dcf439932a
* [WIP] Add lower and upper bounds on the label for survival analysis * Update test MetaInfo.SaveLoadBinary to account for extra two fields * Don't clear qids_ for version 2 of MetaInfo * Add SetInfo() and GetInfo() method for lower and upper bounds * changes to aft * Add parameter class for AFT; use enum's to represent distribution and event type * Add AFT metric * changes to neg grad to grad * changes to binomial loss * changes to overflow * changes to eps * changes to code refactoring * changes to code refactoring * changes to code refactoring * Re-factor survival analysis * Remove aft namespace * Move function bodies out of AFTNormal and AFTLogistic, to reduce clutter * Move function bodies out of AFTLoss, to reduce clutter * Use smart pointer to store AFTDistribution and AFTLoss * Rename AFTNoiseDistribution enum to AFTDistributionType for clarity The enum class was not a distribution itself but a distribution type * Add AFTDistribution::Create() method for convenience * changes to extreme distribution * changes to extreme distribution * changes to extreme * changes to extreme distribution * changes to left censored * deleted cout * changes to x,mu and sd and code refactoring * changes to print * changes to hessian formula in censored and uncensored * changes to variable names and pow * changes to Logistic Pdf * changes to parameter * Expose lower and upper bound labels to R package * Use example weights; normalize log likelihood metric * changes to CHECK * changes to logistic hessian to standard formula * changes to logistic formula * Comply with coding style guideline * Revert back Rabit submodule * Revert dmlc-core submodule * Comply with coding style guideline (clang-tidy) * Fix an error in AFTLoss::Gradient() * Add missing files to amalgamation * Address @RAMitchell's comment: minimize future change in MetaInfo interface * Fix lint * Fix compilation error on 32-bit target, when size_t == bst_uint * Allocate sufficient memory to hold extra label info * Use OpenMP to speed up * Fix compilation on Windows * Address reviewer's feedback * Add unit tests for probability distributions * Make Metric subclass of Configurable * Address reviewer's feedback: Configure() AFT metric * Add a dummy test for AFT metric configuration * Complete AFT configuration test; remove debugging print * Rename AFT parameters * Clarify test comment * Add a dummy test for AFT loss for uncensored case * Fix a bug in AFT loss for uncensored labels * Complete unit test for AFT loss metric * Simplify unit tests for AFT metric * Add unit test to verify aggregate output from AFT metric * Use EXPECT_* instead of ASSERT_*, so that we run all unit tests * Use aft_loss_param when serializing AFTObj This is to be consistent with AFT metric * Add unit tests for AFT Objective * Fix OpenMP bug; clarify semantics for shared variables used in OpenMP loops * Add comments * Remove AFT prefix from probability distribution; put probability distribution in separate source file * Add comments * Define kPI and kEulerMascheroni in probability_distribution.h * Add probability_distribution.cc to amalgamation * Remove unnecessary diff * Address reviewer's feedback: define variables where they're used * Eliminate all INFs and NANs from AFT loss and gradient * Add demo * Add tutorial * Fix lint * Use 'survival:aft' to be consistent with 'survival:cox' * Move sample data to demo/data * Add visual demo with 1D toy data * Add Python tests Co-authored-by: Philip Cho <chohyu01@cs.washington.edu>
84 lines
2.5 KiB
C++
84 lines
2.5 KiB
C++
/*!
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* Copyright 2015-2019 by Contributors.
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* \brief XGBoost Amalgamation.
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* This offers an alternative way to compile the entire library from this single file.
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*
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* Example usage command.
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* - $(CXX) -std=c++0x -fopenmp -o -shared libxgboost.so xgboost-all0.cc -ldmlc -lrabit
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*
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* \author Tianqi Chen.
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*/
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// metrics
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#include "../src/metric/metric.cc"
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#include "../src/metric/elementwise_metric.cc"
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#include "../src/metric/multiclass_metric.cc"
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#include "../src/metric/rank_metric.cc"
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#include "../src/metric/survival_metric.cc"
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// objectives
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#include "../src/objective/objective.cc"
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#include "../src/objective/regression_obj.cc"
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#include "../src/objective/multiclass_obj.cc"
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#include "../src/objective/rank_obj.cc"
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#include "../src/objective/hinge.cc"
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#include "../src/objective/aft_obj.cc"
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// gbms
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#include "../src/gbm/gbm.cc"
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#include "../src/gbm/gbtree.cc"
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#include "../src/gbm/gbtree_model.cc"
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#include "../src/gbm/gblinear.cc"
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#include "../src/gbm/gblinear_model.cc"
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// data
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#include "../src/data/data.cc"
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#include "../src/data/simple_dmatrix.cc"
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#include "../src/data/sparse_page_raw_format.cc"
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#include "../src/data/ellpack_page.cc"
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#include "../src/data/ellpack_page_source.cc"
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// prediction
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#include "../src/predictor/predictor.cc"
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#include "../src/predictor/cpu_predictor.cc"
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#if DMLC_ENABLE_STD_THREAD
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#include "../src/data/sparse_page_dmatrix.cc"
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#endif
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// trees
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#include "../src/tree/param.cc"
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#include "../src/tree/split_evaluator.cc"
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#include "../src/tree/tree_model.cc"
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#include "../src/tree/tree_updater.cc"
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#include "../src/tree/updater_colmaker.cc"
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#include "../src/tree/updater_quantile_hist.cc"
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#include "../src/tree/updater_prune.cc"
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#include "../src/tree/updater_refresh.cc"
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#include "../src/tree/updater_sync.cc"
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#include "../src/tree/updater_histmaker.cc"
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#include "../src/tree/updater_skmaker.cc"
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#include "../src/tree/constraints.cc"
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// linear
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#include "../src/linear/linear_updater.cc"
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#include "../src/linear/updater_coordinate.cc"
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#include "../src/linear/updater_shotgun.cc"
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// global
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#include "../src/learner.cc"
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#include "../src/logging.cc"
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#include "../src/common/common.cc"
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#include "../src/common/timer.cc"
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#include "../src/common/host_device_vector.cc"
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#include "../src/common/hist_util.cc"
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#include "../src/common/json.cc"
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#include "../src/common/io.cc"
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#include "../src/common/survival_util.cc"
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#include "../src/common/probability_distribution.cc"
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#include "../src/common/version.cc"
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// c_api
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#include "../src/c_api/c_api.cc"
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#include "../src/c_api/c_api_error.cc"
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