xgboost/tests/cpp/predictor/test_cpu_predictor.cc
Jiaming Yuan 8fa32fdda2
Implement categorical data support for SHAP. (#7053)
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
2021-06-25 19:02:46 +08:00

254 lines
8.9 KiB
C++

/*!
* Copyright 2017-2020 XGBoost contributors
*/
#include <dmlc/filesystem.h>
#include <gtest/gtest.h>
#include <xgboost/predictor.h>
#include "../helpers.h"
#include "test_predictor.h"
#include "../../../src/gbm/gbtree_model.h"
#include "../../../src/gbm/gbtree.h"
#include "../../../src/data/adapter.h"
namespace xgboost {
TEST(CpuPredictor, Basic) {
auto lparam = CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<Predictor> cpu_predictor =
std::unique_ptr<Predictor>(Predictor::Create("cpu_predictor", &lparam));
size_t constexpr kRows = 5;
size_t constexpr kCols = 5;
LearnerModelParam param;
param.num_feature = kCols;
param.base_score = 0.0;
param.num_output_group = 1;
gbm::GBTreeModel model = CreateTestModel(&param);
auto dmat = RandomDataGenerator(kRows, kCols, 0).GenerateDMatrix();
// Test predict batch
PredictionCacheEntry out_predictions;
cpu_predictor->InitOutPredictions(dmat->Info(), &out_predictions.predictions, model);
cpu_predictor->PredictBatch(dmat.get(), &out_predictions, model, 0);
std::vector<float>& out_predictions_h = out_predictions.predictions.HostVector();
for (size_t i = 0; i < out_predictions.predictions.Size(); i++) {
ASSERT_EQ(out_predictions_h[i], 1.5);
}
// Test predict instance
auto const &batch = *dmat->GetBatches<xgboost::SparsePage>().begin();
auto page = batch.GetView();
for (size_t i = 0; i < batch.Size(); i++) {
std::vector<float> instance_out_predictions;
cpu_predictor->PredictInstance(page[i], &instance_out_predictions, model);
ASSERT_EQ(instance_out_predictions[0], 1.5);
}
// Test predict leaf
HostDeviceVector<float> leaf_out_predictions;
cpu_predictor->PredictLeaf(dmat.get(), &leaf_out_predictions, model);
auto const& h_leaf_out_predictions = leaf_out_predictions.ConstHostVector();
for (auto v : h_leaf_out_predictions) {
ASSERT_EQ(v, 0);
}
// Test predict contribution
HostDeviceVector<float> out_contribution_hdv;
auto& out_contribution = out_contribution_hdv.HostVector();
cpu_predictor->PredictContribution(dmat.get(), &out_contribution_hdv, model);
ASSERT_EQ(out_contribution.size(), kRows * (kCols + 1));
for (size_t i = 0; i < out_contribution.size(); ++i) {
auto const& contri = out_contribution[i];
// shift 1 for bias, as test tree is a decision dump, only global bias is
// filled with LeafValue().
if ((i + 1) % (kCols + 1) == 0) {
ASSERT_EQ(out_contribution.back(), 1.5f);
} else {
ASSERT_EQ(contri, 0);
}
}
// Test predict contribution (approximate method)
cpu_predictor->PredictContribution(dmat.get(), &out_contribution_hdv, model,
0, nullptr, true);
for (size_t i = 0; i < out_contribution.size(); ++i) {
auto const& contri = out_contribution[i];
// shift 1 for bias, as test tree is a decision dump, only global bias is
// filled with LeafValue().
if ((i + 1) % (kCols + 1) == 0) {
ASSERT_EQ(out_contribution.back(), 1.5f);
} else {
ASSERT_EQ(contri, 0);
}
}
}
TEST(CpuPredictor, IterationRange) {
TestIterationRange("cpu_predictor");
}
TEST(CpuPredictor, ExternalMemory) {
dmlc::TemporaryDirectory tmpdir;
std::string filename = tmpdir.path + "/big.libsvm";
size_t constexpr kPageSize = 64, kEntriesPerCol = 3;
size_t constexpr kEntries = kPageSize * kEntriesPerCol * 2;
std::unique_ptr<DMatrix> dmat = CreateSparsePageDMatrix(kEntries, kPageSize, filename);
auto lparam = CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<Predictor> cpu_predictor =
std::unique_ptr<Predictor>(Predictor::Create("cpu_predictor", &lparam));
LearnerModelParam param;
param.base_score = 0;
param.num_feature = dmat->Info().num_col_;
param.num_output_group = 1;
gbm::GBTreeModel model = CreateTestModel(&param);
// Test predict batch
PredictionCacheEntry out_predictions;
cpu_predictor->InitOutPredictions(dmat->Info(), &out_predictions.predictions, model);
cpu_predictor->PredictBatch(dmat.get(), &out_predictions, model, 0);
std::vector<float> &out_predictions_h = out_predictions.predictions.HostVector();
ASSERT_EQ(out_predictions.predictions.Size(), dmat->Info().num_row_);
for (const auto& v : out_predictions_h) {
ASSERT_EQ(v, 1.5);
}
// Test predict leaf
HostDeviceVector<float> leaf_out_predictions;
cpu_predictor->PredictLeaf(dmat.get(), &leaf_out_predictions, model);
auto const& h_leaf_out_predictions = leaf_out_predictions.ConstHostVector();
ASSERT_EQ(h_leaf_out_predictions.size(), dmat->Info().num_row_);
for (const auto& v : h_leaf_out_predictions) {
ASSERT_EQ(v, 0);
}
// Test predict contribution
HostDeviceVector<float> out_contribution_hdv;
auto& out_contribution = out_contribution_hdv.HostVector();
cpu_predictor->PredictContribution(dmat.get(), &out_contribution_hdv, model);
ASSERT_EQ(out_contribution.size(), dmat->Info().num_row_ * (dmat->Info().num_col_ + 1));
for (size_t i = 0; i < out_contribution.size(); ++i) {
auto const& contri = out_contribution[i];
// shift 1 for bias, as test tree is a decision dump, only global bias is filled with LeafValue().
if ((i + 1) % (dmat->Info().num_col_ + 1) == 0) {
ASSERT_EQ(out_contribution.back(), 1.5f);
} else {
ASSERT_EQ(contri, 0);
}
}
// Test predict contribution (approximate method)
HostDeviceVector<float> out_contribution_approximate_hdv;
auto& out_contribution_approximate = out_contribution_approximate_hdv.HostVector();
cpu_predictor->PredictContribution(
dmat.get(), &out_contribution_approximate_hdv, model, 0, nullptr, true);
ASSERT_EQ(out_contribution_approximate.size(),
dmat->Info().num_row_ * (dmat->Info().num_col_ + 1));
for (size_t i = 0; i < out_contribution.size(); ++i) {
auto const& contri = out_contribution[i];
// shift 1 for bias, as test tree is a decision dump, only global bias is filled with LeafValue().
if ((i + 1) % (dmat->Info().num_col_ + 1) == 0) {
ASSERT_EQ(out_contribution.back(), 1.5f);
} else {
ASSERT_EQ(contri, 0);
}
}
}
TEST(CpuPredictor, InplacePredict) {
bst_row_t constexpr kRows{128};
bst_feature_t constexpr kCols{64};
auto gen = RandomDataGenerator{kRows, kCols, 0.5}.Device(-1);
{
HostDeviceVector<float> data;
gen.GenerateDense(&data);
ASSERT_EQ(data.Size(), kRows * kCols);
std::shared_ptr<data::DenseAdapter> x{
new data::DenseAdapter(data.HostPointer(), kRows, kCols)};
TestInplacePrediction(x, "cpu_predictor", kRows, kCols, -1);
}
{
HostDeviceVector<float> data;
HostDeviceVector<bst_row_t> rptrs;
HostDeviceVector<bst_feature_t> columns;
gen.GenerateCSR(&data, &rptrs, &columns);
std::shared_ptr<data::CSRAdapter> x{new data::CSRAdapter(
rptrs.HostPointer(), columns.HostPointer(), data.HostPointer(), kRows,
data.Size(), kCols)};
TestInplacePrediction(x, "cpu_predictor", kRows, kCols, -1);
}
}
void TestUpdatePredictionCache(bool use_subsampling) {
size_t constexpr kRows = 64, kCols = 16, kClasses = 4;
LearnerModelParam mparam;
mparam.num_feature = kCols;
mparam.num_output_group = kClasses;
mparam.base_score = 0;
GenericParameter gparam;
gparam.Init(Args{});
std::unique_ptr<gbm::GBTree> gbm;
gbm.reset(static_cast<gbm::GBTree*>(GradientBooster::Create("gbtree", &gparam, &mparam)));
std::map<std::string, std::string> cfg;
cfg["tree_method"] = "hist";
cfg["predictor"] = "cpu_predictor";
if (use_subsampling) {
cfg["subsample"] = "0.5";
}
Args args = {cfg.cbegin(), cfg.cend()};
gbm->Configure(args);
auto dmat = RandomDataGenerator(kRows, kCols, 0).GenerateDMatrix(true, true, kClasses);
HostDeviceVector<GradientPair> gpair;
auto& h_gpair = gpair.HostVector();
h_gpair.resize(kRows*kClasses);
for (size_t i = 0; i < kRows*kClasses; ++i) {
h_gpair[i] = {static_cast<float>(i), 1};
}
PredictionCacheEntry predtion_cache;
predtion_cache.predictions.Resize(kRows*kClasses, 0);
// after one training iteration predtion_cache is filled with cached in QuantileHistMaker::Builder prediction values
gbm->DoBoost(dmat.get(), &gpair, &predtion_cache);
PredictionCacheEntry out_predictions;
// perform fair prediction on the same input data, should be equal to cached result
gbm->PredictBatch(dmat.get(), &out_predictions, false, 0, 0);
std::vector<float> &out_predictions_h = out_predictions.predictions.HostVector();
std::vector<float> &predtion_cache_from_train = predtion_cache.predictions.HostVector();
for (size_t i = 0; i < out_predictions_h.size(); ++i) {
ASSERT_NEAR(out_predictions_h[i], predtion_cache_from_train[i], kRtEps);
}
}
TEST(CPUPredictor, CategoricalPrediction) {
TestCategoricalPrediction("cpu_predictor");
}
TEST(CPUPredictor, CategoricalPredictLeaf) {
TestCategoricalPredictLeaf(StringView{"cpu_predictor"});
}
TEST(CpuPredictor, UpdatePredictionCache) {
TestUpdatePredictionCache(false);
TestUpdatePredictionCache(true);
}
TEST(CpuPredictor, LesserFeatures) {
TestPredictionWithLesserFeatures("cpu_predictor");
}
} // namespace xgboost