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/**
* Copyright 2017-2024 by XGBoost contributors
*/
#include <xgboost/base.h> // Args
#include <xgboost/context.h> // Context
#include <xgboost/objective.h> // ObjFunction
#include <xgboost/span.h> // Span
#include <memory> // std::unique_ptr
#include <vector> // std::vector
#include "../helpers.h" // CheckConfigReload,MakeCUDACtx,DeclareUnifiedTest
#include "test_quantile_obj.h"
namespace xgboost {
void TestQuantile(const Context* ctx) {
{
Args args{{"quantile_alpha", "[0.6, 0.8]"}};
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:quantileerror", ctx)};
obj->Configure(args);
CheckConfigReload(obj, "reg:quantileerror");
}
Args args{{"quantile_alpha", "0.6"}};
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:quantileerror", ctx)};
obj->Configure(args);
CheckConfigReload(obj, "reg:quantileerror");
std::vector<float> predts{1.0f, 2.0f, 3.0f};
std::vector<float> labels{3.0f, 2.0f, 1.0f};
std::vector<float> weights{1.0f, 1.0f, 1.0f};
std::vector<float> grad{-0.6f, 0.4f, 0.4f};
std::vector<float> hess = weights;
CheckObjFunction(obj, predts, labels, weights, grad, hess);
}
void TestQuantileIntercept(const Context* ctx) {
Args args{{"quantile_alpha", "[0.6, 0.8]"}};
std::unique_ptr<ObjFunction> obj{ObjFunction::Create("reg:quantileerror", ctx)};
obj->Configure(args);
MetaInfo info;
info.num_row_ = 10;
info.labels.ModifyInplace([&](HostDeviceVector<float>* data, common::Span<std::size_t> shape) {
data->SetDevice(ctx->Device());
data->Resize(info.num_row_);
shape[0] = info.num_row_;
shape[1] = 1;
auto& h_labels = data->HostVector();
for (std::size_t i = 0; i < info.num_row_; ++i) {
h_labels[i] = i;
}
});
linalg::Vector<float> base_scores;
obj->InitEstimation(info, &base_scores);
ASSERT_EQ(base_scores.Size(), 1) << "Vector is not yet supported.";
// mean([5.6, 7.8])
ASSERT_NEAR(base_scores(0), 6.7, kRtEps);
for (std::size_t i = 0; i < info.num_row_; ++i) {
info.weights_.HostVector().emplace_back(info.num_row_ - i - 1.0);
}
obj->InitEstimation(info, &base_scores);
ASSERT_EQ(base_scores.Size(), 1) << "Vector is not yet supported.";
// mean([3, 5])
ASSERT_NEAR(base_scores(0), 4.0, kRtEps);
}
} // namespace xgboost
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