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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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44
tests/cpp/linear/test_linear.cc Normal file
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// 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);
}