xgboost/tests/cpp/objective/test_regression_obj.cc
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

481 lines
18 KiB
C++

/*!
* Copyright 2017-2022 XGBoost contributors
*/
#include <gtest/gtest.h>
#include <xgboost/context.h>
#include <xgboost/json.h>
#include <xgboost/objective.h>
#include "../../../src/objective/adaptive.h"
#include "../helpers.h"
namespace xgboost {
TEST(Objective, DeclareUnifiedTest(LinearRegressionGPair)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:squarederror", &ctx)};
obj->Configure(args);
CheckObjFunction(obj,
{0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{0, 0, 0, 0, 1, 1, 1, 1},
{1, 1, 1, 1, 1, 1, 1, 1},
{0, 0.1f, 0.9f, 1.0f, -1.0f, -0.9f, -0.1f, 0},
{1, 1, 1, 1, 1, 1, 1, 1});
CheckObjFunction(obj,
{0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{0, 0, 0, 0, 1, 1, 1, 1},
{}, // empty weight
{0, 0.1f, 0.9f, 1.0f, -1.0f, -0.9f, -0.1f, 0},
{1, 1, 1, 1, 1, 1, 1, 1});
ASSERT_NO_THROW(obj->DefaultEvalMetric());
}
TEST(Objective, DeclareUnifiedTest(SquaredLog)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:squaredlogerror", &ctx)};
obj->Configure(args);
CheckConfigReload(obj, "reg:squaredlogerror");
CheckObjFunction(obj,
{0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
{-0.5435f, -0.4257f, -0.25475f, -0.05855f, 0.1009f},
{ 1.3205f, 1.0492f, 0.69215f, 0.34115f, 0.1091f});
CheckObjFunction(obj,
{0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{}, // empty weights
{-0.5435f, -0.4257f, -0.25475f, -0.05855f, 0.1009f},
{ 1.3205f, 1.0492f, 0.69215f, 0.34115f, 0.1091f});
ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"rmsle"});
}
TEST(Objective, DeclareUnifiedTest(PseudoHuber)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
Args args;
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:pseudohubererror", &ctx)};
obj->Configure(args);
CheckConfigReload(obj, "reg:pseudohubererror");
CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
{0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{}, // empty weights
{-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad
{0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess
ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"mphe"});
obj->Configure({{"huber_slope", "0.1"}});
CheckConfigReload(obj, "reg:pseudohubererror");
CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels
{1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights
{-0.099388f, -0.099228f, -0.098639f, -0.089443f, 0.098639f}, // out_grad
{0.0013467f, 0.001908f, 0.004443f, 0.089443f, 0.004443f}); // out_hess
}
TEST(Objective, DeclareUnifiedTest(LogisticRegressionGPair)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:logistic", &ctx)};
obj->Configure(args);
CheckConfigReload(obj, "reg:logistic");
CheckObjFunction(obj,
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, // preds
{ 0, 0, 0, 0, 1, 1, 1, 1}, // labels
{ 1, 1, 1, 1, 1, 1, 1, 1}, // weights
{ 0.5f, 0.52f, 0.71f, 0.73f, -0.5f, -0.47f, -0.28f, -0.26f}, // out_grad
{0.25f, 0.24f, 0.20f, 0.19f, 0.25f, 0.24f, 0.20f, 0.19f}); // out_hess
}
TEST(Objective, DeclareUnifiedTest(LogisticRegressionBasic)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:logistic", &ctx)};
obj->Configure(args);
CheckConfigReload(obj, "reg:logistic");
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {10}, {1}, {0}, {0}))
<< "Expected error when label not in range [0,1f] for LogisticRegression";
// test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.197f, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.5f), 0, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.9f), 2.197f, 0.01f);
EXPECT_ANY_THROW(obj->ProbToMargin(10))
<< "Expected error when base_score not in range [0,1f] for LogisticRegression";
// test PredTransform
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
std::vector<bst_float> out_preds = {0.5f, 0.524f, 0.622f, 0.710f, 0.731f};
obj->PredTransform(&io_preds);
auto& preds = io_preds.HostVector();
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
}
}
TEST(Objective, DeclareUnifiedTest(LogisticRawGPair)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj {
ObjFunction::Create("binary:logitraw", &ctx)
};
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 0.5f, 0.52f, 0.71f, 0.73f, -0.5f, -0.47f, -0.28f, -0.26f},
{0.25f, 0.24f, 0.20f, 0.19f, 0.25f, 0.24f, 0.20f, 0.19f});
}
TEST(Objective, DeclareUnifiedTest(PoissonRegressionGPair)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj {
ObjFunction::Create("count:poisson", &ctx)
};
args.emplace_back(std::make_pair("max_delta_step", "0.1f"));
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 1, 1.10f, 2.45f, 2.71f, 0, 0.10f, 1.45f, 1.71f},
{1.10f, 1.22f, 2.71f, 3.00f, 1.10f, 1.22f, 2.71f, 3.00f});
CheckObjFunction(obj,
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{}, // Empty weight
{ 1, 1.10f, 2.45f, 2.71f, 0, 0.10f, 1.45f, 1.71f},
{1.10f, 1.22f, 2.71f, 3.00f, 1.10f, 1.22f, 2.71f, 3.00f});
}
TEST(Objective, DeclareUnifiedTest(PoissonRegressionBasic)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj {
ObjFunction::Create("count:poisson", &ctx)
};
obj->Configure(args);
CheckConfigReload(obj, "count:poisson");
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
<< "Expected error when label < 0 for PoissonRegression";
// test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
// test PredTransform
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
std::vector<bst_float> out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f};
obj->PredTransform(&io_preds);
auto& preds = io_preds.HostVector();
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
}
}
TEST(Objective, DeclareUnifiedTest(GammaRegressionGPair)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj {
ObjFunction::Create("reg:gamma", &ctx)
};
obj->Configure(args);
CheckObjFunction(obj,
{0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{2, 2, 2, 2, 1, 1, 1, 1},
{1, 1, 1, 1, 1, 1, 1, 1},
{-1, -0.809, 0.187, 0.264, 0, 0.09f, 0.59f, 0.63f},
{2, 1.809, 0.813, 0.735, 1, 0.90f, 0.40f, 0.36f});
CheckObjFunction(obj,
{0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{2, 2, 2, 2, 1, 1, 1, 1},
{}, // Empty weight
{-1, -0.809, 0.187, 0.264, 0, 0.09f, 0.59f, 0.63f},
{2, 1.809, 0.813, 0.735, 1, 0.90f, 0.40f, 0.36f});
}
TEST(Objective, DeclareUnifiedTest(GammaRegressionBasic)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:gamma", &ctx)};
obj->Configure(args);
CheckConfigReload(obj, "reg:gamma");
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {0}, {1}, {0}, {0}))
<< "Expected error when label = 0 for GammaRegression";
EXPECT_ANY_THROW(CheckObjFunction(obj, {-1}, {-1}, {1}, {-1}, {-3}))
<< "Expected error when label < 0 for GammaRegression";
// test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
// test PredTransform
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
std::vector<bst_float> out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f};
obj->PredTransform(&io_preds);
auto& preds = io_preds.HostVector();
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
}
}
TEST(Objective, DeclareUnifiedTest(TweedieRegressionGPair)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:tweedie", &ctx)};
args.emplace_back(std::make_pair("tweedie_variance_power", "1.1f"));
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 1, 1.09f, 2.24f, 2.45f, 0, 0.10f, 1.33f, 1.55f},
{0.89f, 0.98f, 2.02f, 2.21f, 1, 1.08f, 2.11f, 2.30f});
CheckObjFunction(obj,
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{}, // Empty weight.
{ 1, 1.09f, 2.24f, 2.45f, 0, 0.10f, 1.33f, 1.55f},
{0.89f, 0.98f, 2.02f, 2.21f, 1, 1.08f, 2.11f, 2.30f});
ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"tweedie-nloglik@1.1"});
}
#if defined(__CUDACC__)
TEST(Objective, CPU_vs_CUDA) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
ObjFunction* obj = ObjFunction::Create("reg:squarederror", &ctx);
HostDeviceVector<GradientPair> cpu_out_preds;
HostDeviceVector<GradientPair> cuda_out_preds;
constexpr size_t kRows = 400;
constexpr size_t kCols = 100;
auto pdmat = RandomDataGenerator(kRows, kCols, 0).Seed(0).GenerateDMatrix();
HostDeviceVector<float> preds;
preds.Resize(kRows);
auto& h_preds = preds.HostVector();
for (size_t i = 0; i < h_preds.size(); ++i) {
h_preds[i] = static_cast<float>(i);
}
auto& info = pdmat->Info();
info.labels.Reshape(kRows);
auto& h_labels = info.labels.Data()->HostVector();
for (size_t i = 0; i < h_labels.size(); ++i) {
h_labels[i] = 1 / (float)(i+1);
}
{
// CPU
ctx.gpu_id = -1;
obj->GetGradient(preds, info, 0, &cpu_out_preds);
}
{
// CUDA
ctx.gpu_id = 0;
obj->GetGradient(preds, info, 0, &cuda_out_preds);
}
auto& h_cpu_out = cpu_out_preds.HostVector();
auto& h_cuda_out = cuda_out_preds.HostVector();
float sgrad = 0;
float shess = 0;
for (size_t i = 0; i < kRows; ++i) {
sgrad += std::pow(h_cpu_out[i].GetGrad() - h_cuda_out[i].GetGrad(), 2);
shess += std::pow(h_cpu_out[i].GetHess() - h_cuda_out[i].GetHess(), 2);
}
ASSERT_NEAR(sgrad, 0.0f, kRtEps);
ASSERT_NEAR(shess, 0.0f, kRtEps);
delete obj;
}
#endif
TEST(Objective, DeclareUnifiedTest(TweedieRegressionBasic)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:tweedie", &ctx)};
obj->Configure(args);
CheckConfigReload(obj, "reg:tweedie");
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
<< "Expected error when label < 0 for TweedieRegression";
// test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f);
EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f);
// test PredTransform
HostDeviceVector<bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
std::vector<bst_float> out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f};
obj->PredTransform(&io_preds);
auto& preds = io_preds.HostVector();
for (int i = 0; i < static_cast<int>(io_preds.Size()); ++i) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01f);
}
}
// CoxRegression not implemented in GPU code, no need for testing.
#if !defined(__CUDACC__)
TEST(Objective, CoxRegressionGPair) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::vector<std::pair<std::string, std::string>> args;
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("survival:cox", &ctx)};
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1},
{ 0, -2, -2, 2, 3, 5, -10, 100},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 0, 0, 0, -0.799f, -0.788f, -0.590f, 0.910f, 1.006f},
{ 0, 0, 0, 0.160f, 0.186f, 0.348f, 0.610f, 0.639f});
}
#endif
TEST(Objective, DeclareUnifiedTest(AbsoluteError)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:absoluteerror", &ctx)};
obj->Configure({});
CheckConfigReload(obj, "reg:absoluteerror");
MetaInfo info;
std::vector<float> labels{0.f, 3.f, 2.f, 5.f, 4.f, 7.f};
info.labels.Reshape(6, 1);
info.labels.Data()->HostVector() = labels;
info.num_row_ = labels.size();
HostDeviceVector<float> predt{1.f, 2.f, 3.f, 4.f, 5.f, 6.f};
info.weights_.HostVector() = {1.f, 1.f, 1.f, 1.f, 1.f, 1.f};
CheckObjFunction(obj, predt.HostVector(), labels, info.weights_.HostVector(),
{1.f, -1.f, 1.f, -1.f, 1.f, -1.f}, info.weights_.HostVector());
RegTree tree;
tree.ExpandNode(0, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
HostDeviceVector<bst_node_t> position(labels.size(), 0);
auto& h_position = position.HostVector();
for (size_t i = 0; i < labels.size(); ++i) {
if (i < labels.size() / 2) {
h_position[i] = 1; // left
} else {
h_position[i] = 2; // right
}
}
auto& h_predt = predt.HostVector();
for (size_t i = 0; i < h_predt.size(); ++i) {
h_predt[i] = labels[i] + i;
}
obj->UpdateTreeLeaf(position, info, predt, &tree);
ASSERT_EQ(tree[1].LeafValue(), -1);
ASSERT_EQ(tree[2].LeafValue(), -4);
}
TEST(Objective, DeclareUnifiedTest(AbsoluteErrorLeaf)) {
Context ctx = CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:absoluteerror", &ctx)};
obj->Configure({});
MetaInfo info;
info.labels.Reshape(16, 1);
info.num_row_ = info.labels.Size();
CHECK_EQ(info.num_row_, 16);
auto h_labels = info.labels.HostView().Values();
std::iota(h_labels.begin(), h_labels.end(), 0);
HostDeviceVector<float> predt(h_labels.size());
auto& h_predt = predt.HostVector();
for (size_t i = 0; i < h_predt.size(); ++i) {
h_predt[i] = h_labels[i] + i;
}
HostDeviceVector<bst_node_t> position(info.labels.Size(), 0);
auto& h_position = position.HostVector();
for (int32_t i = 0; i < 3; ++i) {
h_position[i] = ~i; // negation for sampled nodes.
}
for (size_t i = 3; i < 8; ++i) {
h_position[i] = 3;
}
// empty leaf for node 4
for (size_t i = 8; i < 13; ++i) {
h_position[i] = 5;
}
for (size_t i = 13; i < h_labels.size(); ++i) {
h_position[i] = 6;
}
RegTree tree;
tree.ExpandNode(0, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
tree.ExpandNode(1, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
tree.ExpandNode(2, /*split_index=*/1, 2, true, 0.0f, 2.f, 3.f, 4.f, 2.f, 1.f, 1.f);
ASSERT_EQ(tree.GetNumLeaves(), 4);
auto empty_leaf = tree[4].LeafValue();
obj->UpdateTreeLeaf(position, info, predt, &tree);
ASSERT_EQ(tree[3].LeafValue(), -5);
ASSERT_EQ(tree[4].LeafValue(), empty_leaf);
ASSERT_EQ(tree[5].LeafValue(), -10);
ASSERT_EQ(tree[6].LeafValue(), -14);
}
TEST(Adaptive, DeclareUnifiedTest(MissingLeaf)) {
std::vector<bst_node_t> missing{1, 3};
std::vector<bst_node_t> h_nidx = {2, 4, 5};
std::vector<size_t> h_nptr = {0, 4, 8, 16};
obj::detail::FillMissingLeaf(missing, &h_nidx, &h_nptr);
ASSERT_EQ(h_nidx[0], missing[0]);
ASSERT_EQ(h_nidx[2], missing[1]);
ASSERT_EQ(h_nidx[1], 2);
ASSERT_EQ(h_nidx[3], 4);
ASSERT_EQ(h_nidx[4], 5);
ASSERT_EQ(h_nptr[0], 0);
ASSERT_EQ(h_nptr[1], 0); // empty
ASSERT_EQ(h_nptr[2], 4);
ASSERT_EQ(h_nptr[3], 4); // empty
ASSERT_EQ(h_nptr[4], 8);
ASSERT_EQ(h_nptr[5], 16);
}
} // namespace xgboost