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/*!
* Copyright 2019-2022 by XGBoost Contributors
*/
#pragma once
#include <gtest/gtest.h>
#include <fstream>
#include <random>
#include <string>
#include <vector>
#include "../../../src/common/hist_util.h"
#include "../../../src/data/adapter.h"
#include "../../../src/data/simple_dmatrix.h"
#include "../filesystem.h" // dmlc::TemporaryDirectory
#include "../helpers.h"
#ifdef __CUDACC__
#include <xgboost/json.h>
#include "../../../src/data/device_adapter.cuh"
#endif // __CUDACC__
// Some helper functions used to test both GPU and CPU algorithms
//
namespace xgboost {
namespace common {
// Generate columns with different ranges
inline std::vector<float> GenerateRandom(int num_rows, int num_columns) {
std::vector<float> x(num_rows*num_columns);
std::mt19937 rng(0);
std::uniform_real_distribution<float> dist(0.0, 1.0);
std::generate(x.begin(), x.end(), [&]() { return dist(rng); });
for (auto i = 0; i < num_columns; i++) {
for (auto j = 0; j < num_rows; j++) {
x[j * num_columns + i] += i;
}
}
return x;
}
inline std::vector<float> GenerateRandomWeights(int num_rows) {
std::vector<float> w(num_rows);
std::mt19937 rng(1);
std::uniform_real_distribution<float> dist(0.0, 1.0);
std::generate(w.begin(), w.end(), [&]() { return dist(rng); });
return w;
}
#ifdef __CUDACC__
inline data::CupyAdapter AdapterFromData(const thrust::device_vector<float> &x,
int num_rows, int num_columns) {
Json array_interface{Object()};
std::vector<Json> shape = {Json(static_cast<Integer::Int>(num_rows)),
Json(static_cast<Integer::Int>(num_columns))};
array_interface["shape"] = Array(shape);
std::vector<Json> j_data{
Json(Integer(reinterpret_cast<Integer::Int>(x.data().get()))),
Json(Boolean(false))};
array_interface["data"] = j_data;
array_interface["version"] = 3;
array_interface["typestr"] = String("<f4");
std::string str;
Json::Dump(array_interface, &str);
return data::CupyAdapter(str);
}
#endif
inline std::shared_ptr<data::SimpleDMatrix>
GetDMatrixFromData(const std::vector<float> &x, int num_rows, int num_columns) {
data::DenseAdapter adapter(x.data(), num_rows, num_columns);
return std::shared_ptr<data::SimpleDMatrix>(new data::SimpleDMatrix(
&adapter, std::numeric_limits<float>::quiet_NaN(), 1));
}
inline std::shared_ptr<DMatrix> GetExternalMemoryDMatrixFromData(
const std::vector<float>& x, int num_rows, int num_columns,
const dmlc::TemporaryDirectory& tempdir) {
// Create the svm file in a temp dir
const std::string tmp_file = tempdir.path + "/temp.libsvm";
std::ofstream fo(tmp_file.c_str());
for (auto i = 0; i < num_rows; i++) {
std::stringstream row_data;
for (auto j = 0; j < num_columns; j++) {
row_data << 1 << " " << j << ":" << std::setprecision(15)
<< x[i * num_columns + j];
}
fo << row_data.str() << "\n";
}
fo.close();
return std::shared_ptr<DMatrix>(
DMatrix::Load(tmp_file + "?format=libsvm" + "#" + tmp_file + ".cache"));
}
// Test that elements are approximately equally distributed among bins
inline void TestBinDistribution(const HistogramCuts& cuts, int column_idx,
const std::vector<float>& sorted_column,
const std::vector<float>& sorted_weights) {
std::map<int, int> bin_weights;
for (auto i = 0ull; i < sorted_column.size(); i++) {
auto bin_idx = cuts.SearchBin(sorted_column[i], column_idx);
if (bin_weights.find(bin_idx) == bin_weights.cend()) {
bin_weights[bin_idx] = 0;
}
bin_weights.at(bin_idx) += sorted_weights[i];
}
int local_num_bins = cuts.Ptrs()[column_idx + 1] - cuts.Ptrs()[column_idx];
auto total_weight = std::accumulate(sorted_weights.begin(), sorted_weights.end(),0);
int expected_bin_weight = total_weight / local_num_bins;
// Allow up to 30% deviation. This test is not very strict, it only ensures
// roughly equal distribution
int allowable_error = std::max(2, int(expected_bin_weight * 0.3));
// First and last bin can have smaller
for (auto& kv : bin_weights) {
ASSERT_LE(std::abs(bin_weights[kv.first] - expected_bin_weight),
allowable_error);
}
}
// Test sketch quantiles against the real quantiles Not a very strict
// test
inline void TestRank(const std::vector<float> &column_cuts,
const std::vector<float> &sorted_x,
const std::vector<float> &sorted_weights) {
double eps = 0.05;
auto total_weight =
std::accumulate(sorted_weights.begin(), sorted_weights.end(), 0.0);
// Ignore the last cut, its special
double sum_weight = 0.0;
size_t j = 0;
for (size_t i = 0; i < column_cuts.size() - 1; i++) {
while (column_cuts[i] > sorted_x[j]) {
sum_weight += sorted_weights[j];
j++;
}
double expected_rank = ((i + 1) * total_weight) / column_cuts.size();
double acceptable_error = std::max(2.9, total_weight * eps);
EXPECT_LE(std::abs(expected_rank - sum_weight), acceptable_error);
}
}
inline void ValidateColumn(const HistogramCuts& cuts, int column_idx,
const std::vector<float>& sorted_column,
const std::vector<float>& sorted_weights,
size_t num_bins) {
// Check the endpoints are correct
CHECK_GT(sorted_column.size(), 0);
EXPECT_LT(cuts.MinValues().at(column_idx), sorted_column.front());
EXPECT_GT(cuts.Values()[cuts.Ptrs()[column_idx]], sorted_column.front());
EXPECT_GE(cuts.Values()[cuts.Ptrs()[column_idx+1]-1], sorted_column.back());
// Check the cuts are sorted
auto cuts_begin = cuts.Values().begin() + cuts.Ptrs()[column_idx];
auto cuts_end = cuts.Values().begin() + cuts.Ptrs()[column_idx + 1];
EXPECT_TRUE(std::is_sorted(cuts_begin, cuts_end));
// Check all cut points are unique
EXPECT_EQ(std::set<float>(cuts_begin, cuts_end).size(),
static_cast<size_t>(cuts_end - cuts_begin));
auto unique = std::set<float>(sorted_column.begin(), sorted_column.end());
if (unique.size() <= num_bins) {
// Less unique values than number of bins
// Each value should get its own bin
int i = 0;
for (auto v : unique) {
ASSERT_EQ(cuts.SearchBin(v, column_idx), cuts.Ptrs()[column_idx] + i);
i++;
}
} else {
int num_cuts_column = cuts.Ptrs()[column_idx + 1] - cuts.Ptrs()[column_idx];
std::vector<float> column_cuts(num_cuts_column);
std::copy(cuts.Values().begin() + cuts.Ptrs()[column_idx],
cuts.Values().begin() + cuts.Ptrs()[column_idx + 1],
column_cuts.begin());
TestBinDistribution(cuts, column_idx, sorted_column, sorted_weights);
TestRank(column_cuts, sorted_column, sorted_weights);
}
}
inline void ValidateCuts(const HistogramCuts& cuts, DMatrix* dmat, int num_bins) {
// Collect data into columns
std::vector<std::vector<float>> columns(dmat->Info().num_col_);
for (auto& batch : dmat->GetBatches<SparsePage>()) {
auto page = batch.GetView();
ASSERT_GT(batch.Size(), 0ul);
for (auto i = 0ull; i < batch.Size(); i++) {
for (auto e : page[i]) {
columns[e.index].push_back(e.fvalue);
}
}
}
// construct weights.
std::vector<float> w = dmat->Info().group_ptr_.empty() ? dmat->Info().weights_.HostVector()
: detail::UnrollGroupWeights(dmat->Info());
// Sort
for (auto i = 0ull; i < columns.size(); i++) {
auto& col = columns.at(i);
std::vector<size_t> index(col.size());
std::iota(index.begin(), index.end(), 0);
std::sort(index.begin(), index.end(), [=](size_t a, size_t b) { return col[a] < col[b]; });
std::vector<float> sorted_column(col.size());
std::vector<float> sorted_weights(col.size(), 1.0);
const auto& w = dmat->Info().weights_.HostVector();
for (auto j = 0ull; j < col.size(); j++) {
sorted_column[j] = col[index[j]];
if (w.size() == col.size()) {
sorted_weights[j] = w[index[j]];
}
}
ValidateColumn(cuts, i, sorted_column, sorted_weights, num_bins);
}
}
/**
* \brief Test for sketching on categorical data.
*
* \param sketch Sketch function, can be on device or on host.
*/
template <typename Fn>
void TestCategoricalSketch(size_t n, size_t num_categories, int32_t num_bins,
bool weighted, Fn sketch) {
auto x = GenerateRandomCategoricalSingleColumn(n, num_categories);
auto dmat = GetDMatrixFromData(x, n, 1);
dmat->Info().feature_types.HostVector().push_back(FeatureType::kCategorical);
if (weighted) {
std::vector<float> weights(n, 0);
SimpleLCG lcg;
SimpleRealUniformDistribution<float> dist(0, 1);
for (auto& v : weights) {
v = dist(&lcg);
}
dmat->Info().weights_.HostVector() = weights;
}
ASSERT_EQ(dmat->Info().feature_types.Size(), 1);
auto cuts = sketch(dmat.get(), num_bins);
ASSERT_EQ(cuts.MaxCategory(), num_categories - 1);
std::sort(x.begin(), x.end());
auto n_uniques = std::unique(x.begin(), x.end()) - x.begin();
ASSERT_NE(n_uniques, x.size());
ASSERT_EQ(cuts.TotalBins(), n_uniques);
ASSERT_EQ(n_uniques, num_categories);
auto& values = cuts.cut_values_.HostVector();
ASSERT_TRUE(std::is_sorted(values.cbegin(), values.cend()));
auto is_unique = (std::unique(values.begin(), values.end()) - values.begin()) == n_uniques;
ASSERT_TRUE(is_unique);
x.resize(n_uniques);
for (decltype(n_uniques) i = 0; i < n_uniques; ++i) {
ASSERT_EQ(x[i], values[i]);
}
}
} // namespace common
} // namespace xgboost
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