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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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122
tests/cpp/objective/test_lambdarank_obj.cc
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@@ -5,6 +5,7 @@
#include <gtest/gtest.h> // for Test, Message, TestPartResult, CmpHel...
#include <algorithm> // for sort
#include <cstddef> // for size_t
#include <initializer_list> // for initializer_list
#include <map> // for map
@@ -13,7 +14,6 @@
#include <string> // for char_traits, basic_string, string
#include <vector> // for vector
#include "../../../src/common/ranking_utils.h" // for LambdaRankParam
#include "../../../src/common/ranking_utils.h" // for NDCGCache, LambdaRankParam
#include "../helpers.h" // for CheckRankingObjFunction, CheckConfigReload
#include "xgboost/base.h" // for GradientPair, bst_group_t, Args
@@ -25,6 +25,126 @@
#include "xgboost/span.h" // for Span
namespace xgboost::obj {
TEST(LambdaRank, NDCGJsonIO) {
Context ctx;
TestNDCGJsonIO(&ctx);
}
void TestNDCGGPair(Context const* ctx) {
{
std::unique_ptr<xgboost::ObjFunction> obj{xgboost::ObjFunction::Create("rank:ndcg", ctx)};
obj->Configure(Args{{"lambdarank_pair_method", "topk"}});
CheckConfigReload(obj, "rank:ndcg");
// No gain in swapping 2 documents.
CheckRankingObjFunction(obj,
{1, 1, 1, 1},
{1, 1, 1, 1},
{1.0f, 1.0f},
{0, 2, 4},
{0.0f, -0.0f, 0.0f, 0.0f},
{0.0f, 0.0f, 0.0f, 0.0f});
}
{
std::unique_ptr<xgboost::ObjFunction> obj{xgboost::ObjFunction::Create("rank:ndcg", ctx)};
obj->Configure(Args{{"lambdarank_pair_method", "topk"}});
// Test with setting sample weight to second query group
CheckRankingObjFunction(obj,
{0, 0.1f, 0, 0.1f},
{0, 1, 0, 1},
{2.0f, 0.0f},
{0, 2, 4},
{2.06611f, -2.06611f, 0.0f, 0.0f},
{2.169331f, 2.169331f, 0.0f, 0.0f});
CheckRankingObjFunction(obj,
{0, 0.1f, 0, 0.1f},
{0, 1, 0, 1},
{2.0f, 2.0f},
{0, 2, 4},
{2.06611f, -2.06611f, 2.06611f, -2.06611f},
{2.169331f, 2.169331f, 2.169331f, 2.169331f});
}
std::unique_ptr<xgboost::ObjFunction> obj{xgboost::ObjFunction::Create("rank:ndcg", ctx)};
obj->Configure(Args{{"lambdarank_pair_method", "topk"}});
HostDeviceVector<float> predts{0, 1, 0, 1};
MetaInfo info;
info.labels = linalg::Tensor<float, 2>{{0, 1, 0, 1}, {4, 1}, GPUIDX};
info.group_ptr_ = {0, 2, 4};
info.num_row_ = 4;
HostDeviceVector<GradientPair> gpairs;
obj->GetGradient(predts, info, 0, &gpairs);
ASSERT_EQ(gpairs.Size(), predts.Size());
{
predts = {1, 0, 1, 0};
HostDeviceVector<GradientPair> gpairs;
obj->GetGradient(predts, info, 0, &gpairs);
for (size_t i = 0; i < gpairs.Size(); ++i) {
ASSERT_GT(gpairs.HostSpan()[i].GetHess(), 0);
}
ASSERT_LT(gpairs.HostSpan()[1].GetGrad(), 0);
ASSERT_LT(gpairs.HostSpan()[3].GetGrad(), 0);
ASSERT_GT(gpairs.HostSpan()[0].GetGrad(), 0);
ASSERT_GT(gpairs.HostSpan()[2].GetGrad(), 0);
info.weights_ = {2, 3};
HostDeviceVector<GradientPair> weighted_gpairs;
obj->GetGradient(predts, info, 0, &weighted_gpairs);
auto const& h_gpairs = gpairs.ConstHostSpan();
auto const& h_weighted_gpairs = weighted_gpairs.ConstHostSpan();
for (size_t i : {0ul, 1ul}) {
ASSERT_FLOAT_EQ(h_weighted_gpairs[i].GetGrad(), h_gpairs[i].GetGrad() * 2.0f);
ASSERT_FLOAT_EQ(h_weighted_gpairs[i].GetHess(), h_gpairs[i].GetHess() * 2.0f);
}
for (size_t i : {2ul, 3ul}) {
ASSERT_FLOAT_EQ(h_weighted_gpairs[i].GetGrad(), h_gpairs[i].GetGrad() * 3.0f);
ASSERT_FLOAT_EQ(h_weighted_gpairs[i].GetHess(), h_gpairs[i].GetHess() * 3.0f);
}
}
ASSERT_NO_THROW(obj->DefaultEvalMetric());
}
TEST(LambdaRank, NDCGGPair) {
Context ctx;
TestNDCGGPair(&ctx);
}
void TestUnbiasedNDCG(Context const* ctx) {
std::unique_ptr<xgboost::ObjFunction> obj{xgboost::ObjFunction::Create("rank:ndcg", ctx)};
obj->Configure(Args{{"lambdarank_pair_method", "topk"},
{"lambdarank_unbiased", "true"},
{"lambdarank_bias_norm", "0"}});
std::shared_ptr<DMatrix> p_fmat{RandomDataGenerator{10, 1, 0.0f}.GenerateDMatrix(true, false, 2)};
auto h_label = p_fmat->Info().labels.HostView().Values();
// Move clicked samples to the beginning.
std::sort(h_label.begin(), h_label.end(), std::greater<>{});
HostDeviceVector<float> predt(p_fmat->Info().num_row_, 1.0f);
HostDeviceVector<GradientPair> out_gpair;
obj->GetGradient(predt, p_fmat->Info(), 0, &out_gpair);
Json config{Object{}};
obj->SaveConfig(&config);
auto ti_plus = get<F32Array const>(config["ti+"]);
ASSERT_FLOAT_EQ(ti_plus[0], 1.0);
// bias is non-increasing when prediction is constant. (constant cost on swapping documents)
for (std::size_t i = 1; i < ti_plus.size(); ++i) {
ASSERT_LE(ti_plus[i], ti_plus[i - 1]);
}
auto tj_minus = get<F32Array const>(config["tj-"]);
ASSERT_FLOAT_EQ(tj_minus[0], 1.0);
}
TEST(LambdaRank, UnbiasedNDCG) {
Context ctx;
TestUnbiasedNDCG(&ctx);
}
void InitMakePairTest(Context const* ctx, MetaInfo* out_info, HostDeviceVector<float>* out_predt) {
out_predt->SetDevice(ctx->gpu_id);
MetaInfo& info = *out_info;