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Refactor linear modelling and add new coordinate descent updater (#3103)

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* Refactor linear modelling and add new coordinate descent updater

* Allow unsorted column iterator

* Add prediction cacheing to gblinear
This commit is contained in:
Rory Mitchell
2018-02-17 09:17:01 +13:00
committed by GitHub
parent 9ffe8596f2
commit 10eb05a63a
23 changed files with 1252 additions and 271 deletions
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30
tests/cpp/data/test_simple_dmatrix.cc
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@@ -42,11 +42,18 @@ TEST(SimpleDMatrix, ColAccessWithoutBatches) {
xgboost::DMatrix * dmat = xgboost::DMatrix::Load(tmp_file, true, false);
std::remove(tmp_file.c_str());
EXPECT_EQ(dmat->HaveColAccess(), false);
// Unsorted column access
const std::vector<bool> enable(dmat->info().num_col, true);
dmat->InitColAccess(enable, 1, dmat->info().num_row);
dmat->InitColAccess(enable, 0, 0); // Calling it again should not change it
ASSERT_EQ(dmat->HaveColAccess(), true);
EXPECT_EQ(dmat->HaveColAccess(false), false);
dmat->InitColAccess(enable, 1, dmat->info().num_row, false);
dmat->InitColAccess(enable, 0, 0, false); // Calling it again should not change it
ASSERT_EQ(dmat->HaveColAccess(false), true);
// Sorted column access
EXPECT_EQ(dmat->HaveColAccess(true), false);
dmat->InitColAccess(enable, 1, dmat->info().num_row, true);
dmat->InitColAccess(enable, 0, 0, true); // Calling it again should not change it
ASSERT_EQ(dmat->HaveColAccess(true), true);
EXPECT_EQ(dmat->GetColSize(0), 2);
EXPECT_EQ(dmat->GetColSize(1), 1);
@@ -86,11 +93,18 @@ TEST(SimpleDMatrix, ColAccessWithBatches) {
xgboost::DMatrix * dmat = xgboost::DMatrix::Load(tmp_file, true, false);
std::remove(tmp_file.c_str());
EXPECT_EQ(dmat->HaveColAccess(), false);
// Unsorted column access
const std::vector<bool> enable(dmat->info().num_col, true);
dmat->InitColAccess(enable, 1, 1); // Max 1 row per patch
dmat->InitColAccess(enable, 0, 0); // Calling it again should not change it
ASSERT_EQ(dmat->HaveColAccess(), true);
EXPECT_EQ(dmat->HaveColAccess(false), false);
dmat->InitColAccess(enable, 1, 1, false);
dmat->InitColAccess(enable, 0, 0, false); // Calling it again should not change it
ASSERT_EQ(dmat->HaveColAccess(false), true);
// Sorted column access
EXPECT_EQ(dmat->HaveColAccess(true), false);
dmat->InitColAccess(enable, 1, 1, true); // Max 1 row per patch
dmat->InitColAccess(enable, 0, 0, true); // Calling it again should not change it
ASSERT_EQ(dmat->HaveColAccess(true), true);
EXPECT_EQ(dmat->GetColSize(0), 2);
EXPECT_EQ(dmat->GetColSize(1), 1);

6
tests/cpp/data/test_sparse_page_dmatrix.cc
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@@ -56,10 +56,10 @@ TEST(SparsePageDMatrix, ColAcess) {
std::remove(tmp_file.c_str());
EXPECT_FALSE(FileExists(tmp_file + ".cache.col.page"));
EXPECT_EQ(dmat->HaveColAccess(), false);
EXPECT_EQ(dmat->HaveColAccess(true), false);
const std::vector<bool> enable(dmat->info().num_col, true);
dmat->InitColAccess(enable, 1, 1); // Max 1 row per patch
ASSERT_EQ(dmat->HaveColAccess(), true);
dmat->InitColAccess(enable, 1, 1, true); // Max 1 row per patch
ASSERT_EQ(dmat->HaveColAccess(true), true);
EXPECT_TRUE(FileExists(tmp_file + ".cache.col.page"));
EXPECT_EQ(dmat->GetColSize(0), 2);

44
tests/cpp/linear/test_linear.cc Normal file
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@@ -0,0 +1,44 @@
// Copyright by Contributors
#include <xgboost/linear_updater.h>
#include "../helpers.h"
#include "xgboost/gbm.h"
typedef std::pair<std::string, std::string> arg;
TEST(Linear, shotgun) {
typedef std::pair<std::string, std::string> arg;
auto mat = CreateDMatrix(10, 10, 0);
std::vector<bool> enabled(mat->info().num_col, true);
mat->InitColAccess(enabled, 1.0f, 1 << 16, false);
auto updater = std::unique_ptr<xgboost::LinearUpdater>(
xgboost::LinearUpdater::Create("shotgun"));
updater->Init({});
std::vector<xgboost::bst_gpair> gpair(mat->info().num_row,
xgboost::bst_gpair(-5, 1.0));
xgboost::gbm::GBLinearModel model;
model.param.num_feature = mat->info().num_col;
model.param.num_output_group = 1;
model.LazyInitModel();
updater->Update(&gpair, mat.get(), &model, gpair.size());
ASSERT_EQ(model.bias()[0], 5.0f);
}
TEST(Linear, coordinate) {
typedef std::pair<std::string, std::string> arg;
auto mat = CreateDMatrix(10, 10, 0);
std::vector<bool> enabled(mat->info().num_col, true);
mat->InitColAccess(enabled, 1.0f, 1 << 16, false);
auto updater = std::unique_ptr<xgboost::LinearUpdater>(
xgboost::LinearUpdater::Create("coord_descent"));
updater->Init({});
std::vector<xgboost::bst_gpair> gpair(mat->info().num_row,
xgboost::bst_gpair(-5, 1.0));
xgboost::gbm::GBLinearModel model;
model.param.num_feature = mat->info().num_col;
model.param.num_output_group = 1;
model.LazyInitModel();
updater->Update(&gpair, mat.get(), &model, gpair.size());
ASSERT_EQ(model.bias()[0], 5.0f);
}