/** * Copyright 2018-2023 by XGBoost contributors */ #pragma once #include #include #include #include #include "../../../src/common/linalg_op.h" #include "../helpers.h" namespace xgboost { namespace metric { inline void CheckDeterministicMetricElementWise(StringView name, int32_t device) { auto ctx = MakeCUDACtx(device); std::unique_ptr metric{Metric::Create(name.c_str(), &ctx)}; HostDeviceVector predts; size_t n_samples = 2048; auto p_fmat = EmptyDMatrix(); MetaInfo& info = p_fmat->Info(); info.labels.Reshape(n_samples, 1); info.num_row_ = n_samples; auto &h_labels = info.labels.Data()->HostVector(); auto &h_predts = predts.HostVector(); SimpleLCG lcg; SimpleRealUniformDistribution dist{0.0f, 1.0f}; h_labels.resize(n_samples); h_predts.resize(n_samples); for (size_t i = 0; i < n_samples; ++i) { h_predts[i] = dist(&lcg); h_labels[i] = dist(&lcg); } auto result = metric->Evaluate(predts, p_fmat); for (size_t i = 0; i < 8; ++i) { ASSERT_EQ(metric->Evaluate(predts, p_fmat), result); } } inline void VerifyRMSE(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); xgboost::Metric * metric = xgboost::Metric::Create("rmse", &ctx); metric->Configure({}); ASSERT_STREQ(metric->Name(), "rmse"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.6403f, 0.001f); auto expected = 2.8284f; if (collective::IsDistributed() && data_split_mode == DataSplitMode::kRow) { expected = sqrt(8.0f * collective::GetWorldSize()); } EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { -1, 1, 9, -9}, {}, data_split_mode), expected, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { 1, 2, 9, 8}, {}, data_split_mode), 0.6708f, 0.001f); delete metric; CheckDeterministicMetricElementWise(StringView{"rmse"}, GPUIDX); } inline void VerifyRMSLE(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); xgboost::Metric * metric = xgboost::Metric::Create("rmsle", &ctx); metric->Configure({}); ASSERT_STREQ(metric->Name(), "rmsle"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, {}, {}, data_split_mode), 0.4063f, 1e-4); auto expected = 0.6212f; if (collective::IsDistributed() && data_split_mode == DataSplitMode::kRow) { expected = sqrt(0.3859f * collective::GetWorldSize()); } EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, { 0, -1, 1, -9, 9}, {}, data_split_mode), expected, 1e-4); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, { 0, 1, 2, 9, 8}, {}, data_split_mode), 0.2415f, 1e-4); delete metric; CheckDeterministicMetricElementWise(StringView{"rmsle"}, GPUIDX); } inline void VerifyMAE(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); xgboost::Metric * metric = xgboost::Metric::Create("mae", &ctx); metric->Configure({}); ASSERT_STREQ(metric->Name(), "mae"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.5f, 0.001f); auto expected = 8.0f; if (collective::IsDistributed() && data_split_mode == DataSplitMode::kRow) { expected *= collective::GetWorldSize(); } EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { -1, 1, 9, -9}, {}, data_split_mode), expected, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { 1, 2, 9, 8}, {}, data_split_mode), 0.54f, 0.001f); delete metric; CheckDeterministicMetricElementWise(StringView{"mae"}, GPUIDX); } inline void VerifyMAPE(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); xgboost::Metric * metric = xgboost::Metric::Create("mape", &ctx); metric->Configure({}); ASSERT_STREQ(metric->Name(), "mape"); EXPECT_NEAR(GetMetricEval(metric, {150, 300}, {100, 200}, {}, {}, data_split_mode), 0.5f, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {50, 400, 500, 4000}, {100, 200, 500, 1000}, {}, {}, data_split_mode), 1.125f, 0.001f); auto expected = -26.5f; if (collective::IsDistributed() && data_split_mode == DataSplitMode::kRow) { expected *= collective::GetWorldSize(); } EXPECT_NEAR(GetMetricEval(metric, {50, 400, 500, 4000}, {100, 200, 500, 1000}, { -1, 1, 9, -9}, {}, data_split_mode), expected, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {50, 400, 500, 4000}, {100, 200, 500, 1000}, { 1, 2, 9, 8}, {}, data_split_mode), 1.3250f, 0.001f); delete metric; CheckDeterministicMetricElementWise(StringView{"mape"}, GPUIDX); } inline void VerifyMPHE(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); std::unique_ptr metric{xgboost::Metric::Create("mphe", &ctx)}; metric->Configure({}); ASSERT_STREQ(metric->Name(), "mphe"); EXPECT_NEAR(GetMetricEval(metric.get(), {0, 1}, {0, 1}, {}, {}, data_split_mode), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric.get(), {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.1751f, 1e-4); auto expected = 3.40375f; if (collective::IsDistributed() && data_split_mode == DataSplitMode::kRow) { expected *= collective::GetWorldSize(); } EXPECT_NEAR(GetMetricEval(metric.get(), {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { -1, 1, 9, -9}, {}, data_split_mode), expected, 1e-4); EXPECT_NEAR(GetMetricEval(metric.get(), {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { 1, 2, 9, 8}, {}, data_split_mode), 0.1922f, 1e-4); CheckDeterministicMetricElementWise(StringView{"mphe"}, GPUIDX); metric->Configure({{"huber_slope", "0.1"}}); EXPECT_NEAR(GetMetricEval(metric.get(), {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { 1, 2, 9, 8}, {}, data_split_mode), 0.0461686f, 1e-4); } inline void VerifyLogLoss(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); xgboost::Metric * metric = xgboost::Metric::Create("logloss", &ctx); metric->Configure({}); ASSERT_STREQ(metric->Name(), "logloss"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.5f, 1e-17f, 1.0f+1e-17f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.1996f, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 1.2039f, 0.001f); auto expected = 21.9722f; if (collective::IsDistributed() && data_split_mode == DataSplitMode::kRow) { expected *= collective::GetWorldSize(); } EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { -1, 1, 9, -9}, {}, data_split_mode), expected, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { 1, 2, 9, 8}, {}, data_split_mode), 1.3138f, 0.001f); delete metric; CheckDeterministicMetricElementWise(StringView{"logloss"}, GPUIDX); } inline void VerifyError(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); xgboost::Metric * metric = xgboost::Metric::Create("error", &ctx); metric->Configure({}); ASSERT_STREQ(metric->Name(), "error"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 0, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.5f, 0.001f); auto expected = 10.0f; if (collective::IsDistributed() && data_split_mode == DataSplitMode::kRow) { expected *= collective::GetWorldSize(); } EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { -1, 1, 9, -9}, {}, data_split_mode), expected, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { 1, 2, 9, 8}, {}, data_split_mode), 0.55f, 0.001f); EXPECT_ANY_THROW(xgboost::Metric::Create("error@abc", &ctx)); delete metric; metric = xgboost::Metric::Create("error@0.5f", &ctx); metric->Configure({}); EXPECT_STREQ(metric->Name(), "error"); delete metric; metric = xgboost::Metric::Create("error@0.1", &ctx); metric->Configure({}); ASSERT_STREQ(metric->Name(), "error@0.1"); EXPECT_STREQ(metric->Name(), "error@0.1"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 0, 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); expected = 9.0f; if (collective::IsDistributed() && data_split_mode == DataSplitMode::kRow) { expected *= collective::GetWorldSize(); } EXPECT_NEAR(GetMetricEval(metric, {-0.1f, -0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { -1, 1, 9, -9}, {}, data_split_mode), expected, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {-0.1f, -0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { 1, 2, 9, 8}, {}, data_split_mode), 0.45f, 0.001f); delete metric; CheckDeterministicMetricElementWise(StringView{"error@0.5"}, GPUIDX); } inline void VerifyPoissonNegLogLik(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); xgboost::Metric * metric = xgboost::Metric::Create("poisson-nloglik", &ctx); metric->Configure({}); ASSERT_STREQ(metric->Name(), "poisson-nloglik"); EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}, {}, {}, data_split_mode), 0.5f, 1e-10); EXPECT_NEAR(GetMetricEval(metric, {0.5f, 1e-17f, 1.0f+1e-17f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 0.6263f, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, {}, {}, data_split_mode), 1.1019f, 0.001f); auto expected = 13.3750f; if (collective::IsDistributed() && data_split_mode == DataSplitMode::kRow) { expected *= collective::GetWorldSize(); } EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { -1, 1, 9, -9}, {}, data_split_mode), expected, 0.001f); EXPECT_NEAR(GetMetricEval(metric, {0.1f, 0.9f, 0.1f, 0.9f}, { 0, 0, 1, 1}, { 1, 2, 9, 8}, {}, data_split_mode), 1.5783f, 0.001f); delete metric; CheckDeterministicMetricElementWise(StringView{"poisson-nloglik"}, GPUIDX); } inline void VerifyMultiRMSE(DataSplitMode data_split_mode = DataSplitMode::kRow) { size_t n_samples = 32, n_targets = 8; linalg::Tensor y{{n_samples, n_targets}, GPUIDX}; auto &h_y = y.Data()->HostVector(); std::iota(h_y.begin(), h_y.end(), 0); HostDeviceVector predt(n_samples * n_targets, 0); auto ctx = MakeCUDACtx(GPUIDX); std::unique_ptr metric{Metric::Create("rmse", &ctx)}; metric->Configure({}); auto loss = GetMultiMetricEval(metric.get(), predt, y, {}, {}, data_split_mode); std::vector weights(n_samples, 1); auto loss_w = GetMultiMetricEval(metric.get(), predt, y, weights, {}, data_split_mode); std::transform(h_y.cbegin(), h_y.cend(), h_y.begin(), [](auto &v) { return v * v; }); auto ret = std::sqrt(std::accumulate(h_y.cbegin(), h_y.cend(), 1.0, std::plus<>{}) / h_y.size()); ASSERT_FLOAT_EQ(ret, loss); ASSERT_FLOAT_EQ(ret, loss_w); } inline void VerifyQuantile(DataSplitMode data_split_mode = DataSplitMode::kRow) { auto ctx = MakeCUDACtx(GPUIDX); std::unique_ptr metric{Metric::Create("quantile", &ctx)}; HostDeviceVector predts{0.1f, 0.9f, 0.1f, 0.9f}; std::vector labels{0.5f, 0.5f, 0.9f, 0.1f}; std::vector weights{0.2f, 0.4f, 0.6f, 0.8f}; metric->Configure(Args{{"quantile_alpha", "[0.0]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, weights, {}, data_split_mode), 0.400f, 0.001f); metric->Configure(Args{{"quantile_alpha", "[0.2]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, weights, {}, data_split_mode), 0.376f, 0.001f); metric->Configure(Args{{"quantile_alpha", "[0.4]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, weights, {}, data_split_mode), 0.352f, 0.001f); metric->Configure(Args{{"quantile_alpha", "[0.8]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, weights, {}, data_split_mode), 0.304f, 0.001f); metric->Configure(Args{{"quantile_alpha", "[1.0]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, weights, {}, data_split_mode), 0.28f, 0.001f); metric->Configure(Args{{"quantile_alpha", "[0.0]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, {}, {}, data_split_mode), 0.3f, 0.001f); metric->Configure(Args{{"quantile_alpha", "[0.2]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, {}, {}, data_split_mode), 0.3f, 0.001f); metric->Configure(Args{{"quantile_alpha", "[0.4]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, {}, {}, data_split_mode), 0.3f, 0.001f); metric->Configure(Args{{"quantile_alpha", "[0.8]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, {}, {}, data_split_mode), 0.3f, 0.001f); metric->Configure(Args{{"quantile_alpha", "[1.0]"}}); EXPECT_NEAR(GetMetricEval(metric.get(), predts, labels, {}, {}, data_split_mode), 0.3f, 0.001f); } } // namespace metric } // namespace xgboost