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xgboost/include/xgboost/objective.h  view on Meta::CPAN

  virtual void Configure(const std::vector<std::pair<std::string, std::string> >& args) = 0;
  /*!
   * \brief Get gradient over each of predictions, given existing information.
   * \param preds prediction of current round
   * \param info information about labels, weights, groups in rank
   * \param iteration current iteration number.
   * \param out_gpair output of get gradient, saves gradient and second order gradient in
   */
  virtual void GetGradient(const std::vector<bst_float>& preds,
                           const MetaInfo& info,
                           int iteration,
                           std::vector<bst_gpair>* out_gpair) = 0;
  /*! \return the default evaluation metric for the objective */
  virtual const char* DefaultEvalMetric() const = 0;
  // the following functions are optional, most of time default implementation is good enough
  /*!
   * \brief transform prediction values, this is only called when Prediction is called
   * \param io_preds prediction values, saves to this vector as well
   */
  virtual void PredTransform(std::vector<bst_float> *io_preds) {}
  /*!
   * \brief transform prediction values, this is only called when Eval is called,
   *  usually it redirect to PredTransform
   * \param io_preds prediction values, saves to this vector as well
   */
  virtual void EvalTransform(std::vector<bst_float> *io_preds) {
    this->PredTransform(io_preds);
  }
  /*!
   * \brief transform probability value back to margin
   * this is used to transform user-set base_score back to margin
   * used by gradient boosting
   * \return transformed value
   */
  virtual bst_float ProbToMargin(bst_float base_score) const {
    return base_score;
  }
  /*!
   * \brief Create an objective function according to name.
   * \param name Name of the objective.
   */
  static ObjFunction* Create(const std::string& name);
};

// implementing configure.
template<typename PairIter>
inline void ObjFunction::Configure(PairIter begin, PairIter end) {
  std::vector<std::pair<std::string, std::string> > vec(begin, end);
  this->Configure(vec);
}

/*!
 * \brief Registry entry for objective factory functions.
 */
struct ObjFunctionReg
    : public dmlc::FunctionRegEntryBase<ObjFunctionReg,
                                        std::function<ObjFunction* ()> > {
};

/*!
 * \brief Macro to register objective function.
 *
 * \code
 * // example of registering a objective
 * XGBOOST_REGISTER_OBJECTIVE(LinearRegression, "reg:linear")
 * .describe("Linear regression objective")
 * .set_body([]() {
 *     return new RegLossObj(LossType::kLinearSquare);
 *   });
 * \endcode
 */
#define XGBOOST_REGISTER_OBJECTIVE(UniqueId, Name)                      \
  static DMLC_ATTRIBUTE_UNUSED ::xgboost::ObjFunctionReg &              \
  __make_ ## ObjFunctionReg ## _ ## UniqueId ## __ =                    \
      ::dmlc::Registry< ::xgboost::ObjFunctionReg>::Get()->__REGISTER__(Name)
}  // namespace xgboost
#endif  // XGBOOST_OBJECTIVE_H_