/*! * Copyright (c) by Contributors 2020 */ #include #include #include #include #include #include #include "xgboost/metric.h" #include "xgboost/logging.h" #include "../helpers.h" #include "../../../src/common/survival_util.h" // CUDA conditional compile trick. #include "test_survival_metric.cu" namespace xgboost { namespace common { /** Tests for Survival metrics that should run only on CPU **/ /** * Reference values obtained from * https://github.com/avinashbarnwal/GSOC-2019/blob/master/AFT/R/combined_assignment.R **/ /** * AFTLoss.* tests verify metric values over individual data points. **/ // Generate prediction value ranging from 2**1 to 2**15, using grid points in log scale // Then check prediction against the reference values template static inline void CheckLossOverGridPoints( double true_label_lower_bound, double true_label_upper_bound, const std::vector& reference_values) { const int num_point = 20; const double log_y_low = 1.0; const double log_y_high = 15.0; CHECK_EQ(num_point, reference_values.size()); for (int i = 0; i < num_point; ++i) { const double y_pred = std::pow(2.0, i * (log_y_high - log_y_low) / (num_point - 1) + log_y_low); const double loss_val = AFTLoss::Loss( true_label_lower_bound, true_label_upper_bound, std::log(y_pred), 1.0); EXPECT_NEAR(loss_val, reference_values[i], 1e-4); } } TEST(AFTLoss, Uncensored) { // Given label 100, compute the AFT loss for various prediction values const double true_label_lower_bound = 100.0; const double true_label_upper_bound = true_label_lower_bound; CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 13.1761, 11.3085, 9.7017, 8.3558, 7.2708, 6.4466, 5.8833, 5.5808, 5.5392, 5.7585, 6.2386, 6.9795, 7.9813, 9.2440, 10.7675, 12.5519, 14.5971, 16.9032, 19.4702, 22.2980 }); CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 8.5568, 8.0720, 7.6038, 7.1620, 6.7612, 6.4211, 6.1659, 6.0197, 5.9990, 6.1064, 6.3293, 6.6450, 7.0289, 7.4594, 7.9205, 8.4008, 8.8930, 9.3926, 9.8966, 10.4033 }); CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 27.6310, 27.6310, 19.7177, 13.0281, 9.2183, 7.1365, 6.0916, 5.6688, 5.6195, 5.7941, 6.1031, 6.4929, 6.9310, 7.3981, 7.8827, 8.3778, 8.8791, 9.3842, 9.8916, 10.40033 }); } TEST(AFTLoss, LeftCensored) { // Given label (-inf, 20], compute the AFT loss for various prediction values const double true_label_lower_bound = 0.0; const double true_label_upper_bound = 20.0; CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 0.0107, 0.0373, 0.1054, 0.2492, 0.5068, 0.9141, 1.5003, 2.2869, 3.2897, 4.5196, 5.9846, 7.6902, 9.6405, 11.8385, 14.2867, 16.9867, 19.9399, 23.1475, 26.6103, 27.6310 }); CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 0.0953, 0.1541, 0.2451, 0.3804, 0.5717, 0.8266, 1.1449, 1.5195, 1.9387, 2.3902, 2.8636, 3.3512, 3.8479, 4.3500, 4.8556, 5.3632, 5.8721, 6.3817, 6.8918, 7.4021 }); CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 0.0000, 0.0025, 0.0277, 0.1225, 0.3195, 0.6150, 0.9862, 1.4094, 1.8662, 2.3441, 2.8349, 3.3337, 3.8372, 4.3436, 4.8517, 5.3609, 5.8707, 6.3808, 6.8912, 7.4018 }); } TEST(AFTLoss, RightCensored) { // Given label [60, +inf), compute the AFT loss for various prediction values const double true_label_lower_bound = 60.0; const double true_label_upper_bound = std::numeric_limits::infinity(); CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 8.0000, 6.2537, 4.7487, 3.4798, 2.4396, 1.6177, 0.9993, 0.5638, 0.2834, 0.1232, 0.0450, 0.0134, 0.0032, 0.0006, 0.0001, 0.0000, 0.0000, 0.0000, 0.0000, 0.0000 }); CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 3.4340, 2.9445, 2.4683, 2.0125, 1.5871, 1.2041, 0.8756, 0.6099, 0.4083, 0.2643, 0.1668, 0.1034, 0.0633, 0.0385, 0.0233, 0.0140, 0.0084, 0.0051, 0.0030, 0.0018 }); CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 27.6310, 18.0015, 10.8018, 6.4817, 3.8893, 2.3338, 1.4004, 0.8403, 0.5042, 0.3026, 0.1816, 0.1089, 0.0654, 0.0392, 0.0235, 0.0141, 0.0085, 0.0051, 0.0031, 0.0018 }); } TEST(AFTLoss, IntervalCensored) { // Given label [16, 200], compute the AFT loss for various prediction values const double true_label_lower_bound = 16.0; const double true_label_upper_bound = 200.0; CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 3.9746, 2.8415, 1.9319, 1.2342, 0.7335, 0.4121, 0.2536, 0.2470, 0.3919, 0.6982, 1.1825, 1.8622, 2.7526, 3.8656, 5.2102, 6.7928, 8.6183, 10.6901, 13.0108, 15.5826 }); CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 2.2906, 1.8578, 1.4667, 1.1324, 0.8692, 0.6882, 0.5948, 0.5909, 0.6764, 0.8499, 1.1061, 1.4348, 1.8215, 2.2511, 2.7104, 3.1891, 3.6802, 4.1790, 4.6825, 5.1888 }); CheckLossOverGridPoints(true_label_lower_bound, true_label_upper_bound, { 8.0000, 4.8004, 2.8805, 1.7284, 1.0372, 0.6231, 0.3872, 0.3031, 0.3740, 0.5839, 0.8995, 1.2878, 1.7231, 2.1878, 2.6707, 3.1647, 3.6653, 4.1699, 4.6770, 5.1856 }); } } // namespace common } // namespace xgboost