forked from dmlc/xgboost
/
test_auc.cc
143 lines (125 loc) · 5.38 KB
/
test_auc.cc
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
#include <xgboost/metric.h>
#include "../helpers.h"
namespace xgboost {
namespace metric {
TEST(Metric, DeclareUnifiedTest(BinaryAUC)) {
auto tparam = xgboost::CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<Metric> uni_ptr {Metric::Create("auc", &tparam)};
Metric * metric = uni_ptr.get();
ASSERT_STREQ(metric->Name(), "auc");
// Binary
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {0, 1}), 1.0f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {0, 1}, {1, 0}), 0.0f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {0, 0}, {0, 1}), 0.5f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {1, 1}, {0, 1}), 0.5f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {0, 0}, {1, 0}), 0.5f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {1, 1}, {1, 0}), 0.5f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric, {1, 0, 0}, {0, 0, 1}), 0.25f, 1e-10);
// Invalid dataset
MetaInfo info;
info.labels_ = {0, 0};
float auc = metric->Eval({1, 1}, info, false);
ASSERT_TRUE(std::isnan(auc));
info.labels_ = HostDeviceVector<float>{};
auc = metric->Eval(HostDeviceVector<float>{}, info, false);
ASSERT_TRUE(std::isnan(auc));
EXPECT_NEAR(GetMetricEval(metric, {0, 1, 0, 1}, {0, 1, 0, 1}), 1.0f, 1e-10);
// AUC with instance weights
EXPECT_NEAR(GetMetricEval(metric,
{0.9f, 0.1f, 0.4f, 0.3f},
{0, 0, 1, 1},
{1.0f, 3.0f, 2.0f, 4.0f}),
0.75f, 0.001f);
// regression test case
ASSERT_NEAR(GetMetricEval(
metric,
{0.79523796, 0.5201713, 0.79523796, 0.24273258, 0.53452194,
0.53452194, 0.24273258, 0.5201713, 0.79523796, 0.53452194,
0.24273258, 0.53452194, 0.79523796, 0.5201713, 0.24273258,
0.5201713, 0.5201713, 0.53452194, 0.5201713, 0.53452194},
{0, 1, 0, 0, 1, 1, 0, 0, 1, 1, 1, 0, 0, 1, 0, 0, 1, 1, 1, 0}),
0.5, 1e-10);
}
TEST(Metric, DeclareUnifiedTest(MultiAUC)) {
auto tparam = CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<Metric> uni_ptr{
Metric::Create("auc", &tparam)};
auto metric = uni_ptr.get();
// MultiClass
// 3x3
EXPECT_NEAR(GetMetricEval(metric,
{
1.0f, 0.0f, 0.0f, // p_0
0.0f, 1.0f, 0.0f, // p_1
0.0f, 0.0f, 1.0f // p_2
},
{0, 1, 2}),
1.0f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{
1.0f, 0.0f, 0.0f, // p_0
0.0f, 1.0f, 0.0f, // p_1
0.0f, 0.0f, 1.0f // p_2
},
{2, 1, 0}),
0.5f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric,
{
1.0f, 0.0f, 0.0f, // p_0
0.0f, 1.0f, 0.0f, // p_1
0.0f, 0.0f, 1.0f // p_2
},
{2, 0, 1}),
0.25f, 1e-10);
// invalid dataset
float auc = GetMetricEval(metric,
{
1.0f, 0.0f, 0.0f, // p_0
0.0f, 1.0f, 0.0f, // p_1
0.0f, 0.0f, 1.0f // p_2
},
{0, 1, 1}); // no class 2.
EXPECT_TRUE(std::isnan(auc)) << auc;
HostDeviceVector<float> predts{
0.0f, 1.0f, 0.0f,
1.0f, 0.0f, 0.0f,
0.0f, 0.0f, 1.0f,
0.0f, 0.0f, 1.0f,
};
std::vector<float> labels {1.0f, 0.0f, 2.0f, 1.0f};
auc = GetMetricEval(metric, predts, labels, {1.0f, 2.0f, 3.0f, 4.0f});
ASSERT_GT(auc, 0.714);
}
TEST(Metric, DeclareUnifiedTest(RankingAUC)) {
auto tparam = CreateEmptyGenericParam(GPUIDX);
std::unique_ptr<Metric> metric{Metric::Create("auc", &tparam)};
// single group
EXPECT_NEAR(GetMetricEval(metric.get(), {0.7f, 0.2f, 0.3f, 0.6f},
{1.0f, 0.8f, 0.4f, 0.2f}, /*weights=*/{},
{0, 4}),
0.5f, 1e-10);
// multi group
EXPECT_NEAR(GetMetricEval(metric.get(), {0, 1, 2, 0, 1, 2},
{0, 1, 2, 0, 1, 2}, /*weights=*/{}, {0, 3, 6}),
1.0f, 1e-10);
EXPECT_NEAR(GetMetricEval(metric.get(), {0, 1, 2, 0, 1, 2},
{0, 1, 2, 0, 1, 2}, /*weights=*/{1.0f, 2.0f},
{0, 3, 6}),
1.0f, 1e-10);
// AUC metric for grouped datasets - exception scenarios
ASSERT_TRUE(std::isnan(
GetMetricEval(metric.get(), {0, 1, 2}, {0, 0, 0}, {}, {0, 2, 3})));
// regression case
HostDeviceVector<float> predt{0.33935383, 0.5149714, 0.32138085, 1.4547751,
1.2010975, 0.42651367, 0.23104341, 0.83610827,
0.8494239, 0.07136688, 0.5623144, 0.8086237,
1.5066161, -4.094787, 0.76887935, -2.4082742};
std::vector<bst_group_t> groups{0, 7, 16};
std::vector<float> labels{1., 0., 0., 1., 2., 1., 0., 0.,
0., 0., 0., 0., 1., 0., 1., 0.};
EXPECT_NEAR(GetMetricEval(metric.get(), std::move(predt), labels,
/*weights=*/{}, groups),
0.769841f, 1e-6);
}
} // namespace metric
} // namespace xgboost