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());
}
