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add feature constraint

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This commit is contained in:
tqchen
2014-03-19 10:47:56 -07:00
parent d3fe4b26a9
commit 255b1f4043
5 changed files with 90 additions and 51 deletions
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11
booster/tree/xgboost_col_treemaker.hpp
View File

@@ -11,6 +11,7 @@
#include "xgboost_tree_model.h"
#include "../../utils/xgboost_omp.h"
#include "../../utils/xgboost_random.h"
#include "../../utils/xgboost_fmap.h"
#include "xgboost_base_treemaker.hpp"
namespace xgboost{
@@ -23,10 +24,11 @@ namespace xgboost{
const std::vector<float> &grad,
const std::vector<float> &hess,
const FMatrix &smat,
const std::vector<unsigned> &root_index )
const std::vector<unsigned> &root_index,
const utils::FeatConstrain &constrain )
: BaseTreeMaker( tree, param ),
grad(grad), hess(hess),
smat(smat), root_index(root_index) {
smat(smat), root_index(root_index), constrain(constrain) {
utils::Assert( grad.size() == hess.size(), "booster:invalid input" );
utils::Assert( smat.NumRow() == hess.size(), "booster:invalid input" );
utils::Assert( root_index.size() == 0 || root_index.size() == hess.size(), "booster:invalid input" );
@@ -282,10 +284,10 @@ namespace xgboost{
{// initialize feature index
int ncol = static_cast<int>( smat.NumCol() );
for( int i = 0; i < ncol; i ++ ){
if( smat.GetSortedCol(i).Next() ){
if( smat.GetSortedCol(i).Next() && constrain.NotBanned(i) ){
feat_index.push_back( i );
}
}
}
random::Shuffle( feat_index );
}
{// setup temp space for each thread
@@ -326,6 +328,7 @@ namespace xgboost{
const std::vector<float> &hess;
const FMatrix &smat;
const std::vector<unsigned> &root_index;
const utils::FeatConstrain &constrain;
};
};
};

15
booster/tree/xgboost_row_treemaker.hpp
View File

@@ -11,6 +11,7 @@
#include "xgboost_tree_model.h"
#include "../../utils/xgboost_omp.h"
#include "../../utils/xgboost_random.h"
#include "../../utils/xgboost_fmap.h"
#include "xgboost_base_treemaker.hpp"
namespace xgboost{
@@ -23,10 +24,11 @@ namespace xgboost{
const std::vector<float> &grad,
const std::vector<float> &hess,
const FMatrix &smat,
const std::vector<unsigned> &root_index )
const std::vector<unsigned> &root_index,
const utils::FeatConstrain &constrain )
: BaseTreeMaker( tree, param ),
grad(grad), hess(hess),
smat(smat), root_index(root_index) {
smat(smat), root_index(root_index), constrain(constrain) {
utils::Assert( grad.size() == hess.size(), "booster:invalid input" );
utils::Assert( smat.NumRow() == hess.size(), "booster:invalid input" );
utils::Assert( root_index.size() == 0 || root_index.size() == hess.size(), "booster:invalid input" );
@@ -254,14 +256,18 @@ namespace xgboost{
for( bst_uint i = begin; i < end; ++i ){
const bst_uint ridx = row_index_set[i];
for( typename FMatrix::RowIter it = smat.GetRow(ridx,gid); it.Next(); ){
builder.AddBudget( it.findex() );
const bst_uint findex = it.findex();
if( constrain.NotBanned( findex ) ) builder.AddBudget( findex );
}
}
builder.InitStorage();
for( bst_uint i = begin; i < end; ++i ){
const bst_uint ridx = row_index_set[i];
for( typename FMatrix::RowIter it = smat.GetRow(ridx,gid); it.Next(); ){
builder.PushElem( it.findex(), FMatrixS::REntry( ridx, it.fvalue() ) );
const bst_uint findex = it.findex();
if( constrain.NotBanned( findex ) ) {
builder.PushElem( findex, FMatrixS::REntry( ridx, it.fvalue() ) );
}
}
}
// --- end of building column major matrix ---
@@ -373,6 +379,7 @@ namespace xgboost{
const std::vector<float> &hess;
const FMatrix &smat;
const std::vector<unsigned> &root_index;
const utils::FeatConstrain &constrain;
};
};
};

16
booster/tree/xgboost_tree.hpp
View File

@@ -21,7 +21,7 @@ namespace xgboost{
}
};
};
#include "../../utils/xgboost_fmap.h"
#include "xgboost_svdf_tree.hpp"
#include "xgboost_col_treemaker.hpp"
#include "xgboost_row_treemaker.hpp"
@@ -57,6 +57,7 @@ namespace xgboost{
}
}
param.SetParam( name, val );
constrain.SetParam( name, val );
tree.param.SetParam( name, val );
}
virtual void LoadModel( utils::IStream &fi ){
@@ -90,17 +91,18 @@ namespace xgboost{
int num_pruned;
switch( tree_maker ){
case 0: {
utils::Assert( !constrain.HasConstrain(), "tree maker 0 does not support constrain" );
RTreeUpdater<FMatrix> updater( param, tree, grad, hess, smat, root_index );
tree.param.max_depth = updater.do_boost( num_pruned );
break;
}
case 1:{
ColTreeMaker<FMatrix> maker( tree, param, grad, hess, smat, root_index );
ColTreeMaker<FMatrix> maker( tree, param, grad, hess, smat, root_index, constrain );
maker.Make( tree.param.max_depth, num_pruned );
break;
}
case 2:{
RowTreeMaker<FMatrix> maker( tree, param, grad, hess, smat, root_index );
RowTreeMaker<FMatrix> maker( tree, param, grad, hess, smat, root_index, constrain );
maker.Make( tree.param.max_depth, num_pruned );
break;
}
@@ -178,7 +180,7 @@ namespace xgboost{
}
this->DropTmp( fmat.GetRow(i), e );
}
RowTreeMaker<FMatrix> maker( tree, param, grad, hess, fmat, root_index );
RowTreeMaker<FMatrix> maker( tree, param, grad, hess, fmat, root_index, constrain );
maker.Collapse( valid_index, nid );
if( !silent ){
printf( "tree collapse end, max_depth=%d\n", tree.param.max_depth );
@@ -198,7 +200,7 @@ namespace xgboost{
this->DropTmp( fmat.GetRow(i), e );
if( pid == nid ) valid_index.push_back( static_cast<bst_uint>(i) );
}
RowTreeMaker<FMatrix> maker( tree, param, grad, hess, fmat, root_index );
RowTreeMaker<FMatrix> maker( tree, param, grad, hess, fmat, root_index, constrain );
bool success = maker.Expand( valid_index, nid );
if( !silent ){
printf( "tree expand end, success=%d, max_depth=%d\n", (int)success, tree.MaxDepth() );
@@ -215,7 +217,9 @@ namespace xgboost{
int tree_maker;
// interaction
int interact_type;
int interact_node;
int interact_node;
// feature constrain
utils::FeatConstrain constrain;
private:
struct ThreadEntry{
std::vector<float> feat;