[TREE] Move the files to target refactor location
This commit is contained in:
tqchen
267
src/common/base64.h
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267
src/common/base64.h
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@@ -0,0 +1,267 @@
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/*!
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* Copyright 2014 by Contributors
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* \file base64.h
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* \brief data stream support to input and output from/to base64 stream
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* base64 is easier to store and pass as text format in mapreduce
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* \author Tianqi Chen
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*/
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#ifndef XGBOOST_UTILS_BASE64_INL_H_
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#define XGBOOST_UTILS_BASE64_INL_H_
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#include <cctype>
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#include <cstdio>
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#include <string>
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#include "./io.h"
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namespace xgboost {
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namespace utils {
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/*! \brief buffer reader of the stream that allows you to get */
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class StreamBufferReader {
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public:
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explicit StreamBufferReader(size_t buffer_size)
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:stream_(NULL),
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read_len_(1), read_ptr_(1) {
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buffer_.resize(buffer_size);
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}
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/*!
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* \brief set input stream
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*/
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inline void set_stream(IStream *stream) {
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stream_ = stream;
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read_len_ = read_ptr_ = 1;
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}
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/*!
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* \brief allows quick read using get char
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*/
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inline char GetChar(void) {
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while (true) {
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if (read_ptr_ < read_len_) {
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return buffer_[read_ptr_++];
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} else {
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read_len_ = stream_->Read(&buffer_[0], buffer_.length());
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if (read_len_ == 0) return EOF;
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read_ptr_ = 0;
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}
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}
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}
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/*! \brief whether we are reaching the end of file */
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inline bool AtEnd(void) const {
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return read_len_ == 0;
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}
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private:
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/*! \brief the underlying stream */
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IStream *stream_;
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/*! \brief buffer to hold data */
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std::string buffer_;
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/*! \brief length of valid data in buffer */
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size_t read_len_;
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/*! \brief pointer in the buffer */
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size_t read_ptr_;
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};
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/*! \brief namespace of base64 decoding and encoding table */
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namespace base64 {
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const char DecodeTable[] = {
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0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
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0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
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62, // '+'
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0, 0, 0,
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63, // '/'
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52, 53, 54, 55, 56, 57, 58, 59, 60, 61, // '0'-'9'
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0, 0, 0, 0, 0, 0, 0,
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0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12,
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13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, // 'A'-'Z'
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0, 0, 0, 0, 0, 0,
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26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38,
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39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, // 'a'-'z'
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};
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static const char EncodeTable[] =
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"ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz0123456789+/";
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} // namespace base64
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/*! \brief the stream that reads from base64, note we take from file pointers */
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class Base64InStream: public IStream {
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public:
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explicit Base64InStream(IStream *fs) : reader_(256) {
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reader_.set_stream(fs);
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num_prev = 0; tmp_ch = 0;
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}
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/*!
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* \brief initialize the stream position to beginning of next base64 stream
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* call this function before actually start read
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*/
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inline void InitPosition(void) {
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// get a character
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do {
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tmp_ch = reader_.GetChar();
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} while (isspace(tmp_ch));
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}
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/*! \brief whether current position is end of a base64 stream */
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inline bool IsEOF(void) const {
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return num_prev == 0 && (tmp_ch == EOF || isspace(tmp_ch));
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}
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virtual size_t Read(void *ptr, size_t size) {
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using base64::DecodeTable;
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if (size == 0) return 0;
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// use tlen to record left size
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size_t tlen = size;
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unsigned char *cptr = static_cast<unsigned char*>(ptr);
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// if anything left, load from previous buffered result
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if (num_prev != 0) {
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if (num_prev == 2) {
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if (tlen >= 2) {
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*cptr++ = buf_prev[0];
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*cptr++ = buf_prev[1];
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tlen -= 2;
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num_prev = 0;
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} else {
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// assert tlen == 1
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*cptr++ = buf_prev[0]; --tlen;
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buf_prev[0] = buf_prev[1];
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num_prev = 1;
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}
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} else {
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// assert num_prev == 1
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*cptr++ = buf_prev[0]; --tlen; num_prev = 0;
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}
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}
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if (tlen == 0) return size;
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int nvalue;
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// note: everything goes with 4 bytes in Base64
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// so we process 4 bytes a unit
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while (tlen && tmp_ch != EOF && !isspace(tmp_ch)) {
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// first byte
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nvalue = DecodeTable[tmp_ch] << 18;
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{
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// second byte
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utils::Check((tmp_ch = reader_.GetChar(), tmp_ch != EOF && !isspace(tmp_ch)),
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"invalid base64 format");
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nvalue |= DecodeTable[tmp_ch] << 12;
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*cptr++ = (nvalue >> 16) & 0xFF; --tlen;
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}
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{
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// third byte
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utils::Check((tmp_ch = reader_.GetChar(), tmp_ch != EOF && !isspace(tmp_ch)),
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"invalid base64 format");
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// handle termination
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if (tmp_ch == '=') {
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utils::Check((tmp_ch = reader_.GetChar(), tmp_ch == '='), "invalid base64 format");
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utils::Check((tmp_ch = reader_.GetChar(), tmp_ch == EOF || isspace(tmp_ch)),
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"invalid base64 format");
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break;
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}
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nvalue |= DecodeTable[tmp_ch] << 6;
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if (tlen) {
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*cptr++ = (nvalue >> 8) & 0xFF; --tlen;
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} else {
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buf_prev[num_prev++] = (nvalue >> 8) & 0xFF;
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}
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}
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{
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// fourth byte
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utils::Check((tmp_ch = reader_.GetChar(), tmp_ch != EOF && !isspace(tmp_ch)),
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"invalid base64 format");
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if (tmp_ch == '=') {
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utils::Check((tmp_ch = reader_.GetChar(), tmp_ch == EOF || isspace(tmp_ch)),
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"invalid base64 format");
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break;
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}
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nvalue |= DecodeTable[tmp_ch];
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if (tlen) {
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*cptr++ = nvalue & 0xFF; --tlen;
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} else {
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buf_prev[num_prev ++] = nvalue & 0xFF;
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}
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}
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// get next char
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tmp_ch = reader_.GetChar();
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}
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if (kStrictCheck) {
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utils::Check(tlen == 0, "Base64InStream: read incomplete");
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}
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return size - tlen;
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}
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virtual void Write(const void *ptr, size_t size) {
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utils::Error("Base64InStream do not support write");
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}
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private:
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StreamBufferReader reader_;
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int tmp_ch;
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int num_prev;
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unsigned char buf_prev[2];
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// whether we need to do strict check
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static const bool kStrictCheck = false;
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};
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/*! \brief the stream that write to base64, note we take from file pointers */
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class Base64OutStream: public IStream {
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public:
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explicit Base64OutStream(IStream *fp) : fp(fp) {
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buf_top = 0;
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}
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virtual void Write(const void *ptr, size_t size) {
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using base64::EncodeTable;
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size_t tlen = size;
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const unsigned char *cptr = static_cast<const unsigned char*>(ptr);
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while (tlen) {
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while (buf_top < 3 && tlen != 0) {
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buf[++buf_top] = *cptr++; --tlen;
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}
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if (buf_top == 3) {
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// flush 4 bytes out
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PutChar(EncodeTable[buf[1] >> 2]);
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PutChar(EncodeTable[((buf[1] << 4) | (buf[2] >> 4)) & 0x3F]);
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PutChar(EncodeTable[((buf[2] << 2) | (buf[3] >> 6)) & 0x3F]);
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PutChar(EncodeTable[buf[3] & 0x3F]);
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buf_top = 0;
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}
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}
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}
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virtual size_t Read(void *ptr, size_t size) {
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utils::Error("Base64OutStream do not support read");
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return 0;
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}
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/*!
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* \brief finish writing of all current base64 stream, do some post processing
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* \param endch character to put to end of stream, if it is EOF, then nothing will be done
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*/
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inline void Finish(char endch = EOF) {
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using base64::EncodeTable;
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if (buf_top == 1) {
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PutChar(EncodeTable[buf[1] >> 2]);
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PutChar(EncodeTable[(buf[1] << 4) & 0x3F]);
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PutChar('=');
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PutChar('=');
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}
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if (buf_top == 2) {
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PutChar(EncodeTable[buf[1] >> 2]);
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PutChar(EncodeTable[((buf[1] << 4) | (buf[2] >> 4)) & 0x3F]);
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PutChar(EncodeTable[(buf[2] << 2) & 0x3F]);
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PutChar('=');
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}
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buf_top = 0;
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if (endch != EOF) PutChar(endch);
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this->Flush();
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}
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private:
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IStream *fp;
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int buf_top;
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unsigned char buf[4];
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std::string out_buf;
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static const size_t kBufferSize = 256;
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inline void PutChar(char ch) {
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out_buf += ch;
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if (out_buf.length() >= kBufferSize) Flush();
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}
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inline void Flush(void) {
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if (out_buf.length() != 0) {
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fp->Write(&out_buf[0], out_buf.length());
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out_buf.clear();
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}
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}
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};
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} // namespace utils
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} // namespace xgboost
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#endif // XGBOOST_UTILS_BASE64_INL_H_
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194
src/common/config.h
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194
src/common/config.h
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@@ -0,0 +1,194 @@
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/*!
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* Copyright 2014 by Contributors
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* \file config.h
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* \brief helper class to load in configures from file
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* \author Tianqi Chen
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*/
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#ifndef XGBOOST_UTILS_CONFIG_H_
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#define XGBOOST_UTILS_CONFIG_H_
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#include <cstdio>
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#include <cstring>
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#include <string>
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#include <istream>
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#include <fstream>
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#include "./utils.h"
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namespace xgboost {
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namespace utils {
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/*!
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* \brief base implementation of config reader
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*/
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class ConfigReaderBase {
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public:
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/*!
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* \brief get current name, called after Next returns true
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* \return current parameter name
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*/
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inline const char *name(void) const {
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return s_name.c_str();
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}
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/*!
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* \brief get current value, called after Next returns true
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* \return current parameter value
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*/
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inline const char *val(void) const {
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return s_val.c_str();
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}
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/*!
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* \brief move iterator to next position
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* \return true if there is value in next position
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*/
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inline bool Next(void) {
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while (!this->IsEnd()) {
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GetNextToken(&s_name);
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if (s_name == "=") return false;
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if (GetNextToken(&s_buf) || s_buf != "=") return false;
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if (GetNextToken(&s_val) || s_val == "=") return false;
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return true;
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}
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return false;
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}
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// called before usage
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inline void Init(void) {
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ch_buf = this->GetChar();
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}
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protected:
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/*!
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* \brief to be implemented by subclass,
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* get next token, return EOF if end of file
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*/
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virtual char GetChar(void) = 0;
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/*! \brief to be implemented by child, check if end of stream */
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virtual bool IsEnd(void) = 0;
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private:
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char ch_buf;
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std::string s_name, s_val, s_buf;
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inline void SkipLine(void) {
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do {
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ch_buf = this->GetChar();
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} while (ch_buf != EOF && ch_buf != '\n' && ch_buf != '\r');
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}
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inline void ParseStr(std::string *tok) {
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while ((ch_buf = this->GetChar()) != EOF) {
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switch (ch_buf) {
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case '\\': *tok += this->GetChar(); break;
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case '\"': return;
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case '\r':
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case '\n': Error("ConfigReader: unterminated string");
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default: *tok += ch_buf;
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}
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}
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Error("ConfigReader: unterminated string");
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}
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inline void ParseStrML(std::string *tok) {
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while ((ch_buf = this->GetChar()) != EOF) {
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switch (ch_buf) {
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case '\\': *tok += this->GetChar(); break;
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case '\'': return;
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default: *tok += ch_buf;
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}
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}
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Error("unterminated string");
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}
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// return newline
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inline bool GetNextToken(std::string *tok) {
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tok->clear();
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bool new_line = false;
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while (ch_buf != EOF) {
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switch (ch_buf) {
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case '#' : SkipLine(); new_line = true; break;
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case '\"':
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if (tok->length() == 0) {
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ParseStr(tok); ch_buf = this->GetChar(); return new_line;
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} else {
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Error("ConfigReader: token followed directly by string");
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}
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case '\'':
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if (tok->length() == 0) {
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ParseStrML(tok); ch_buf = this->GetChar(); return new_line;
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} else {
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Error("ConfigReader: token followed directly by string");
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}
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case '=':
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if (tok->length() == 0) {
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ch_buf = this->GetChar();
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*tok = '=';
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}
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return new_line;
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case '\r':
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case '\n':
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if (tok->length() == 0) new_line = true;
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case '\t':
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case ' ' :
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ch_buf = this->GetChar();
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if (tok->length() != 0) return new_line;
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break;
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default:
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*tok += ch_buf;
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ch_buf = this->GetChar();
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break;
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||||
}
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}
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if (tok->length() == 0) {
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return true;
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} else {
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return false;
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||||
}
|
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}
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};
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/*!
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||||
* \brief an iterator use stream base, allows use all types of istream
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||||
*/
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class ConfigStreamReader: public ConfigReaderBase {
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public:
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/*!
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* \brief constructor
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* \param istream input stream
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||||
*/
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explicit ConfigStreamReader(std::istream &fin) : fin(fin) {}
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||||
protected:
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virtual char GetChar(void) {
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return fin.get();
|
||||
}
|
||||
/*! \brief to be implemented by child, check if end of stream */
|
||||
virtual bool IsEnd(void) {
|
||||
return fin.eof();
|
||||
}
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||||
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||||
private:
|
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std::istream &fin;
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||||
};
|
||||
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/*!
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* \brief an iterator that iterates over a configure file and gets the configures
|
||||
*/
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class ConfigIterator: public ConfigStreamReader {
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public:
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/*!
|
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* \brief constructor
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* \param fname name of configure file
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*/
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||||
explicit ConfigIterator(const char *fname) : ConfigStreamReader(fi) {
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fi.open(fname);
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||||
if (fi.fail()) {
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utils::Error("cannot open file %s", fname);
|
||||
}
|
||||
ConfigReaderBase::Init();
|
||||
}
|
||||
/*! \brief destructor */
|
||||
~ConfigIterator(void) {
|
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fi.close();
|
||||
}
|
||||
|
||||
private:
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||||
std::ifstream fi;
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||||
};
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||||
} // namespace utils
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||||
} // namespace xgboost
|
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#endif // XGBOOST_UTILS_CONFIG_H_
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820
src/common/quantile.h
Normal file
820
src/common/quantile.h
Normal file
@@ -0,0 +1,820 @@
|
||||
/*!
|
||||
* Copyright 2014 by Contributors
|
||||
* \file quantile.h
|
||||
* \brief util to compute quantiles
|
||||
* \author Tianqi Chen
|
||||
*/
|
||||
#ifndef XGBOOST_UTILS_QUANTILE_H_
|
||||
#define XGBOOST_UTILS_QUANTILE_H_
|
||||
|
||||
#include <cmath>
|
||||
#include <vector>
|
||||
#include <cstring>
|
||||
#include <algorithm>
|
||||
#include <iostream>
|
||||
#include "./io.h"
|
||||
#include "./utils.h"
|
||||
|
||||
namespace xgboost {
|
||||
namespace utils {
|
||||
/*!
|
||||
* \brief experimental wsummary
|
||||
* \tparam DType type of data content
|
||||
* \tparam RType type of rank
|
||||
*/
|
||||
template<typename DType, typename RType>
|
||||
struct WQSummary {
|
||||
/*! \brief an entry in the sketch summary */
|
||||
struct Entry {
|
||||
/*! \brief minimum rank */
|
||||
RType rmin;
|
||||
/*! \brief maximum rank */
|
||||
RType rmax;
|
||||
/*! \brief maximum weight */
|
||||
RType wmin;
|
||||
/*! \brief the value of data */
|
||||
DType value;
|
||||
// constructor
|
||||
Entry(void) {}
|
||||
// constructor
|
||||
Entry(RType rmin, RType rmax, RType wmin, DType value)
|
||||
: rmin(rmin), rmax(rmax), wmin(wmin), value(value) {}
|
||||
/*!
|
||||
* \brief debug function, check Valid
|
||||
* \param eps the tolerate level for violating the relation
|
||||
*/
|
||||
inline void CheckValid(RType eps = 0) const {
|
||||
utils::Assert(rmin >= 0 && rmax >= 0 && wmin >= 0, "nonneg constraint");
|
||||
utils::Assert(rmax- rmin - wmin > -eps, "relation constraint: min/max");
|
||||
}
|
||||
/*! \return rmin estimation for v strictly bigger than value */
|
||||
inline RType rmin_next(void) const {
|
||||
return rmin + wmin;
|
||||
}
|
||||
/*! \return rmax estimation for v strictly smaller than value */
|
||||
inline RType rmax_prev(void) const {
|
||||
return rmax - wmin;
|
||||
}
|
||||
};
|
||||
/*! \brief input data queue before entering the summary */
|
||||
struct Queue {
|
||||
// entry in the queue
|
||||
struct QEntry {
|
||||
// value of the instance
|
||||
DType value;
|
||||
// weight of instance
|
||||
RType weight;
|
||||
// default constructor
|
||||
QEntry(void) {}
|
||||
// constructor
|
||||
QEntry(DType value, RType weight)
|
||||
: value(value), weight(weight) {}
|
||||
// comparator on value
|
||||
inline bool operator<(const QEntry &b) const {
|
||||
return value < b.value;
|
||||
}
|
||||
};
|
||||
// the input queue
|
||||
std::vector<QEntry> queue;
|
||||
// end of the queue
|
||||
size_t qtail;
|
||||
// push data to the queue
|
||||
inline void Push(DType x, RType w) {
|
||||
if (qtail == 0 || queue[qtail - 1].value != x) {
|
||||
queue[qtail++] = QEntry(x, w);
|
||||
} else {
|
||||
queue[qtail - 1].weight += w;
|
||||
}
|
||||
}
|
||||
inline void MakeSummary(WQSummary *out) {
|
||||
std::sort(queue.begin(), queue.begin() + qtail);
|
||||
out->size = 0;
|
||||
// start update sketch
|
||||
RType wsum = 0;
|
||||
// construct data with unique weights
|
||||
for (size_t i = 0; i < qtail;) {
|
||||
size_t j = i + 1;
|
||||
RType w = queue[i].weight;
|
||||
while (j < qtail && queue[j].value == queue[i].value) {
|
||||
w += queue[j].weight; ++j;
|
||||
}
|
||||
out->data[out->size++] = Entry(wsum, wsum + w, w, queue[i].value);
|
||||
wsum += w; i = j;
|
||||
}
|
||||
}
|
||||
};
|
||||
/*! \brief data field */
|
||||
Entry *data;
|
||||
/*! \brief number of elements in the summary */
|
||||
size_t size;
|
||||
// constructor
|
||||
WQSummary(Entry *data, size_t size)
|
||||
: data(data), size(size) {}
|
||||
/*!
|
||||
* \return the maximum error of the Summary
|
||||
*/
|
||||
inline RType MaxError(void) const {
|
||||
RType res = data[0].rmax - data[0].rmin - data[0].wmin;
|
||||
for (size_t i = 1; i < size; ++i) {
|
||||
res = std::max(data[i].rmax_prev() - data[i - 1].rmin_next(), res);
|
||||
res = std::max(data[i].rmax - data[i].rmin - data[i].wmin, res);
|
||||
}
|
||||
return res;
|
||||
}
|
||||
/*!
|
||||
* \brief query qvalue, start from istart
|
||||
* \param qvalue the value we query for
|
||||
* \param istart starting position
|
||||
*/
|
||||
inline Entry Query(DType qvalue, size_t &istart) const { // NOLINT(*)
|
||||
while (istart < size && qvalue > data[istart].value) {
|
||||
++istart;
|
||||
}
|
||||
if (istart == size) {
|
||||
RType rmax = data[size - 1].rmax;
|
||||
return Entry(rmax, rmax, 0.0f, qvalue);
|
||||
}
|
||||
if (qvalue == data[istart].value) {
|
||||
return data[istart];
|
||||
} else {
|
||||
if (istart == 0) {
|
||||
return Entry(0.0f, 0.0f, 0.0f, qvalue);
|
||||
} else {
|
||||
return Entry(data[istart - 1].rmin_next(),
|
||||
data[istart].rmax_prev(),
|
||||
0.0f, qvalue);
|
||||
}
|
||||
}
|
||||
}
|
||||
/*! \return maximum rank in the summary */
|
||||
inline RType MaxRank(void) const {
|
||||
return data[size - 1].rmax;
|
||||
}
|
||||
/*!
|
||||
* \brief copy content from src
|
||||
* \param src source sketch
|
||||
*/
|
||||
inline void CopyFrom(const WQSummary &src) {
|
||||
size = src.size;
|
||||
std::memcpy(data, src.data, sizeof(Entry) * size);
|
||||
}
|
||||
/*!
|
||||
* \brief debug function, validate whether the summary
|
||||
* run consistency check to check if it is a valid summary
|
||||
* \param eps the tolerate error level, used when RType is floating point and
|
||||
* some inconsistency could occur due to rounding error
|
||||
*/
|
||||
inline void CheckValid(RType eps) const {
|
||||
for (size_t i = 0; i < size; ++i) {
|
||||
data[i].CheckValid(eps);
|
||||
if (i != 0) {
|
||||
utils::Assert(data[i].rmin >= data[i - 1].rmin + data[i - 1].wmin, "rmin range constraint");
|
||||
utils::Assert(data[i].rmax >= data[i - 1].rmax + data[i].wmin, "rmax range constraint");
|
||||
}
|
||||
}
|
||||
}
|
||||
/*!
|
||||
* \brief set current summary to be pruned summary of src
|
||||
* assume data field is already allocated to be at least maxsize
|
||||
* \param src source summary
|
||||
* \param maxsize size we can afford in the pruned sketch
|
||||
*/
|
||||
|
||||
inline void SetPrune(const WQSummary &src, size_t maxsize) {
|
||||
if (src.size <= maxsize) {
|
||||
this->CopyFrom(src); return;
|
||||
}
|
||||
const RType begin = src.data[0].rmax;
|
||||
const RType range = src.data[src.size - 1].rmin - src.data[0].rmax;
|
||||
const size_t n = maxsize - 1;
|
||||
data[0] = src.data[0];
|
||||
this->size = 1;
|
||||
// lastidx is used to avoid duplicated records
|
||||
size_t i = 1, lastidx = 0;
|
||||
for (size_t k = 1; k < n; ++k) {
|
||||
RType dx2 = 2 * ((k * range) / n + begin);
|
||||
// find first i such that d < (rmax[i+1] + rmin[i+1]) / 2
|
||||
while (i < src.size - 1
|
||||
&& dx2 >= src.data[i + 1].rmax + src.data[i + 1].rmin) ++i;
|
||||
utils::Assert(i != src.size - 1, "this cannot happen");
|
||||
if (dx2 < src.data[i].rmin_next() + src.data[i + 1].rmax_prev()) {
|
||||
if (i != lastidx) {
|
||||
data[size++] = src.data[i]; lastidx = i;
|
||||
}
|
||||
} else {
|
||||
if (i + 1 != lastidx) {
|
||||
data[size++] = src.data[i + 1]; lastidx = i + 1;
|
||||
}
|
||||
}
|
||||
}
|
||||
if (lastidx != src.size - 1) {
|
||||
data[size++] = src.data[src.size - 1];
|
||||
}
|
||||
}
|
||||
/*!
|
||||
* \brief set current summary to be merged summary of sa and sb
|
||||
* \param sa first input summary to be merged
|
||||
* \param sb second input summary to be merged
|
||||
*/
|
||||
inline void SetCombine(const WQSummary &sa,
|
||||
const WQSummary &sb) {
|
||||
if (sa.size == 0) {
|
||||
this->CopyFrom(sb); return;
|
||||
}
|
||||
if (sb.size == 0) {
|
||||
this->CopyFrom(sa); return;
|
||||
}
|
||||
utils::Assert(sa.size > 0 && sb.size > 0, "invalid input for merge");
|
||||
const Entry *a = sa.data, *a_end = sa.data + sa.size;
|
||||
const Entry *b = sb.data, *b_end = sb.data + sb.size;
|
||||
// extended rmin value
|
||||
RType aprev_rmin = 0, bprev_rmin = 0;
|
||||
Entry *dst = this->data;
|
||||
while (a != a_end && b != b_end) {
|
||||
// duplicated value entry
|
||||
if (a->value == b->value) {
|
||||
*dst = Entry(a->rmin + b->rmin,
|
||||
a->rmax + b->rmax,
|
||||
a->wmin + b->wmin, a->value);
|
||||
aprev_rmin = a->rmin_next();
|
||||
bprev_rmin = b->rmin_next();
|
||||
++dst; ++a; ++b;
|
||||
} else if (a->value < b->value) {
|
||||
*dst = Entry(a->rmin + bprev_rmin,
|
||||
a->rmax + b->rmax_prev(),
|
||||
a->wmin, a->value);
|
||||
aprev_rmin = a->rmin_next();
|
||||
++dst; ++a;
|
||||
} else {
|
||||
*dst = Entry(b->rmin + aprev_rmin,
|
||||
b->rmax + a->rmax_prev(),
|
||||
b->wmin, b->value);
|
||||
bprev_rmin = b->rmin_next();
|
||||
++dst; ++b;
|
||||
}
|
||||
}
|
||||
if (a != a_end) {
|
||||
RType brmax = (b_end - 1)->rmax;
|
||||
do {
|
||||
*dst = Entry(a->rmin + bprev_rmin, a->rmax + brmax, a->wmin, a->value);
|
||||
++dst; ++a;
|
||||
} while (a != a_end);
|
||||
}
|
||||
if (b != b_end) {
|
||||
RType armax = (a_end - 1)->rmax;
|
||||
do {
|
||||
*dst = Entry(b->rmin + aprev_rmin, b->rmax + armax, b->wmin, b->value);
|
||||
++dst; ++b;
|
||||
} while (b != b_end);
|
||||
}
|
||||
this->size = dst - data;
|
||||
const RType tol = 10;
|
||||
RType err_mingap, err_maxgap, err_wgap;
|
||||
this->FixError(&err_mingap, &err_maxgap, &err_wgap);
|
||||
if (err_mingap > tol || err_maxgap > tol || err_wgap > tol) {
|
||||
utils::Printf("INFO: mingap=%g, maxgap=%g, wgap=%g\n",
|
||||
err_mingap, err_maxgap, err_wgap);
|
||||
}
|
||||
|
||||
utils::Assert(size <= sa.size + sb.size, "bug in combine");
|
||||
}
|
||||
// helper function to print the current content of sketch
|
||||
inline void Print() const {
|
||||
for (size_t i = 0; i < this->size; ++i) {
|
||||
utils::Printf("[%lu] rmin=%g, rmax=%g, wmin=%g, v=%g\n",
|
||||
i, data[i].rmin, data[i].rmax,
|
||||
data[i].wmin, data[i].value);
|
||||
}
|
||||
}
|
||||
// try to fix rounding error
|
||||
// and re-establish invariance
|
||||
inline void FixError(RType *err_mingap,
|
||||
RType *err_maxgap,
|
||||
RType *err_wgap) const {
|
||||
*err_mingap = 0;
|
||||
*err_maxgap = 0;
|
||||
*err_wgap = 0;
|
||||
RType prev_rmin = 0, prev_rmax = 0;
|
||||
for (size_t i = 0; i < this->size; ++i) {
|
||||
if (data[i].rmin < prev_rmin) {
|
||||
data[i].rmin = prev_rmin;
|
||||
*err_mingap = std::max(*err_mingap, prev_rmin - data[i].rmin);
|
||||
} else {
|
||||
prev_rmin = data[i].rmin;
|
||||
}
|
||||
if (data[i].rmax < prev_rmax) {
|
||||
data[i].rmax = prev_rmax;
|
||||
*err_maxgap = std::max(*err_maxgap, prev_rmax - data[i].rmax);
|
||||
}
|
||||
RType rmin_next = data[i].rmin_next();
|
||||
if (data[i].rmax < rmin_next) {
|
||||
data[i].rmax = rmin_next;
|
||||
*err_wgap = std::max(*err_wgap, data[i].rmax - rmin_next);
|
||||
}
|
||||
prev_rmax = data[i].rmax;
|
||||
}
|
||||
}
|
||||
// check consistency of the summary
|
||||
inline bool Check(const char *msg) const {
|
||||
const float tol = 10.0f;
|
||||
for (size_t i = 0; i < this->size; ++i) {
|
||||
if (data[i].rmin + data[i].wmin > data[i].rmax + tol ||
|
||||
data[i].rmin < -1e-6f || data[i].rmax < -1e-6f) {
|
||||
utils::Printf("----%s: Check not Pass------\n", msg);
|
||||
this->Print();
|
||||
return false;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
};
|
||||
|
||||
/*! \brief try to do efficient pruning */
|
||||
template<typename DType, typename RType>
|
||||
struct WXQSummary : public WQSummary<DType, RType> {
|
||||
// redefine entry type
|
||||
typedef typename WQSummary<DType, RType>::Entry Entry;
|
||||
// constructor
|
||||
WXQSummary(Entry *data, size_t size)
|
||||
: WQSummary<DType, RType>(data, size) {}
|
||||
// check if the block is large chunk
|
||||
inline static bool CheckLarge(const Entry &e, RType chunk) {
|
||||
return e.rmin_next() > e.rmax_prev() + chunk;
|
||||
}
|
||||
// set prune
|
||||
inline void SetPrune(const WQSummary<DType, RType> &src, size_t maxsize) {
|
||||
if (src.size <= maxsize) {
|
||||
this->CopyFrom(src); return;
|
||||
}
|
||||
RType begin = src.data[0].rmax;
|
||||
size_t n = maxsize - 1, nbig = 0;
|
||||
RType range = src.data[src.size - 1].rmin - begin;
|
||||
// prune off zero weights
|
||||
if (range == 0.0f) {
|
||||
// special case, contain only two effective data pts
|
||||
this->data[0] = src.data[0];
|
||||
this->data[1] = src.data[src.size - 1];
|
||||
this->size = 2;
|
||||
return;
|
||||
} else {
|
||||
range = std::max(range, static_cast<RType>(1e-3f));
|
||||
}
|
||||
const RType chunk = 2 * range / n;
|
||||
// minimized range
|
||||
RType mrange = 0;
|
||||
{
|
||||
// first scan, grab all the big chunk
|
||||
// moving block index
|
||||
size_t bid = 0;
|
||||
for (size_t i = 1; i < src.size; ++i) {
|
||||
if (CheckLarge(src.data[i], chunk)) {
|
||||
if (bid != i - 1) {
|
||||
mrange += src.data[i].rmax_prev() - src.data[bid].rmin_next();
|
||||
}
|
||||
bid = i; ++nbig;
|
||||
}
|
||||
}
|
||||
if (bid != src.size - 2) {
|
||||
mrange += src.data[src.size-1].rmax_prev() - src.data[bid].rmin_next();
|
||||
}
|
||||
}
|
||||
if (nbig >= n - 1) {
|
||||
// see what was the case
|
||||
utils::Printf("LOG: check quantile stats, nbig=%lu, n=%lu\n", nbig, n);
|
||||
utils::Printf("LOG: srcsize=%lu, maxsize=%lu, range=%g, chunk=%g\n",
|
||||
src.size, maxsize, static_cast<double>(range),
|
||||
static_cast<double>(chunk));
|
||||
src.Print();
|
||||
utils::Assert(nbig < n - 1, "quantile: too many large chunk");
|
||||
}
|
||||
this->data[0] = src.data[0];
|
||||
this->size = 1;
|
||||
// use smaller size
|
||||
n = n - nbig;
|
||||
// find the rest of point
|
||||
size_t bid = 0, k = 1, lastidx = 0;
|
||||
for (size_t end = 1; end < src.size; ++end) {
|
||||
if (end == src.size - 1 || CheckLarge(src.data[end], chunk)) {
|
||||
if (bid != end - 1) {
|
||||
size_t i = bid;
|
||||
RType maxdx2 = src.data[end].rmax_prev() * 2;
|
||||
for (; k < n; ++k) {
|
||||
RType dx2 = 2 * ((k * mrange) / n + begin);
|
||||
if (dx2 >= maxdx2) break;
|
||||
while (i < end &&
|
||||
dx2 >= src.data[i + 1].rmax + src.data[i + 1].rmin) ++i;
|
||||
if (i == end) break;
|
||||
if (dx2 < src.data[i].rmin_next() + src.data[i + 1].rmax_prev()) {
|
||||
if (i != lastidx) {
|
||||
this->data[this->size++] = src.data[i]; lastidx = i;
|
||||
}
|
||||
} else {
|
||||
if (i + 1 != lastidx) {
|
||||
this->data[this->size++] = src.data[i + 1]; lastidx = i + 1;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
if (lastidx != end) {
|
||||
this->data[this->size++] = src.data[end];
|
||||
lastidx = end;
|
||||
}
|
||||
bid = end;
|
||||
// shift base by the gap
|
||||
begin += src.data[bid].rmin_next() - src.data[bid].rmax_prev();
|
||||
}
|
||||
}
|
||||
}
|
||||
};
|
||||
/*!
|
||||
* \brief traditional GK summary
|
||||
*/
|
||||
template<typename DType, typename RType>
|
||||
struct GKSummary {
|
||||
/*! \brief an entry in the sketch summary */
|
||||
struct Entry {
|
||||
/*! \brief minimum rank */
|
||||
RType rmin;
|
||||
/*! \brief maximum rank */
|
||||
RType rmax;
|
||||
/*! \brief the value of data */
|
||||
DType value;
|
||||
// constructor
|
||||
Entry(void) {}
|
||||
// constructor
|
||||
Entry(RType rmin, RType rmax, DType value)
|
||||
: rmin(rmin), rmax(rmax), value(value) {}
|
||||
};
|
||||
/*! \brief input data queue before entering the summary */
|
||||
struct Queue {
|
||||
// the input queue
|
||||
std::vector<DType> queue;
|
||||
// end of the queue
|
||||
size_t qtail;
|
||||
// push data to the queue
|
||||
inline void Push(DType x, RType w) {
|
||||
queue[qtail++] = x;
|
||||
}
|
||||
inline void MakeSummary(GKSummary *out) {
|
||||
std::sort(queue.begin(), queue.begin() + qtail);
|
||||
out->size = qtail;
|
||||
for (size_t i = 0; i < qtail; ++i) {
|
||||
out->data[i] = Entry(i + 1, i + 1, queue[i]);
|
||||
}
|
||||
}
|
||||
};
|
||||
/*! \brief data field */
|
||||
Entry *data;
|
||||
/*! \brief number of elements in the summary */
|
||||
size_t size;
|
||||
GKSummary(Entry *data, size_t size)
|
||||
: data(data), size(size) {}
|
||||
/*! \brief the maximum error of the summary */
|
||||
inline RType MaxError(void) const {
|
||||
RType res = 0;
|
||||
for (size_t i = 1; i < size; ++i) {
|
||||
res = std::max(data[i].rmax - data[i-1].rmin, res);
|
||||
}
|
||||
return res;
|
||||
}
|
||||
/*! \return maximum rank in the summary */
|
||||
inline RType MaxRank(void) const {
|
||||
return data[size - 1].rmax;
|
||||
}
|
||||
/*!
|
||||
* \brief copy content from src
|
||||
* \param src source sketch
|
||||
*/
|
||||
inline void CopyFrom(const GKSummary &src) {
|
||||
size = src.size;
|
||||
std::memcpy(data, src.data, sizeof(Entry) * size);
|
||||
}
|
||||
inline void CheckValid(RType eps) const {
|
||||
// assume always valid
|
||||
}
|
||||
/*! \brief used for debug purpose, print the summary */
|
||||
inline void Print(void) const {
|
||||
for (size_t i = 0; i < size; ++i) {
|
||||
std::cout << "x=" << data[i].value << "\t"
|
||||
<< "[" << data[i].rmin << "," << data[i].rmax << "]"
|
||||
<< std::endl;
|
||||
}
|
||||
}
|
||||
/*!
|
||||
* \brief set current summary to be pruned summary of src
|
||||
* assume data field is already allocated to be at least maxsize
|
||||
* \param src source summary
|
||||
* \param maxsize size we can afford in the pruned sketch
|
||||
*/
|
||||
inline void SetPrune(const GKSummary &src, size_t maxsize) {
|
||||
if (src.size <= maxsize) {
|
||||
this->CopyFrom(src); return;
|
||||
}
|
||||
const RType max_rank = src.MaxRank();
|
||||
this->size = maxsize;
|
||||
data[0] = src.data[0];
|
||||
size_t n = maxsize - 1;
|
||||
RType top = 1;
|
||||
for (size_t i = 1; i < n; ++i) {
|
||||
RType k = (i * max_rank) / n;
|
||||
while (k > src.data[top + 1].rmax) ++top;
|
||||
// assert src.data[top].rmin <= k
|
||||
// because k > src.data[top].rmax >= src.data[top].rmin
|
||||
if ((k - src.data[top].rmin) < (src.data[top+1].rmax - k)) {
|
||||
data[i] = src.data[top];
|
||||
} else {
|
||||
data[i] = src.data[top + 1];
|
||||
}
|
||||
}
|
||||
data[n] = src.data[src.size - 1];
|
||||
}
|
||||
inline void SetCombine(const GKSummary &sa,
|
||||
const GKSummary &sb) {
|
||||
if (sa.size == 0) {
|
||||
this->CopyFrom(sb); return;
|
||||
}
|
||||
if (sb.size == 0) {
|
||||
this->CopyFrom(sa); return;
|
||||
}
|
||||
utils::Assert(sa.size > 0 && sb.size > 0, "invalid input for merge");
|
||||
const Entry *a = sa.data, *a_end = sa.data + sa.size;
|
||||
const Entry *b = sb.data, *b_end = sb.data + sb.size;
|
||||
this->size = sa.size + sb.size;
|
||||
RType aprev_rmin = 0, bprev_rmin = 0;
|
||||
Entry *dst = this->data;
|
||||
while (a != a_end && b != b_end) {
|
||||
if (a->value < b->value) {
|
||||
*dst = Entry(bprev_rmin + a->rmin,
|
||||
a->rmax + b->rmax - 1, a->value);
|
||||
aprev_rmin = a->rmin;
|
||||
++dst; ++a;
|
||||
} else {
|
||||
*dst = Entry(aprev_rmin + b->rmin,
|
||||
b->rmax + a->rmax - 1, b->value);
|
||||
bprev_rmin = b->rmin;
|
||||
++dst; ++b;
|
||||
}
|
||||
}
|
||||
if (a != a_end) {
|
||||
RType bprev_rmax = (b_end - 1)->rmax;
|
||||
do {
|
||||
*dst = Entry(bprev_rmin + a->rmin, bprev_rmax + a->rmax, a->value);
|
||||
++dst; ++a;
|
||||
} while (a != a_end);
|
||||
}
|
||||
if (b != b_end) {
|
||||
RType aprev_rmax = (a_end - 1)->rmax;
|
||||
do {
|
||||
*dst = Entry(aprev_rmin + b->rmin, aprev_rmax + b->rmax, b->value);
|
||||
++dst; ++b;
|
||||
} while (b != b_end);
|
||||
}
|
||||
utils::Assert(dst == data + size, "bug in combine");
|
||||
}
|
||||
};
|
||||
|
||||
/*!
|
||||
* \brief template for all quantile sketch algorithm
|
||||
* that uses merge/prune scheme
|
||||
* \tparam DType type of data content
|
||||
* \tparam RType type of rank
|
||||
* \tparam TSummary actual summary data structure it uses
|
||||
*/
|
||||
template<typename DType, typename RType, class TSummary>
|
||||
class QuantileSketchTemplate {
|
||||
public:
|
||||
/*! \brief type of summary type */
|
||||
typedef TSummary Summary;
|
||||
/*! \brief the entry type */
|
||||
typedef typename Summary::Entry Entry;
|
||||
/*! \brief same as summary, but use STL to backup the space */
|
||||
struct SummaryContainer : public Summary {
|
||||
std::vector<Entry> space;
|
||||
SummaryContainer(const SummaryContainer &src) : Summary(NULL, src.size) {
|
||||
this->space = src.space;
|
||||
this->data = BeginPtr(this->space);
|
||||
}
|
||||
SummaryContainer(void) : Summary(NULL, 0) {
|
||||
}
|
||||
/*! \brief reserve space for summary */
|
||||
inline void Reserve(size_t size) {
|
||||
if (size > space.size()) {
|
||||
space.resize(size);
|
||||
this->data = BeginPtr(space);
|
||||
}
|
||||
}
|
||||
/*!
|
||||
* \brief set the space to be merge of all Summary arrays
|
||||
* \param begin beginning position in the summary array
|
||||
* \param end ending position in the Summary array
|
||||
*/
|
||||
inline void SetMerge(const Summary *begin,
|
||||
const Summary *end) {
|
||||
utils::Assert(begin < end, "can not set combine to empty instance");
|
||||
size_t len = end - begin;
|
||||
if (len == 1) {
|
||||
this->Reserve(begin[0].size);
|
||||
this->CopyFrom(begin[0]);
|
||||
} else if (len == 2) {
|
||||
this->Reserve(begin[0].size + begin[1].size);
|
||||
this->SetMerge(begin[0], begin[1]);
|
||||
} else {
|
||||
// recursive merge
|
||||
SummaryContainer lhs, rhs;
|
||||
lhs.SetCombine(begin, begin + len / 2);
|
||||
rhs.SetCombine(begin + len / 2, end);
|
||||
this->Reserve(lhs.size + rhs.size);
|
||||
this->SetCombine(lhs, rhs);
|
||||
}
|
||||
}
|
||||
/*!
|
||||
* \brief do elementwise combination of summary array
|
||||
* this[i] = combine(this[i], src[i]) for each i
|
||||
* \param src the source summary
|
||||
* \param max_nbyte, maximum number of byte allowed in here
|
||||
*/
|
||||
inline void Reduce(const Summary &src, size_t max_nbyte) {
|
||||
this->Reserve((max_nbyte - sizeof(this->size)) / sizeof(Entry));
|
||||
SummaryContainer temp;
|
||||
temp.Reserve(this->size + src.size);
|
||||
temp.SetCombine(*this, src);
|
||||
this->SetPrune(temp, space.size());
|
||||
}
|
||||
/*! \brief return the number of bytes this data structure cost in serialization */
|
||||
inline static size_t CalcMemCost(size_t nentry) {
|
||||
return sizeof(size_t) + sizeof(Entry) * nentry;
|
||||
}
|
||||
/*! \brief save the data structure into stream */
|
||||
template<typename TStream>
|
||||
inline void Save(TStream &fo) const { // NOLINT(*)
|
||||
fo.Write(&(this->size), sizeof(this->size));
|
||||
if (this->size != 0) {
|
||||
fo.Write(this->data, this->size * sizeof(Entry));
|
||||
}
|
||||
}
|
||||
/*! \brief load data structure from input stream */
|
||||
template<typename TStream>
|
||||
inline void Load(TStream &fi) { // NOLINT(*)
|
||||
utils::Check(fi.Read(&this->size, sizeof(this->size)) != 0, "invalid SummaryArray 1");
|
||||
this->Reserve(this->size);
|
||||
if (this->size != 0) {
|
||||
utils::Check(fi.Read(this->data, this->size * sizeof(Entry)) != 0,
|
||||
"invalid SummaryArray 2");
|
||||
}
|
||||
}
|
||||
};
|
||||
/*!
|
||||
* \brief initialize the quantile sketch, given the performance specification
|
||||
* \param maxn maximum number of data points can be feed into sketch
|
||||
* \param eps accuracy level of summary
|
||||
*/
|
||||
inline void Init(size_t maxn, double eps) {
|
||||
nlevel = 1;
|
||||
while (true) {
|
||||
limit_size = static_cast<size_t>(ceil(nlevel / eps)) + 1;
|
||||
size_t n = (1UL << nlevel);
|
||||
if (n * limit_size >= maxn) break;
|
||||
++nlevel;
|
||||
}
|
||||
// check invariant
|
||||
size_t n = (1UL << nlevel);
|
||||
utils::Assert(n * limit_size >= maxn, "invalid init parameter");
|
||||
utils::Assert(nlevel <= limit_size * eps, "invalid init parameter");
|
||||
// lazy reserve the space, if there is only one value, no need to allocate space
|
||||
inqueue.queue.resize(1);
|
||||
inqueue.qtail = 0;
|
||||
data.clear();
|
||||
level.clear();
|
||||
}
|
||||
/*!
|
||||
* \brief add an element to a sketch
|
||||
* \param x the element added to the sketch
|
||||
*/
|
||||
inline void Push(DType x, RType w = 1) {
|
||||
if (w == static_cast<RType>(0)) return;
|
||||
if (inqueue.qtail == inqueue.queue.size()) {
|
||||
// jump from lazy one value to limit_size * 2
|
||||
if (inqueue.queue.size() == 1) {
|
||||
inqueue.queue.resize(limit_size * 2);
|
||||
} else {
|
||||
temp.Reserve(limit_size * 2);
|
||||
inqueue.MakeSummary(&temp);
|
||||
// cleanup queue
|
||||
inqueue.qtail = 0;
|
||||
this->PushTemp();
|
||||
}
|
||||
}
|
||||
inqueue.Push(x, w);
|
||||
}
|
||||
/*! \brief push up temp */
|
||||
inline void PushTemp(void) {
|
||||
temp.Reserve(limit_size * 2);
|
||||
for (size_t l = 1; true; ++l) {
|
||||
this->InitLevel(l + 1);
|
||||
// check if level l is empty
|
||||
if (level[l].size == 0) {
|
||||
level[l].SetPrune(temp, limit_size);
|
||||
break;
|
||||
} else {
|
||||
// level 0 is actually temp space
|
||||
level[0].SetPrune(temp, limit_size);
|
||||
temp.SetCombine(level[0], level[l]);
|
||||
if (temp.size > limit_size) {
|
||||
// try next level
|
||||
level[l].size = 0;
|
||||
} else {
|
||||
// if merged record is still smaller, no need to send to next level
|
||||
level[l].CopyFrom(temp); break;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
/*! \brief get the summary after finalize */
|
||||
inline void GetSummary(SummaryContainer *out) {
|
||||
if (level.size() != 0) {
|
||||
out->Reserve(limit_size * 2);
|
||||
} else {
|
||||
out->Reserve(inqueue.queue.size());
|
||||
}
|
||||
inqueue.MakeSummary(out);
|
||||
if (level.size() != 0) {
|
||||
level[0].SetPrune(*out, limit_size);
|
||||
for (size_t l = 1; l < level.size(); ++l) {
|
||||
if (level[l].size == 0) continue;
|
||||
if (level[0].size == 0) {
|
||||
level[0].CopyFrom(level[l]);
|
||||
} else {
|
||||
out->SetCombine(level[0], level[l]);
|
||||
level[0].SetPrune(*out, limit_size);
|
||||
}
|
||||
}
|
||||
out->CopyFrom(level[0]);
|
||||
} else {
|
||||
if (out->size > limit_size) {
|
||||
temp.Reserve(limit_size);
|
||||
temp.SetPrune(*out, limit_size);
|
||||
out->CopyFrom(temp);
|
||||
}
|
||||
}
|
||||
}
|
||||
// used for debug, check if the sketch is valid
|
||||
inline void CheckValid(RType eps) const {
|
||||
for (size_t l = 1; l < level.size(); ++l) {
|
||||
level[l].CheckValid(eps);
|
||||
}
|
||||
}
|
||||
// initialize level space to at least nlevel
|
||||
inline void InitLevel(size_t nlevel) {
|
||||
if (level.size() >= nlevel) return;
|
||||
data.resize(limit_size * nlevel);
|
||||
level.resize(nlevel, Summary(NULL, 0));
|
||||
for (size_t l = 0; l < level.size(); ++l) {
|
||||
level[l].data = BeginPtr(data) + l * limit_size;
|
||||
}
|
||||
}
|
||||
// input data queue
|
||||
typename Summary::Queue inqueue;
|
||||
// number of levels
|
||||
size_t nlevel;
|
||||
// size of summary in each level
|
||||
size_t limit_size;
|
||||
// the level of each summaries
|
||||
std::vector<Summary> level;
|
||||
// content of the summary
|
||||
std::vector<Entry> data;
|
||||
// temporal summary, used for temp-merge
|
||||
SummaryContainer temp;
|
||||
};
|
||||
|
||||
/*!
|
||||
* \brief Quantile sketch use WQSummary
|
||||
* \tparam DType type of data content
|
||||
* \tparam RType type of rank
|
||||
*/
|
||||
template<typename DType, typename RType = unsigned>
|
||||
class WQuantileSketch :
|
||||
public QuantileSketchTemplate<DType, RType, WQSummary<DType, RType> >{
|
||||
};
|
||||
|
||||
/*!
|
||||
* \brief Quantile sketch use WXQSummary
|
||||
* \tparam DType type of data content
|
||||
* \tparam RType type of rank
|
||||
*/
|
||||
template<typename DType, typename RType = unsigned>
|
||||
class WXQuantileSketch :
|
||||
public QuantileSketchTemplate<DType, RType, WXQSummary<DType, RType> >{
|
||||
};
|
||||
/*!
|
||||
* \brief Quantile sketch use WQSummary
|
||||
* \tparam DType type of data content
|
||||
* \tparam RType type of rank
|
||||
*/
|
||||
template<typename DType, typename RType = unsigned>
|
||||
class GKQuantileSketch :
|
||||
public QuantileSketchTemplate<DType, RType, GKSummary<DType, RType> >{
|
||||
};
|
||||
|
||||
} // namespace utils
|
||||
} // namespace xgboost
|
||||
#endif // XGBOOST_UTILS_QUANTILE_H_
|
||||
Reference in New Issue
Block a user