97 lines
3.2 KiB
Plaintext
97 lines
3.2 KiB
Plaintext
/*!
|
|
* Copyright 2018-2022 by XGBoost Contributors
|
|
* \file hinge.cc
|
|
* \brief Provides an implementation of the hinge loss function
|
|
* \author Henry Gouk
|
|
*/
|
|
#include "xgboost/objective.h"
|
|
#include "xgboost/json.h"
|
|
#include "xgboost/span.h"
|
|
#include "xgboost/host_device_vector.h"
|
|
|
|
#include "../common/math.h"
|
|
#include "../common/transform.h"
|
|
#include "../common/common.h"
|
|
|
|
namespace xgboost {
|
|
namespace obj {
|
|
|
|
#if defined(XGBOOST_USE_CUDA) || defined(XGBOOST_USE_HIP)
|
|
DMLC_REGISTRY_FILE_TAG(hinge_obj_gpu);
|
|
#endif // defined(XGBOOST_USE_CUDA) || defined(XGBOOST_USE_HIP)
|
|
|
|
class HingeObj : public ObjFunction {
|
|
public:
|
|
HingeObj() = default;
|
|
|
|
void Configure(Args const&) override {}
|
|
ObjInfo Task() const override { return ObjInfo::kRegression; }
|
|
|
|
void GetGradient(const HostDeviceVector<bst_float> &preds, const MetaInfo &info, int /*iter*/,
|
|
HostDeviceVector<GradientPair> *out_gpair) override {
|
|
CHECK_NE(info.labels.Size(), 0U) << "label set cannot be empty";
|
|
CHECK_EQ(preds.Size(), info.labels.Size())
|
|
<< "labels are not correctly provided"
|
|
<< "preds.size=" << preds.Size()
|
|
<< ", label.size=" << info.labels.Size();
|
|
|
|
const size_t ndata = preds.Size();
|
|
const bool is_null_weight = info.weights_.Size() == 0;
|
|
if (!is_null_weight) {
|
|
CHECK_EQ(info.weights_.Size(), ndata)
|
|
<< "Number of weights should be equal to number of data points.";
|
|
}
|
|
out_gpair->Resize(ndata);
|
|
common::Transform<>::Init(
|
|
[=] XGBOOST_DEVICE(size_t _idx,
|
|
common::Span<GradientPair> _out_gpair,
|
|
common::Span<const bst_float> _preds,
|
|
common::Span<const bst_float> _labels,
|
|
common::Span<const bst_float> _weights) {
|
|
bst_float p = _preds[_idx];
|
|
bst_float w = is_null_weight ? 1.0f : _weights[_idx];
|
|
bst_float y = _labels[_idx] * 2.0 - 1.0;
|
|
bst_float g, h;
|
|
if (p * y < 1.0) {
|
|
g = -y * w;
|
|
h = w;
|
|
} else {
|
|
g = 0.0;
|
|
h = std::numeric_limits<bst_float>::min();
|
|
}
|
|
_out_gpair[_idx] = GradientPair(g, h);
|
|
},
|
|
common::Range{0, static_cast<int64_t>(ndata)}, this->ctx_->Threads(),
|
|
ctx_->gpu_id).Eval(
|
|
out_gpair, &preds, info.labels.Data(), &info.weights_);
|
|
}
|
|
|
|
void PredTransform(HostDeviceVector<bst_float> *io_preds) const override {
|
|
common::Transform<>::Init(
|
|
[] XGBOOST_DEVICE(size_t _idx, common::Span<bst_float> _preds) {
|
|
_preds[_idx] = _preds[_idx] > 0.0 ? 1.0 : 0.0;
|
|
},
|
|
common::Range{0, static_cast<int64_t>(io_preds->Size()), 1}, this->ctx_->Threads(),
|
|
io_preds->DeviceIdx())
|
|
.Eval(io_preds);
|
|
}
|
|
|
|
const char* DefaultEvalMetric() const override {
|
|
return "error";
|
|
}
|
|
|
|
void SaveConfig(Json* p_out) const override {
|
|
auto& out = *p_out;
|
|
out["name"] = String("binary:hinge");
|
|
}
|
|
void LoadConfig(Json const &) override {}
|
|
};
|
|
|
|
// register the objective functions
|
|
XGBOOST_REGISTER_OBJECTIVE(HingeObj, "binary:hinge")
|
|
.describe("Hinge loss. Expects labels to be in [0,1f]")
|
|
.set_body([]() { return new HingeObj(); });
|
|
|
|
} // namespace obj
|
|
} // namespace xgboost
|