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Ranking metric acceleration on the gpu (#5398)

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This commit is contained in:
sriramch
2020-03-21 23:38:48 -07:00
committed by GitHub
parent cd7d6f7d59
commit d2231fc840
5 changed files with 747 additions and 14 deletions
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41
tests/cpp/metric/test_rank_metric.cc
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@@ -3,6 +3,7 @@
#include "../helpers.h"
#if !defined(__CUDACC__)
TEST(Metric, AMS) {
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
EXPECT_ANY_THROW(xgboost::Metric::Create("ams", &tparam));
@@ -21,8 +22,9 @@ TEST(Metric, AMS) {
delete metric;
}
#endif
TEST(Metric, AUC) {
TEST(Metric, DeclareUnifiedTest(AUC)) {
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
xgboost::Metric * metric = xgboost::Metric::Create("auc", &tparam);
ASSERT_STREQ(metric->Name(), "auc");
@@ -33,6 +35,7 @@ TEST(Metric, AUC) {
0.5f, 0.001f);
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {}));
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 0}, {0, 0}));
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {1, 1}));
// AUC with instance weights
EXPECT_NEAR(GetMetricEval(metric,
@@ -44,23 +47,27 @@ TEST(Metric, AUC) {
// AUC for a ranking task without weights
EXPECT_NEAR(GetMetricEval(metric,
{0.9f, 0.1f, 0.4f, 0.3f, 0.7f},
{0.1f, 0.2f, 0.3f, 0.4f, 0.5f},
{0, 1, 0, 1, 1},
{},
{0, 2, 5}),
0.4741f, 0.001f);
0.25f, 0.001f);
// AUC for a ranking task with weights/group
EXPECT_NEAR(GetMetricEval(metric,
{0.9f, 0.1f, 0.4f, 0.3f, 0.7f},
{0.1f, 0.2f, 0.3f, 0.4f, 0.5f},
{1, 0, 1, 0, 0},
{1, 2},
{0, 2, 5}),
0.4741f, 0.001f);
0.75f, 0.001f);
// AUC metric for grouped datasets - exception scenarios
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1, 2}, {0, 0, 0}, {}, {0, 2, 3}));
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1, 2}, {1, 1, 1}, {}, {0, 2, 3}));
delete metric;
}
TEST(Metric, AUCPR) {
TEST(Metric, DeclareUnifiedTest(AUCPR)) {
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
xgboost::Metric *metric = xgboost::Metric::Create("aucpr", &tparam);
ASSERT_STREQ(metric->Name(), "aucpr");
@@ -80,14 +87,15 @@ TEST(Metric, AUCPR) {
0.2769199f, 0.001f);
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {}));
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 0}, {0, 0}));
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 0}, {1, 1}));
// AUCPR with instance weights
EXPECT_NEAR(GetMetricEval(
metric, {0.29f, 0.52f, 0.11f, 0.21f, 0.219f, 0.93f, 0.493f,
0.17f, 0.47f, 0.13f, 0.43f, 0.59f, 0.87f, 0.007f},
{0, 0.1f, 0.2f, 0.3f, 0.4f, 0.3f, 0.1f, 0.2f, 0.4f, 0, 0.2f, 0.3f, 1, 0},
{0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 1, 0},
{1, 2, 7, 4, 5, 2.2f, 3.2f, 5, 6, 1, 2, 1.1f, 3.2f, 4.5f}), // weights
0.425919f, 0.001f);
0.694435f, 0.001f);
// AUCPR with groups and no weights
EXPECT_NEAR(GetMetricEval(
@@ -103,16 +111,23 @@ TEST(Metric, AUCPR) {
EXPECT_NEAR(GetMetricEval(
metric, {0.29f, 0.52f, 0.11f, 0.21f, 0.219f, 0.93f, 0.493f,
0.17f, 0.47f, 0.13f, 0.43f, 0.59f, 0.87f, 0.007f}, // predictions
{0, 0.1f, 0.2f, 0.3f, 0.4f, 0.3f, 0.1f, 0.2f, 0.4f, 0, 0.2f, 0.3f, 1, 0},
{0, 1, 1, 0, 0, 1, 1, 0, 0, 0, 0, 0, 1, 0},
{1, 2, 7, 4, 5, 2.2f, 3.2f, 5, 6, 1, 2, 1.1f, 3.2f, 4.5f}, // weights
{0, 2, 5, 9, 14}), // group info
0.423391f, 0.001f);
0.8150615f, 0.001f);
// Exception scenarios for grouped datasets
EXPECT_ANY_THROW(GetMetricEval(metric,
{0, 0.1f, 0.3f, 0.5f, 0.7f},
{1, 1, 0, 0, 0},
{},
{0, 2, 5}));
delete metric;
}
TEST(Metric, Precision) {
TEST(Metric, DeclareUnifiedTest(Precision)) {
// When the limit for precision is not given, it takes the limit at
// std::numeric_limits<unsigned>::max(); hence all values are very small
// NOTE(AbdealiJK): Maybe this should be fixed to be num_row by default.
@@ -139,7 +154,7 @@ TEST(Metric, Precision) {
delete metric;
}
TEST(Metric, NDCG) {
TEST(Metric, DeclareUnifiedTest(NDCG)) {
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
xgboost::Metric * metric = xgboost::Metric::Create("ndcg", &tparam);
ASSERT_STREQ(metric->Name(), "ndcg");
@@ -197,7 +212,7 @@ TEST(Metric, NDCG) {
delete metric;
}
TEST(Metric, MAP) {
TEST(Metric, DeclareUnifiedTest(MAP)) {
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
xgboost::Metric * metric = xgboost::Metric::Create("map", &tparam);
ASSERT_STREQ(metric->Name(), "map");

5
tests/cpp/metric/test_rank_metric.cu Normal file
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@@ -0,0 +1,5 @@
/*!
* Copyright 2019 XGBoost contributors
*/
// Dummy file to keep the CUDA conditional compile trick.
#include "test_rank_metric.cc"