xgboost/tests/cpp/helpers.h

/*!
 * Copyright 2016-2018 XGBoost contributors
 */
#ifndef XGBOOST_TESTS_CPP_HELPERS_H_
#define XGBOOST_TESTS_CPP_HELPERS_H_

#include <iostream>
#include <fstream>
#include <cstdio>
#include <string>
#include <vector>
#include <sys/stat.h>
#include <sys/types.h>

#include <gtest/gtest.h>

#include <xgboost/base.h>
#include <xgboost/objective.h>
#include <xgboost/metric.h>
#include <xgboost/predictor.h>

#if defined(__CUDACC__)
#define DeclareUnifiedTest(name) GPU ## name
#else
#define DeclareUnifiedTest(name) name
#endif

bool FileExists(const std::string& filename);

int64_t GetFileSize(const std::string& filename);

void CreateSimpleTestData(const std::string& filename);

void CreateBigTestData(const std::string& filename, size_t n_entries);

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);

void CheckRankingObjFunction(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_uint> groups,
                      std::vector<xgboost::bst_float> out_grad,
                      std::vector<xgboost::bst_float> out_hess);

xgboost::bst_float GetMetricEval(
  xgboost::Metric * metric,
  xgboost::HostDeviceVector<xgboost::bst_float> preds,
  std::vector<xgboost::bst_float> labels,
  std::vector<xgboost::bst_float> weights = std::vector<xgboost::bst_float> ());

namespace xgboost {
bool IsNear(std::vector<xgboost::bst_float>::const_iterator _beg1,
            std::vector<xgboost::bst_float>::const_iterator _end1,
            std::vector<xgboost::bst_float>::const_iterator _beg2);

/*!
 * \brief Linear congruential generator.
 *
 * The distribution defined in std is not portable. Given the same seed, it
 * migth produce different outputs on different platforms or with different
 * compilers.  The SimpleLCG implemented here is to make sure all tests are
 * reproducible.
 */
class SimpleLCG {
 private:
  using StateType = int64_t;
  static StateType constexpr default_init_ = 3;
  static StateType constexpr default_alpha_ = 61;
  static StateType constexpr max_value_ = ((StateType)1 << 32) - 1;

  StateType state_;
  StateType const alpha_;
  StateType const mod_;

  StateType const seed_;

 public:
  SimpleLCG() : state_{default_init_},
                alpha_{default_alpha_}, mod_{max_value_}, seed_{state_}{}
  /*!
   * \brief Initialize SimpleLCG.
   *
   * \param state  Initial state, can also be considered as seed. If set to
   *               zero, SimpleLCG will use internal default value.
   * \param alpha  multiplier
   * \param mod    modulo
   */
  SimpleLCG(StateType state,
            StateType alpha=default_alpha_, StateType mod=max_value_)
      : state_{state == 0 ? default_init_ : state},
        alpha_{alpha}, mod_{mod} , seed_{state} {}

  StateType operator()();
  StateType Min() const;
  StateType Max() const;
};

template <typename ResultT>
class SimpleRealUniformDistribution {
 private:
  ResultT const lower;
  ResultT const upper;

  /*! \brief Over-simplified version of std::generate_canonical. */
  template <size_t Bits, typename GeneratorT>
  ResultT GenerateCanonical(GeneratorT* rng) const {
    static_assert(std::is_floating_point<ResultT>::value,
                  "Result type must be floating point.");
    long double const r = (static_cast<long double>(rng->Max())
                           - static_cast<long double>(rng->Min())) + 1.0L;
    size_t const log2r = std::log(r) / std::log(2.0L);
    size_t m = std::max<size_t>(1UL, (Bits + log2r - 1UL) / log2r);
    ResultT sum_value = 0, r_k = 1;

    for (size_t k = m; k != 0; --k) {
      sum_value += ResultT((*rng)() - rng->Min()) * r_k;
      r_k *= r;
    }

    ResultT res = sum_value / r_k;
    return res;
  }

 public:
  SimpleRealUniformDistribution(ResultT l, ResultT u) :
      lower{l}, upper{u} {}

  template <typename GeneratorT>
  ResultT operator()(GeneratorT* rng) const {
    ResultT tmp = GenerateCanonical<std::numeric_limits<ResultT>::digits,
                                    GeneratorT>(rng);
    return (tmp * (upper - lower)) + lower;
  }
};

/**
 * \fn  std::shared_ptr<xgboost::DMatrix> CreateDMatrix(int rows, int columns, float sparsity, int seed);
 *
 * \brief Creates dmatrix with uniform random data between 0-1.
 *
 * \param rows      The rows.
 * \param columns   The columns.
 * \param sparsity  The sparsity.
 * \param seed      The seed.
 *
 * \return  The new d matrix.
 */
std::shared_ptr<xgboost::DMatrix> *CreateDMatrix(int rows, int columns,
                                                 float sparsity, int seed = 0);

std::unique_ptr<DMatrix> CreateSparsePageDMatrix();

gbm::GBTreeModel CreateTestModel();

}  // namespace xgboost
#endif