added code for instance based weighing for rank objectives

src/objective/rank_obj.cc

@@ -85,9 +85,9 @@ class LambdaRankObj : public ObjFunction {
               for (unsigned pid = i; pid < j; ++pid) {
                 unsigned ridx = std::uniform_int_distribution<unsigned>(0, nleft + nright - 1)(rnd);
                 if (ridx < nleft) {
-                  pairs.emplace_back(rec[ridx].second, rec[pid].second);
+                  pairs.emplace_back(rec[ridx].second, rec[pid].second, info.GetWeight(k));
                 } else {
-                  pairs.emplace_back(rec[pid].second, rec[ridx+j-i].second);
+                  pairs.emplace_back(rec[pid].second, rec[ridx+j-i].second, info.GetWeight(k));
                 }
               }
             }
@@ -152,6 +152,9 @@ class LambdaRankObj : public ObjFunction {
     // constructor
     LambdaPair(unsigned pos_index, unsigned neg_index)
         : pos_index(pos_index), neg_index(neg_index), weight(1.0f) {}
+    // constructor
+    LambdaPair(unsigned pos_index, unsigned neg_index, bst_float weight)
+        : pos_index(pos_index), neg_index(neg_index), weight(weight) {}
   };
   /*!
    * \brief get lambda weight for existing pairs
@@ -205,7 +208,7 @@ class LambdaRankObjNDCG : public LambdaRankObj {
             ((1 << neg_label) - 1) * pos_loginv + ((1 << pos_label) - 1) * neg_loginv;
         bst_float delta = (original - changed) * IDCG;
         if (delta < 0.0f) delta = - delta;
-        pair.weight = delta;
+        pair.weight *= delta;
       }
     }
   }
@@ -301,7 +304,7 @@ class LambdaRankObjMAP : public LambdaRankObj {
     std::vector<MAPStats> map_stats;
     GetMAPStats(sorted_list, &map_stats);
     for (auto & pair : pairs) {
-      pair.weight =
+      pair.weight *=
           GetLambdaMAP(sorted_list, pair.pos_index,
                        pair.neg_index, &map_stats);
     }