/*! * 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_MULTICLASS_METRIC_HPP_ #define LIGHTGBM_METRIC_MULTICLASS_METRIC_HPP_ #include #include #include #include #include namespace LightGBM { /*! * \brief Metric for multiclass task. * Use static class "PointWiseLossCalculator" to calculate loss point-wise */ template class MulticlassMetric: public Metric { public: explicit MulticlassMetric(const Config& config) :config_(config){ num_class_ = config.num_class; } virtual ~MulticlassMetric() { } void Init(const Metadata& metadata, data_size_t num_data) override { name_.emplace_back(PointWiseLossCalculator::Name(config_)); num_data_ = num_data; // get label label_ = metadata.label(); // get weights weights_ = metadata.weights(); if (weights_ == nullptr) { sum_weights_ = static_cast(num_data_); } else { sum_weights_ = 0.0f; for (data_size_t i = 0; i < num_data_; ++i) { sum_weights_ += weights_[i]; } } } const std::vector& GetName() const override { return name_; } double factor_to_bigger_better() const override { return -1.0f; } std::vector Eval(const double* score, const ObjectiveFunction* objective) const override { double sum_loss = 0.0; int num_tree_per_iteration = num_class_; int num_pred_per_row = num_class_; if (objective != nullptr) { num_tree_per_iteration = objective->NumModelPerIteration(); num_pred_per_row = objective->NumPredictOneRow(); } if (objective != nullptr) { if (weights_ == nullptr) { #pragma omp parallel for schedule(static) reduction(+:sum_loss) for (data_size_t i = 0; i < num_data_; ++i) { std::vector raw_score(num_tree_per_iteration); for (int k = 0; k < num_tree_per_iteration; ++k) { size_t idx = static_cast(num_data_) * k + i; raw_score[k] = static_cast(score[idx]); } std::vector rec(num_pred_per_row); objective->ConvertOutput(raw_score.data(), rec.data()); // add loss sum_loss += PointWiseLossCalculator::LossOnPoint(label_[i], rec, config_); } } else { #pragma omp parallel for schedule(static) reduction(+:sum_loss) for (data_size_t i = 0; i < num_data_; ++i) { std::vector raw_score(num_tree_per_iteration); for (int k = 0; k < num_tree_per_iteration; ++k) { size_t idx = static_cast(num_data_) * k + i; raw_score[k] = static_cast(score[idx]); } std::vector rec(num_pred_per_row); objective->ConvertOutput(raw_score.data(), rec.data()); // add loss sum_loss += PointWiseLossCalculator::LossOnPoint(label_[i], rec, config_) * weights_[i]; } } } else { if (weights_ == nullptr) { #pragma omp parallel for schedule(static) reduction(+:sum_loss) for (data_size_t i = 0; i < num_data_; ++i) { std::vector rec(num_tree_per_iteration); for (int k = 0; k < num_tree_per_iteration; ++k) { size_t idx = static_cast(num_data_) * k + i; rec[k] = static_cast(score[idx]); } // add loss sum_loss += PointWiseLossCalculator::LossOnPoint(label_[i], rec, config_); } } else { #pragma omp parallel for schedule(static) reduction(+:sum_loss) for (data_size_t i = 0; i < num_data_; ++i) { std::vector rec(num_tree_per_iteration); for (int k = 0; k < num_tree_per_iteration; ++k) { size_t idx = static_cast(num_data_) * k + i; rec[k] = static_cast(score[idx]); } // add loss sum_loss += PointWiseLossCalculator::LossOnPoint(label_[i], rec, config_) * weights_[i]; } } } double loss = sum_loss / sum_weights_; return std::vector(1, loss); } private: /*! \brief Number of data */ data_size_t num_data_; /*! \brief Pointer of label */ const label_t* label_; /*! \brief Pointer of weighs */ const label_t* weights_; /*! \brief Sum weights */ double sum_weights_; /*! \brief Name of this test set */ std::vector name_; int num_class_; /*! \brief config parameters*/ Config config_; }; /*! \brief top-k error for multiclass task; if k=1 (default) this is the usual multi-error */ class MultiErrorMetric: public MulticlassMetric { public: explicit MultiErrorMetric(const Config& config) :MulticlassMetric(config) {} inline static double LossOnPoint(label_t label, std::vector& score, const Config& config) { size_t k = static_cast(label); int num_larger = 0; for (size_t i = 0; i < score.size(); ++i) { if (score[i] >= score[k]) ++num_larger; if (num_larger > config.multi_error_top_k) return 1.0f; } return 0.0f; } inline static const std::string Name(const Config& config) { if (config.multi_error_top_k == 1) return "multi_error"; else return "multi_error@" + std::to_string(config.multi_error_top_k); } }; /*! \brief Logloss for multiclass task */ class MultiSoftmaxLoglossMetric: public MulticlassMetric { public: explicit MultiSoftmaxLoglossMetric(const Config& config) :MulticlassMetric(config) {} inline static double LossOnPoint(label_t label, std::vector& score, const Config&) { size_t k = static_cast(label); if (score[k] > kEpsilon) { return static_cast(-std::log(score[k])); } else { return -std::log(kEpsilon); } } inline static const std::string Name(const Config&) { return "multi_logloss"; } }; } // namespace LightGBM #endif // LightGBM_METRIC_MULTICLASS_METRIC_HPP_