:Merge branch 'unity'

Conflicts:
	src/gbm/gbtree-inl.hpp
	src/learner/evaluation-inl.hpp
	src/tree/param.h
This commit is contained in:
tqchen
2014-08-25 11:21:56 -07:00
9 changed files with 207 additions and 60 deletions

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@@ -24,9 +24,10 @@ template<typename Derived>
struct EvalEWiseBase : public IEvaluator {
virtual float Eval(const std::vector<float> &preds,
const MetaInfo &info) const {
utils::Check(preds.size() == info.labels.size(),
utils::Check(info.labels.size() != 0, "label set cannot be empty");
utils::Check(preds.size() % info.labels.size() == 0,
"label and prediction size not match");
const unsigned ndata = static_cast<unsigned>(preds.size());
const unsigned ndata = static_cast<unsigned>(info.labels.size());
float sum = 0.0, wsum = 0.0;
#pragma omp parallel for reduction(+: sum, wsum) schedule(static)
for (unsigned i = 0; i < ndata; ++i) {
@@ -99,6 +100,45 @@ struct EvalMatchError : public EvalEWiseBase<EvalMatchError> {
}
};
/*! \brief ctest */
struct EvalCTest: public IEvaluator {
EvalCTest(IEvaluator *base, const char *name)
: base_(base), name_(name) {}
virtual ~EvalCTest(void) {
delete base_;
}
virtual const char *Name(void) const {
return name_.c_str();
}
virtual float Eval(const std::vector<float> &preds,
const MetaInfo &info) const {
utils::Check(preds.size() % info.labels.size() == 0,
"label and prediction size not match");
size_t ngroup = preds.size() / info.labels.size() - 1;
const unsigned ndata = static_cast<unsigned>(info.labels.size());
utils::Check(ngroup > 1, "pred size does not meet requirement");
utils::Check(ndata == info.info.fold_index.size(), "need fold index");
double wsum = 0.0;
for (size_t k = 0; k < ngroup; ++k) {
std::vector<float> tpred;
MetaInfo tinfo;
for (unsigned i = 0; i < ndata; ++i) {
if (info.info.fold_index[i] == k) {
tpred.push_back(preds[i + (k + 1) * ndata]);
tinfo.labels.push_back(info.labels[i]);
tinfo.weights.push_back(info.GetWeight(i));
}
}
wsum += base_->Eval(tpred, tinfo);
}
return wsum / ngroup;
}
private:
IEvaluator *base_;
std::string name_;
};
/*! \brief AMS: also records best threshold */
struct EvalAMS : public IEvaluator {
public:
@@ -109,7 +149,7 @@ struct EvalAMS : public IEvaluator {
}
virtual float Eval(const std::vector<float> &preds,
const MetaInfo &info) const {
const unsigned ndata = static_cast<unsigned>(preds.size());
const unsigned ndata = static_cast<unsigned>(info.labels.size());
utils::Check(info.weights.size() == ndata, "we need weight to evaluate ams");
std::vector< std::pair<float, unsigned> > rec(ndata);
@@ -206,10 +246,14 @@ struct EvalPrecisionRatio : public IEvaluator{
struct EvalAuc : public IEvaluator {
virtual float Eval(const std::vector<float> &preds,
const MetaInfo &info) const {
utils::Check(preds.size() == info.labels.size(), "label size predict size not match");
std::vector<unsigned> tgptr(2, 0); tgptr[1] = static_cast<unsigned>(preds.size());
utils::Check(info.labels.size() != 0, "label set cannot be empty");
utils::Check(preds.size() % info.labels.size() == 0,
"label size predict size not match");
std::vector<unsigned> tgptr(2, 0);
tgptr[1] = static_cast<unsigned>(info.labels.size());
const std::vector<unsigned> &gptr = info.group_ptr.size() == 0 ? tgptr : info.group_ptr;
utils::Check(gptr.back() == preds.size(),
utils::Check(gptr.back() == info.labels.size(),
"EvalAuc: group structure must match number of prediction");
const unsigned ngroup = static_cast<unsigned>(gptr.size() - 1);
// sum statictis

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@@ -45,7 +45,9 @@ inline IEvaluator* CreateEvaluator(const char *name) {
if (!strncmp(name, "pre@", 4)) return new EvalPrecision(name);
if (!strncmp(name, "pratio@", 7)) return new EvalPrecisionRatio(name);
if (!strncmp(name, "map", 3)) return new EvalMAP(name);
if (!strncmp(name, "ndcg", 3)) return new EvalNDCG(name);
if (!strncmp(name, "ndcg", 4)) return new EvalNDCG(name);
if (!strncmp(name, "ct-", 3)) return new EvalCTest(CreateEvaluator(name+3), name);
utils::Error("unknown evaluation metric type: %s", name);
return NULL;
}

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@@ -123,7 +123,7 @@ class RegLossObj : public IObjFunction{
float p = loss.PredTransform(preds[i]);
float w = info.GetWeight(j);
if (info.labels[j] == 1.0f) w *= scale_pos_weight;
gpair[j] = bst_gpair(loss.FirstOrderGradient(p, info.labels[j]) * w,
gpair[i] = bst_gpair(loss.FirstOrderGradient(p, info.labels[j]) * w,
loss.SecondOrderGradient(p, info.labels[j]) * w);
}
}