, beg, end);
q = Quantile(&ctx, 0.10f, beg, end);
ASSERT_EQ(q, 15.0);
}
@@ -31,12 +32,13 @@ TEST(Stats, Quantile) {
std::vector<float> vec{1., 2., 3., 4., 5.};
auto beg = MakeIndexTransformIter([&](size_t i) { return vec[i]; });
auto end = beg + vec.size();
auto q = Quantile(0.5f, beg, end);
auto q = Quantile(&ctx, 0.5f, beg, end);
ASSERT_EQ(q, 3.);
}
}
TEST(Stats, WeightedQuantile) {
Context ctx;
linalg::Tensor<float, 1> arr({1.f, 2.f, 3.f, 4.f, 5.f}, {5}, Context::kCpuId);
linalg::Tensor<float, 1> weight({1.f, 1.f, 1.f, 1.f, 1.f}, {5}, Context::kCpuId);
@@ -47,13 +49,13 @@ TEST(Stats, WeightedQuantile) {
auto end = beg + arr.Size();
auto w = MakeIndexTransformIter([&](size_t i) { return h_weight(i); });
auto q = WeightedQuantile(0.50f, beg, end, w);
auto q = WeightedQuantile(&ctx, 0.50f, beg, end, w);
ASSERT_EQ(q, 3);
q = WeightedQuantile(0.0, beg, end, w);
q = WeightedQuantile(&ctx, 0.0, beg, end, w);
ASSERT_EQ(q, 1);
q = WeightedQuantile(1.0, beg, end, w);
q = WeightedQuantile(&ctx, 1.0, beg, end, w);
ASSERT_EQ(q, 5);
}