fdf533f2b9
Support adaptive tree, a feature supported by both sklearn and lightgbm. The tree leaf is recomputed based on residue of labels and predictions after construction. For l1 error, the optimal value is the median (50 percentile). This is marked as experimental support for the following reasons: - The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors. - Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
59 lines
1.6 KiB
C++
59 lines
1.6 KiB
C++
/*!
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* Copyright 2022 by XGBoost Contributors
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*/
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#include <gtest/gtest.h>
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#include <xgboost/generic_parameters.h>
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#include "../../../src/common/stats.h"
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namespace xgboost {
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namespace common {
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TEST(Stats, Quantile) {
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{
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linalg::Tensor<float, 1> arr({20.f, 0.f, 15.f, 50.f, 40.f, 0.f, 35.f}, {7}, Context::kCpuId);
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std::vector<size_t> index{0, 2, 3, 4, 6};
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auto h_arr = arr.HostView();
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auto beg = MakeIndexTransformIter([&](size_t i) { return h_arr(index[i]); });
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auto end = beg + index.size();
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auto q = Quantile(0.40f, beg, end);
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ASSERT_EQ(q, 26.0);
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q = Quantile(0.20f, beg, end);
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ASSERT_EQ(q, 16.0);
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q = Quantile(0.10f, beg, end);
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ASSERT_EQ(q, 15.0);
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}
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{
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std::vector<float> vec{1., 2., 3., 4., 5.};
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auto beg = MakeIndexTransformIter([&](size_t i) { return vec[i]; });
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auto end = beg + vec.size();
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auto q = Quantile(0.5f, beg, end);
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ASSERT_EQ(q, 3.);
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}
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}
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TEST(Stats, WeightedQuantile) {
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linalg::Tensor<float, 1> arr({1.f, 2.f, 3.f, 4.f, 5.f}, {5}, Context::kCpuId);
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linalg::Tensor<float, 1> weight({1.f, 1.f, 1.f, 1.f, 1.f}, {5}, Context::kCpuId);
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auto h_arr = arr.HostView();
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auto h_weight = weight.HostView();
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auto beg = MakeIndexTransformIter([&](size_t i) { return h_arr(i); });
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auto end = beg + arr.Size();
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auto w = MakeIndexTransformIter([&](size_t i) { return h_weight(i); });
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auto q = WeightedQuantile(0.50f, beg, end, w);
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ASSERT_EQ(q, 3);
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q = WeightedQuantile(0.0, beg, end, w);
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ASSERT_EQ(q, 1);
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q = WeightedQuantile(1.0, beg, end, w);
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ASSERT_EQ(q, 5);
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}
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} // namespace common
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} // namespace xgboost
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