adding initial support for pairwise gradients and NDCG eval with pair…

…wise scores
microsoft · Feb 9, 2024 · d5b6f0a · d5b6f0a
1 parent 1699c06
commit d5b6f0a
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Showing 3 changed files with 401 additions and 5 deletions.
diff --git a/include/LightGBM/objective_function.h b/include/LightGBM/objective_function.h
@@ -110,6 +110,9 @@ class ObjectiveFunction {
   #endif  // USE_CUDA
 };
 
+void UpdatePointwiseScoresForOneQuery(data_size_t query_id, double* score_pointwise, const double* score, data_size_t cnt_pointwise,
+  data_size_t selected_pairs_cnt, const data_size_t* selected_pairs, const std::pair<data_size_t, data_size_t>* paired_index_map, int truncation_level, double sigma);
+
 }  // namespace LightGBM
 
 #endif   // LightGBM_OBJECTIVE_FUNCTION_H_
diff --git a/src/metric/rank_metric.hpp b/src/metric/rank_metric.hpp
@@ -9,10 +9,12 @@
 #include <LightGBM/utils/common.h>
 #include <LightGBM/utils/log.h>
 #include <LightGBM/utils/openmp_wrapper.h>
+#include <LightGBM/objective_function.h>
 
 #include <string>
 #include <sstream>
 #include <vector>
+#include <numeric>
 
 namespace LightGBM {
 
@@ -26,6 +28,9 @@ class NDCGMetric:public Metric {
     DCGCalculator::DefaultLabelGain(&label_gain);
     // initialize DCG calculator
     DCGCalculator::Init(label_gain);
+    pairwise_scores_ = config.objective == std::string("pairwise_lambdarank");
+    sigmoid_ = config.sigmoid;
+    truncation_level_ = config.lambdarank_truncation_level;
   }
 
   ~NDCGMetric() {
@@ -34,14 +39,14 @@ class NDCGMetric:public Metric {
     for (auto k : eval_at_) {
       name_.emplace_back(std::string("ndcg@") + std::to_string(k));
     }
-    num_data_ = num_data;
+    num_data_ = pairwise_scores_? metadata.pointwise_query_boundaries()[metadata.num_queries()] : num_data;
     // get label
     label_ = metadata.label();
     num_queries_ = metadata.num_queries();
     DCGCalculator::CheckMetadata(metadata, num_queries_);
     DCGCalculator::CheckLabel(label_, num_data_);
     // get query boundaries
-    query_boundaries_ = metadata.query_boundaries();
+    query_boundaries_ = pairwise_scores_? metadata.pointwise_query_boundaries() : metadata.query_boundaries();
     if (query_boundaries_ == nullptr) {
       Log::Fatal("The NDCG metric requires query information");
     }
@@ -73,6 +78,12 @@ class NDCGMetric:public Metric {
         }
       }
     }
+    if (pairwise_scores_) {
+      paired_index_map_ = metadata.paired_ranking_item_index_map();
+      scores_pointwise_.resize(num_data_, 0.0);
+      num_data_pairwise_ = num_data;
+      query_boundaries_pairwise_ = metadata.query_boundaries();
+    }
   }
 
   const std::vector<std::string>& GetName() const override {
@@ -101,9 +112,19 @@ class NDCGMetric:public Metric {
             result_buffer_[tid][j] += 1.0f;
           }
         } else {
+          if (pairwise_scores_) {
+            const data_size_t start_pointwise = query_boundaries_[i];
+            const data_size_t cnt_pointwise = query_boundaries_[i + 1] - query_boundaries_[i];
+            const data_size_t start_pairwise = query_boundaries_pairwise_[i];
+            const data_size_t cnt_pairwise = query_boundaries_[i + 1] - query_boundaries_[i];
+            std::vector<data_size_t> all_pairs(cnt_pairwise);
+            std::iota(all_pairs.begin(), all_pairs.end(), 0);
+            UpdatePointwiseScoresForOneQuery(i, scores_pointwise_.data() + start_pointwise, score + start_pairwise, cnt_pointwise, cnt_pairwise, all_pairs.data(), paired_index_map_ + start_pairwise, truncation_level_, sigmoid_);
+          }
+
           // calculate DCG
           DCGCalculator::CalDCG(eval_at_, label_ + query_boundaries_[i],
-                                score + query_boundaries_[i],
+                                pairwise_scores_? scores_pointwise_.data(): score + query_boundaries_[i],
                                 query_boundaries_[i + 1] - query_boundaries_[i], &tmp_dcg);
           // calculate NDCG
           for (size_t j = 0; j < eval_at_.size(); ++j) {
@@ -121,9 +142,18 @@ class NDCGMetric:public Metric {
             result_buffer_[tid][j] += 1.0f;
           }
         } else {
+          if (pairwise_scores_) {
+            const data_size_t start_pointwise = query_boundaries_[i];
+            const data_size_t cnt_pointwise = query_boundaries_[i + 1] - query_boundaries_[i];
+            const data_size_t start_pairwise = query_boundaries_pairwise_[i];
+            const data_size_t cnt_pairwise = query_boundaries_[i + 1] - query_boundaries_[i];
+            std::vector<data_size_t> all_pairs(cnt_pairwise);
+            std::iota(all_pairs.begin(), all_pairs.end(), 0);
+            UpdatePointwiseScoresForOneQuery(i, scores_pointwise_.data() + start_pointwise, score + start_pairwise, cnt_pointwise, cnt_pairwise, all_pairs.data(), paired_index_map_ + start_pairwise, truncation_level_, sigmoid_);
+          }
           // calculate DCG
           DCGCalculator::CalDCG(eval_at_, label_ + query_boundaries_[i],
-                                score + query_boundaries_[i],
+                                pairwise_scores_ ? scores_pointwise_.data() : score + query_boundaries_[i],
                                 query_boundaries_[i + 1] - query_boundaries_[i], &tmp_dcg);
           // calculate NDCG
           for (size_t j = 0; j < eval_at_.size(); ++j) {
@@ -162,6 +192,15 @@ class NDCGMetric:public Metric {
   std::vector<data_size_t> eval_at_;
   /*! \brief Cache the inverse max dcg for all queries */
   std::vector<std::vector<double>> inverse_max_dcgs_;
+  bool pairwise_scores_;
+  double sigmoid_;
+  /*! \brief Truncation position for max DCG */
+  int truncation_level_;
+  mutable std::vector<double> scores_pointwise_;
+  const std::pair<data_size_t, data_size_t>* paired_index_map_;
+  /*! \brief Number of data */
+  data_size_t num_data_pairwise_;
+  const data_size_t* query_boundaries_pairwise_;
 };
 
 }  // namespace LightGBM