public void GBMQuantileLoss_InitializeLoss() { var targets = new double[] { 1, 2, 3, 4, 5, 6, 7, 8, 9 }; var sut = new GradientBoostQuantileLoss(0.9); var actual = sut.InitialLoss(targets, targets.Select(t => true).ToArray()); Assert.AreEqual(8.2, actual); }
public void GBMQuantileLoss_UpdatedLeafValue_Indexed() { var targets = new double[] { 1, 2, 3, 4, 5, 6, 7, 8, 9 }; var predictions = new double[] { 2.0, 1.0, 4.0, 3.0, 4.0, 5.0, 8.0, 9.0, 1.0 }; var inSample = new bool[] { true, false, true, false, true, false, true, false, true }; var sut = new GradientBoostQuantileLoss(0.9); var actual = sut.UpdatedLeafValue(0.0, targets, predictions, inSample); Assert.AreEqual(5.2000000000000011, actual, 0.001); }
public void GBMQuantileLoss_UpdateResiduals() { var targets = new double[] { 1, 2, 3, 4, 5, 6, 7, 8, 9 }; var predictions = new double[] { 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0 }; var actual = new double[targets.Length]; var sut = new GradientBoostQuantileLoss(0.9); sut.UpdateResiduals(targets, predictions, actual, targets.Select(t => true).ToArray()); var expected = new double[] { -0.1, -0.1, -0.1, -0.1, -0.1, 0.9, 0.9, 0.9, 0.9 }; Assert.AreEqual(expected.Length, actual.Length); for (int i = 0; i < expected.Length; i++) { Assert.AreEqual(expected[i], actual[i], 0.001); } }
public void GBMQuantileLoss_UpdateResiduals_Indexed() { var targets = new double[] { 1, 2, 3, 4, 5, 6, 7, 8, 9 }; var predictions = new double[] { 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0 }; var actual = new double[targets.Length]; var inSample = new bool[] { true, false, true, false, true, false, true, false, true }; var sut = new GradientBoostQuantileLoss(0.9); sut.UpdateResiduals(targets, predictions, actual, inSample); var expected = new double[] { -0.1, 0.0, -0.1, 0.0, -0.1, 0.0, 0.9, 0.0, 0.9 }; Assert.AreEqual(expected.Length, actual.Length); for (int i = 0; i < expected.Length; i++) { Assert.AreEqual(expected[i], actual[i], 0.001); } }
public void GBMQuantileLoss_UpdateLeafValues() { var sut = new GradientBoostQuantileLoss(0.9); Assert.IsTrue(sut.UpdateLeafValues()); }