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reupdate data

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This commit is contained in:
tqchen
2014-03-04 22:47:39 -08:00
parent 1479adba58
commit 0fdda29470
3 changed files with 239 additions and 137 deletions
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257
booster/xgboost_gbmbase.h
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@@ -40,69 +40,18 @@ namespace xgboost{
* (4) model.SaveModel to save learned results
*
* Bufferring: each instance comes with a buffer_index in Predict.
* when param.num_pbuffer != 0, a unique buffer index can be
* when mparam.num_pbuffer != 0, a unique buffer index can be
* assigned to each instance to buffer previous results of boosters,
* this helps to speedup training, so consider assign buffer_index
* for each training instances, if buffer_index = -1, the code
* recalculate things from scratch and will still works correctly
*/
class GBMBaseModel{
public:
/*! \brief model parameters */
struct Param{
/*! \brief number of boosters */
int num_boosters;
/*! \brief type of tree used */
int booster_type;
/*! \brief number of root: default 0, means single tree */
int num_roots;
/*! \brief number of features to be used by boosters */
int num_feature;
/*! \brief size of predicton buffer allocated for buffering boosting computation */
int num_pbuffer;
/*!
* \brief whether we repeatly update a single booster each round: default 0
* set to 1 for linear booster, so that regularization term can be considered
*/
int do_reboost;
/*! \brief reserved parameters */
int reserved[ 32 ];
/*! \brief constructor */
Param( void ){
num_boosters = 0;
booster_type = 0;
num_roots = num_feature = 0;
do_reboost = 0;
num_pbuffer = 0;
memset( reserved, 0, sizeof( reserved ) );
}
/*!
* \brief set parameters from outside
* \param name name of the parameter
* \param val value of the parameter
*/
inline void SetParam( const char *name, const char *val ){
if( !strcmp("booster_type", name ) ){
booster_type = atoi( val );
// linear boost automatically set do reboost
if( booster_type == 1 ) do_reboost = 1;
}
if( !strcmp("num_pbuffer", name ) ) num_pbuffer = atoi( val );
if( !strcmp("do_reboost", name ) ) do_reboost = atoi( val );
if( !strcmp("bst:num_roots", name ) ) num_roots = atoi( val );
if( !strcmp("bst:num_feature", name ) ) num_feature = atoi( val );
}
};
public:
/*! \brief model parameters */
Param param;
class GBMBase{
public:
/*! \brief number of thread used */
GBMBaseModel( void ){
this->nthread = 1;
}
GBMBase( void ){}
/*! \brief destructor */
virtual ~GBMBaseModel( void ){
virtual ~GBMBase( void ){
this->FreeSpace();
}
/*!
@@ -117,8 +66,8 @@ namespace xgboost{
if( !strcmp( name, "silent") ){
cfg.PushBack( name, val );
}
if( !strcmp( name, "nthread") ) nthread = atoi( val );
if( boosters.size() == 0 ) param.SetParam( name, val );
tparam.SetParam( name, val );
if( boosters.size() == 0 ) mparam.SetParam( name, val );
}
/*!
* \brief load model from stream
@@ -126,21 +75,21 @@ namespace xgboost{
*/
inline void LoadModel( utils::IStream &fi ){
if( boosters.size() != 0 ) this->FreeSpace();
utils::Assert( fi.Read( &param, sizeof(Param) ) != 0 );
boosters.resize( param.num_boosters );
utils::Assert( fi.Read( &mparam, sizeof(ModelParam) ) != 0 );
boosters.resize( mparam.num_boosters );
for( size_t i = 0; i < boosters.size(); i ++ ){
boosters[ i ] = booster::CreateBooster<FMatrixS>( param.booster_type );
boosters[ i ] = booster::CreateBooster<FMatrixS>( mparam.booster_type );
boosters[ i ]->LoadModel( fi );
}
{// load info
booster_info.resize( param.num_boosters );
if( param.num_boosters != 0 ){
utils::Assert( fi.Read( &booster_info[0], sizeof(int)*param.num_boosters ) != 0 );
booster_info.resize( mparam.num_boosters );
if( mparam.num_boosters != 0 ){
utils::Assert( fi.Read( &booster_info[0], sizeof(int)*mparam.num_boosters ) != 0 );
}
}
if( param.num_pbuffer != 0 ){
pred_buffer.resize ( param.num_pbuffer );
pred_counter.resize( param.num_pbuffer );
if( mparam.num_pbuffer != 0 ){
pred_buffer.resize ( mparam.num_pbuffer );
pred_counter.resize( mparam.num_pbuffer );
utils::Assert( fi.Read( &pred_buffer[0] , pred_buffer.size()*sizeof(float) ) != 0 );
utils::Assert( fi.Read( &pred_counter[0], pred_counter.size()*sizeof(unsigned) ) != 0 );
}
@@ -150,15 +99,15 @@ namespace xgboost{
* \param fo output stream
*/
inline void SaveModel( utils::IStream &fo ) const {
utils::Assert( param.num_boosters == (int)boosters.size() );
fo.Write( &param, sizeof(Param) );
utils::Assert( mparam.num_boosters == (int)boosters.size() );
fo.Write( &mparam, sizeof(ModelParam) );
for( size_t i = 0; i < boosters.size(); i ++ ){
boosters[ i ]->SaveModel( fo );
}
if( booster_info.size() != 0 ){
fo.Write( &booster_info[0], sizeof(int) * booster_info.size() );
}
if( param.num_pbuffer != 0 ){
if( mparam.num_pbuffer != 0 ){
fo.Write( &pred_buffer[0] , pred_buffer.size()*sizeof(float) );
fo.Write( &pred_counter[0], pred_counter.size()*sizeof(unsigned) );
}
@@ -168,9 +117,9 @@ namespace xgboost{
*/
inline void InitModel( void ){
pred_buffer.clear(); pred_counter.clear();
pred_buffer.resize ( param.num_pbuffer, 0.0 );
pred_counter.resize( param.num_pbuffer, 0 );
utils::Assert( param.num_boosters == 0 );
pred_buffer.resize ( mparam.num_pbuffer, 0.0 );
pred_counter.resize( mparam.num_pbuffer, 0 );
utils::Assert( mparam.num_boosters == 0 );
utils::Assert( boosters.size() == 0 );
}
/*!
@@ -178,8 +127,8 @@ namespace xgboost{
* this function is reserved for solver to allocate necessary space and do other preparation
*/
inline void InitTrainer( void ){
if( nthread != 0 ){
omp_set_num_threads( nthread );
if( tparam.nthread != 0 ){
omp_set_num_threads( tparam.nthread );
}
// make sure all the boosters get the latest parameters
for( size_t i = 0; i < this->boosters.size(); i ++ ){
@@ -233,10 +182,10 @@ namespace xgboost{
const std::vector<unsigned> &root_index ) {
booster::IBooster *bst = this->GetUpdateBooster();
bst->DoBoost( grad, hess, feats, root_index );
}
}
/*!
* \brief predict values for given sparse feature vector
* NOTE: in tree implementation, this is not threadsafe
* NOTE: in tree implementation, this is only OpenMP threadsafe, but not threadsafe
* \param feats feature matrix
* \param row_index row index in the feature matrix
* \param buffer_index the buffer index of the current feature line, default -1 means no buffer assigned
@@ -248,57 +197,51 @@ namespace xgboost{
float psum = 0.0f;
// load buffered results if any
if( param.do_reboost == 0 && buffer_index >= 0 ){
utils::Assert( buffer_index < param.num_pbuffer, "buffer index exceed num_pbuffer" );
if( mparam.do_reboost == 0 && buffer_index >= 0 ){
utils::Assert( buffer_index < mparam.num_pbuffer, "buffer index exceed num_pbuffer" );
istart = this->pred_counter[ buffer_index ];
psum = this->pred_buffer [ buffer_index ];
}
for( size_t i = istart; i < this->boosters.size(); i ++ ){
psum += this->boosters[ i ]->Predict( feats, row_index, root_index );
}
}
// updated the buffered results
if( param.do_reboost == 0 && buffer_index >= 0 ){
if( mparam.do_reboost == 0 && buffer_index >= 0 ){
this->pred_counter[ buffer_index ] = static_cast<unsigned>( boosters.size() );
this->pred_buffer [ buffer_index ] = psum;
}
return psum;
}
public:
//--------trial code for interactive update an existing booster------
//-------- usually not needed, ignore this region ---------
/*!
* \brief predict values for given dense feature vector
* \param feat feature vector in dense format
* \param funknown indicator that the feature is missing
* \param buffer_index the buffer index of the current feature line, default -1 means no buffer assigned
* \param rid root id of current instance, default = 0
* \return prediction
*/
virtual float Predict( const std::vector<float> &feat,
const std::vector<bool> &funknown,
int buffer_index = -1,
unsigned rid = 0 ){
size_t istart = 0;
float psum = 0.0f;
// load buffered results if any
if( param.do_reboost == 0 && buffer_index >= 0 ){
utils::Assert( buffer_index < param.num_pbuffer,
"buffer index exceed num_pbuffer" );
istart = this->pred_counter[ buffer_index ];
psum = this->pred_buffer [ buffer_index ];
}
for( size_t i = istart; i < this->boosters.size(); i ++ ){
psum += this->boosters[ i ]->Predict( feat, funknown, rid );
}
// updated the buffered results
if( param.do_reboost == 0 && buffer_index >= 0 ){
this->pred_counter[ buffer_index ] = static_cast<unsigned>( boosters.size() );
this->pred_buffer [ buffer_index ] = psum;
* \brief same as Predict, but removes the prediction of booster to be updated
* this function must be called once and only once for every data with pbuffer
*/
inline float InteractPredict( const FMatrixS &feats, bst_uint row_index, int buffer_index = -1, unsigned root_index = 0 ){
float psum = this->Predict( feats, row_index, buffer_index, root_index );
if( tparam.reupdate_booster != -1 ){
const int bid = tparam.reupdate_booster;
utils::Assert( bid >= 0 && bid < (int)boosters.size(), "interact:booster_index exceed existing bound" );
psum -= boosters[ bid ]->Predict( feats, row_index, root_index );
if( mparam.do_reboost == 0 && buffer_index >= 0 ){
this->pred_buffer[ buffer_index ] = psum;
}
}
return psum;
}
/*! \brief update the prediction buffer, after booster have been updated */
inline void InteractRePredict( const FMatrixS &feats, bst_uint row_index, int buffer_index = -1, unsigned root_index = 0 ){
if( tparam.reupdate_booster != -1 ){
const int bid = tparam.reupdate_booster;
utils::Assert( bid >= 0 && bid < (int)boosters.size(), "interact:booster_index exceed existing bound" );
if( mparam.do_reboost == 0 && buffer_index >= 0 ){
this->pred_buffer[ buffer_index ] += boosters[ bid ]->Predict( feats, row_index, root_index );
}
}
}
//-----------non public fields afterwards-------------
protected:
/*! \brief free space of the model */
@@ -306,7 +249,7 @@ namespace xgboost{
for( size_t i = 0; i < boosters.size(); i ++ ){
delete boosters[i];
}
boosters.clear(); booster_info.clear(); param.num_boosters = 0;
boosters.clear(); booster_info.clear(); mparam.num_boosters = 0;
}
/*! \brief configure a booster */
inline void ConfigBooster( booster::IBooster *bst ){
@@ -320,9 +263,16 @@ namespace xgboost{
* \return the booster created
*/
inline booster::IBooster *GetUpdateBooster( void ){
if( param.do_reboost == 0 || boosters.size() == 0 ){
param.num_boosters += 1;
boosters.push_back( booster::CreateBooster<FMatrixS>( param.booster_type ) );
if( tparam.reupdate_booster != -1 ){
const int bid = tparam.reupdate_booster;
utils::Assert( bid >= 0 && bid < (int)boosters.size(), "interact:booster_index exceed existing bound" );
this->ConfigBooster( boosters[bid] );
return boosters[ bid ];
}
if( mparam.do_reboost == 0 || boosters.size() == 0 ){
mparam.num_boosters += 1;
boosters.push_back( booster::CreateBooster<FMatrixS>( mparam.booster_type ) );
booster_info.push_back( 0 );
this->ConfigBooster( boosters.back() );
boosters.back()->InitModel();
@@ -332,8 +282,81 @@ namespace xgboost{
return boosters.back();
}
protected:
/*! \brief number of OpenMP threads */
int nthread;
/*! \brief model parameters */
struct ModelParam{
/*! \brief number of boosters */
int num_boosters;
/*! \brief type of tree used */
int booster_type;
/*! \brief number of root: default 0, means single tree */
int num_roots;
/*! \brief number of features to be used by boosters */
int num_feature;
/*! \brief size of predicton buffer allocated for buffering boosting computation */
int num_pbuffer;
/*!
* \brief whether we repeatly update a single booster each round: default 0
* set to 1 for linear booster, so that regularization term can be considered
*/
int do_reboost;
/*! \brief reserved parameters */
int reserved[ 32 ];
/*! \brief constructor */
ModelParam( void ){
num_boosters = 0;
booster_type = 0;
num_roots = num_feature = 0;
do_reboost = 0;
num_pbuffer = 0;
memset( reserved, 0, sizeof( reserved ) );
}
/*!
* \brief set parameters from outside
* \param name name of the parameter
* \param val value of the parameter
*/
inline void SetParam( const char *name, const char *val ){
if( !strcmp("booster_type", name ) ){
booster_type = atoi( val );
// linear boost automatically set do reboost
if( booster_type == 1 ) do_reboost = 1;
}
if( !strcmp("num_pbuffer", name ) ) num_pbuffer = atoi( val );
if( !strcmp("do_reboost", name ) ) do_reboost = atoi( val );
if( !strcmp("bst:num_roots", name ) ) num_roots = atoi( val );
if( !strcmp("bst:num_feature", name ) ) num_feature = atoi( val );
}
};
/*! \brief training parameters */
struct TrainParam{
/*! \brief number of OpenMP threads */
int nthread;
/*!
* \brief index of specific booster to be re-updated, default = -1: update new booster
* parameter this is part of trial interactive update mode
*/
int reupdate_booster;
/*! \brief constructor */
TrainParam( void ) {
nthread = 1;
reupdate_booster = -1;
}
/*!
* \brief set parameters from outside
* \param name name of the parameter
* \param val value of the parameter
*/
inline void SetParam( const char *name, const char *val ){
if( !strcmp("nthread", name ) ) nthread = atoi( val );
if( !strcmp("interact:booster_index", name ) ) reupdate_booster = atoi( val );
}
};
protected:
/*! \brief model parameters */
ModelParam mparam;
/*! \brief training parameters */
TrainParam tparam;
protected:
/*! \brief component boosters */
std::vector<booster::IBooster*> boosters;
/*! \brief some information indicator of the booster, reserved */