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rank_metric.hpp
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rank_metric.hpp
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/*!
* Copyright (c) 2016 Microsoft Corporation. All rights reserved.
* Licensed under the MIT License. See LICENSE file in the project root for license information.
*/
#ifndef LIGHTGBM_METRIC_RANK_METRIC_HPP_
#define LIGHTGBM_METRIC_RANK_METRIC_HPP_
#include <LightGBM/metric.h>
#include <LightGBM/utils/common.h>
#include <LightGBM/utils/log.h>
#include <LightGBM/utils/openmp_wrapper.h>
#include <string>
#include <sstream>
#include <vector>
namespace LightGBM {
class NDCGMetric:public Metric {
public:
explicit NDCGMetric(const Config& config) {
// get eval position
eval_at_ = config.eval_at;
auto label_gain = config.label_gain;
DCGCalculator::DefaultEvalAt(&eval_at_);
DCGCalculator::DefaultLabelGain(&label_gain);
// initialize DCG calculator
DCGCalculator::Init(label_gain);
}
~NDCGMetric() {
}
void Init(const Metadata& metadata, data_size_t num_data) override {
for (auto k : eval_at_) {
name_.emplace_back(std::string("ndcg@") + std::to_string(k));
}
num_data_ = 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();
if (query_boundaries_ == nullptr) {
Log::Fatal("The NDCG metric requires query information");
}
// get query weights
query_weights_ = metadata.query_weights();
if (query_weights_ == nullptr) {
sum_query_weights_ = static_cast<double>(num_queries_);
} else {
sum_query_weights_ = 0.0f;
for (data_size_t i = 0; i < num_queries_; ++i) {
sum_query_weights_ += query_weights_[i];
}
}
inverse_max_dcgs_.resize(num_queries_);
// cache the inverse max DCG for all queries, used to calculate NDCG
#pragma omp parallel for num_threads(OMP_NUM_THREADS()) schedule(static)
for (data_size_t i = 0; i < num_queries_; ++i) {
inverse_max_dcgs_[i].resize(eval_at_.size(), 0.0f);
DCGCalculator::CalMaxDCG(eval_at_, label_ + query_boundaries_[i],
query_boundaries_[i + 1] - query_boundaries_[i],
&inverse_max_dcgs_[i]);
for (size_t j = 0; j < inverse_max_dcgs_[i].size(); ++j) {
if (inverse_max_dcgs_[i][j] > 0.0f) {
inverse_max_dcgs_[i][j] = 1.0f / inverse_max_dcgs_[i][j];
} else {
// marking negative for all negative queries.
// if one meet this query, it's ndcg will be set as -1.
inverse_max_dcgs_[i][j] = -1.0f;
}
}
}
}
const std::vector<std::string>& GetName() const override {
return name_;
}
double factor_to_bigger_better() const override {
return 1.0f;
}
std::vector<double> Eval(const double* score, const ObjectiveFunction*) const override {
int num_threads = OMP_NUM_THREADS();
// some buffers for multi-threading sum up
std::vector<std::vector<double>> result_buffer_;
for (int i = 0; i < num_threads; ++i) {
result_buffer_.emplace_back(eval_at_.size(), 0.0f);
}
std::vector<double> tmp_dcg(eval_at_.size(), 0.0f);
if (query_weights_ == nullptr) {
#pragma omp parallel for num_threads(OMP_NUM_THREADS()) schedule(static) firstprivate(tmp_dcg)
for (data_size_t i = 0; i < num_queries_; ++i) {
const int tid = omp_get_thread_num();
// if all doc in this query are all negative, let its NDCG=1
if (inverse_max_dcgs_[i][0] <= 0.0f) {
for (size_t j = 0; j < eval_at_.size(); ++j) {
result_buffer_[tid][j] += 1.0f;
}
} else {
// calculate DCG
DCGCalculator::CalDCG(eval_at_, label_ + query_boundaries_[i],
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) {
result_buffer_[tid][j] += tmp_dcg[j] * inverse_max_dcgs_[i][j];
}
}
}
} else {
#pragma omp parallel for num_threads(OMP_NUM_THREADS()) schedule(static) firstprivate(tmp_dcg)
for (data_size_t i = 0; i < num_queries_; ++i) {
const int tid = omp_get_thread_num();
// if all doc in this query are all negative, let its NDCG=1
if (inverse_max_dcgs_[i][0] <= 0.0f) {
for (size_t j = 0; j < eval_at_.size(); ++j) {
result_buffer_[tid][j] += 1.0f;
}
} else {
// calculate DCG
DCGCalculator::CalDCG(eval_at_, label_ + query_boundaries_[i],
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) {
result_buffer_[tid][j] += tmp_dcg[j] * inverse_max_dcgs_[i][j] * query_weights_[i];
}
}
}
}
// Get final average NDCG
std::vector<double> result(eval_at_.size(), 0.0f);
for (size_t j = 0; j < result.size(); ++j) {
for (int i = 0; i < num_threads; ++i) {
result[j] += result_buffer_[i][j];
}
result[j] /= sum_query_weights_;
}
return result;
}
private:
/*! \brief Number of data */
data_size_t num_data_;
/*! \brief Pointer of label */
const label_t* label_;
/*! \brief Name of test set */
std::vector<std::string> name_;
/*! \brief Query boundaries information */
const data_size_t* query_boundaries_;
/*! \brief Number of queries */
data_size_t num_queries_;
/*! \brief Weights of queries */
const label_t* query_weights_;
/*! \brief Sum weights of queries */
double sum_query_weights_;
/*! \brief Evaluate position of NDCG */
std::vector<data_size_t> eval_at_;
/*! \brief Cache the inverse max dcg for all queries */
std::vector<std::vector<double>> inverse_max_dcgs_;
};
} // namespace LightGBM
#endif // LightGBM_METRIC_RANK_METRIC_HPP_