add dev

dev/rank/xgboost_rank_eval.h

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+#ifndef XGBOOST_RANK_EVAL_H
+#define XGBOOST_RANK_EVAL_H
+/*!
+* \file xgboost_rank_eval.h
+* \brief evaluation metrics for ranking
+* \author Kailong Chen: chenkl198812@gmail.com, Tianqi Chen: tianqi.tchen@gmail.com
+*/
+
+#include <cmath>
+#include <vector>
+#include <algorithm>
+#include "../utils/xgboost_utils.h"
+#include "../utils/xgboost_omp.h"
+
+namespace xgboost {
+namespace rank {
+/*! \brief evaluator that evaluates the loss metrics */
+struct IRankEvaluator {
+    /*!
+     * \brief evaluate a specific metric
+     * \param preds prediction
+     * \param labels label
+     */
+    virtual float Eval( const std::vector<float> &preds,
+                        const std::vector<float> &labels,
+                        const std::vector<int> &group_index) const= 0;
+    /*! \return name of metric */
+    virtual const char *Name( void ) const= 0;
+};
+
+struct Pair{
+    float key_;
+    float value_;
+    
+    Pair(float key,float value){
+      key_ = key;
+      value_ = value_;
+    }
+};
+
+bool PairKeyComparer(const Pair &a, const Pair &b){
+    return a.key_ < b.key_;  
+} 
+
+bool PairValueComparer(const Pair &a, const Pair &b){
+    return a.value_ < b.value_;
+}
+
+struct EvalPair : public IRankEvaluator{
+    virtual float Eval( const std::vector<float> &preds,
+                        const std::vector<float> &labels,
+                        const std::vector<int> &group_index  ) const {
+	return 0;
+    }  
+};
+
+/*! \brief Mean Average Precision */
+struct EvalMAP : public IRankEvaluator {
+    virtual float Eval( const std::vector<float> &preds,
+                        const std::vector<float> &labels,
+                        const std::vector<int> &group_index  ) const {
+	float acc = 0;
+	std::vector<Pair> pairs_sort;
+	for(int i = 0; i < group_index.size() - 1; i++){
+	   for(int j = group_index[i]; j < group_index[i+1];j++){
+	      Pair pair(preds[j],labels[j]);
+	      pairs_sort.push_back(pair);
+	   }
+	   acc += average_precision(pairs_sort);
+	}
+	return acc / (group_index.size() - 1);
+    }
+
+    float float average_precision(std::vector<Pair> pairs_sort){
+	  std::sort<Pair>(pairs_sort.begin(),pairs_sort.end(),PairKeyComparer);
+	  float hits = 0;
+	  float average_precision = 0;
+	  for(int j = 0; j < pairs_sort.size(); j++){
+	    if(pairs_sort[j].value_ == 1){
+	      hits++;
+	      average_precision += hits/(j+1);
+	    }
+	  }
+	  if(hits != 0) average_precision /= hits;
+          return average_precision;      
+    }
+    
+    virtual const char *Name( void ) const {
+        return "MAP";
+    }
+
+};
+
+
+/*! \brief Normalized DCG */
+struct EvalNDCG : public IRankEvaluator {
+    virtual float Eval( const std::vector<float> &preds,
+                        const std::vector<float> &labels,
+                        const std::vector<int> &group_index ) const {
+	float acc = 0;
+	std::vector<Pair> pairs_sort;
+	for(int i = 0; i < group_index.size() - 1; i++){
+	   for(int j = group_index[i]; j < group_index[i+1];j++){
+	      Pair pair(preds[j],labels[j]);
+	      pairs_sort.push_back(pair);
+	   }
+	   acc += NDCG(pairs_sort);
+	}
+    }
+    
+    float NDCG(std::vector<Pair> pairs_sort){
+	std::sort<Pair>(pairs_sort.begin(),pairs_sort.end(),PairKeyComparer);
+	float DCG = DCG(pairs_sort);
+	std::sort<Pair>(pairs_sort.begin(),pairs_sort.end(),PairValueComparer);
+	float IDCG = DCG(pairs_sort);
+	if(IDCG == 0) return 0;
+	return DCG/IDCG;
+    }
+    
+    float DCG(std::vector<Pair> pairs_sort){
+        float ans = 0.0;
+	ans += pairs_sort[0].value_;
+	for(int i = 1; i < pairs_sort.size(); i++){
+	  ans += pairs_sort[i].value_/log(i + 1);
+	}
+	return ans;
+    }
+    
+    virtual const char *Name( void ) const {
+        return "NDCG";
+    }
+};
+
+};
+
+namespace rank {
+/*! \brief a set of evaluators */
+struct RankEvalSet {
+public:
+    inline void AddEval( const char *name ) {
+        if( !strcmp( name, "PAIR" )) evals_.push_back( &pair_);
+        if( !strcmp( name, "MAP") ) evals_.push_back( &map_ );
+        if( !strcmp( name, "NDCG") ) evals_.push_back( &ndcg_ );
+    }
+    
+    inline void Init( void ) {
+        std::sort( evals_.begin(), evals_.end() );
+        evals_.resize( std::unique( evals_.begin(), evals_.end() ) - evals_.begin() );
+    }
+    
+    inline void Eval( FILE *fo, const char *evname,
+                      const std::vector<float> &preds,
+                      const std::vector<float> &labels,
+                      const std::vector<int> &group_index ) const {
+        for( size_t i = 0; i < evals_.size(); ++ i ) {
+            float res = evals_[i]->Eval( preds, labels,group_index );
+            fprintf( fo, "\t%s-%s:%f", evname, evals_[i]->Name(), res );
+        }
+    }
+    
+private:
+    EvalPair pair_;
+    EvalMAP map_;
+    EvalNDCG ndcg_;
+    std::vector<const IRankEvaluator*> evals_;
+};
+};
+};
+#endif