xgboost/tests/cpp/helpers.cc
Rory Mitchell a96039141a
Dmatrix refactor stage 1 (#3301)
* Use sparse page as singular CSR matrix representation

* Simplify dmatrix methods

* Reduce statefullness of batch iterators

* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
2018-06-07 10:25:58 +12:00

102 lines
3.3 KiB
C++

#include "./helpers.h"
#include "xgboost/c_api.h"
#include <random>
std::string TempFileName() {
std::string tmp = std::tmpnam(nullptr);
std::replace(tmp.begin(), tmp.end(), '\\',
'/'); // Remove windows backslashes
// Remove drive prefix for windows
if (tmp.find("C:") != std::string::npos)
tmp.erase(tmp.find("C:"), 2);
return tmp;
}
bool FileExists(const std::string name) {
struct stat st;
return stat(name.c_str(), &st) == 0;
}
long GetFileSize(const std::string filename) {
struct stat st;
stat(filename.c_str(), &st);
return st.st_size;
}
std::string CreateSimpleTestData() {
return CreateBigTestData(6);
}
std::string CreateBigTestData(size_t n_entries) {
std::string tmp_file = TempFileName();
std::ofstream fo;
fo.open(tmp_file);
const size_t entries_per_row = 3;
size_t n_rows = (n_entries + entries_per_row - 1) / entries_per_row;
for (size_t i = 0; i < n_rows; ++i) {
const char* row = i % 2 == 0 ? " 0:0 1:10 2:20\n" : " 0:0 3:30 4:40\n";
fo << i << row;
}
fo.close();
return tmp_file;
}
void CheckObjFunction(xgboost::ObjFunction * obj,
std::vector<xgboost::bst_float> preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights,
std::vector<xgboost::bst_float> out_grad,
std::vector<xgboost::bst_float> out_hess) {
xgboost::MetaInfo info;
info.num_row_ = labels.size();
info.labels_ = labels;
info.weights_ = weights;
xgboost::HostDeviceVector<xgboost::bst_float> in_preds(preds);
xgboost::HostDeviceVector<xgboost::GradientPair> out_gpair;
obj->GetGradient(&in_preds, info, 1, &out_gpair);
std::vector<xgboost::GradientPair>& gpair = out_gpair.HostVector();
ASSERT_EQ(gpair.size(), in_preds.Size());
for (int i = 0; i < static_cast<int>(gpair.size()); ++i) {
EXPECT_NEAR(gpair[i].GetGrad(), out_grad[i], 0.01)
<< "Unexpected grad for pred=" << preds[i] << " label=" << labels[i]
<< " weight=" << weights[i];
EXPECT_NEAR(gpair[i].GetHess(), out_hess[i], 0.01)
<< "Unexpected hess for pred=" << preds[i] << " label=" << labels[i]
<< " weight=" << weights[i];
}
}
xgboost::bst_float GetMetricEval(xgboost::Metric * metric,
std::vector<xgboost::bst_float> preds,
std::vector<xgboost::bst_float> labels,
std::vector<xgboost::bst_float> weights) {
xgboost::MetaInfo info;
info.num_row_ = labels.size();
info.labels_ = labels;
info.weights_ = weights;
return metric->Eval(preds, info, false);
}
std::shared_ptr<xgboost::DMatrix> CreateDMatrix(int rows, int columns,
float sparsity, int seed) {
const float missing_value = -1;
std::vector<float> test_data(rows * columns);
std::mt19937 gen(seed);
std::uniform_real_distribution<float> dis(0.0f, 1.0f);
for (auto &e : test_data) {
if (dis(gen) < sparsity) {
e = missing_value;
} else {
e = dis(gen);
}
}
DMatrixHandle handle;
XGDMatrixCreateFromMat(test_data.data(), rows, columns, missing_value,
&handle);
return *static_cast<std::shared_ptr<xgboost::DMatrix> *>(handle);
}