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Fix pairwise objective with NDCG metric along with custom gain. #10100

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Mar 11, 2024
Merged

Fix pairwise objective with NDCG metric along with custom gain. #10100

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c8c7ae8
Fix pairwise objective with NDCG metric.
trivialfis Mar 8, 2024
fdfbbf9
test.
trivialfis Mar 8, 2024
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9 changes: 7 additions & 2 deletions src/objective/lambdarank_obj.cc
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Original file line number Diff line number Diff line change
Expand Up @@ -474,7 +474,6 @@ class LambdaRankMAP : public LambdaRankObj<LambdaRankMAP, ltr::MAPCache> {
public:
void GetGradientImpl(std::int32_t iter, const HostDeviceVector<float>& predt,
const MetaInfo& info, linalg::Matrix<GradientPair>* out_gpair) {
CHECK(param_.ndcg_exp_gain) << "NDCG gain can not be set for the MAP objective.";
if (ctx_->IsCUDA()) {
return cuda_impl::LambdaRankGetGradientMAP(
ctx_, iter, predt, info, GetCache(), ti_plus_.View(ctx_->Device()),
Expand Down Expand Up @@ -564,7 +563,6 @@ class LambdaRankPairwise : public LambdaRankObj<LambdaRankPairwise, ltr::Ranking
public:
void GetGradientImpl(std::int32_t iter, const HostDeviceVector<float>& predt,
const MetaInfo& info, linalg::Matrix<GradientPair>* out_gpair) {
CHECK(param_.ndcg_exp_gain) << "NDCG gain can not be set for the pairwise objective.";
if (ctx_->IsCUDA()) {
return cuda_impl::LambdaRankGetGradientPairwise(
ctx_, iter, predt, info, GetCache(), ti_plus_.View(ctx_->Device()),
Expand Down Expand Up @@ -610,6 +608,13 @@ class LambdaRankPairwise : public LambdaRankObj<LambdaRankPairwise, ltr::Ranking
[[nodiscard]] const char* DefaultEvalMetric() const override {
return this->RankEvalMetric("ndcg");
}

[[nodiscard]] Json DefaultMetricConfig() const override {
Json config{Object{}};
config["name"] = String{DefaultEvalMetric()};
config["lambdarank_param"] = ToJson(param_);
return config;
}
};

#if !defined(XGBOOST_USE_CUDA)
Expand Down
5 changes: 5 additions & 0 deletions tests/cpp/common/test_parameter.cc
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Expand Up @@ -97,4 +97,9 @@ TEST(XGBoostParameter, Update) {
ASSERT_NEAR(p.f, 2.71828f, kRtEps);
ASSERT_NEAR(p.d, 2.71828, kRtEps); // default
}

// Just in case dmlc's use of global memory has any impact in parameters.
UpdatableParam a, b;
a.UpdateAllowUnknown(xgboost::Args{{"f", "2.71828"}});
ASSERT_NE(a.f, b.f);
}
14 changes: 14 additions & 0 deletions tests/python/test_ranking.py
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Expand Up @@ -54,6 +54,20 @@ def ndcg_gain(y: np.ndarray) -> np.ndarray:
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])
Expand Down
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