xgboost/tests/cpp/objective/test_regression_obj.cc
2016-12-04 11:25:57 -08:00

139 lines
5.5 KiB
C++

// Copyright by Contributors
#include <xgboost/objective.h>
#include "../helpers.h"
TEST(Objective, LinearRegressionGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:linear");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
CheckObjFunction(obj,
{0, 0.1, 0.9, 1, 0, 0.1, 0.9, 1},
{0, 0, 0, 0, 1, 1, 1, 1},
{1, 1, 1, 1, 1, 1, 1, 1},
{0, 0.1, 0.9, 1.0, -1.0, -0.9, -0.1, 0},
{1, 1, 1, 1, 1, 1, 1, 1});
ASSERT_NO_THROW(obj->DefaultEvalMetric());
}
TEST(Objective, LogisticRegressionGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:logistic");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1, 0.9, 1, 0, 0.1, 0.9, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 0.5, 0.52, 0.71, 0.73, -0.5, -0.47, -0.28, -0.26},
{0.25, 0.24, 0.20, 0.19, 0.25, 0.24, 0.20, 0.19});
}
TEST(Objective, LogisticRegressionBasic) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:logistic");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {10}, {1}, {0}, {0}))
<< "Expected error when label not in range [0,1] for LogisticRegression";
// test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1), -2.197, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.5), 0, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.9), 2.197, 0.01);
EXPECT_ANY_THROW(obj->ProbToMargin(10))
<< "Expected error when base_score not in range [0,1] for LogisticRegression";
// test PredTransform
std::vector<xgboost::bst_float> preds = {0, 0.1, 0.5, 0.9, 1};
std::vector<xgboost::bst_float> out_preds = {0.5, 0.524, 0.622, 0.710, 0.731};
obj->PredTransform(&preds);
for (int i = 0; i < preds.size(); ++i) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01);
}
}
TEST(Objective, LogisticRawGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("binary:logitraw");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1, 0.9, 1, 0, 0.1, 0.9, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 0.5, 0.52, 0.71, 0.73, -0.5, -0.47, -0.28, -0.26},
{0.25, 0.24, 0.20, 0.19, 0.25, 0.24, 0.20, 0.19});
}
TEST(Objective, PoissonRegressionGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("count:poisson");
std::vector<std::pair<std::string, std::string> > args;
args.push_back(std::make_pair("max_delta_step", "0.1"));
obj->Configure(args);
CheckObjFunction(obj,
{ 0, 0.1, 0.9, 1, 0, 0.1, 0.9, 1},
{ 0, 0, 0, 0, 1, 1, 1, 1},
{ 1, 1, 1, 1, 1, 1, 1, 1},
{ 1, 1.10, 2.45, 2.71, 0, 0.10, 1.45, 1.71},
{1.10, 1.22, 2.71, 3.00, 1.10, 1.22, 2.71, 3.00});
}
TEST(Objective, PoissonRegressionBasic) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("count:poisson");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
<< "Expected error when label < 0 for PoissonRegression";
// test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1), -2.30, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.5), -0.69, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.9), -0.10, 0.01);
// test PredTransform
std::vector<xgboost::bst_float> preds = {0, 0.1, 0.5, 0.9, 1};
std::vector<xgboost::bst_float> out_preds = {1, 1.10, 1.64, 2.45, 2.71};
obj->PredTransform(&preds);
for (int i = 0; i < preds.size(); ++i) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01);
}
}
TEST(Objective, GammaRegressionGPair) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:gamma");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
CheckObjFunction(obj,
{0, 0.1, 0.9, 1, 0, 0.1, 0.9, 1},
{0, 0, 0, 0, 1, 1, 1, 1},
{1, 1, 1, 1, 1, 1, 1, 1},
{1, 1, 1, 1, 0, 0.09, 0.59, 0.63},
{0, 0, 0, 0, 1, 0.90, 0.40, 0.36});
}
TEST(Objective, GammaRegressionBasic) {
xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("reg:gamma");
std::vector<std::pair<std::string, std::string> > args;
obj->Configure(args);
// test label validation
EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0}))
<< "Expected error when label < 0 for GammaRegression";
// test ProbToMargin
EXPECT_NEAR(obj->ProbToMargin(0.1), -2.30, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.5), -0.69, 0.01);
EXPECT_NEAR(obj->ProbToMargin(0.9), -0.10, 0.01);
// test PredTransform
std::vector<xgboost::bst_float> preds = {0, 0.1, 0.5, 0.9, 1};
std::vector<xgboost::bst_float> out_preds = {1, 1.10, 1.64, 2.45, 2.71};
obj->PredTransform(&preds);
for (int i = 0; i < preds.size(); ++i) {
EXPECT_NEAR(preds[i], out_preds[i], 0.01);
}
}