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import itertools
import json
import os
import shutil
from typing import Optional
import numpy as np
import pytest
from hypothesis import given, note, settings
from scipy.sparse import csr_matrix
import xgboost
from xgboost import testing as tm
from xgboost.testing.data import RelDataCV, simulate_clicks, sort_ltr_samples
from xgboost.testing.params import lambdarank_parameter_strategy
from xgboost.testing.ranking import run_normalization, run_score_normalization
def test_ndcg_custom_gain():
def ndcg_gain(y: np.ndarray) -> np.ndarray:
return np.exp2(y.astype(np.float64)) - 1.0
X, y, q, w = tm.make_ltr(n_samples=1024, n_features=4, n_query_groups=3, max_rel=3)
y_gain = ndcg_gain(y)
byxgb = xgboost.XGBRanker(tree_method="hist", ndcg_exp_gain=True, n_estimators=10)
byxgb.fit(
X,
y,
qid=q,
sample_weight=w,
eval_set=[(X, y)],
eval_qid=(q,),
sample_weight_eval_set=(w,),
verbose=True,
)
byxgb_json = json.loads(byxgb.get_booster().save_raw(raw_format="json"))
bynp = xgboost.XGBRanker(tree_method="hist", ndcg_exp_gain=False, n_estimators=10)
bynp.fit(
X,
y_gain,
qid=q,
sample_weight=w,
eval_set=[(X, y_gain)],
eval_qid=(q,),
sample_weight_eval_set=(w,),
verbose=True,
)
bynp_json = json.loads(bynp.get_booster().save_raw(raw_format="json"))
# Remove the difference in parameter for comparison
byxgb_json["learner"]["objective"]["lambdarank_param"]["ndcg_exp_gain"] = "0"
assert byxgb.evals_result() == bynp.evals_result()
assert byxgb_json == bynp_json
# test pairwise can handle max_rel > 31, while ndcg metric is using custom gain
X, y, q, w = tm.make_ltr(n_samples=1024, n_features=4, n_query_groups=3, max_rel=33)
ranknet = xgboost.XGBRanker(
tree_method="hist",
ndcg_exp_gain=False,
n_estimators=10,
objective="rank:pairwise",
)
ranknet.fit(X, y, qid=q, eval_set=[(X, y)], eval_qid=[q])
history = ranknet.evals_result()
assert (
history["validation_0"]["ndcg@32"][0] < history["validation_0"]["ndcg@32"][-1]
)
def test_ranking_with_unweighted_data():
Xrow = np.array([1, 2, 6, 8, 11, 14, 16, 17])
Xcol = np.array([0, 0, 1, 1, 2, 2, 3, 3])
X = csr_matrix((np.ones(shape=8), (Xrow, Xcol)), shape=(20, 4))
y = np.array([0.0, 1.0, 1.0, 0.0, 0.0,
0.0, 1.0, 0.0, 1.0, 0.0,
0.0, 1.0, 0.0, 0.0, 1.0,
0.0, 1.0, 1.0, 0.0, 0.0])
group = np.array([5, 5, 5, 5], dtype=np.uint)
dtrain = xgboost.DMatrix(X, label=y)
dtrain.set_group(group)
params = {'eta': 1, 'tree_method': 'exact',
'objective': 'rank:pairwise', 'eval_metric': ['auc', 'aucpr'],
'max_depth': 1}
evals_result = {}
bst = xgboost.train(params, dtrain, 10, evals=[(dtrain, 'train')],
evals_result=evals_result)
auc_rec = evals_result['train']['auc']
assert all(p <= q for p, q in zip(auc_rec, auc_rec[1:]))
auc_rec = evals_result['train']['aucpr']
assert all(p <= q for p, q in zip(auc_rec, auc_rec[1:]))
def test_ranking_with_weighted_data():
Xrow = np.array([1, 2, 6, 8, 11, 14, 16, 17])
Xcol = np.array([0, 0, 1, 1, 2, 2, 3, 3])
X = csr_matrix((np.ones(shape=8), (Xrow, Xcol)), shape=(20, 4))
y = np.array([0.0, 1.0, 1.0, 0.0, 0.0,
0.0, 1.0, 0.0, 1.0, 0.0,
0.0, 1.0, 0.0, 0.0, 1.0,
0.0, 1.0, 1.0, 0.0, 0.0])
weights = np.array([1.0, 2.0, 3.0, 4.0])
group = np.array([5, 5, 5, 5], dtype=np.uint)
dtrain = xgboost.DMatrix(X, label=y, weight=weights)
dtrain.set_group(group)
params = {'eta': 1, 'tree_method': 'exact',
'objective': 'rank:pairwise', 'eval_metric': ['auc', 'aucpr'],
'max_depth': 1}
evals_result = {}
bst = xgboost.train(params, dtrain, 10, evals=[(dtrain, 'train')],
evals_result=evals_result)
auc_rec = evals_result['train']['auc']
assert all(p <= q for p, q in zip(auc_rec, auc_rec[1:]))
auc_rec = evals_result['train']['aucpr']
assert all(p <= q for p, q in zip(auc_rec, auc_rec[1:]))
for i in range(1, 11):
pred = bst.predict(dtrain, iteration_range=(0, i))
# is_sorted[i]: is i-th group correctly sorted by the ranking predictor?
is_sorted = []
for k in range(0, 20, 5):
ind = np.argsort(-pred[k:k+5])
z = y[ind+k]
is_sorted.append(all(i >= j for i, j in zip(z, z[1:])))
# Since we give weights 1, 2, 3, 4 to the four query groups,
# the ranking predictor will first try to correctly sort the last query group
# before correctly sorting other groups.
assert all(p <= q for p, q in zip(is_sorted, is_sorted[1:]))
def test_error_msg() -> None:
X, y, qid, w = tm.make_ltr(10, 2, 2, 2)
ranker = xgboost.XGBRanker()
with pytest.raises(ValueError, match=r"equal to the number of query groups"):
ranker.fit(X, y, qid=qid, sample_weight=y)
@given(lambdarank_parameter_strategy)
@settings(deadline=None, print_blob=True)
def test_lambdarank_parameters(params):
if params["objective"] == "rank:map":
rel = 1
else:
rel = 4
X, y, q, w = tm.make_ltr(4096, 3, 13, rel)
ranker = xgboost.XGBRanker(tree_method="hist", n_estimators=64, **params)
ranker.fit(X, y, qid=q, sample_weight=w, eval_set=[(X, y)], eval_qid=[q])
for k, v in ranker.evals_result()["validation_0"].items():
note(v)
assert v[-1] >= v[0]
assert ranker.n_features_in_ == 3
@pytest.mark.skipif(**tm.no_pandas())
@pytest.mark.skipif(**tm.no_sklearn())
def test_unbiased() -> None:
import pandas as pd
from sklearn.model_selection import train_test_split
X, y, q, w = tm.make_ltr(8192, 2, n_query_groups=6, max_rel=4)
X, Xe, y, ye, q, qe = train_test_split(X, y, q, test_size=0.2, random_state=3)
X = csr_matrix(X)
Xe = csr_matrix(Xe)
data = RelDataCV((X, y, q), (Xe, ye, qe), max_rel=4)
train, _ = simulate_clicks(data)
x, c, y, q = sort_ltr_samples(
train.X, train.y, train.qid, train.click, train.pos
)
df: Optional[pd.DataFrame] = None
class Position(xgboost.callback.TrainingCallback):
def after_training(self, model) -> bool:
nonlocal df
config = json.loads(model.save_config())
ti_plus = np.array(config["learner"]["objective"]["ti+"])
tj_minus = np.array(config["learner"]["objective"]["tj-"])
df = pd.DataFrame({"ti+": ti_plus, "tj-": tj_minus})
return model
ltr = xgboost.XGBRanker(
n_estimators=8,
tree_method="hist",
lambdarank_unbiased=True,
lambdarank_num_pair_per_sample=12,
lambdarank_pair_method="topk",
objective="rank:ndcg",
callbacks=[Position()],
boost_from_average=0,
)
ltr.fit(x, c, qid=q, eval_set=[(x, c)], eval_qid=[q])
assert df is not None
# normalized
np.testing.assert_allclose(df["ti+"].iloc[0], 1.0)
np.testing.assert_allclose(df["tj-"].iloc[0], 1.0)
# less biased on low ranks.
assert df["ti+"].iloc[-1] < df["ti+"].iloc[0]
# Training continuation
ltr.fit(x, c, qid=q, eval_set=[(x, c)], eval_qid=[q], xgb_model=ltr)
# normalized
np.testing.assert_allclose(df["ti+"].iloc[0], 1.0)
np.testing.assert_allclose(df["tj-"].iloc[0], 1.0)
def test_normalization() -> None:
run_normalization("cpu")
@pytest.mark.parametrize("objective", ["rank:pairwise", "rank:ndcg", "rank:map"])
def test_score_normalization(objective: str) -> None:
run_score_normalization("cpu", objective)
class TestRanking:
@classmethod
def setup_class(cls):
"""
Download and setup the test fixtures
"""
cls.dpath = "demo/"
(x_train, y_train, qid_train, x_test, y_test, qid_test,
x_valid, y_valid, qid_valid) = tm.data.get_mq2008(cls.dpath)
# instantiate the matrices
cls.dtrain = xgboost.DMatrix(x_train, y_train)
cls.dvalid = xgboost.DMatrix(x_valid, y_valid)
cls.dtest = xgboost.DMatrix(x_test, y_test)
# set the group counts from the query IDs
cls.dtrain.set_group([len(list(items))
for _key, items in itertools.groupby(qid_train)])
cls.dtest.set_group([len(list(items))
for _key, items in itertools.groupby(qid_test)])
cls.dvalid.set_group([len(list(items))
for _key, items in itertools.groupby(qid_valid)])
# save the query IDs for testing
cls.qid_train = qid_train
cls.qid_test = qid_test
cls.qid_valid = qid_valid
# model training parameters
cls.params = {'objective': 'rank:pairwise',
'booster': 'gbtree',
'eval_metric': ['ndcg']
}
@classmethod
def teardown_class(cls):
"""
Cleanup test artifacts from download and unpacking
:return:
"""
zip_f = cls.dpath + "MQ2008.zip"
if os.path.exists(zip_f):
os.remove(zip_f)
directory = cls.dpath + "MQ2008"
if os.path.exists(directory):
shutil.rmtree(directory)
def test_training(self):
"""
Train an XGBoost ranking model
"""
# specify validations set to watch performance
watchlist = [(self.dtest, 'eval'), (self.dtrain, 'train')]
bst = xgboost.train(self.params, self.dtrain, num_boost_round=2500,
early_stopping_rounds=10, evals=watchlist)
assert bst.best_score > 0.98
def test_cv(self):
"""
Test cross-validation with a group specified
"""
cv = xgboost.cv(self.params, self.dtrain, num_boost_round=2500,
early_stopping_rounds=10, nfold=10, as_pandas=False)
assert isinstance(cv, dict)
assert set(cv.keys()) == {
'test-ndcg-mean', 'train-ndcg-mean', 'test-ndcg-std', 'train-ndcg-std'
}, "CV results dict key mismatch."
def test_cv_no_shuffle(self):
"""
Test cross-validation with a group specified
"""
cv = xgboost.cv(self.params, self.dtrain, num_boost_round=2500,
early_stopping_rounds=10, shuffle=False, nfold=10,
as_pandas=False)
assert isinstance(cv, dict)
assert len(cv) == 4
def test_get_group(self):
"""
Retrieve the group number from the dmatrix
"""
# test the new getter
self.dtrain.get_uint_info('group_ptr')
for d, qid in [(self.dtrain, self.qid_train),
(self.dvalid, self.qid_valid),
(self.dtest, self.qid_test)]:
# size of each group
group_sizes = np.array([len(list(items))
for _key, items in itertools.groupby(qid)])
# indexes of group boundaries
group_limits = d.get_uint_info('group_ptr')
assert len(group_limits) == len(group_sizes)+1
assert np.array_equal(np.diff(group_limits), group_sizes)
assert np.array_equal(
group_sizes, np.diff(d.get_uint_info('group_ptr')))
assert np.array_equal(group_sizes, np.diff(d.get_uint_info('group_ptr')))
assert np.array_equal(group_limits, d.get_uint_info('group_ptr'))
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