xgboost/tests/python-gpu/test_gpu_linear.py
Jiaming Yuan 1311a20f49
[BP] Fix num_boosted_rounds for linear model. (#7538) (#7559)
* Add note.

* Fix n boosted rounds.
2022-01-14 00:20:57 +08:00

77 lines
2.8 KiB
Python

import sys
from hypothesis import strategies, given, settings, assume, note
import pytest
import xgboost as xgb
sys.path.append("tests/python")
import testing as tm
parameter_strategy = strategies.fixed_dictionaries({
'booster': strategies.just('gblinear'),
'eta': strategies.floats(0.01, 0.25),
'tolerance': strategies.floats(1e-5, 1e-2),
'nthread': strategies.integers(1, 4),
'feature_selector': strategies.sampled_from(['cyclic', 'shuffle',
'greedy', 'thrifty']),
'top_k': strategies.integers(1, 10),
})
def train_result(param, dmat, num_rounds):
result = {}
booster = xgb.train(
param, dmat, num_rounds, [(dmat, 'train')], verbose_eval=False,
evals_result=result
)
assert booster.num_boosted_rounds() == num_rounds
return result
class TestGPULinear:
@given(parameter_strategy, strategies.integers(10, 50),
tm.dataset_strategy)
@settings(deadline=None)
def test_gpu_coordinate(self, param, num_rounds, dataset):
assume(len(dataset.y) > 0)
param['updater'] = 'gpu_coord_descent'
param = dataset.set_params(param)
result = train_result(param, dataset.get_dmat(), num_rounds)['train'][dataset.metric]
note(result)
assert tm.non_increasing(result)
# Loss is not guaranteed to always decrease because of regularisation parameters
# We test a weaker condition that the loss has not increased between the first and last
# iteration
@given(parameter_strategy, strategies.integers(10, 50),
tm.dataset_strategy, strategies.floats(1e-5, 2.0),
strategies.floats(1e-5, 2.0))
@settings(deadline=None)
def test_gpu_coordinate_regularised(self, param, num_rounds, dataset, alpha, lambd):
assume(len(dataset.y) > 0)
param['updater'] = 'gpu_coord_descent'
param['alpha'] = alpha
param['lambda'] = lambd
param = dataset.set_params(param)
result = train_result(param, dataset.get_dmat(), num_rounds)['train'][dataset.metric]
note(result)
assert tm.non_increasing([result[0], result[-1]])
@pytest.mark.skipif(**tm.no_cupy())
def test_gpu_coordinate_from_cupy(self):
# Training linear model is quite expensive, so we don't include it in
# test_from_cupy.py
import cupy
params = {'booster': 'gblinear', 'updater': 'gpu_coord_descent',
'n_estimators': 100}
X, y = tm.get_boston()
cpu_model = xgb.XGBRegressor(**params)
cpu_model.fit(X, y)
cpu_predt = cpu_model.predict(X)
X = cupy.array(X)
y = cupy.array(y)
gpu_model = xgb.XGBRegressor(**params)
gpu_model.fit(X, y)
gpu_predt = gpu_model.predict(X)
cupy.testing.assert_allclose(cpu_predt, gpu_predt)