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Rework the NDCG objective. (#9015)

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This commit is contained in:
Jiaming Yuan
2023-04-18 21:16:06 +08:00
committed by GitHub
parent ba9d24ff7b
commit ef13dd31b1
15 changed files with 1082 additions and 351 deletions
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31
src/common/math.h
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@@ -1,5 +1,5 @@
/*!
* Copyright 2015 by Contributors
/**
* Copyright 2015-2023 by XGBoost Contributors
* \file math.h
* \brief additional math utils
* \author Tianqi Chen
@@ -7,16 +7,19 @@
#ifndef XGBOOST_COMMON_MATH_H_
#define XGBOOST_COMMON_MATH_H_
#include <xgboost/base.h>
#include <xgboost/base.h> // for XGBOOST_DEVICE
#include <algorithm>
#include <cmath>
#include <limits>
#include <utility>
#include <vector>
#include <algorithm> // for max
#include <cmath> // for exp, abs, log, lgamma
#include <limits> // for numeric_limits
#include <type_traits> // for is_floating_point, conditional, is_signed, is_same, declval, enable_if
#include <utility> // for pair
namespace xgboost {
namespace common {
template <typename T> XGBOOST_DEVICE T Sqr(T const &w) { return w * w; }
/*!
* \brief calculate the sigmoid of the input.
* \param x input parameter
@@ -30,9 +33,11 @@ XGBOOST_DEVICE inline float Sigmoid(float x) {
return y;
}
template <typename T>
XGBOOST_DEVICE inline static T Sqr(T a) { return a * a; }
XGBOOST_DEVICE inline double Sigmoid(double x) {
auto denom = std::exp(-x) + 1.0;
auto y = 1.0 / denom;
return y;
}
/*!
* \brief Equality test for both integer and floating point.
*/
@@ -134,10 +139,6 @@ inline static bool CmpFirst(const std::pair<float, unsigned> &a,
const std::pair<float, unsigned> &b) {
return a.first > b.first;
}
inline static bool CmpSecond(const std::pair<float, unsigned> &a,
const std::pair<float, unsigned> &b) {
return a.second > b.second;
}
// Redefined here to workaround a VC bug that doesn't support overloading for integer
// types.

6
src/common/ranking_utils.h
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@@ -70,7 +70,7 @@ struct LambdaRankParam : public XGBoostParameter<LambdaRankParam> {
// pairs
// should be accessed by getter for auto configuration.
// nolint so that we can keep the string name.
PairMethod lambdarank_pair_method{PairMethod::kMean}; // NOLINT
PairMethod lambdarank_pair_method{PairMethod::kTopK}; // NOLINT
std::size_t lambdarank_num_pair_per_sample{NotSet()}; // NOLINT
public:
@@ -78,7 +78,7 @@ struct LambdaRankParam : public XGBoostParameter<LambdaRankParam> {
// unbiased
bool lambdarank_unbiased{false};
double lambdarank_bias_norm{2.0};
double lambdarank_bias_norm{1.0};
// ndcg
bool ndcg_exp_gain{true};
@@ -135,7 +135,7 @@ struct LambdaRankParam : public XGBoostParameter<LambdaRankParam> {
.set_default(false)
.describe("Unbiased lambda mart. Use extended IPW to debias click position");
DMLC_DECLARE_FIELD(lambdarank_bias_norm)
.set_default(2.0)
.set_default(1.0)
.set_lower_bound(0.0)
.describe("Lp regularization for unbiased lambdarank.");
DMLC_DECLARE_FIELD(ndcg_exp_gain)