[jvm-packages] Fix early stop with xgboost4j-spark #4176
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unit test failed? |
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@yanboliang Thanks for the fix! |
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yes, it will also fix the problem in spark, as it directly calls that in java I am not sure about 0.82-SNAPSHOT, depends on whether we get it merged before the other blocking issue is resolved |
CodingCat
changed the title
Codecov Report
@@ Coverage Diff @@
## master #4176 +/- ##
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+ Coverage 63.69% 63.69% +<.01%
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Files 131 131
Lines 12069 12238 +169
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+ Hits 7687 7795 +108
- Misses 4382 4443 +61
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To use -Float.MAX_VALUE as the lower bound, in case there is positive metric.
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you may also update the doc in https://xgboost.readthedocs.io/en/latest/jvm/xgboost4j_spark_tutorial.html#early-stopping
| @@ -150,6 +152,12 @@ public static Booster train( | |||
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| evalNames = names.toArray(new String[names.size()]); | |||
| evalMats = mats.toArray(new DMatrix[mats.size()]); | |||
| if (isMaximizeEvaluation(params)) { | |||
| bestScore = -Float.MAX_VALUE; | |||
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what's the difference with Float.MIN_VALUE?
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@CodingCat Float.MIN_VALUE is the smallest positive nonzero value, whereas -Float.MAX_VALUE is the smallest floating-point number overall.
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ah...interesting.....in scala they are the same
scala> Float.MinValue == -Float.MaxValue
res3: Boolean = true
| // to determinate early stop. | ||
| float score = metricsOut[metricsOut.length - 1]; | ||
| if (isMaximizeEvaluation(params)) { | ||
| if (score >= bestScore) { |
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I don't think we should update bestIteration and bestScore for '=' case here, since we prefer stop as early as possible
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checked python impl :
xgboost/python-package/xgboost/callback.py
Lines 233 to 234 in 7d3149a
| bestIteration = iter; | ||
| } | ||
| } else { | ||
| if (score <= bestScore) { |
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can you also update the doc at |
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@CodingCat Is this blocking 0.82 release? |
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@hcho3 technically no, but good to have |
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@CodingCat Looks like it's almost there. Let's include it |
Two major take aways:
earlyStoppingStepsaway from the best iteration.watches, only the last one is used to determinate early stop.