14 Commits

Author SHA1 Message Date
Jiaming Yuan
3e26107a9c
Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
Jiaming Yuan
d4349426d8
Re-implement PR-AUC. (#7297)
* Support binary/multi-class classification, ranking.
* Add documents.
* Handle missing data.
2021-10-26 13:07:50 +08:00
Jiaming Yuan
bcc0277338
Re-implement ROC-AUC. (#6747)
* Re-implement ROC-AUC.

* Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when the dataset is invalid, which can happen if there's an
  empty dataset, or when the dataset contains only positive or negative values.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
2021-03-20 16:52:40 +08:00
sriramch
d2231fc840
Ranking metric acceleration on the gpu (#5398) 2020-03-22 19:38:48 +13:00
sriramch
5dc8e894c9
Fixes and changes to the ranking metrics computed on cpu (#5380)
* - fixes and changes to the ranking metrics computed on cpu
  - auc/aucpr ranking metric accelerated on cpu
  - fixes to the auc/aucpr metrics
2020-03-03 15:56:36 +13:00
Rong Ou
38ab79f889 Make HostDeviceVector single gpu only (#4773)
* Make HostDeviceVector single gpu only
2019-08-26 09:51:13 +12:00
Philip Hyunsu Cho
96bf91725b
Support ndcg- and map- (#4635) 2019-07-03 22:51:48 -07:00
Jiaming Yuan
c589eff941
De-duplicate GPU parameters. (#4454)
* Only define `gpu_id` and `n_gpus` in `LearnerTrainParam`
* Pass LearnerTrainParam through XGBoost vid factory method.
* Disable all GPU usage when GPU related parameters are not specified (fixes XGBoost choosing GPU over aggressively).
* Test learner train param io.
* Fix gpu pickling.
2019-05-29 11:55:57 +08:00
Jiaming Yuan
48dddfd635
Porting elementwise metrics to GPU. (#3952)
* Port elementwise metrics to GPU.

* All elementwise metrics are converted to static polymorphic.
* Create a reducer for metrics reduction.
* Remove const of Metric::Eval to accommodate CubMemory.
2018-12-01 18:46:45 +13:00
trivialfis
cf2d86a4f6 Add travis sanitizers tests. (#3557)
* Add travis sanitizers tests.

* Add gcc-7 in Travis.
* Add SANITIZER_PATH for CMake.
* Enable sanitizer tests in Travis.

* Fix memory leaks in tests.

* Fix all memory leaks reported by Address Sanitizer.
* tests/cpp/helpers.h/CreateDMatrix now returns raw pointer.
2018-08-19 16:40:30 +12:00
Rory Mitchell
a1ec7b1716
Change reduce operation from thrust to cub. Fix for cuda 9.1 error (#3218)
* Change reduce operation from thrust to cub. Fix for cuda 9.1 runtime error

* Unit test sum reduce
2018-04-04 14:21:48 +12:00
Arjan van der Velde
04221a7469 rank_metric: add AUC-PR (#3172)
* rank_metric: add AUC-PR

Implementation of the AUC-PR calculation for weighted data, proposed by Keilwagen, Grosse and Grau (https://doi.org/10.1371/journal.pone.0092209)

* rank_metric: fix lint warnings

* Implement tests for AUC-PR and fix implementation

* add aucpr to documentation for other languages
2018-03-23 10:43:47 -04:00
Rory Mitchell
e939192978 Cmake improvements (#2487)
* Cmake improvements
* Add google test to cmake
2017-07-06 18:05:11 +12:00
AbdealiJK
a7e20555a3 tests/cpp: Add tests for rank_metrics.cc 2016-12-04 11:25:57 -08:00