Support learning rate for zero-hessian objectives. (#8866)

src/gbm/gbtree.cc

@@ -32,15 +32,14 @@
 #include "xgboost/string_view.h"
 #include "xgboost/tree_updater.h"
 
-namespace xgboost {
-namespace gbm {
-
+namespace xgboost::gbm {
 DMLC_REGISTRY_FILE_TAG(gbtree);
 
-void GBTree::Configure(const Args& cfg) {
+void GBTree::Configure(Args const& cfg) {
   this->cfg_ = cfg;
   std::string updater_seq = tparam_.updater_seq;
   tparam_.UpdateAllowUnknown(cfg);
+  tree_param_.UpdateAllowUnknown(cfg);
 
   model_.Configure(cfg);
 
@@ -235,9 +234,11 @@ void GBTree::UpdateTreeLeaf(DMatrix const* p_fmat, HostDeviceVector<float> const
   CHECK_EQ(model_.param.num_parallel_tree, trees.size());
   CHECK_EQ(model_.param.num_parallel_tree, 1)
       << "Boosting random forest is not supported for current objective.";
+  CHECK_EQ(trees.size(), model_.param.num_parallel_tree);
   for (std::size_t tree_idx = 0; tree_idx < trees.size(); ++tree_idx) {
     auto const& position = node_position.at(tree_idx);
-    obj->UpdateTreeLeaf(position, p_fmat->Info(), predictions, group_idx, trees[tree_idx].get());
+    obj->UpdateTreeLeaf(position, p_fmat->Info(), tree_param_.learning_rate / trees.size(),
+                        predictions, group_idx, trees[tree_idx].get());
   }
 }
 
@@ -388,9 +389,15 @@ void GBTree::BoostNewTrees(HostDeviceVector<GradientPair>* gpair, DMatrix* p_fma
 
   CHECK(out_position);
   out_position->resize(new_trees.size());
+
+  // Rescale learning rate according to the size of trees
+  auto lr = tree_param_.learning_rate;
+  tree_param_.learning_rate /= static_cast<float>(new_trees.size());
   for (auto& up : updaters_) {
-    up->Update(gpair, p_fmat, common::Span<HostDeviceVector<bst_node_t>>{*out_position}, new_trees);
+    up->Update(&tree_param_, gpair, p_fmat,
+               common::Span<HostDeviceVector<bst_node_t>>{*out_position}, new_trees);
   }
+  tree_param_.learning_rate = lr;
 }
 
 void GBTree::CommitModel(std::vector<std::vector<std::unique_ptr<RegTree>>>&& new_trees) {
@@ -404,6 +411,8 @@ void GBTree::CommitModel(std::vector<std::vector<std::unique_ptr<RegTree>>>&& ne
 void GBTree::LoadConfig(Json const& in) {
   CHECK_EQ(get<String>(in["name"]), "gbtree");
   FromJson(in["gbtree_train_param"], &tparam_);
+  FromJson(in["tree_train_param"], &tree_param_);
+
   // Process type cannot be kUpdate from loaded model
   // This would cause all trees to be pushed to trees_to_update
   // e.g. updating a model, then saving and loading it would result in an empty model
@@ -451,6 +460,7 @@ void GBTree::SaveConfig(Json* p_out) const {
   auto& out = *p_out;
   out["name"] = String("gbtree");
   out["gbtree_train_param"] = ToJson(tparam_);
+  out["tree_train_param"] = ToJson(tree_param_);
 
   // Process type cannot be kUpdate from loaded model
   // This would cause all trees to be pushed to trees_to_update
@@ -1058,5 +1068,4 @@ XGBOOST_REGISTER_GBM(Dart, "dart")
       GBTree* p = new Dart(booster_config, ctx);
       return p;
     });
-}  // namespace gbm
-}  // namespace xgboost
+}  // namespace xgboost::gbm

src/gbm/gbtree.h

@@ -20,6 +20,7 @@
 
 #include "../common/common.h"
 #include "../common/timer.h"
+#include "../tree/param.h"  // TrainParam
 #include "gbtree_model.h"
 #include "xgboost/base.h"
 #include "xgboost/data.h"
@@ -405,8 +406,8 @@ class GBTree : public GradientBooster {
         p_fmat, out_contribs, model_, tree_end, nullptr, approximate);
   }
 
-  std::vector<std::string> DumpModel(const FeatureMap& fmap, bool with_stats,
-                                     std::string format) const override {
+  [[nodiscard]] std::vector<std::string> DumpModel(const FeatureMap& fmap, bool with_stats,
+                                                   std::string format) const override {
     return model_.DumpModel(fmap, with_stats, this->ctx_->Threads(), format);
   }
 
@@ -428,6 +429,8 @@ class GBTree : public GradientBooster {
   GBTreeModel model_;
   // training parameter
   GBTreeTrainParam tparam_;
+  // Tree training parameter
+  tree::TrainParam tree_param_;
   // ----training fields----
   bool showed_updater_warning_ {false};
   bool specified_updater_   {false};