xgboost/tests/cpp/metric/test_rank_metric.cc
Jiaming Yuan d4349426d8
Re-implement PR-AUC. (#7297)
* Support binary/multi-class classification, ranking.
* Add documents.
* Handle missing data.
2021-10-26 13:07:50 +08:00

157 lines
6.0 KiB
C++

// Copyright by Contributors
#include <xgboost/metric.h>
#include "../helpers.h"
#if !defined(__CUDACC__)
TEST(Metric, AMS) {
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
EXPECT_ANY_THROW(xgboost::Metric::Create("ams", &tparam));
xgboost::Metric * metric = xgboost::Metric::Create("ams@0.5f", &tparam);
ASSERT_STREQ(metric->Name(), "ams@0.5");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0.311f, 0.001f);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.29710f, 0.001f);
delete metric;
metric = xgboost::Metric::Create("ams@0", &tparam);
ASSERT_STREQ(metric->Name(), "ams@0");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0.311f, 0.001f);
delete metric;
}
#endif
TEST(Metric, DeclareUnifiedTest(Precision)) {
// When the limit for precision is not given, it takes the limit at
// std::numeric_limits<unsigned>::max(); hence all values are very small
// NOTE(AbdealiJK): Maybe this should be fixed to be num_row by default.
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
xgboost::Metric * metric = xgboost::Metric::Create("pre", &tparam);
ASSERT_STREQ(metric->Name(), "pre");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0, 1e-7);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0, 1e-7);
delete metric;
metric = xgboost::Metric::Create("pre@2", &tparam);
ASSERT_STREQ(metric->Name(), "pre@2");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 0.5f, 1e-7);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.5f, 0.001f);
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {}));
delete metric;
}
TEST(Metric, DeclareUnifiedTest(NDCG)) {
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
xgboost::Metric * metric = xgboost::Metric::Create("ndcg", &tparam);
ASSERT_STREQ(metric->Name(), "ndcg");
EXPECT_ANY_THROW(GetMetricEval(metric, {0, 1}, {}));
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
{}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.6509f, 0.001f);
delete metric;
metric = xgboost::Metric::Create("ndcg@2", &tparam);
ASSERT_STREQ(metric->Name(), "ndcg@2");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.3868f, 0.001f);
delete metric;
metric = xgboost::Metric::Create("ndcg@-", &tparam);
ASSERT_STREQ(metric->Name(), "ndcg-");
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
{}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.6509f, 0.001f);
delete metric;
metric = xgboost::Metric::Create("ndcg-", &tparam);
ASSERT_STREQ(metric->Name(), "ndcg-");
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
{}), 0, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.6509f, 0.001f);
delete metric;
metric = xgboost::Metric::Create("ndcg@2-", &tparam);
ASSERT_STREQ(metric->Name(), "ndcg@2-");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.3868f, 0.001f);
delete metric;
}
TEST(Metric, DeclareUnifiedTest(MAP)) {
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
xgboost::Metric * metric = xgboost::Metric::Create("map", &tparam);
ASSERT_STREQ(metric->Name(), "map");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.5f, 0.001f);
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
std::vector<xgboost::bst_float>{}), 1, 1e-10);
// Rank metric with group info
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.2f, 0.8f, 0.4f, 1.7f},
{2, 7, 1, 0, 5, 0}, // Labels
{}, // Weights
{0, 2, 5, 6}), // Group info
0.8611f, 0.001f);
delete metric;
metric = xgboost::Metric::Create("map@-", &tparam);
ASSERT_STREQ(metric->Name(), "map-");
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
{}), 0, 1e-10);
delete metric;
metric = xgboost::Metric::Create("map-", &tparam);
ASSERT_STREQ(metric->Name(), "map-");
EXPECT_NEAR(GetMetricEval(metric,
xgboost::HostDeviceVector<xgboost::bst_float>{},
{}), 0, 1e-10);
delete metric;
metric = xgboost::Metric::Create("map@2", &tparam);
ASSERT_STREQ(metric->Name(), "map@2");
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{0.1f, 0.9f, 0.1f, 0.9f},
{ 0, 0, 1, 1}),
0.25f, 0.001f);
delete metric;
}