/*! * Copyright 2017-2019 XGBoost contributors */ #include #include #include #include #include "../helpers.h" namespace xgboost { TEST(Objective, DeclareUnifiedTest(LinearRegressionGPair)) { GenericParameter tparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("reg:squarederror", &tparam) }; obj->Configure(args); CheckObjFunction(obj, {0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, {0, 0, 0, 0, 1, 1, 1, 1}, {1, 1, 1, 1, 1, 1, 1, 1}, {0, 0.1f, 0.9f, 1.0f, -1.0f, -0.9f, -0.1f, 0}, {1, 1, 1, 1, 1, 1, 1, 1}); CheckObjFunction(obj, {0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, {0, 0, 0, 0, 1, 1, 1, 1}, {}, // empty weight {0, 0.1f, 0.9f, 1.0f, -1.0f, -0.9f, -0.1f, 0}, {1, 1, 1, 1, 1, 1, 1, 1}); ASSERT_NO_THROW(obj->DefaultEvalMetric()); } TEST(Objective, DeclareUnifiedTest(SquaredLog)) { GenericParameter tparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("reg:squaredlogerror", &tparam) }; obj->Configure(args); CheckConfigReload(obj, "reg:squaredlogerror"); CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights {-0.5435f, -0.4257f, -0.25475f, -0.05855f, 0.1009f}, { 1.3205f, 1.0492f, 0.69215f, 0.34115f, 0.1091f}); CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels {}, // empty weights {-0.5435f, -0.4257f, -0.25475f, -0.05855f, 0.1009f}, { 1.3205f, 1.0492f, 0.69215f, 0.34115f, 0.1091f}); ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"rmsle"}); } TEST(Objective, DeclareUnifiedTest(PseudoHuber)) { GenericParameter tparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("reg:pseudohubererror", &tparam) }; obj->Configure(args); CheckConfigReload(obj, "reg:pseudohubererror"); CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // weights {-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad { 0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess CheckObjFunction(obj, {0.1f, 0.2f, 0.4f, 0.8f, 1.6f}, // pred {1.0f, 1.0f, 1.0f, 1.0f, 1.0f}, // labels {}, // empty weights {-0.668965f, -0.624695f, -0.514496f, -0.196116f, 0.514496f}, // out_grad { 0.410660f, 0.476140f, 0.630510f, 0.9428660f, 0.630510f}); // out_hess ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"mphe"}); } TEST(Objective, DeclareUnifiedTest(LogisticRegressionGPair)) { GenericParameter tparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("reg:logistic", &tparam) }; obj->Configure(args); CheckConfigReload(obj, "reg:logistic"); CheckObjFunction(obj, { 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, // preds { 0, 0, 0, 0, 1, 1, 1, 1}, // labels { 1, 1, 1, 1, 1, 1, 1, 1}, // weights { 0.5f, 0.52f, 0.71f, 0.73f, -0.5f, -0.47f, -0.28f, -0.26f}, // out_grad {0.25f, 0.24f, 0.20f, 0.19f, 0.25f, 0.24f, 0.20f, 0.19f}); // out_hess } TEST(Objective, DeclareUnifiedTest(LogisticRegressionBasic)) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("reg:logistic", &lparam) }; obj->Configure(args); CheckConfigReload(obj, "reg:logistic"); // test label validation EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {10}, {1}, {0}, {0})) << "Expected error when label not in range [0,1f] for LogisticRegression"; // test ProbToMargin EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.197f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.5f), 0, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.9f), 2.197f, 0.01f); EXPECT_ANY_THROW(obj->ProbToMargin(10)) << "Expected error when base_score not in range [0,1f] for LogisticRegression"; // test PredTransform HostDeviceVector io_preds = {0, 0.1f, 0.5f, 0.9f, 1}; std::vector out_preds = {0.5f, 0.524f, 0.622f, 0.710f, 0.731f}; obj->PredTransform(&io_preds); auto& preds = io_preds.HostVector(); for (int i = 0; i < static_cast(io_preds.Size()); ++i) { EXPECT_NEAR(preds[i], out_preds[i], 0.01f); } } TEST(Objective, DeclareUnifiedTest(LogisticRawGPair)) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("binary:logitraw", &lparam) }; obj->Configure(args); CheckObjFunction(obj, { 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, { 0, 0, 0, 0, 1, 1, 1, 1}, { 1, 1, 1, 1, 1, 1, 1, 1}, { 0.5f, 0.52f, 0.71f, 0.73f, -0.5f, -0.47f, -0.28f, -0.26f}, {0.25f, 0.24f, 0.20f, 0.19f, 0.25f, 0.24f, 0.20f, 0.19f}); } TEST(Objective, DeclareUnifiedTest(PoissonRegressionGPair)) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("count:poisson", &lparam) }; args.emplace_back(std::make_pair("max_delta_step", "0.1f")); obj->Configure(args); CheckObjFunction(obj, { 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, { 0, 0, 0, 0, 1, 1, 1, 1}, { 1, 1, 1, 1, 1, 1, 1, 1}, { 1, 1.10f, 2.45f, 2.71f, 0, 0.10f, 1.45f, 1.71f}, {1.10f, 1.22f, 2.71f, 3.00f, 1.10f, 1.22f, 2.71f, 3.00f}); CheckObjFunction(obj, { 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, { 0, 0, 0, 0, 1, 1, 1, 1}, {}, // Empty weight { 1, 1.10f, 2.45f, 2.71f, 0, 0.10f, 1.45f, 1.71f}, {1.10f, 1.22f, 2.71f, 3.00f, 1.10f, 1.22f, 2.71f, 3.00f}); } TEST(Objective, DeclareUnifiedTest(PoissonRegressionBasic)) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("count:poisson", &lparam) }; obj->Configure(args); CheckConfigReload(obj, "count:poisson"); // 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(0.1f), -2.30f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f); // test PredTransform HostDeviceVector io_preds = {0, 0.1f, 0.5f, 0.9f, 1}; std::vector out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f}; obj->PredTransform(&io_preds); auto& preds = io_preds.HostVector(); for (int i = 0; i < static_cast(io_preds.Size()); ++i) { EXPECT_NEAR(preds[i], out_preds[i], 0.01f); } } TEST(Objective, DeclareUnifiedTest(GammaRegressionGPair)) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("reg:gamma", &lparam) }; obj->Configure(args); CheckObjFunction(obj, {0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, {2, 2, 2, 2, 1, 1, 1, 1}, {1, 1, 1, 1, 1, 1, 1, 1}, {-1, -0.809, 0.187, 0.264, 0, 0.09f, 0.59f, 0.63f}, {2, 1.809, 0.813, 0.735, 1, 0.90f, 0.40f, 0.36f}); CheckObjFunction(obj, {0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, {2, 2, 2, 2, 1, 1, 1, 1}, {}, // Empty weight {-1, -0.809, 0.187, 0.264, 0, 0.09f, 0.59f, 0.63f}, {2, 1.809, 0.813, 0.735, 1, 0.90f, 0.40f, 0.36f}); } TEST(Objective, DeclareUnifiedTest(GammaRegressionBasic)) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("reg:gamma", &lparam) }; obj->Configure(args); CheckConfigReload(obj, "reg:gamma"); // test label validation EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {0}, {1}, {0}, {0})) << "Expected error when label = 0 for GammaRegression"; EXPECT_ANY_THROW(CheckObjFunction(obj, {-1}, {-1}, {1}, {-1}, {-3})) << "Expected error when label < 0 for GammaRegression"; // test ProbToMargin EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f); // test PredTransform HostDeviceVector io_preds = {0, 0.1f, 0.5f, 0.9f, 1}; std::vector out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f}; obj->PredTransform(&io_preds); auto& preds = io_preds.HostVector(); for (int i = 0; i < static_cast(io_preds.Size()); ++i) { EXPECT_NEAR(preds[i], out_preds[i], 0.01f); } } TEST(Objective, DeclareUnifiedTest(TweedieRegressionGPair)) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("reg:tweedie", &lparam) }; args.emplace_back(std::make_pair("tweedie_variance_power", "1.1f")); obj->Configure(args); CheckObjFunction(obj, { 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, { 0, 0, 0, 0, 1, 1, 1, 1}, { 1, 1, 1, 1, 1, 1, 1, 1}, { 1, 1.09f, 2.24f, 2.45f, 0, 0.10f, 1.33f, 1.55f}, {0.89f, 0.98f, 2.02f, 2.21f, 1, 1.08f, 2.11f, 2.30f}); CheckObjFunction(obj, { 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, { 0, 0, 0, 0, 1, 1, 1, 1}, {}, // Empty weight. { 1, 1.09f, 2.24f, 2.45f, 0, 0.10f, 1.33f, 1.55f}, {0.89f, 0.98f, 2.02f, 2.21f, 1, 1.08f, 2.11f, 2.30f}); ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"tweedie-nloglik@1.1"}); } #if defined(__CUDACC__) TEST(Objective, CPU_vs_CUDA) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); ObjFunction * obj = ObjFunction::Create("reg:squarederror", &lparam); HostDeviceVector cpu_out_preds; HostDeviceVector cuda_out_preds; constexpr size_t kRows = 400; constexpr size_t kCols = 100; auto pdmat = RandomDataGenerator(kRows, kCols, 0).Seed(0).GenerateDMatrix(); HostDeviceVector preds; preds.Resize(kRows); auto& h_preds = preds.HostVector(); for (size_t i = 0; i < h_preds.size(); ++i) { h_preds[i] = static_cast(i); } auto& info = pdmat->Info(); info.labels_.Resize(kRows); auto& h_labels = info.labels_.HostVector(); for (size_t i = 0; i < h_labels.size(); ++i) { h_labels[i] = 1 / (float)(i+1); } { // CPU lparam.gpu_id = -1; obj->GetGradient(preds, info, 0, &cpu_out_preds); } { // CUDA lparam.gpu_id = 0; obj->GetGradient(preds, info, 0, &cuda_out_preds); } auto& h_cpu_out = cpu_out_preds.HostVector(); auto& h_cuda_out = cuda_out_preds.HostVector(); float sgrad = 0; float shess = 0; for (size_t i = 0; i < kRows; ++i) { sgrad += std::pow(h_cpu_out[i].GetGrad() - h_cuda_out[i].GetGrad(), 2); shess += std::pow(h_cpu_out[i].GetHess() - h_cuda_out[i].GetHess(), 2); } ASSERT_NEAR(sgrad, 0.0f, kRtEps); ASSERT_NEAR(shess, 0.0f, kRtEps); delete obj; } #endif TEST(Objective, DeclareUnifiedTest(TweedieRegressionBasic)) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("reg:tweedie", &lparam) }; obj->Configure(args); CheckConfigReload(obj, "reg:tweedie"); // test label validation EXPECT_ANY_THROW(CheckObjFunction(obj, {0}, {-1}, {1}, {0}, {0})) << "Expected error when label < 0 for TweedieRegression"; // test ProbToMargin EXPECT_NEAR(obj->ProbToMargin(0.1f), -2.30f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.5f), -0.69f, 0.01f); EXPECT_NEAR(obj->ProbToMargin(0.9f), -0.10f, 0.01f); // test PredTransform HostDeviceVector io_preds = {0, 0.1f, 0.5f, 0.9f, 1}; std::vector out_preds = {1, 1.10f, 1.64f, 2.45f, 2.71f}; obj->PredTransform(&io_preds); auto& preds = io_preds.HostVector(); for (int i = 0; i < static_cast(io_preds.Size()); ++i) { EXPECT_NEAR(preds[i], out_preds[i], 0.01f); } } // CoxRegression not implemented in GPU code, no need for testing. #if !defined(__CUDACC__) TEST(Objective, CoxRegressionGPair) { GenericParameter lparam = CreateEmptyGenericParam(GPUIDX); std::vector> args; std::unique_ptr obj { ObjFunction::Create("survival:cox", &lparam) }; obj->Configure(args); CheckObjFunction(obj, { 0, 0.1f, 0.9f, 1, 0, 0.1f, 0.9f, 1}, { 0, -2, -2, 2, 3, 5, -10, 100}, { 1, 1, 1, 1, 1, 1, 1, 1}, { 0, 0, 0, -0.799f, -0.788f, -0.590f, 0.910f, 1.006f}, { 0, 0, 0, 0.160f, 0.186f, 0.348f, 0.610f, 0.639f}); } #endif } // namespace xgboost