make exact vs SIMD random test more maintainable

interpretml · Dec 24, 2024 · 745c561 · 745c561
1 parent aa03dbe
commit 745c561
Showing 1 changed file with 15 additions and 79 deletions.
diff --git a/shared/libebm/tests/boosting_unusual_inputs.cpp b/shared/libebm/tests/boosting_unusual_inputs.cpp
@@ -2061,12 +2061,12 @@ TEST_CASE("lossguide, boosting, regression") {
    CHECK_APPROX(termScore, 0.40592050000000002);
 }
 
-TEST_CASE("stress test, boosting") {
-   auto rng = MakeRng(0);
-   AccelerationFlags acceleration = AccelerationFlags_NONE;
-
+static double RandomizedTesting(const AccelerationFlags acceleration) {
    const IntEbm cTrainSamples = 211; // have some non-SIMD residuals
    const IntEbm cValidationSamples = 101; // have some non-SIMD residuals
+   const size_t cRounds = 200;
+
+   auto rng = MakeRng(0);
    const std::vector<FeatureTest> features = {
          FeatureTest(10, false, false, false),
          FeatureTest(10, false, false, true),
@@ -2089,7 +2089,7 @@ TEST_CASE("stress test, boosting") {
    if(4 <= features.size()) {
       // terms.push_back({0, 1, 2, 3}); // TODO: enable when fast enough
    }
-   const size_t cRounds = 200;
+
    std::vector<IntEbm> boostFlagsAny{TermBoostFlags_PurifyGain,
          TermBoostFlags_DisableNewtonGain,
          TermBoostFlags_DisableCategorical,
@@ -2104,7 +2104,6 @@ TEST_CASE("stress test, boosting") {
          TermBoostFlags_MissingDrop};
 
    double validationMetric = 1.0;
-
    for(IntEbm classesCount = Task_Regression; classesCount < 5; ++classesCount) {
       if(classesCount != Task_Regression && classesCount < 1) {
          continue;
@@ -2164,86 +2163,23 @@ TEST_CASE("stress test, boosting") {
             }
          }
          if(classesCount == 1) {
-            CHECK(std::numeric_limits<double>::infinity() == validationMetricIteration);
+            if(std::numeric_limits<double>::infinity() != validationMetricIteration) {
+               return -std::numeric_limits<double>::infinity();
+            }
          } else {
             validationMetric *= validationMetricIteration;
          }
       }
    }
+   return validationMetric;
+}
 
+TEST_CASE("stress test, boosting") {
    const double expected = 26838942758406.215;
-   CHECK(validationMetric == expected);
-
-   // Now redo the above, but using acceleration. Results will likely be slightly different but similar.
-   rng = MakeRng(0);
-   acceleration = AccelerationFlags_ALL;
-   validationMetric = 1.0;
 
-   for(IntEbm classesCount = Task_Regression; classesCount < 5; ++classesCount) {
-      if(classesCount != Task_Regression && classesCount < 1) {
-         continue;
-      }
-      const auto train = MakeRandomDataset(rng, classesCount, cTrainSamples, features);
-      const auto validation = MakeRandomDataset(rng, classesCount, cValidationSamples, features);
-      for(IntEbm innerBagCount = 0; innerBagCount < 3; ++innerBagCount) {
-         TestBoost test = TestBoost(classesCount,
-               features,
-               terms,
-               train,
-               validation,
-               innerBagCount,
-               k_testCreateBoosterFlags_Default,
-               acceleration);
-
-         double validationMetricIteration = 0.0;
-         for(size_t iRound = 0; iRound < cRounds; ++iRound) {
-            for(IntEbm iTerm = 0; iTerm < static_cast<IntEbm>(terms.size()); ++iTerm) {
-               const IntEbm cRealBins = features[terms[iTerm][0]].CountRealBins();
-               const IntEbm cDimensions = terms[iTerm].size();
-
-               const TermBoostFlags boostFlags =
-                     static_cast<TermBoostFlags>(ChooseAny(rng, boostFlagsAny) | ChooseFrom(rng, boostFlagsChoose));
-
-               const double learningRate = 0.015625;
-               const IntEbm minSamplesLeaf = TestRand(rng, 5) + 1;
-               const double minHessian = 0 == TestRand(rng, 5) ? 0.015625 : 0.0;
-               const double regAlpha = 0 == TestRand(rng, 5) ? 0.015625 : 0.0;
-               const double regLambda = 0 == TestRand(rng, 5) ? 0.015625 : 0.0;
-               const double maxDeltaStep = 0 == TestRand(rng, 5) ? 1.0 : 0.0;
-               const double categoricalSmoothing = 10.0;
-               const IntEbm maxCategoricalThreshold = 1 + TestRand(rng, cRealBins + 1);
-               const double categoricalInclusionPercent = 0 == TestRand(rng, 2) ? 0.75 : 1.0;
-
-               // we allow 1 cut more than the number of bins to test excessive leaves.
-               const IntEbm cLeaves = 1 + TestRand(rng, cRealBins + 1);
-               const std::vector<IntEbm> leaves(cDimensions, cLeaves);
-               const MonotoneDirection direction =
-                     0 == TestRand(rng, 5) ? static_cast<MonotoneDirection>(TestRand(rng, 2) * 2 - 1) : 0;
-               const std::vector<MonotoneDirection> monotonicity(cDimensions, direction);
-
-               validationMetricIteration = test.Boost(iTerm,
-                                                     boostFlags,
-                                                     learningRate,
-                                                     minSamplesLeaf,
-                                                     minHessian,
-                                                     regAlpha,
-                                                     regLambda,
-                                                     maxDeltaStep,
-                                                     categoricalSmoothing,
-                                                     maxCategoricalThreshold,
-                                                     categoricalInclusionPercent,
-                                                     leaves,
-                                                     monotonicity)
-                                                 .validationMetric;
-            }
-         }
-         if(classesCount == 1) {
-            CHECK(std::numeric_limits<double>::infinity() == validationMetricIteration);
-         } else {
-            validationMetric *= validationMetricIteration;
-         }
-      }
-   }
+   double validationMetricExact = RandomizedTesting(AccelerationFlags_NONE);
+   CHECK(validationMetricExact == expected);
 
-   CHECK_APPROX_TOLERANCE(validationMetric, expected, 1e-2);
+   double validationMetricSIMD = RandomizedTesting(AccelerationFlags_ALL);
+   CHECK_APPROX_TOLERANCE(validationMetricSIMD, expected, 1e-2);
 }