Config for linear updaters. (#5222)

include/xgboost/linear_updater.h

@@ -8,6 +8,7 @@
 #include <xgboost/data.h>
 #include <xgboost/generic_parameters.h>
 #include <xgboost/host_device_vector.h>
+#include <xgboost/model.h>
 
 #include <functional>
 #include <string>
@@ -17,6 +18,8 @@
 
 namespace xgboost {
 
+class Json;
+
 namespace gbm {
 class GBLinearModel;
 }  // namespace gbm
@@ -24,7 +27,7 @@ class GBLinearModel;
 /*!
  * \brief interface of linear updater
  */
-class LinearUpdater {
+class LinearUpdater : public Configurable {
  protected:
   GenericParameter const* learner_param_;
 

src/gbm/gblinear.cc

@@ -102,11 +102,18 @@ class GBLinear : public GradientBooster {
   void LoadConfig(Json const& in) override {
     CHECK_EQ(get<String>(in["name"]), "gblinear");
     fromJson(in["gblinear_train_param"], &param_);
+    updater_.reset(LinearUpdater::Create(param_.updater, generic_param_));
+    this->updater_->LoadConfig(in["updater"]);
   }
   void SaveConfig(Json* p_out) const override {
     auto& out = *p_out;
     out["name"] = String{"gblinear"};
     out["gblinear_train_param"] = toJson(param_);
+
+    out["updater"] = Object();
+    auto& j_updater = out["updater"];
+    CHECK(this->updater_);
+    this->updater_->SaveConfig(&j_updater);
   }
 
   void DoBoost(DMatrix *p_fmat,

src/linear/updater_coordinate.cc

@@ -7,6 +7,7 @@
 #include "./param.h"
 #include "../common/timer.h"
 #include "coordinate_common.h"
+#include "xgboost/json.h"
 
 namespace xgboost {
 namespace linear {
@@ -32,6 +33,18 @@ class CoordinateUpdater : public LinearUpdater {
     selector_.reset(FeatureSelector::Create(tparam_.feature_selector));
     monitor_.Init("CoordinateUpdater");
   }
+
+  void LoadConfig(Json const& in) override {
+    auto const& config = get<Object const>(in);
+    fromJson(config.at("linear_train_param"), &tparam_);
+    fromJson(config.at("coordinate_param"), &cparam_);
+  }
+  void SaveConfig(Json* p_out) const override {
+    auto& out = *p_out;
+    out["linear_train_param"] = toJson(tparam_);
+    out["coordinate_param"] = toJson(cparam_);
+  }
+
   void Update(HostDeviceVector<GradientPair> *in_gpair, DMatrix *p_fmat,
               gbm::GBLinearModel *model, double sum_instance_weight) override {
     tparam_.DenormalizePenalties(sum_instance_weight);

src/linear/updater_gpu_coordinate.cu

@@ -37,10 +37,22 @@ class GPUCoordinateUpdater : public LinearUpdater {  // NOLINT
   // set training parameter
   void Configure(Args const& args) override {
     tparam_.UpdateAllowUnknown(args);
+    coord_param_.UpdateAllowUnknown(args);
     selector_.reset(FeatureSelector::Create(tparam_.feature_selector));
     monitor_.Init("GPUCoordinateUpdater");
   }
 
+  void LoadConfig(Json const& in) override {
+    auto const& config = get<Object const>(in);
+    fromJson(config.at("linear_train_param"), &tparam_);
+    fromJson(config.at("coordinate_param"), &coord_param_);
+  }
+  void SaveConfig(Json* p_out) const override {
+    auto& out = *p_out;
+    out["linear_train_param"] = toJson(tparam_);
+    out["coordinate_param"] = toJson(coord_param_);
+  }
+
   void LazyInitDevice(DMatrix *p_fmat, const LearnerModelParam &model_param) {
     if (learner_param_->gpu_id < 0) return;
 

src/linear/updater_shotgun.cc

@@ -23,6 +23,15 @@ class ShotgunUpdater : public LinearUpdater {
     }
     selector_.reset(FeatureSelector::Create(param_.feature_selector));
   }
+  void LoadConfig(Json const& in) override {
+    auto const& config = get<Object const>(in);
+    fromJson(config.at("linear_train_param"), &param_);
+  }
+  void SaveConfig(Json* p_out) const override {
+    auto& out = *p_out;
+    out["linear_train_param"] = toJson(param_);
+  }
+
   void Update(HostDeviceVector<GradientPair> *in_gpair, DMatrix *p_fmat,
               gbm::GBLinearModel *model, double sum_instance_weight) override {
     auto &gpair = in_gpair->HostVector();

tests/cpp/c_api/test_c_api.cc

@@ -112,7 +112,7 @@ TEST(c_api, ConfigIO) {
   delete pp_dmat;
 }
 
-TEST(c_api, Json_ModelIO) {
+TEST(c_api, JsonModelIO) {
   size_t constexpr kRows = 10;
   dmlc::TemporaryDirectory tempdir;
 

tests/cpp/gbm/test_gblinear.cc

@@ -16,7 +16,7 @@
 namespace xgboost {
 namespace gbm {
 
-TEST(GBLinear, Json_IO) {
+TEST(GBLinear, JsonIO) {
   size_t constexpr kRows = 16, kCols = 16;
 
   LearnerModelParam param;

tests/cpp/gbm/test_gbtree.cc

@@ -103,8 +103,8 @@ TEST(GBTree, ChoosePredictor) {
 }
 #endif  // XGBOOST_USE_CUDA
 
-// Some other parts of test are in `Tree.Json_IO'.
+// Some other parts of test are in `Tree.JsonIO'.
-TEST(GBTree, Json_IO) {
+TEST(GBTree, JsonIO) {
   size_t constexpr kRows = 16, kCols = 16;
 
   LearnerModelParam mparam;
@@ -143,7 +143,7 @@ TEST(GBTree, Json_IO) {
   ASSERT_EQ(get<String>(j_train_param["num_parallel_tree"]), "1");
 }
 
-TEST(Dart, Json_IO) {
+TEST(Dart, JsonIO) {
   size_t constexpr kRows = 16, kCols = 16;
 
   LearnerModelParam mparam;

tests/cpp/linear/test_json_io.h

@@ -0,0 +1,41 @@
+/*!
+ * Copyright 2020 XGBoost contributors
+ */
+#ifndef XGBOOST_TEST_JSON_IO_H_
+#define XGBOOST_TEST_JSON_IO_H_
+
+#include <xgboost/linear_updater.h>
+#include <xgboost/json.h>
+#include <string>
+#include "../helpers.h"
+#include "../../../src/gbm/gblinear_model.h"
+
+namespace xgboost {
+inline void TestUpdaterJsonIO(std::string updater_str) {
+  auto runtime = xgboost::CreateEmptyGenericParam(GPUIDX);
+  Json config_0 {Object() };
+
+  {
+    auto updater = std::unique_ptr<xgboost::LinearUpdater>(
+        xgboost::LinearUpdater::Create(updater_str, &runtime));
+    updater->Configure({{"eta", std::to_string(3.14)}});
+    updater->SaveConfig(&config_0);
+  }
+
+  {
+    auto updater = std::unique_ptr<xgboost::LinearUpdater>(
+        xgboost::LinearUpdater::Create(updater_str, &runtime));
+    updater->LoadConfig(config_0);
+    Json config_1 { Object() };
+    updater->SaveConfig(&config_1);
+
+    ASSERT_EQ(config_0, config_1);
+    auto eta = atof(get<String const>(config_1["linear_train_param"]["eta"]).c_str());
+    ASSERT_NEAR(eta, 3.14, kRtEps);
+  }
+
+}
+
+}  // namespace xgboost
+
+#endif  // XGBOOST_TEST_JSON_IO_H_

tests/cpp/linear/test_linear.cc

@@ -5,12 +5,13 @@
 #include <xgboost/gbm.h>
 
 #include "../helpers.h"
-
+#include "test_json_io.h"
 #include "../../../src/gbm/gblinear_model.h"
+#include "xgboost/base.h"
 
 namespace xgboost {
 
-TEST(Linear, shotgun) {
+TEST(Linear, Shotgun) {
   size_t constexpr kRows = 10;
   size_t constexpr kCols = 10;
 
@@ -45,6 +46,10 @@ TEST(Linear, shotgun) {
   delete pp_dmat;
 }
 
+TEST(Shotgun, JsonIO) {
+  TestUpdaterJsonIO("shotgun");
+}
+
 TEST(Linear, coordinate) {
   size_t constexpr kRows = 10;
   size_t constexpr kCols = 10;
@@ -72,4 +77,8 @@ TEST(Linear, coordinate) {
   delete pp_dmat;
 }
 
+TEST(Coordinate, JsonIO){
+  TestUpdaterJsonIO("coord_descent");
+}
+
 }  // namespace xgboost

tests/cpp/linear/test_linear.cu

@@ -3,6 +3,7 @@
 #include <xgboost/gbm.h>
 
 #include "../helpers.h"
+#include "test_json_io.h"
 #include "../../../src/gbm/gblinear_model.h"
 
 namespace xgboost {
@@ -33,4 +34,8 @@ TEST(Linear, GPUCoordinate) {
 
   delete mat;
 }
+
+TEST(GPUCoordinate, JsonIO) {
+  TestUpdaterJsonIO("gpu_coord_descent");
+}
 }  // namespace xgboost

tests/cpp/objective/test_ranking_obj.cc

@@ -36,7 +36,7 @@ TEST(Objective, DeclareUnifiedTest(PairwiseRankingGPair)) {
   ASSERT_NO_THROW(obj->DefaultEvalMetric());
 }
 
-TEST(Objective, DeclareUnifiedTest(NDCG_Json_IO)) {
+TEST(Objective, DeclareUnifiedTest(NDCG_JsonIO)) {
   xgboost::GenericParameter tparam;
   tparam.UpdateAllowUnknown(Args{});
 

tests/cpp/test_learner.cc

@@ -134,7 +134,7 @@ TEST(Learner, Configuration) {
   }
 }
 
-TEST(Learner, Json_ModelIO) {
+TEST(Learner, JsonModelIO) {
   // Test of comparing JSON object directly.
   size_t constexpr kRows = 8;
   int32_t constexpr kIters = 4;

tests/cpp/tree/test_tree_model.cc

@@ -220,7 +220,7 @@ TEST(Tree, DumpDot) {
   ASSERT_NE(str.find(R"(graph [ bgcolor="#FFFF00" ])"), std::string::npos);
 }
 
-TEST(Tree, Json_IO) {
+TEST(Tree, JsonIO) {
   RegTree tree;
   tree.ExpandNode(0, 0, 0.0f, false, 0.0f, 0.0f, 0.0f, 0.0f, 0.0f);
   Json j_tree{Object()};