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Multi-target support for L1 error. (#8652)

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- Add matrix support to the median function.
- Iterate through each target for quantile computation.
This commit is contained in:
Jiaming Yuan
2023-01-11 05:51:14 +08:00
committed by GitHub
parent badeff1d74
commit cfa994d57f
19 changed files with 430 additions and 215 deletions
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45
tests/cpp/common/test_stats.cc
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@@ -1,5 +1,5 @@
/*!
* Copyright 2022 by XGBoost Contributors
/**
* Copyright 2022-2023 by XGBoost Contributors
*/
#include <gtest/gtest.h>
#include <xgboost/context.h>
@@ -58,19 +58,44 @@ TEST(Stats, WeightedQuantile) {
}
TEST(Stats, Median) {
linalg::Tensor<float, 2> values{{.0f, .0f, 1.f, 2.f}, {4}, Context::kCpuId};
Context ctx;
HostDeviceVector<float> weights;
auto m = Median(&ctx, values, weights);
ASSERT_EQ(m, .5f);
{
linalg::Tensor<float, 2> values{{.0f, .0f, 1.f, 2.f}, {4}, Context::kCpuId};
HostDeviceVector<float> weights;
linalg::Tensor<float, 1> out;
Median(&ctx, values, weights, &out);
auto m = out(0);
ASSERT_EQ(m, .5f);
#if defined(XGBOOST_USE_CUDA)
ctx.gpu_id = 0;
ASSERT_FALSE(ctx.IsCPU());
m = Median(&ctx, values, weights);
ASSERT_EQ(m, .5f);
ctx.gpu_id = 0;
ASSERT_FALSE(ctx.IsCPU());
Median(&ctx, values, weights, &out);
m = out(0);
ASSERT_EQ(m, .5f);
#endif // defined(XGBOOST_USE_CUDA)
}
{
ctx.gpu_id = Context::kCpuId;
// 4x2 matrix
linalg::Tensor<float, 2> values{{0.f, 0.f, 0.f, 0.f, 1.f, 1.f, 2.f, 2.f}, {4, 2}, ctx.gpu_id};
HostDeviceVector<float> weights;
linalg::Tensor<float, 1> out;
Median(&ctx, values, weights, &out);
ASSERT_EQ(out(0), .5f);
ASSERT_EQ(out(1), .5f);
#if defined(XGBOOST_USE_CUDA)
ctx.gpu_id = 0;
Median(&ctx, values, weights, &out);
ASSERT_EQ(out(0), .5f);
ASSERT_EQ(out(1), .5f);
#endif // defined(XGBOOST_USE_CUDA)
}
}
namespace {
void TestMean(Context const* ctx) {
std::size_t n{128};