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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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17
tests/cpp/objective/test_objective.cc
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@@ -1,4 +1,6 @@
// Copyright by Contributors
/**
* Copyright 2016-2023 by XGBoost contributors
*/
#include <gtest/gtest.h>
#include <xgboost/context.h>
#include <xgboost/objective.h>
@@ -25,11 +27,14 @@ TEST(Objective, PredTransform) {
tparam.UpdateAllowUnknown(Args{{"gpu_id", "0"}});
size_t n = 100;
for (const auto &entry :
::dmlc::Registry<::xgboost::ObjFunctionReg>::List()) {
std::unique_ptr<xgboost::ObjFunction> obj{
xgboost::ObjFunction::Create(entry->name, &tparam)};
obj->Configure(Args{{"num_class", "2"}});
for (const auto& entry : ::dmlc::Registry<::xgboost::ObjFunctionReg>::List()) {
std::unique_ptr<xgboost::ObjFunction> obj{xgboost::ObjFunction::Create(entry->name, &tparam)};
if (entry->name.find("multi") != std::string::npos) {
obj->Configure(Args{{"num_class", "2"}});
}
if (entry->name.find("quantile") != std::string::npos) {
obj->Configure(Args{{"quantile_alpha", "0.5"}});
}
HostDeviceVector<float> predts;
predts.Resize(n, 3.14f); // prediction is performed on host.
ASSERT_FALSE(predts.DeviceCanRead());