Re-implement PR-AUC. (#7297)

* Support binary/multi-class classification, ranking. * Add documents. * Handle missing data.
2021-10-26 13:07:50 +08:00
parent a6bcd54b47
commit d4349426d8
12 changed files with 1035 additions and 655 deletions
--- a/tests/python-gpu/test_gpu_eval_metrics.py
+++ b/tests/python-gpu/test_gpu_eval_metrics.py
@@ -47,3 +47,12 @@ class TestGPUEvalMetrics:
        gpu_auc = float(gpu.eval(Xy).split(":")[1])

        np.testing.assert_allclose(cpu_auc, gpu_auc)
+
+    def test_pr_auc_binary(self):
+        self.cpu_test.run_pr_auc_binary("gpu_hist")
+
+    def test_pr_auc_multi(self):
+        self.cpu_test.run_pr_auc_multi("gpu_hist")
+
+    def test_pr_auc_ltr(self):
+        self.cpu_test.run_pr_auc_ltr("gpu_hist")