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Address #2754, accuracy issues with gpu_hist (#3793)

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* Address windows compilation error

* Do not allow divide by zero in weight calculation

* Update tests
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Rory Mitchell 2018-10-15 17:50:31 +13:00 committed by GitHub
parent 516457fadc
commit f00fd87b36
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3 changed files with 5 additions and 4 deletions
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3
src/objective/multiclass_obj.cu
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@ -101,7 +101,8 @@ class SoftmaxMultiClassObj : public ObjFunction {
for (int k = 0; k < nclass; ++k) { for (int k = 0; k < nclass; ++k) {
// Computation duplicated to avoid creating a cache. // Computation duplicated to avoid creating a cache.
bst_float p = expf(point[k] - wmax) / static_cast<float>(wsum); bst_float p = expf(point[k] - wmax) / static_cast<float>(wsum);
const bst_float h = fmax(2.0f * p * (1.0f - p) * wt, kRtEps); const float eps = 1e-16f;
const bst_float h = fmax(2.0f * p * (1.0f - p) * wt, eps);
p = label == k ? p - 1.0f : p; p = label == k ? p - 1.0f : p;
gpair[idx * nclass + k] = GradientPair(p * wt, h); gpair[idx * nclass + k] = GradientPair(p * wt, h);
} }

2
src/tree/param.h
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@ -292,7 +292,7 @@ XGBOOST_DEVICE inline T CalcGain(const TrainingParams &p, T sum_grad, T sum_hess
template <typename TrainingParams, typename T> template <typename TrainingParams, typename T>
XGBOOST_DEVICE inline T CalcWeight(const TrainingParams &p, T sum_grad, XGBOOST_DEVICE inline T CalcWeight(const TrainingParams &p, T sum_grad,
T sum_hess) { T sum_hess) {
if (sum_hess < p.min_child_weight) { if (sum_hess < p.min_child_weight || sum_hess <= 0.0) {
return 0.0; return 0.0;
} }
T dw; T dw;

4
tests/python-gpu/test_gpu_updaters.py
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@ -28,8 +28,8 @@ class TestGPU(unittest.TestCase):
assert_gpu_results(cpu_results, gpu_results) assert_gpu_results(cpu_results, gpu_results)
def test_gpu_hist(self): def test_gpu_hist(self):
variable_param = {'n_gpus': [-1], 'max_depth': [2, 10], 'max_leaves': [255, 4], variable_param = {'n_gpus': [-1], 'max_depth': [2, 8], 'max_leaves': [255, 4],
'max_bin': [2, 256], 'max_bin': [2, 256], 'min_child_weight': [0, 1], 'lambda': [0.0, 1.0],
'grow_policy': ['lossguide']} 'grow_policy': ['lossguide']}
for param in parameter_combinations(variable_param): for param in parameter_combinations(variable_param):
param['tree_method'] = 'gpu_hist' param['tree_method'] = 'gpu_hist'