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Pavel Metrikov authored and GitHub committed ba0a1f8d38d
Add support to optimize for NDCG at a given truncation level (#3425) * Add support to optimize for NDCG at a given truncation level In order to correctly optimize for NDCG@_k_, one should exclude pairs containing both documents beyond the top-_k_ (as they don't affect NDCG@_k_ when swapped). * Update rank_objective.hpp * Apply suggestions from code review Co-authored-by: Guolin Ke <guolin.ke@outlook.com> * Update rank_objective.hpp remove the additional branching: get high_rank and low_rank by one "if". * Update config.h add description to lambdarank_truncation_level parameter * Update Parameters.rst * Update test_sklearn.py update expected NDCG value for a test, as it was affected by the underlying change in the algorithm * Update test_sklearn.py update NDCG@3 reference value * fix R learning-to-rank tests * Update rank_objective.hpp * Update include/LightGBM/config.h Co-authored-by: Guolin Ke <guolin.ke@outlook.com> * Update Parameters.rst Co-authored-by: Guolin Ke <guolin.ke@outlook.com> Co-authored-by: James Lamb <jaylamb20@gmail.com>