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/*!
* Copyright (c) by Contributors 2020
*/
#include <gtest/gtest.h>
#include "../../../src/common/survival_util.h"
namespace xgboost {
namespace common {
template <typename Distribution>
inline static void RobustTestSuite(double y_lower, double y_upper, double sigma) {
for (int i = 50; i >= -50; --i) {
const double y_pred = std::pow(10.0, static_cast<double>(i));
const double z = (std::log(y_lower) - std::log(y_pred)) / sigma;
const double gradient
= AFTLoss<Distribution>::Gradient(y_lower, y_upper, std::log(y_pred), sigma);
const double hessian
= AFTLoss<Distribution>::Hessian(y_lower, y_upper, std::log(y_pred), sigma);
ASSERT_FALSE(std::isnan(gradient)) << "z = " << z << ", y \\in ["
<< y_lower << ", " << y_upper << "], y_pred = " << y_pred
<< ", dist = " << static_cast<int>(Distribution::Type());
ASSERT_FALSE(std::isinf(gradient)) << "z = " << z << ", y \\in ["
<< y_lower << ", " << y_upper << "], y_pred = " << y_pred
<< ", dist = " << static_cast<int>(Distribution::Type());
ASSERT_FALSE(std::isnan(hessian)) << "z = " << z << ", y \\in ["
<< y_lower << ", " << y_upper << "], y_pred = " << y_pred
<< ", dist = " << static_cast<int>(Distribution::Type());
ASSERT_FALSE(std::isinf(hessian)) << "z = " << z << ", y \\in ["
<< y_lower << ", " << y_upper << "], y_pred = " << y_pred
<< ", dist = " << static_cast<int>(Distribution::Type());
}
}
TEST(AFTLoss, RobustGradientPair) { // Ensure that INF and NAN don't show up in gradient pair
RobustTestSuite<NormalDistribution>(16.0, 200.0, 2.0);
RobustTestSuite<LogisticDistribution>(16.0, 200.0, 2.0);
RobustTestSuite<ExtremeDistribution>(16.0, 200.0, 2.0);
RobustTestSuite<NormalDistribution>(100.0, 100.0, 2.0);
RobustTestSuite<LogisticDistribution>(100.0, 100.0, 2.0);
RobustTestSuite<ExtremeDistribution>(100.0, 100.0, 2.0);
}
} // namespace common
} // namespace xgboost
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