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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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39
tests/cpp/helpers.h
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@@ -1,5 +1,5 @@
/*!
* Copyright 2016-2019 XGBoost contributors
/**
* Copyright 2016-2023 by XGBoost contributors
*/
#ifndef XGBOOST_TESTS_CPP_HELPERS_H_
#define XGBOOST_TESTS_CPP_HELPERS_H_
@@ -214,26 +214,26 @@ class RandomDataGenerator {
size_t cols_;
float sparsity_;
float lower_;
float upper_;
float lower_{0.0f};
float upper_{1.0f};
int32_t device_;
uint64_t seed_;
bst_target_t n_targets_{1};
std::int32_t device_{Context::kCpuId};
std::uint64_t seed_{0};
SimpleLCG lcg_;
size_t bins_;
std::size_t bins_{0};
std::vector<FeatureType> ft_;
bst_cat_t max_cat_;
Json ArrayInterfaceImpl(HostDeviceVector<float> *storage, size_t rows,
size_t cols) const;
Json ArrayInterfaceImpl(HostDeviceVector<float>* storage, size_t rows, size_t cols) const;
public:
RandomDataGenerator(bst_row_t rows, size_t cols, float sparsity)
: rows_{rows}, cols_{cols}, sparsity_{sparsity}, lower_{0.0f}, upper_{1.0f},
device_{-1}, seed_{0}, lcg_{seed_}, bins_{0} {}
: rows_{rows}, cols_{cols}, sparsity_{sparsity}, lcg_{seed_} {}
RandomDataGenerator &Lower(float v) {
RandomDataGenerator& Lower(float v) {
lower_ = v;
return *this;
}
@@ -264,6 +264,10 @@ class RandomDataGenerator {
max_cat_ = cat;
return *this;
}
RandomDataGenerator& Targets(bst_target_t n_targets) {
n_targets_ = n_targets;
return *this;
}
void GenerateDense(HostDeviceVector<float>* out) const;
@@ -279,18 +283,15 @@ class RandomDataGenerator {
* a single JSON string representing the consecutive memory as a whole
* (combining all the batches).
*/
std::pair<std::vector<std::string>, std::string>
GenerateArrayInterfaceBatch(HostDeviceVector<float> *storage,
size_t batches) const;
std::pair<std::vector<std::string>, std::string> GenerateArrayInterfaceBatch(
HostDeviceVector<float>* storage, size_t batches) const;
std::string GenerateColumnarArrayInterface(
std::vector<HostDeviceVector<float>> *data) const;
std::string GenerateColumnarArrayInterface(std::vector<HostDeviceVector<float>>* data) const;
void GenerateCSR(HostDeviceVector<float>* value, HostDeviceVector<bst_row_t>* row_ptr,
HostDeviceVector<bst_feature_t>* columns) const;
std::shared_ptr<DMatrix> GenerateDMatrix(bool with_label = false,
bool float_label = true,
std::shared_ptr<DMatrix> GenerateDMatrix(bool with_label = false, bool float_label = true,
size_t classes = 1) const;
#if defined(XGBOOST_USE_CUDA)
std::shared_ptr<DMatrix> GenerateDeviceDMatrix();