Ensure quantile forests give consistent estimates across platforms. (g…

…rf-labs#492)

We now include a tie-breaker while sorting the list of sample IDs and outcomes.
Without the tie-breaker, the sort could produce a different element ordering
across different runs of the algorithm.

core/src/prediction/QuantilePredictionStrategy.cpp

@@ -52,7 +52,11 @@ std::vector<double> QuantilePredictionStrategy::compute_quantile_cutoffs(
   std::sort(samples_and_values.begin(),
             samples_and_values.end(),
             [](std::pair<size_t, double> first_pair, std::pair<size_t, double> second_pair) {
-              return first_pair.second < second_pair.second;
+              // Note: we add a tie-breaker here to ensure that this sort consistently produces the
+              // same element ordering. Otherwise, different runs of the algorithm could result in
+              // different quantile predictions on the same data.
+              return first_pair.second < second_pair.second
+                  || (first_pair.second == second_pair.second && first_pair.first < second_pair.first);
             });
 
   std::vector<double> quantile_cutoffs;

core/test/forest/resources/quantile_oob_predictions.csv

@@ -121,7 +121,7 @@
 -10, -10, 10
 -10, -10, 10
 -1, -1, 1
--1, -1, 1
+-1, 1, 1
 -1, -1, 1
 10, 10, 10
 -10, -10, -10
@@ -410,7 +410,7 @@
 -1, -1, 1
 -1, -1, 1
 -1, -1, 1
--10, -10, 10
+-10, 10, 10
 -1, -1, 1
 10, 10, 10
 -1, -1, 1
@@ -421,7 +421,7 @@
 -10, 10, 10
 -1, -1, 1
 -1, -1, 1
--1, -1, 1
+-1, 1, 1
 -1, -1, 1
 -1, 1, 1
 -10, 10, 10
@@ -459,7 +459,7 @@
 -1, -1, 1
 -10, 10, 10
 -10, -10, 10
--10, 10, 10
+-10, -10, 10
 -1, -1, 1
 -1, -1, 1
 -10, -1, 10
@@ -537,7 +537,7 @@
 -10, 10, 10
 -1, 1, 1
 -1, -1, 1
--10, 10, 10
+-10, -10, 10
 -10, -10, 10
 -1, 1, 1
 -1, 1, 1
@@ -589,7 +589,7 @@
 -1, 1, 1
 -1, -1, 1
 -10, 10, 10
--1, -1, 1
+-1, 1, 1
 -1, 1, 1
 -1, -1, 1
 -10, -10, 10
@@ -832,7 +832,7 @@
 -10, -10, 10
 -1, 1, 1
 -10, -10, -10
--1, 1, 1
+-1, -1, 1
 -1, 1, 1
 -1, -1, 1
 -10, -10, 10
@@ -847,7 +847,7 @@
 -1, -1, 1
 -1, -1, 1
 -1, -1, 1
--10, -10, 10
+-10, 10, 10
 -10, -10, 10
 -10, 10, 10
 -1, -1, 1
@@ -857,7 +857,7 @@
 10, 10, 10
 -10, -10, 1
 -10, 10, 10
--10, -1, 10
+-10, -10, 10
 -1, -1, -1
 -1, 1, 1
 -1, 1, 1