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Calculate base_score based on input labels for mae. (#8107)

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Fit an intercept as base score for abs loss.
This commit is contained in:
Jiaming Yuan
2022-09-20 20:53:54 +08:00
committed by GitHub
parent 4f42aa5f12
commit fffb1fca52
42 changed files with 999 additions and 343 deletions
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78
tests/cpp/test_learner.cc
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@@ -3,8 +3,10 @@
*/
#include <gtest/gtest.h>
#include <xgboost/learner.h>
#include <xgboost/objective.h> // ObjFunction
#include <xgboost/version_config.h>
#include <string> // std::stof, std::string
#include <thread>
#include <vector>
@@ -206,8 +208,7 @@ TEST(Learner, MultiThreadedPredict) {
p_dmat->Info().labels.Reshape(kRows);
CHECK_NE(p_dmat->Info().num_col_, 0);
std::shared_ptr<DMatrix> p_data{
RandomDataGenerator{kRows, kCols, 0}.GenerateDMatrix()};
std::shared_ptr<DMatrix> p_data{RandomDataGenerator{kRows, kCols, 0}.GenerateDMatrix()};
CHECK_NE(p_data->Info().num_col_, 0);
std::shared_ptr<Learner> learner{Learner::Create({p_dmat})};
@@ -448,4 +449,77 @@ TEST(Learner, MultiTarget) {
EXPECT_THROW({ learner->Configure(); }, dmlc::Error);
}
}
/**
* Test the model initialization sequence is correctly performed.
*/
TEST(Learner, InitEstimation) {
size_t constexpr kCols = 10;
auto Xy = RandomDataGenerator{10, kCols, 0}.GenerateDMatrix(true);
{
std::unique_ptr<Learner> learner{Learner::Create({Xy})};
learner->SetParam("objective", "reg:absoluteerror");
learner->Configure();
HostDeviceVector<float> predt;
learner->Predict(Xy, false, &predt, 0, 0);
auto h_predt = predt.ConstHostSpan();
for (auto v : h_predt) {
ASSERT_EQ(v, ObjFunction::DefaultBaseScore());
}
Json config{Object{}};
learner->SaveConfig(&config);
auto base_score =
std::stof(get<String const>(config["learner"]["learner_model_param"]["base_score"]));
// No base score is estimated yet.
ASSERT_EQ(base_score, ObjFunction::DefaultBaseScore());
}
{
std::unique_ptr<Learner> learner{Learner::Create({Xy})};
learner->SetParam("objective", "reg:absoluteerror");
learner->UpdateOneIter(0, Xy);
HostDeviceVector<float> predt;
learner->Predict(Xy, false, &predt, 0, 0);
auto h_predt = predt.ConstHostSpan();
for (auto v : h_predt) {
ASSERT_NE(v, ObjFunction::DefaultBaseScore());
}
Json config{Object{}};
learner->SaveConfig(&config);
auto base_score =
std::stof(get<String const>(config["learner"]["learner_model_param"]["base_score"]));
ASSERT_NE(base_score, ObjFunction::DefaultBaseScore());
ASSERT_THROW(
{
learner->SetParam("base_score_estimated", "1");
learner->Configure();
},
dmlc::Error);
}
{
std::unique_ptr<Learner> learner{Learner::Create({Xy})};
learner->SetParam("objective", "reg:absoluteerror");
learner->SetParam("base_score", "1.3");
learner->Configure();
HostDeviceVector<float> predt;
learner->Predict(Xy, false, &predt, 0, 0);
auto h_predt = predt.ConstHostSpan();
for (auto v : h_predt) {
ASSERT_FLOAT_EQ(v, 1.3);
}
learner->UpdateOneIter(0, Xy);
Json config{Object{}};
learner->SaveConfig(&config);
auto base_score =
std::stof(get<String const>(config["learner"]["learner_model_param"]["base_score"]));
// no change
ASSERT_FLOAT_EQ(base_score, 1.3);
}
}
} // namespace xgboost