fix ranking tasks consistency (#1739)

* fix ndcg consistency.

* more stable sorts

* Update gbdt_model_text.cpp

* Update dataset.cpp

* Update gbdt_model_text.cpp

include/LightGBM/utils/common.h

@@ -625,11 +625,11 @@ inline static void SortForPair(std::vector<T1>& keys, std::vector<T2>& values, s
     arr.emplace_back(keys[i], values[i]);
   }
   if (!is_reverse) {
-    std::sort(arr.begin(), arr.end(), [](const std::pair<T1, T2>& a, const std::pair<T1, T2>& b) {
+    std::stable_sort(arr.begin(), arr.end(), [](const std::pair<T1, T2>& a, const std::pair<T1, T2>& b) {
       return a.first < b.first;
     });
   } else {
-    std::sort(arr.begin(), arr.end(), [](const std::pair<T1, T2>& a, const std::pair<T1, T2>& b) {
+    std::stable_sort(arr.begin(), arr.end(), [](const std::pair<T1, T2>& a, const std::pair<T1, T2>& b) {
       return a.first > b.first;
     });
   }

src/boosting/gbdt_model_text.cpp

@@ -304,7 +304,7 @@ std::string GBDT::SaveModelToString(int start_iteration, int num_iteration) cons
     }
   }
   // sort the importance
-  std::sort(pairs.begin(), pairs.end(),
+  std::stable_sort(pairs.begin(), pairs.end(),
                    [](const std::pair<size_t, std::string>& lhs,
                       const std::pair<size_t, std::string>& rhs) {
     return lhs.first > rhs.first;

src/io/bin.cpp

@@ -235,7 +235,7 @@ namespace LightGBM {
     std::vector<double> distinct_values;
     std::vector<int> counts;
 
-    std::sort(values, values + num_sample_values);
+    std::stable_sort(values, values + num_sample_values);
 
     // push zero in the front
     if (num_sample_values == 0 || (values[0] > 0.0f && zero_cnt > 0)) {

src/io/dataset.cpp

@@ -162,7 +162,7 @@ std::vector<std::vector<int>> FastFeatureBundling(std::vector<std::unique_ptr<Bi
     sorted_idx.emplace_back(i);
   }
   // sort by non zero cnt, bigger first
-  std::sort(sorted_idx.begin(), sorted_idx.end(),
+  std::stable_sort(sorted_idx.begin(), sorted_idx.end(),
                    [&feature_non_zero_cnt](int a, int b) {
     return feature_non_zero_cnt[a] > feature_non_zero_cnt[b];
   });

src/metric/dcg_calculator.cpp

@@ -44,7 +44,7 @@ void DCGCalculator::Init(const std::vector<double>& input_label_gain) {
   }
   discount_.resize(kMaxPosition);
   for (data_size_t i = 0; i < kMaxPosition; ++i) {
-    discount_[i] = 1.0f / std::log2(2.0f + i);
+    discount_[i] = 1.0 / std::log2(2.0 + i);
   }
 }
 
@@ -111,7 +111,7 @@ double DCGCalculator::CalDCGAtK(data_size_t k, const label_t* label,
   for (data_size_t i = 0; i < num_data; ++i) {
     sorted_idx[i] = i;
   }
-  std::sort(sorted_idx.begin(), sorted_idx.end(),
+  std::stable_sort(sorted_idx.begin(), sorted_idx.end(),
                    [score](data_size_t a, data_size_t b) {return score[a] > score[b]; });
 
   if (k > num_data) { k = num_data; }
@@ -131,7 +131,7 @@ void DCGCalculator::CalDCG(const std::vector<data_size_t>& ks, const label_t* la
   for (data_size_t i = 0; i < num_data; ++i) {
     sorted_idx[i] = i;
   }
-  std::sort(sorted_idx.begin(), sorted_idx.end(),
+  std::stable_sort(sorted_idx.begin(), sorted_idx.end(),
                    [score](data_size_t a, data_size_t b) {return score[a] > score[b]; });
 
   double cur_result = 0.0f;

src/metric/map_metric.hpp

@@ -79,7 +79,7 @@ public:
     for (data_size_t i = 0; i < num_data; ++i) {
       sorted_idx.emplace_back(i);
     }
-    std::sort(sorted_idx.begin(), sorted_idx.end(),
+    std::stable_sort(sorted_idx.begin(), sorted_idx.end(),
                      [score](data_size_t a, data_size_t b) {return score[a] > score[b]; });
 
     int num_hit = 0;

src/objective/rank_objective.hpp

@@ -100,7 +100,7 @@ public:
     for (data_size_t i = 0; i < cnt; ++i) {
       sorted_idx.emplace_back(i);
     }
-    std::sort(sorted_idx.begin(), sorted_idx.end(),
+    std::stable_sort(sorted_idx.begin(), sorted_idx.end(),
                      [score](data_size_t a, data_size_t b) { return score[a] > score[b]; });
     // get best and worst score
     const double best_score = score[sorted_idx[0]];

src/objective/regression_objective.hpp

@@ -40,7 +40,7 @@ namespace LightGBM {
   for (data_size_t i = 0; i < cnt_data; ++i) {\
     sorted_idx[i] = i;\
   }\
-  std::sort(sorted_idx.begin(), sorted_idx.end(), [=](data_size_t a, data_size_t b) {return data_reader(a) < data_reader(b); });\
+  std::stable_sort(sorted_idx.begin(), sorted_idx.end(), [=](data_size_t a, data_size_t b) {return data_reader(a) < data_reader(b); });\
   std::vector<double> weighted_cdf(cnt_data);\
   weighted_cdf[0] = weight_reader(sorted_idx[0]);\
   for (data_size_t i = 1; i < cnt_data; ++i) {\

tests/python_package_test/test_sklearn.py

@@ -65,6 +65,9 @@ class TestSklearn(unittest.TestCase):
         gbm.fit(X_train, y_train, group=q_train, eval_set=[(X_test, y_test)],
                 eval_group=[q_test], eval_at=[1, 3], early_stopping_rounds=5, verbose=False,
                 callbacks=[lgb.reset_parameter(learning_rate=lambda x: 0.95 ** x * 0.1)])
+        self.assertLessEqual(gbm.best_iteration_, 12)
+        self.assertGreater(gbm.best_score_['valid_0']['ndcg@1'], 0.65)
+        self.assertGreater(gbm.best_score_['valid_0']['ndcg@3'], 0.65)
 
     def test_regression_with_custom_objective(self):
         def objective_ls(y_true, y_pred):