71b0528a2f
* Add interval accuracy * De-virtualize AFT functions * Lint * Refactor AFT metric using GPU-CPU reducer * Fix R build * Fix build on Windows * Fix copyright header * Clang-tidy * Fix crashing demo * Fix typos in comment; explain GPU ID * Remove unnecessary #include * Add C++ test for interval accuracy * Fix a bug in accuracy metric: use log pred * Refactor AFT objective using GPU-CPU Transform * Lint * Fix lint * Use Ninja to speed up build * Use time, not /usr/bin/time * Add cpu_build worker class, with concurrency = 1 * Use concurrency = 1 only for CUDA build * concurrency = 1 for clang-tidy * Address reviewer's feedback * Update link to AFT paper
46 lines
1.9 KiB
C++
46 lines
1.9 KiB
C++
/*!
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* Copyright (c) by Contributors 2020
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*/
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#include <gtest/gtest.h>
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#include "../../../src/common/survival_util.h"
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namespace xgboost {
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namespace common {
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template <typename Distribution>
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inline static void RobustTestSuite(double y_lower, double y_upper, double sigma) {
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for (int i = 50; i >= -50; --i) {
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const double y_pred = std::pow(10.0, static_cast<double>(i));
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const double z = (std::log(y_lower) - std::log(y_pred)) / sigma;
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const double gradient
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= AFTLoss<Distribution>::Gradient(y_lower, y_upper, std::log(y_pred), sigma);
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const double hessian
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= AFTLoss<Distribution>::Hessian(y_lower, y_upper, std::log(y_pred), sigma);
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ASSERT_FALSE(std::isnan(gradient)) << "z = " << z << ", y \\in ["
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<< y_lower << ", " << y_upper << "], y_pred = " << y_pred
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<< ", dist = " << static_cast<int>(Distribution::Type());
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ASSERT_FALSE(std::isinf(gradient)) << "z = " << z << ", y \\in ["
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<< y_lower << ", " << y_upper << "], y_pred = " << y_pred
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<< ", dist = " << static_cast<int>(Distribution::Type());
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ASSERT_FALSE(std::isnan(hessian)) << "z = " << z << ", y \\in ["
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<< y_lower << ", " << y_upper << "], y_pred = " << y_pred
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<< ", dist = " << static_cast<int>(Distribution::Type());
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ASSERT_FALSE(std::isinf(hessian)) << "z = " << z << ", y \\in ["
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<< y_lower << ", " << y_upper << "], y_pred = " << y_pred
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<< ", dist = " << static_cast<int>(Distribution::Type());
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}
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}
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TEST(AFTLoss, RobustGradientPair) { // Ensure that INF and NAN don't show up in gradient pair
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RobustTestSuite<NormalDistribution>(16.0, 200.0, 2.0);
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RobustTestSuite<LogisticDistribution>(16.0, 200.0, 2.0);
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RobustTestSuite<ExtremeDistribution>(16.0, 200.0, 2.0);
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RobustTestSuite<NormalDistribution>(100.0, 100.0, 2.0);
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RobustTestSuite<LogisticDistribution>(100.0, 100.0, 2.0);
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RobustTestSuite<ExtremeDistribution>(100.0, 100.0, 2.0);
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}
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} // namespace common
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} // namespace xgboost
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