modify tree so that training is standalone

Makefile

@@ -1,6 +1,6 @@
 export CC  = gcc
 export CXX = g++
-export CFLAGS = -Wall -O3 -msse2 
+export CFLAGS = -Wall -O3 -msse2 -fopenmp
 
 # specify tensor path
 BIN = xgboost

booster/linear/xgboost_linear.hpp

@@ -3,7 +3,7 @@
 /*!
  * \file xgboost_linear.h
  * \brief Implementation of Linear booster, with L1/L2 regularization: Elastic Net
- *        the update rule is coordinate descent
+ *        the update rule is coordinate descent, require column major format
  * \author Tianqi Chen: tianqi.tchen@gmail.com
  */
 #include <vector>
@@ -11,7 +11,6 @@
 
 #include "../xgboost.h"
 #include "../../utils/xgboost_utils.h"
-#include "../../utils/xgboost_matrix_csr.h"
 
 namespace xgboost{
     namespace booster{
@@ -41,7 +40,7 @@ namespace xgboost{
                                   const FMatrixS &smat,
                                   const std::vector<unsigned> &root_index ){
                 utils::Assert( grad.size() < UINT_MAX, "number of instance exceed what we can handle" );
-                this->Update( smat, grad, hess );
+                this->UpdateWeights( grad, hess, smat );
             }            
             virtual float Predict( const FMatrixS::Line &sp, unsigned rid = 0 ){
                 float sum = model.bias();
@@ -149,29 +148,17 @@ namespace xgboost{
                     return weight.back();
                 }
             };
-            /*! \brief array entry for column based feature construction */
-            struct SCEntry{
-                /*! \brief feature value */
-                float    fvalue;
-                /*! \brief row index related to each row */
-                unsigned rindex;
-                /*! \brief default constructor */
-                SCEntry( void ){}
-                /*! \brief constructor using entry */
-                SCEntry( float fvalue, unsigned rindex ){
-                    this->fvalue = fvalue; this->rindex = rindex;
-                }
-            };
         private:
             int silent;
         protected:
             Model model;
             ParamTrain param;
         protected:
+            // update weights, should work for any FMatrix
+            template<typename FMatrix>
             inline void UpdateWeights( std::vector<float> &grad,                       
                                        const std::vector<float> &hess,
-                                       const std::vector<size_t> &rptr,
+                                       const FMatrix &smat ){
-                                       const std::vector<SCEntry> &entry ){
                 {// optimize bias
                     double sum_grad = 0.0, sum_hess = 0.0;
                     for( size_t i = 0; i < grad.size(); i ++ ){
@@ -187,70 +174,25 @@ namespace xgboost{
                 }
 
                 // optimize weight
-                const int nfeat = model.param.num_feature;                               
+                const unsigned nfeat= (unsigned)smat.NumCol();                           
-                for( int i = 0; i < nfeat; i ++ ){
+                for( unsigned i = 0; i < nfeat; i ++ ){
-                    size_t start = rptr[i];
+                    if( !smat.GetSortedCol( i ).Next() ) continue;
-                    size_t end   = rptr[i+1];
-                    if( start >= end ) continue;
                     double sum_grad = 0.0, sum_hess = 0.0;
-                    for( size_t j = start; j < end; j ++ ){
+                    for( typename FMatrix::ColIter it = smat.GetSortedCol(i); it.Next(); ){
-                        const float v = entry[j].fvalue; 
+                        const float v = it.fvalue();
-                        sum_grad += grad[ entry[j].rindex ] * v;
+                        sum_grad += grad[ it.rindex() ] * v;
-                        sum_hess += hess[ entry[j].rindex ] * v * v;
+                        sum_hess += hess[ it.rindex() ] * v * v;
                     }
                     float w = model.weight[ i ];
                     double dw = param.learning_rate * param.CalcDelta( sum_grad, sum_hess, w );
                     model.weight[ i ] += dw;
                     // update grad value 
-                    for( size_t j = start; j < end; j ++ ){
+                    for( typename FMatrix::ColIter it = smat.GetSortedCol(i); it.Next(); ){
-                        const float v = entry[j].fvalue; 
+                        const float v = it.fvalue();
-                        grad[ entry[j].rindex ] += hess[ entry[j].rindex ] * v * dw;
+                        grad[ it.rindex() ] += hess[ it.rindex() ] * v * dw;
                     }
                 }
             }
-            inline void MakeCmajor( std::vector<size_t> &rptr,
-                                    std::vector<SCEntry> &entry,
-                                    const std::vector<float> &hess,                                 
-                                    const FMatrixS &smat ){
-                // transform to column order first
-                const int nfeat = model.param.num_feature;            
-                // build CSR column major format data
-                utils::SparseCSRMBuilder<SCEntry> builder( rptr, entry );
-                builder.InitBudget( nfeat );
-                for( unsigned i = 0; i < (unsigned)hess.size(); i ++ ){
-                // skip deleted entries
-                    if( hess[i] < 0.0f ) continue;
-                    // add sparse part budget
-                    FMatrixS::Line sp = smat[ i ];
-                    for( unsigned j = 0; j < sp.len; j ++ ){
-                        if( j == 0 || sp[j-1].findex != sp[j].findex ){
-                            builder.AddBudget( sp[j].findex );
-                        }
-                    }
-                }
-                builder.InitStorage();
-                for( unsigned i = 0; i < (unsigned)hess.size(); i ++ ){
-                    // skip deleted entries
-                    if( hess[i] < 0.0f ) continue;
-                    // add sparse part budget
-                    FMatrixS::Line sp = smat[ i ];
-                    for( unsigned j = 0; j < sp.len; j ++ ){
-                        // skip duplicated terms
-                        if( j == 0 || sp[j-1].findex != sp[j].findex ){
-                            builder.PushElem( sp[j].findex, SCEntry( sp[j].fvalue, i ) );
-                        }
-                    }
-                }
-            }
-        protected:
-            virtual void Update( const FMatrixS &smat,
-                                 std::vector<float> &grad,
-                                 const std::vector<float> &hess ){
-                std::vector<size_t> rptr;
-                std::vector<SCEntry> entry;
-                this->MakeCmajor( rptr, entry, hess, smat );
-                this->UpdateWeights( grad, hess, rptr, entry );
-            }
         };
     };
 };

booster/tree/xgboost_svdf_tree.hpp

@@ -2,7 +2,7 @@
 #define _XGBOOST_APEX_TREE_HPP_
 /*!
  * \file xgboost_svdf_tree.hpp
- * \brief implementation of regression tree, with layerwise support
+ * \brief implementation of regression tree constructor, with layerwise support
  *        this file is adapted from GBRT implementation in SVDFeature project
  * \author Tianqi Chen: tqchen@apex.sjtu.edu.cn, tianqi.tchen@gmail.com 
  */
@@ -13,17 +13,6 @@
 
 namespace xgboost{
     namespace booster{        
-        const bool rt_debug = false;
-        // whether to check bugs
-        const bool check_bug = false;
-    
-        const float rt_eps = 1e-5f;
-        const float rt_2eps = rt_eps * 2.0f;
-        
-        inline double sqr( double a ){
-            return a * a;
-        }
-        
         inline void assert_sorted( unsigned *idset, int len ){
             if( !rt_debug || !check_bug ) return;
             for( int i = 1; i < len; i ++ ){
@@ -33,20 +22,6 @@ namespace xgboost{
     };
     
     namespace booster{                
-        // node stat used in rtree
-        struct RTreeNodeStat{
-            // loss chg caused by current split
-            float loss_chg;
-            // weight of current node
-            float base_weight;
-            // number of child that is leaf node known up to now
-            int  leaf_child_cnt;
-        };
-
-        // structure of Regression Tree
-        class RTree: public TreeModel<float,RTreeNodeStat>{        
-        };
-        
         // selecter of rtree to find the suitable candidate
         class RTSelecter{
         public:
@@ -88,7 +63,9 @@ namespace xgboost{
             }
         };
         
+        
         // updater of rtree, allows the parameters to be stored inside, key solver
+        template<typename FMatrix>
         class RTreeUpdater{
         protected:
             // training task, element of single task
@@ -128,10 +105,10 @@ namespace xgboost{
             // training parameter
             const TreeParamTrain &param;
             // parameters, reference
-            RTree &tree;
+            RegTree &tree;
             std::vector<float> &grad;
             std::vector<float> &hess;
-            const FMatrixS &smat;
+            const FMatrix &smat;
             const std::vector<unsigned> &group_id;
         private:
             // maximum depth up to now
@@ -158,7 +135,7 @@ namespace xgboost{
             inline void try_prune_leaf( int nid, int depth ){
                 if( tree[ nid ].is_root() ) return;
                 int pid = tree[ nid ].parent();
-                RTree::NodeStat &s = tree.stat( pid );
+                RegTree::NodeStat &s = tree.stat( pid );
                 s.leaf_child_cnt ++;
                 
                 if( s.leaf_child_cnt >= 2 && param.need_prune( s.loss_chg, depth - 1 ) ){
@@ -186,7 +163,7 @@ namespace xgboost{
             // make split for current task, re-arrange positions in idset
             inline void make_split( Task tsk, const SCEntry *entry, int num, float loss_chg, double base_weight ){
                 // before split, first prepare statistics
-                RTree::NodeStat &s = tree.stat( tsk.nid );
+                RegTree::NodeStat &s = tree.stat( tsk.nid );
                 s.loss_chg = loss_chg; 
                 s.leaf_child_cnt = 0;
                 s.base_weight = static_cast<float>( base_weight );
@@ -214,7 +191,7 @@ namespace xgboost{
                     }
                 }
                 // get two parts 
-                RTree::Node &n = tree[ tsk.nid ];
+                RegTree::Node &n = tree[ tsk.nid ];
                 Task def_part( n.default_left() ? n.cleft() : n.cright(), tsk.idset, tsk.len - qset.size(), s.base_weight );
                 Task spl_part( n.default_left() ? n.cright(): n.cleft() , tsk.idset + def_part.len, qset.size(), s.base_weight );  
                 // fill back split part
@@ -320,9 +297,8 @@ namespace xgboost{
                     rsum_grad  += grad[ ridx ];
                     rsum_hess  += hess[ ridx ];
                     
-                    FMatrixS::Line sp = smat[ ridx ];
+                    for( typename FMatrix::RowIter it = smat.GetRow(ridx); it.Next(); ){
-                    for( unsigned j = 0; j < sp.len; j ++ ){
+                        builder.AddBudget( it.findex() );
-                        builder.AddBudget( sp[j].findex );
                     }
                 }
                 
@@ -334,10 +310,9 @@ namespace xgboost{
                 builder.InitStorage();
                 for( unsigned i = 0; i < tsk.len; i ++ ){
                     const unsigned ridx = tsk.idset[i];
-                    FMatrixS::Line sp = smat[ ridx ];
+                    for( typename FMatrix::RowIter it = smat.GetRow(ridx); it.Next(); ){
-                    for( unsigned j = 0; j < sp.len; j ++ ){
+                        builder.PushElem( it.findex(), SCEntry( it.fvalue(), ridx ) );
-                        builder.PushElem( sp[j].findex, SCEntry( sp[j].fvalue, ridx ) );
+                    }
-                }                
                 }
                 // --- end of building column major matrix ---
                 // after this point, tmp_rptr and entry is ready to use
@@ -426,10 +401,10 @@ namespace xgboost{
             }
         public:
             RTreeUpdater( const TreeParamTrain &pparam, 
-                          RTree &ptree,
+                          RegTree &ptree,
                           std::vector<float> &pgrad,
                           std::vector<float> &phess,
-                          const FMatrixS &psmat, 
+                          const FMatrix &psmat, 
                           const std::vector<unsigned> &pgroup_id ):
                 param( pparam ), tree( ptree ), grad( pgrad ), hess( phess ),
                 smat( psmat ), group_id( pgroup_id ){
@@ -446,113 +421,6 @@ namespace xgboost{
                 return max_depth;
             }
         };
-
-    
-
-        class RTreeTrainer : public IBooster{
-        private:
-            int silent;
-            // tree of current shape 
-            RTree tree;
-            TreeParamTrain param;
-        private:
-            std::vector<float> tmp_feat;
-            std::vector<bool>  tmp_funknown;
-            inline void init_tmpfeat( void ){
-                if( tmp_feat.size() != (size_t)tree.param.num_feature ){
-                    tmp_feat.resize( tree.param.num_feature );
-                    tmp_funknown.resize( tree.param.num_feature );
-                    std::fill( tmp_funknown.begin(), tmp_funknown.end(), true );
-                }
-            }
-        public:
-            virtual void SetParam( const char *name, const char *val ){
-                if( !strcmp( name, "silent") )  silent = atoi( val );
-                param.SetParam( name, val );
-                tree.param.SetParam( name, val );
-            }
-            virtual void LoadModel( utils::IStream &fi ){
-                tree.LoadModel( fi );
-            }
-            virtual void SaveModel( utils::IStream &fo ) const{
-                tree.SaveModel( fo );
-            }
-            virtual void InitModel( void ){
-                tree.InitModel();
-            }
-        private:
-            inline int get_next( int pid, float fvalue, bool is_unknown ){
-                float split_value = tree[ pid ].split_cond();
-                if( is_unknown ){
-                    if( tree[ pid ].default_left() ) return tree[ pid ].cleft();
-                else return tree[ pid ].cright();
-                }else{
-                    if( fvalue < split_value ) return tree[ pid ].cleft();
-                    else return tree[ pid ].cright();
-                }
-            }
-        public:
-            virtual void DoBoost( std::vector<float> &grad, 
-                                  std::vector<float> &hess,
-                                  const FMatrixS &smat,
-                                  const std::vector<unsigned> &group_id ){
-                utils::Assert( grad.size() < UINT_MAX, "number of instance exceed what we can handle" );
-                if( !silent ){
-                    printf( "\nbuild GBRT with %u instances\n", (unsigned)grad.size() );
-                }
-                // start with a id set
-                RTreeUpdater updater( param, tree, grad, hess, smat, group_id );
-                int num_pruned;
-                tree.param.max_depth = updater.do_boost( num_pruned );
-                
-                if( !silent ){
-                    printf( "tree train end, %d roots, %d extra nodes, %d pruned nodes ,max_depth=%d\n", 
-                            tree.param.num_roots, tree.num_extra_nodes(), num_pruned, tree.param.max_depth );
-                }
-            }
-            
-            virtual int GetLeafIndex( const std::vector<float> &feat,
-                                      const std::vector<bool>  &funknown,
-                                  unsigned gid = 0 ){
-                // start from groups that belongs to current data
-                int pid = (int)gid;
-                // tranverse tree
-                while( !tree[ pid ].is_leaf() ){
-                    unsigned split_index = tree[ pid ].split_index();
-                    pid = this->get_next( pid, feat[ split_index ], funknown[ split_index ] );
-                }
-                return pid;
-            }
-            virtual float Predict( const FMatrixS::Line &feat, unsigned gid = 0 ){
-                this->init_tmpfeat();
-                for( unsigned i = 0; i < feat.len; i ++ ){
-                    utils::Assert( feat[i].findex < (unsigned)tmp_funknown.size() , "input feature execeed bound" );
-                    tmp_funknown[ feat[i].findex ] = false;
-                    tmp_feat[ feat[i].findex ] = feat[i].fvalue;
-                } 
-                int pid = this->GetLeafIndex( tmp_feat, tmp_funknown, gid );
-                // set back
-                for( unsigned i = 0; i < feat.len; i ++ ){
-                    tmp_funknown[ feat[i].findex ] = true;
-                }            
-                return tree[ pid ].leaf_value();
-            }
-            virtual float Predict( const std::vector<float> &feat, 
-                                   const std::vector<bool>  &funknown,
-                                   unsigned gid = 0 ){
-                utils::Assert( feat.size() >= (size_t)tree.param.num_feature,
-                               "input data smaller than num feature" );
-                int pid = this->GetLeafIndex( feat, funknown, gid );
-                return tree[ pid ].leaf_value();
-            }
-            
-            virtual void DumpModel( FILE *fo ){
-                tree.DumpModel( fo );
-            }
-        public:
-            RTreeTrainer( void ){ silent = 0; }
-            virtual ~RTreeTrainer( void ){}
-        };
     };
 };
 #endif

booster/tree/xgboost_tree_model.h

@@ -431,5 +431,20 @@ namespace xgboost{
             }
         };
     };
+    
+    namespace booster{
+        /*! \brief node statistics used in regression tree */
+        struct RTreeNodeStat{
+            // loss chg caused by current split
+            float loss_chg;
+            // weight of current node
+            float base_weight;
+            // number of child that is leaf node known up to now
+            int   leaf_child_cnt;
+        };
+        /*! \brief most comment structure of regression tree */
+        class RegTree: public TreeModel<bst_float,RTreeNodeStat>{
+        };
+    };
 };
 #endif

booster/xgboost.cpp

@@ -11,18 +11,11 @@
 #include "../utils/xgboost_utils.h"
 #include "xgboost_gbmbase.h"
 // implementations of boosters
-#include "tree/xgboost_svdf_tree.hpp"
+#include "tree/xgboost_tree.hpp"
 #include "linear/xgboost_linear.hpp"
 
 namespace xgboost{
 	namespace booster{
-		/*
-         * \brief listing the types of boosters
-         */
-		enum BOOSTER_TYPE_LIST{
-			TREE,
-			LINEAR,
-		};
 		/*! 
 		* \brief create a gradient booster, given type of booster
 		* \param booster_type type of gradient booster, can be used to specify implements
@@ -30,8 +23,8 @@ namespace xgboost{
 		*/
 		IBooster *CreateBooster( int booster_type ){
 			switch( booster_type ){
-            case TREE: return new RTreeTrainer();
+            case 0: return new RegTreeTrainer();
-            case LINEAR: return new LinearBooster();
+            case 1: return new LinearBooster();
 			default: utils::Error("unknown booster_type"); return NULL;
 			}
 		}

booster/xgboost_data.h

@@ -11,6 +11,7 @@
 #include <climits>
 #include "../utils/xgboost_utils.h"
 #include "../utils/xgboost_stream.h"
+#include "../utils/xgboost_matrix_csr.h"
 
 namespace xgboost{
     namespace booster{
@@ -66,10 +67,6 @@ namespace xgboost{
                 inline bst_float fvalue( void ) const;
             };
         public:
-            /*! 
-             * \brief prepare sorted columns so that GetSortedCol can be called
-             */
-            inline void MakeSortedCol( void );
             /*! 
              * \brief get number of rows 
              * \return number of rows
@@ -114,13 +111,13 @@ namespace xgboost{
                 bst_uint  findex;
                 /*! \brief feature value */
                 bst_float fvalue;
-            };
+                /*! \brief constructor */
-            /*! \brief one entry in a row */
+                REntry( void ){}
-            struct CEntry{
+                /*! \brief constructor */
-                /*! \brief row index */
+                REntry( bst_uint findex, bst_float fvalue ) : findex(findex), fvalue(fvalue){}
-                bst_uint  rindex;
+                inline static bool cmp_fvalue( const REntry &a, const REntry &b ){
-                /*! \brief feature value */
+                    return a.fvalue < b.fvalue;
-                bst_float fvalue;
+                }
             };
             /*! \brief one row of sparse feature matrix */
             struct Line{
@@ -128,24 +125,31 @@ namespace xgboost{
                 const REntry *data_;
                 /*! \brief size of the data */
                 bst_uint len;
+                /*! \brief get k-th element */
                 inline const REntry& operator[]( unsigned i ) const{
                     return data_[i];
                 }  
             };
-        public:
+            /*! \brief row iterator */
             struct RowIter{
-                const REntry *dptr, *end;                
+                const REntry *dptr_, *end_;
                 inline bool Next( void ){
-                    if( dptr == end ) return false;
+                    if( dptr_ == end_ ) return false;
                     else{
-                       ++ dptr; return true;
+                       ++ dptr_; return true;
                     }
                 }
                 inline bst_uint  findex( void ) const{
-                    return dptr->findex;
+                    return dptr_->findex;
                 }
                 inline bst_float fvalue( void ) const{
-                    return dptr->fvalue;
+                    return dptr_->fvalue;
+                }
+            };
+            /*! \brief column iterator */
+            struct ColIter: public RowIter{
+                inline bst_uint  rindex( void ) const{
+                    return this->findex();
                 }
             };
         public:
@@ -167,6 +171,8 @@ namespace xgboost{
                 row_ptr_.clear();
                 row_ptr_.push_back( 0 );
                 row_data_.clear();
+                col_ptr_.clear();
+                col_data_.clear();
             }
             /*! \brief get sparse part of current row */
             inline Line operator[]( size_t sidx ) const{
@@ -176,14 +182,6 @@ namespace xgboost{
                 sp.data_ = &row_data_[ row_ptr_[ sidx ] ];
                 return sp;
             }
-            /*!  \brief get row iterator*/
-            inline RowIter GetRow( size_t ridx ) const{
-                utils::Assert( !bst_debug || ridx < this->NumRow(), "row id exceed bound" );
-                RowIter it; 
-                it.dptr = &row_data_[ row_ptr_[ridx] ] - 1;
-                it.dptr = &row_data_[ row_ptr_[ridx+1] ] - 1;
-                return it;
-            }
             /*! 
              * \brief add a row to the matrix, with data stored in STL container
              * \param findex feature index
@@ -199,43 +197,124 @@ namespace xgboost{
                 unsigned cnt = 0;
                 for( size_t i = 0; i < findex.size(); i ++ ){
                     if( findex[i] < fstart || findex[i] >= fend ) continue;
-                    REntry e; e.findex = findex[i]; e.fvalue = fvalue[i];
+                    row_data_.push_back( REntry( findex[i], fvalue[i] ) );
-                    row_data_.push_back( e );
                     cnt ++;
                 }
                 row_ptr_.push_back( row_ptr_.back() + cnt );
                 return row_ptr_.size() - 2;
             }
+            /*!  \brief get row iterator*/
+            inline RowIter GetRow( size_t ridx ) const{
+                utils::Assert( !bst_debug || ridx < this->NumRow(), "row id exceed bound" );
+                RowIter it; 
+                it.dptr_ = &row_data_[ row_ptr_[ridx] ] - 1;
+                it.end_  = &row_data_[ row_ptr_[ridx+1] ] - 1;
+                return it;
+            }
         public:
+            /*! \return whether column access is enabled */
+            inline bool HaveColAccess( void ) const{
+                return col_ptr_.size() != 0 && col_data_.size() == row_data_.size();
+            }
+            /*!  \brief get number of colmuns */
+            inline size_t NumCol( void ) const{
+                utils::Assert( this->HaveColAccess() );
+                return col_ptr_.size() - 1;
+            }
+            /*!  \brief get col iterator*/
+            inline ColIter GetSortedCol( size_t cidx ) const{
+                utils::Assert( !bst_debug || cidx < this->NumCol(), "col id exceed bound" );
+                ColIter it; 
+                it.dptr_ = &col_data_[ col_ptr_[cidx] ] - 1;
+                it.end_  = &col_data_[ col_ptr_[cidx+1] ] - 1;
+                return it;
+            }
+            /*!
+             * \brief intialize the data so that we have both column and row major
+             *        access, call this whenever we need column access
+             */
+            inline void InitData( void ){
+                utils::SparseCSRMBuilder<REntry> builder( col_ptr_, col_data_ );
+                builder.InitBudget( 0 );
+                for( size_t i = 0; i < this->NumRow(); i ++ ){
+                    for( RowIter it = this->GetRow(i); it.Next(); ){
+                        builder.AddBudget( it.findex() );
+                    }
+                }
+                builder.InitStorage();
+                for( size_t i = 0; i < this->NumRow(); i ++ ){
+                    for( RowIter it = this->GetRow(i); it.Next(); ){
+                        builder.PushElem( it.findex(), REntry( (bst_uint)i, it.fvalue() ) );
+                    }
+                }
+                // sort columns
+                unsigned ncol = static_cast<unsigned>( this->NumCol() );
+                for( unsigned i = 0; i < ncol; i ++ ){
+                    std::sort( &col_data_[ col_ptr_[ i ] ], &col_data_[ col_ptr_[ i+1 ] ], REntry::cmp_fvalue );
+                }
+            }
             /*!
              * \brief save data to binary stream 
-             *        note: since we have size_t in row_ptr, 
+             *        note: since we have size_t in ptr, 
              *              the function is not consistent between 64bit and 32bit machine
              * \param fo output stream
              */
-			inline void SaveBinary(utils::IStream &fo ) const{
+            inline void SaveBinary( utils::IStream &fo ) const{
-                size_t nrow = this->NumRow();
+                FMatrixS::SaveBinary( fo, row_ptr_, row_data_ );
-                fo.Write( &nrow, sizeof(size_t) );
+                int col_access = this->HaveColAccess() ? 1 : 0;
-                fo.Write( &row_ptr_[0], row_ptr_.size() * sizeof(size_t) );
+                fo.Write( &col_access, sizeof(int) );
-                if( row_data_.size() != 0 ){
+                if( col_access != 0 ){
-                    fo.Write( &row_data_[0] , row_data_.size() * sizeof(REntry) );
+                    FMatrixS::SaveBinary( fo, col_ptr_, col_data_ );
                 }
             }
             /*!
              * \brief load data from binary stream 
-             *        note: since we have size_t in row_ptr, 
+             *        note: since we have size_t in ptr, 
-             *              the function is not consistent between 64bit and 32bit machine
+             *              the function is not consistent between 64bit and 32bit machin
-             * \param fi output stream
+             * \param fi input stream
              */
             inline void LoadBinary( utils::IStream &fi ){
+                FMatrixS::LoadBinary( fi, row_ptr_, row_data_ );
+                int col_access;                
+                fi.Read( &col_access, sizeof(int) );
+                if( col_access != 0 ){
+                    FMatrixS::LoadBinary( fi, col_ptr_, col_data_ );
+                }
+            }
+        private:
+            /*!
+             * \brief save data to binary stream 
+             * \param fo output stream
+             * \param ptr pointer data
+             * \param data data content
+             */
+            inline static void SaveBinary( utils::IStream &fo, 
+                                           const std::vector<size_t> &ptr, 
+                                           const std::vector<REntry> &data ){
+                size_t nrow = ptr.size() - 1;
+                fo.Write( &nrow, sizeof(size_t) );
+                fo.Write( &ptr[0], ptr.size() * sizeof(size_t) );
+                if( data.size() != 0 ){
+                    fo.Write( &data[0] , data.size() * sizeof(REntry) );
+                }
+            }
+            /*!
+             * \brief load data from binary stream 
+             * \param fi input stream
+             * \param ptr pointer data
+             * \param data data content
+             */
+            inline static void LoadBinary( utils::IStream &fi,
+                                           std::vector<size_t> &ptr, 
+                                           std::vector<REntry> &data ){
                 size_t nrow;
                 utils::Assert( fi.Read( &nrow, sizeof(size_t) ) != 0, "Load FMatrixS" );
-                row_ptr_.resize( nrow + 1 );
+                ptr.resize( nrow + 1 );
-                utils::Assert( fi.Read( &row_ptr_[0], row_ptr_.size() * sizeof(size_t) ), "Load FMatrixS" );
+                utils::Assert( fi.Read( &ptr[0], ptr.size() * sizeof(size_t) ), "Load FMatrixS" );
 
-                row_data_.resize( row_ptr_.back() ); 
+                data.resize( ptr.back() ); 
-                if( row_data_.size() != 0 ){
+                if( data.size() != 0 ){
-                    utils::Assert( fi.Read( &row_data_[0] , row_data_.size() * sizeof(REntry) ) , "Load FMatrixS" );
+                    utils::Assert( fi.Read( &data[0] , data.size() * sizeof(REntry) ) , "Load FMatrixS" );
                 }
             }
         private:
@@ -243,6 +322,10 @@ namespace xgboost{
             std::vector<size_t>  row_ptr_;
             /*! \brief data in the row */
             std::vector<REntry>  row_data_;
+            /*! \brief column pointer of CSC format */
+            std::vector<size_t>  col_ptr_;
+            /*! \brief column datas */
+            std::vector<REntry>  col_data_;
         };        
     };
 };

regression/xgboost_regdata.h

@@ -65,11 +65,12 @@ namespace xgboost{
 
                 labels.push_back( label );
                 data.AddRow( findex, fvalue );
+                // initialize column support as well
+                data.InitData();
 
-                this->UpdateInfo();
                 if( !silent ){
                     printf("%ux%u matrix with %lu entries is loaded from %s\n", 
-                        (unsigned)labels.size(), num_feature, (unsigned long)data.NumEntry(), fname );
+                           (unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname );
                 }
                 fclose(file);
             }
@@ -87,10 +88,12 @@ namespace xgboost{
                 labels.resize( data.NumRow() );
                 utils::Assert( fs.Read( &labels[0], sizeof(float) * data.NumRow() ) != 0, "DMatrix LoadBinary" );
                 fs.Close();
-                this->UpdateInfo();
+                // initialize column support as well
+                data.InitData();
+
                 if( !silent ){
                     printf("%ux%u matrix with %lu entries is loaded from %s\n", 
-                        (unsigned)labels.size(), num_feature, (unsigned long)data.NumEntry(), fname );
+                           (unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname );
                 }
                 return true;
             }
@@ -100,13 +103,16 @@ namespace xgboost{
             * \param silent whether print information or not
             */
             inline void SaveBinary( const char* fname, bool silent = false ){
+                // initialize column support as well
+                data.InitData();
+
                 utils::FileStream fs( utils::FopenCheck( fname, "wb" ) );
                 data.SaveBinary( fs );
                 fs.Write( &labels[0], sizeof(float) * data.NumRow() );
                 fs.Close();
                 if( !silent ){
                     printf("%ux%u matrix with %lu entries is saved to %s\n", 
-                        (unsigned)labels.size(), num_feature, (unsigned long)data.NumEntry(), fname );
+                           (unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname );
                 }
             }
             /*! 

utils/xgboost_matrix_csr.h

@@ -43,13 +43,13 @@ namespace xgboost{
             }
         public:
             /*! 
-             * \brief step 1: initialize the number of rows in the data
+             * \brief step 1: initialize the number of rows in the data, not necessary exact
-             * \nrows number of rows in the matrix 
+             * \nrows number of rows in the matrix, can be smaller than expected
              */
-            inline void InitBudget( size_t nrows ){
+            inline void InitBudget( size_t nrows = 0 ){
                 if( !UseAcList ){
-                    rptr.resize( nrows + 1 );
+                    rptr.clear();
-                    std::fill( rptr.begin(), rptr.end(), 0 );
+                    rptr.resize( nrows + 1, 0 );
                 }else{
                     Assert( nrows + 1 == rptr.size(), "rptr must be initialized already" );
                     this->Cleanup();
@@ -61,6 +61,9 @@ namespace xgboost{
              * \param nelem  number of element budget add to this row
              */
             inline void AddBudget( size_t row_id, size_t nelem = 1 ){
+                if( rptr.size() < row_id + 2 ){
+                    rptr.resize( row_id + 2, 0 );
+                }
                 if( UseAcList ){
                     if( rptr[ row_id + 1 ] == 0 ) aclist.push_back( row_id );
                 }