context('Learning to rank') n_threads <- 2 test_that('Test ranking with unweighted data', { X <- Matrix::sparseMatrix( i = c(2, 3, 7, 9, 12, 15, 17, 18) , j = c(1, 1, 2, 2, 3, 3, 4, 4) , x = rep(1.0, 8) , dims = c(20, 4) ) y <- c(0, 1, 1, 0, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 1, 0, 1, 1, 0, 0) group <- c(5, 5, 5, 5) dtrain <- xgb.DMatrix(X, label = y, group = group, nthread = n_threads) params <- list(eta = 1, tree_method = 'exact', objective = 'rank:pairwise', max_depth = 1, eval_metric = 'auc', eval_metric = 'aucpr', nthread = n_threads) bst <- xgb.train(params, dtrain, nrounds = 10, watchlist = list(train = dtrain)) # Check if the metric is monotone increasing expect_true(all(diff(bst$evaluation_log$train_auc) >= 0)) expect_true(all(diff(bst$evaluation_log$train_aucpr) >= 0)) }) test_that('Test ranking with weighted data', { X <- Matrix::sparseMatrix( i = c(2, 3, 7, 9, 12, 15, 17, 18) , j = c(1, 1, 2, 2, 3, 3, 4, 4) , x = rep(1.0, 8) , dims = c(20, 4) ) y <- c(0, 1, 1, 0, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 1, 0, 1, 1, 0, 0) group <- c(5, 5, 5, 5) weight <- c(1.0, 2.0, 3.0, 4.0) dtrain <- xgb.DMatrix( X, label = y, group = group, weight = weight, nthread = n_threads ) params <- list( eta = 1, tree_method = "exact", objective = "rank:pairwise", max_depth = 1, eval_metric = "auc", eval_metric = "aucpr", nthread = n_threads ) bst <- xgb.train(params, dtrain, nrounds = 10, watchlist = list(train = dtrain)) # Check if the metric is monotone increasing expect_true(all(diff(bst$evaluation_log$train_auc) >= 0)) expect_true(all(diff(bst$evaluation_log$train_aucpr) >= 0)) for (i in 1:10) { pred <- predict(bst, newdata = dtrain, ntreelimit = i) # is_sorted[i]: is i-th group correctly sorted by the ranking predictor? is_sorted <- lapply(seq(1, 20, by = 5), function (k) { ind <- order(-pred[k:(k + 4)]) z <- y[ind + (k - 1)] all(diff(z) <= 0) # Check if z is monotone decreasing }) # Since we give weights 1, 2, 3, 4 to the four query groups, # the ranking predictor will first try to correctly sort the last query group # before correctly sorting other groups. expect_true(all(diff(as.numeric(is_sorted)) >= 0)) } })