objective.h

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#ifndef XGBOOST_OBJECTIVE_H_
#define XGBOOST_OBJECTIVE_H_

#include <dmlc/registry.h>
#include <xgboost/base.h>
#include <xgboost/data.h>
#include <xgboost/host_device_vector.h>
#include <xgboost/model.h>
#include <xgboost/task.h>

#include <cstdint> // std::int32_t
#include <functional>
#include <string>

namespace xgboost {

class RegTree;
struct Context;

class ObjFunction : public Configurable {
 protected
 Context const* ctx_;

 public
 static constexpr float DefaultBaseScore() { return 0.5f; }

 public
 ~ObjFunction() override = default;
 virtual void Configure(Args const& args) = 0;
 virtual void GetGradient(HostDeviceVector<float> const& preds, MetaInfo const& info,
 std::int32_t iter, linalg::Matrix<GradientPair>* out_gpair) = 0;

 virtual const char* DefaultEvalMetric() const = 0;
 virtual Json DefaultMetricConfig() const { return Json{Null{}}; }

 // the following functions are optional, most of time default implementation is good enough
 virtual void PredTransform(HostDeviceVector<float>*) const {}
 virtual void EvalTransform(HostDeviceVector<float>* io_preds) { this->PredTransform(io_preds); }
 [[nodiscard]] virtual float ProbToMargin(float base_score) const { return base_score; }
 virtual void InitEstimation(MetaInfo const& info, linalg::Tensor<float, 1>* base_score) const;
 [[nodiscard]] virtual struct ObjInfo Task() const = 0;
 [[nodiscard]] virtual bst_target_t Targets(MetaInfo const& info) const {
 if (info.labels.Shape(1) > 1) {
 LOG(FATAL) << "multioutput is not supported by the current objective function";
 }
 return 1;
 }

 virtual void UpdateTreeLeaf(HostDeviceVector<bst_node_t> const& /*position*/,
 MetaInfo const& /*info*/, float /*learning_rate*/,
 HostDeviceVector<float> const& /*prediction*/,
 std::int32_t /*group_idx*/, RegTree* /*p_tree*/) const {}

 static ObjFunction* Create(const std::string& name, Context const* ctx);
};

struct ObjFunctionReg
 : public dmlc::FunctionRegEntryBase<ObjFunctionReg,
 std::function<ObjFunction* ()> > {
};

#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_