/*! * Copyright (c) by Contributors 2020 */ #include #include #include "xgboost/metric.h" #include "../helpers.h" #include "../../../src/common/survival_util.h" /** Tests for Survival metrics that should run both on CPU and GPU **/ namespace xgboost { namespace common { namespace { inline void CheckDeterministicMetricElementWise(StringView name, int32_t device) { auto lparam = CreateEmptyGenericParam(device); std::unique_ptr metric{Metric::Create(name.c_str(), &lparam)}; metric->Configure(Args{}); HostDeviceVector predts; MetaInfo info; auto &h_predts = predts.HostVector(); SimpleLCG lcg; SimpleRealUniformDistribution dist{0.0f, 1.0f}; size_t n_samples = 2048; h_predts.resize(n_samples); for (size_t i = 0; i < n_samples; ++i) { h_predts[i] = dist(&lcg); } auto &h_upper = info.labels_upper_bound_.HostVector(); auto &h_lower = info.labels_lower_bound_.HostVector(); h_lower.resize(n_samples); h_upper.resize(n_samples); for (size_t i = 0; i < n_samples; ++i) { h_lower[i] = 1; h_upper[i] = 10; } auto result = metric->Eval(predts, info, false); for (size_t i = 0; i < 8; ++i) { ASSERT_EQ(metric->Eval(predts, info, false), result); } } } // anonymous namespace TEST(Metric, DeclareUnifiedTest(AFTNegLogLik)) { auto lparam = xgboost::CreateEmptyGenericParam(GPUIDX); /** * Test aggregate output from the AFT metric over a small test data set. * This is unlike AFTLoss.* tests, which verify metric values over individual data points. **/ MetaInfo info; info.num_row_ = 4; info.labels_lower_bound_.HostVector() = { 100.0f, 0.0f, 60.0f, 16.0f }; info.labels_upper_bound_.HostVector() = { 100.0f, 20.0f, std::numeric_limits::infinity(), 200.0f }; info.weights_.HostVector() = std::vector(); HostDeviceVector preds(4, std::log(64)); struct TestCase { std::string dist_type; bst_float reference_value; }; for (const auto& test_case : std::vector{ {"normal", 2.1508f}, {"logistic", 2.1804f}, {"extreme", 2.0706f} }) { std::unique_ptr metric(Metric::Create("aft-nloglik", &lparam)); metric->Configure({ {"aft_loss_distribution", test_case.dist_type}, {"aft_loss_distribution_scale", "1.0"} }); EXPECT_NEAR(metric->Eval(preds, info, false), test_case.reference_value, 1e-4); } } TEST(Metric, DeclareUnifiedTest(IntervalRegressionAccuracy)) { auto lparam = xgboost::CreateEmptyGenericParam(GPUIDX); MetaInfo info; info.num_row_ = 4; info.labels_lower_bound_.HostVector() = { 20.0f, 0.0f, 60.0f, 16.0f }; info.labels_upper_bound_.HostVector() = { 80.0f, 20.0f, 80.0f, 200.0f }; info.weights_.HostVector() = std::vector(); HostDeviceVector preds(4, std::log(60.0f)); std::unique_ptr metric(Metric::Create("interval-regression-accuracy", &lparam)); EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.75f); info.labels_lower_bound_.HostVector()[2] = 70.0f; EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.50f); info.labels_upper_bound_.HostVector()[2] = std::numeric_limits::infinity(); EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.50f); info.labels_upper_bound_.HostVector()[3] = std::numeric_limits::infinity(); EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.50f); info.labels_lower_bound_.HostVector()[0] = 70.0f; EXPECT_FLOAT_EQ(metric->Eval(preds, info, false), 0.25f); CheckDeterministicMetricElementWise(StringView{"interval-regression-accuracy"}, GPUIDX); } // Test configuration of AFT metric TEST(AFTNegLogLikMetric, DeclareUnifiedTest(Configuration)) { auto lparam = xgboost::CreateEmptyGenericParam(GPUIDX); std::unique_ptr metric(Metric::Create("aft-nloglik", &lparam)); metric->Configure({{"aft_loss_distribution", "normal"}, {"aft_loss_distribution_scale", "10"}}); // Configuration round-trip test Json j_obj{ Object() }; metric->SaveConfig(&j_obj); auto aft_param_json = j_obj["aft_loss_param"]; EXPECT_EQ(get(aft_param_json["aft_loss_distribution"]), "normal"); EXPECT_EQ(get(aft_param_json["aft_loss_distribution_scale"]), "10"); CheckDeterministicMetricElementWise(StringView{"aft-nloglik"}, GPUIDX); } } // namespace common } // namespace xgboost