/** * Copyright 2016-2023 by XGBoost Contributors */ #pragma once #include // for Test, EXPECT_NEAR, ASSERT_STREQ #include // for Context #include // for MetaInfo, DMatrix #include // for Matrix #include // for Metric #include // for max #include // for unique_ptr #include // for vector #include "../helpers.h" // for GetMetricEval, CreateEmptyGe... #include "xgboost/base.h" // for bst_float, kRtEps #include "xgboost/host_device_vector.h" // for HostDeviceVector #include "xgboost/json.h" // for Json, String, Object namespace xgboost::metric { inline void VerifyPrecision(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); std::unique_ptr metric{Metric::Create("pre", &ctx)}; ASSERT_STREQ(metric->Name(), "pre"); EXPECT_NEAR(GetMetricEval(metric.get(), {0, 1}, {0, 1}, {}, {}, data_split_mode), 0.5, 1e-7); EXPECT_NEAR( GetMetricEval(metric.get(), {0.1f, 0.9f, 0.1f, 0.9f}, {0, 0, 1, 1}, {}, {}, data_split_mode), 0.5, 1e-7); metric.reset(xgboost::Metric::Create("pre@2", &ctx)); ASSERT_STREQ(metric->Name(), "pre@2"); EXPECT_NEAR(GetMetricEval(metric.get(), {0, 1}, {0, 1}, {}, {}, data_split_mode), 0.5f, 1e-7); EXPECT_NEAR( GetMetricEval(metric.get(), {0.1f, 0.9f, 0.1f, 0.9f}, {0, 0, 1, 1}, {}, {}, data_split_mode), 0.5f, 0.001f); EXPECT_ANY_THROW(GetMetricEval(metric.get(), {0, 1}, {}, {}, {}, data_split_mode)); metric.reset(xgboost::Metric::Create("pre@4", &ctx)); EXPECT_NEAR(GetMetricEval(metric.get(), {0.2f, 0.3f, 0.4f, 0.5f, 0.6f, 0.7f}, {0.0f, 1.0f, 0.0f, 0.0f, 1.0f, 1.0f}, {}, {}, data_split_mode), 0.5f, 1e-7); } inline void VerifyNDCG(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); Metric * metric = xgboost::Metric::Create("ndcg", &ctx); ASSERT_STREQ(metric->Name(), "ndcg"); EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {}, {}, {}, data_split_mode)); ASSERT_NEAR(GetMetricEval(metric, xgboost::HostDeviceVector{}, {}, {}, {}, data_split_mode), 1, 1e-10); ASSERT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 1, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.6509f, 0.001f); delete metric; metric = xgboost::Metric::Create("ndcg@2", &ctx); ASSERT_STREQ(metric->Name(), "ndcg@2"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 1, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.3868f, 0.001f); delete metric; metric = xgboost::Metric::Create("ndcg@-", &ctx); ASSERT_STREQ(metric->Name(), "ndcg-"); EXPECT_NEAR(GetMetricEval(metric, xgboost::HostDeviceVector{}, {}, {}, {}, data_split_mode), 0, 1e-10); ASSERT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 1.f, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.6509f, 0.001f); delete metric; metric = xgboost::Metric::Create("ndcg-", &ctx); ASSERT_STREQ(metric->Name(), "ndcg-"); EXPECT_NEAR(GetMetricEval(metric, xgboost::HostDeviceVector{}, {}, {}, {}, data_split_mode), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 1.f, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.6509f, 0.001f); delete metric; metric = xgboost::Metric::Create("ndcg@2-", &ctx); ASSERT_STREQ(metric->Name(), "ndcg@2-"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 1.f, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 1.f - 0.3868f, 1.f - 0.001f); delete metric; } inline void VerifyMAP(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); Metric * metric = xgboost::Metric::Create("map", &ctx); ASSERT_STREQ(metric->Name(), "map"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 1, kRtEps); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.5f, 0.001f); EXPECT_NEAR(GetMetricEval(metric, xgboost::HostDeviceVector{}, std::vector{}, {}, {}, data_split_mode), 1, 1e-10); // Rank metric with group info EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.2f, 0.8f, 0.4f, 1.7f}, {1, 1, 1, 0, 1, 0}, // Labels {}, // Weights {0, 2, 5, 6}, // Group info data_split_mode), 0.8611f, 0.001f); delete metric; metric = xgboost::Metric::Create("map@-", &ctx); ASSERT_STREQ(metric->Name(), "map-"); EXPECT_NEAR(GetMetricEval(metric, xgboost::HostDeviceVector{}, {}, {}, {}, data_split_mode), 0, 1e-10); delete metric; metric = xgboost::Metric::Create("map-", &ctx); ASSERT_STREQ(metric->Name(), "map-"); EXPECT_NEAR(GetMetricEval(metric, xgboost::HostDeviceVector{}, {}, {}, {}, data_split_mode), 0, 1e-10); delete metric; metric = xgboost::Metric::Create("map@2", &ctx); ASSERT_STREQ(metric->Name(), "map@2"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 1, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.25f, 0.001f); delete metric; } inline void VerifyNDCGExpGain(DataSplitMode data_split_mode = DataSplitMode::kRow) { Context ctx = MakeCUDACtx(GPUIDX); auto p_fmat = xgboost::RandomDataGenerator{0, 0, 0}.GenerateDMatrix(); MetaInfo& info = p_fmat->Info(); info.labels = linalg::Matrix{{10.0f, 0.0f, 0.0f, 1.0f, 5.0f}, {5}, ctx.Device()}; info.num_row_ = info.labels.Shape(0); info.group_ptr_.resize(2); info.group_ptr_[0] = 0; info.group_ptr_[1] = info.num_row_; info.data_split_mode = data_split_mode; HostDeviceVector predt{{0.1f, 0.2f, 0.3f, 4.0f, 70.0f}}; std::unique_ptr metric{Metric::Create("ndcg", &ctx)}; Json config{Object{}}; config["name"] = String{"ndcg"}; config["lambdarank_param"] = Object{}; config["lambdarank_param"]["ndcg_exp_gain"] = String{"true"}; config["lambdarank_param"]["lambdarank_num_pair_per_sample"] = String{"32"}; metric->LoadConfig(config); auto ndcg = metric->Evaluate(predt, p_fmat); ASSERT_NEAR(ndcg, 0.409738f, kRtEps); config["lambdarank_param"]["ndcg_exp_gain"] = String{"false"}; metric->LoadConfig(config); ndcg = metric->Evaluate(predt, p_fmat); ASSERT_NEAR(ndcg, 0.695694f, kRtEps); predt.HostVector() = info.labels.Data()->HostVector(); ndcg = metric->Evaluate(predt, p_fmat); ASSERT_NEAR(ndcg, 1.0, kRtEps); } } // namespace xgboost::metric