xgboost/tests/cpp/objective/test_regression_obj.cc
Jiaming Yuan 7b9043cf71
Fix clang-tidy warnings. (#4149)
* Upgrade gtest for clang-tidy.
* Use CMake to install GTest instead of mv.
* Don't enforce clang-tidy to return 0 due to errors in thrust.
* Add a small test for tidy itself.

* Reformat.
2019-03-13 02:25:51 +08:00

240 lines
9.8 KiB
C++

/*!
* Copyright 2017-2018 XGBoost contributors
*/
#include <xgboost/objective.h>
#include "../helpers.h"
TEST(Objective, DeclareUnifiedTest(LinearRegressionGPair)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:linear");
std::vector<std::pair<std::string, std::string> > args;
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());
delete obj;
}
TEST(Objective, DeclareUnifiedTest(LogisticRegressionGPair)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:logistic");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
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
delete obj;
}
TEST(Objective, DeclareUnifiedTest(LogisticRegressionBasic)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:logistic");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
// 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
xgboost::HostDeviceVector<xgboost::bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
std::vector<xgboost::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);
}
delete obj;
}
TEST(Objective, DeclareUnifiedTest(LogisticRawGPair)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("binary:logitraw");
std::vector<std::pair<std::string, std::string> > args;
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});
delete obj;
}
TEST(Objective, DeclareUnifiedTest(PoissonRegressionGPair)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("count:poisson");
std::vector<std::pair<std::string, std::string> > args;
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});
delete obj;
}
TEST(Objective, DeclareUnifiedTest(PoissonRegressionBasic)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("count:poisson");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
// 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
xgboost::HostDeviceVector<xgboost::bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
std::vector<xgboost::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);
}
delete obj;
}
TEST(Objective, DeclareUnifiedTest(GammaRegressionGPair)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:gamma");
std::vector<std::pair<std::string, std::string> > args;
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, 1, 1, 0, 0.09f, 0.59f, 0.63f},
{0, 0, 0, 0, 1, 0.90f, 0.40f, 0.36f});
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, 1, 1, 0, 0.09f, 0.59f, 0.63f},
{0, 0, 0, 0, 1, 0.90f, 0.40f, 0.36f});
delete obj;
}
TEST(Objective, DeclareUnifiedTest(GammaRegressionBasic)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:gamma");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
<< "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
xgboost::HostDeviceVector<xgboost::bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
std::vector<xgboost::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);
}
delete obj;
}
TEST(Objective, DeclareUnifiedTest(TweedieRegressionGPair)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:tweedie");
std::vector<std::pair<std::string, std::string> > args;
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});
delete obj;
}
TEST(Objective, DeclareUnifiedTest(TweedieRegressionBasic)) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:tweedie");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
// 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
xgboost::HostDeviceVector<xgboost::bst_float> io_preds = {0, 0.1f, 0.5f, 0.9f, 1};
std::vector<xgboost::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);
}
delete obj;
}
// CoxRegression not implemented in GPU code, no need for testing.
#if !defined(__CUDACC__)
TEST(Objective, CoxRegressionGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("survival:cox");
std::vector<std::pair<std::string, std::string> > args;
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});
delete obj;
}
#endif