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tests/cpp: Add tests for regression_obj.cc

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Test the objective functions in regression_obj.cc

tests/cpp: Add tests for objective.cc and RegLossObj
This commit is contained in:
AbdealiJK 2016-12-03 14:06:51 +05:30 committed by Tianqi Chen
parent fd99d39372
commit d41aab4f61
4 changed files with 112 additions and 0 deletions
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25
tests/cpp/helpers.cc
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@ -24,3 +24,28 @@ std::string CreateSimpleTestData() {
fo.close();
return tmp_file;
}
void CheckObjFunction(xgboost::ObjFunction * obj,
std::vector<xgboost::bst_float> preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights,
std::vector<xgboost::bst_float> out_grad,
std::vector<xgboost::bst_float> out_hess) {
xgboost::MetaInfo info;
info.num_row = labels.size();
info.labels = labels;
info.weights = weights;
std::vector<xgboost::bst_gpair> gpair;
obj->GetGradient(preds, info, 1, &gpair);
ASSERT_EQ(gpair.size(), preds.size());
for (int i = 0; i < gpair.size(); ++i) {
EXPECT_NEAR(gpair[i].grad, out_grad[i], 0.01)
<< "Unexpected grad for pred=" << preds[i] << " label=" << labels[i]
<< " weight=" << weights[i];
EXPECT_NEAR(gpair[i].hess, out_hess[i], 0.01)
<< "Unexpected hess for pred=" << preds[i] << " label=" << labels[i]
<< " weight=" << weights[i];
}
}

11
tests/cpp/helpers.h
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@ -5,11 +5,15 @@
#include <fstream>
#include <cstdio>
#include <string>
#include <vector>
#include <sys/stat.h>
#include <sys/types.h>
#include <gtest/gtest.h>
#include <xgboost/base.h>
#include <xgboost/objective.h>
std::string TempFileName();
bool FileExists(const std::string name);
@ -18,4 +22,11 @@ long GetFileSize(const std::string filename);
std::string CreateSimpleTestData();
void CheckObjFunction(xgboost::ObjFunction * obj,
std::vector<xgboost::bst_float> preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights,
std::vector<xgboost::bst_float> out_grad,
std::vector<xgboost::bst_float> out_hess);
#endif

9
tests/cpp/objective/test_objective.cc Normal file
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@ -0,0 +1,9 @@
// Copyright by Contributors
#include <xgboost/objective.h>
#include "../helpers.h"
TEST(Objective, UnknownFunction) {
EXPECT_ANY_THROW(xgboost::ObjFunction::Create("unknown_name"));
EXPECT_NO_THROW(xgboost::ObjFunction::Create("reg:linear"));
}

67
tests/cpp/objective/test_regression_obj.cc Normal file
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@ -0,0 +1,67 @@
// Copyright by Contributors
#include <xgboost/objective.h>
#include "../helpers.h"
TEST(Objective, LinearRegressionGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:linear");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
CheckObjFunction(obj,
{0, 0.1, 0.9, 1, 0, 0.1, 0.9, 1},
{0, 0, 0, 0, 1, 1, 1, 1},
{1, 1, 1, 1, 1, 1, 1, 1},
{0, 0.1, 0.9, 1.0, -1.0, -0.9, -0.1, 0},
{1, 1, 1, 1, 1, 1, 1, 1});
ASSERT_NO_THROW(obj->DefaultEvalMetric());
}
TEST(Objective, LogisticRegressionGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:logistic");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1, 0.9, 1, 0, 0.1, 0.9, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 0.5, 0.52, 0.71, 0.73, -0.5, -0.47, -0.28, -0.26},
{0.25, 0.24, 0.20, 0.19, 0.25, 0.24, 0.20, 0.19});
}
TEST(Objective, LogisticRegressionBasic) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:logistic");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {10}, {1}, {0}, {0}))
<< "Expected error when label not in range [0,1] for LogisticRegression";
// test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1), -2.197, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.5), 0, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.9), 2.197, 0.01);
EXPECT_ANY_THROW(obj->ProbToMargin(10))
<< "Expected error when base_score not in range [0,1] for LogisticRegression";
// test PredTransform
std::vector<xgboost::bst_float> preds = {0, 0.1, 0.5, 0.9, 1};
std::vector<xgboost::bst_float> out_preds = {0.5, 0.524, 0.622, 0.710, 0.731};
obj->PredTransform(&preds);
for (int i = 0; i < preds.size(); ++i) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01);
}
}
TEST(Objective, LogisticRawGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("binary:logitraw");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1, 0.9, 1, 0, 0.1, 0.9, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 0.5, 0.52, 0.71, 0.73, -0.5, -0.47, -0.28, -0.26},
{0.25, 0.24, 0.20, 0.19, 0.25, 0.24, 0.20, 0.19});
}