Use feature interaction constraints to narrow search space for split candidates (#4341)

* Use feature interaction constraints to narrow search space for split candidates.

* fix clang-tidy broken at updater_quantile_hist.cc:535:3

* make const

* fix

* try to fix exception thrown in java_test

* fix suspected mistake which cause EvaluateSplit error

* try fix

* Fix bug: feature ID and node ID swapped in argument

* Rename CheckValidation() to CheckFeatureConstraint() for clarity

* Do not create temporary vector validFeatures, to enable parallelism

src/tree/split_evaluator.cc

@@ -61,6 +61,10 @@ bst_float SplitEvaluator::ComputeSplitScore(bst_uint nodeid,
   return ComputeSplitScore(nodeid, featureid, left_stats, right_stats, left_weight, right_weight);
 }
 
+bool SplitEvaluator::CheckFeatureConstraint(bst_uint nodeid, bst_uint featureid) const {
+  return true;
+}
+
 //! \brief Encapsulates the parameters for ElasticNet
 struct ElasticNetParams : public dmlc::Parameter<ElasticNetParams> {
   bst_float reg_lambda;
@@ -153,6 +157,10 @@ class ElasticNet final : public SplitEvaluator {
     return w;
   }
 
+  bool CheckFeatureConstraint(bst_uint nodeid, bst_uint featureid) const override {
+    return true;
+  }
+
  private:
   ElasticNetParams params_;
 
@@ -297,6 +305,10 @@ class MonotonicConstraint final : public SplitEvaluator {
     }
   }
 
+  bool CheckFeatureConstraint(bst_uint nodeid, bst_uint featureid) const override {
+    return true;
+  }
+
  private:
   MonotonicConstraintParams params_;
   std::unique_ptr<SplitEvaluator> inner_;
@@ -481,6 +493,10 @@ class InteractionConstraint final : public SplitEvaluator {
     }
   }
 
+  bool CheckFeatureConstraint(bst_uint nodeid, bst_uint featureid) const override {
+    return CheckInteractionConstraint(featureid, nodeid);
+  }
+
  private:
   InteractionConstraintParams params_;
   std::unique_ptr<SplitEvaluator> inner_;

src/tree/split_evaluator.h

@@ -69,6 +69,11 @@ class SplitEvaluator {
                         bst_uint featureid,
                         bst_float leftweight,
                         bst_float rightweight);
+
+  // Check whether a given feature is feasible for a given node.
+  // Use this function to narrow the search space for split candidates
+  virtual bool CheckFeatureConstraint(bst_uint nodeid,
+                                      bst_uint featureid) const = 0;
 };
 
 struct SplitEvaluatorReg

src/tree/updater_quantile_hist.cc

@@ -570,14 +570,20 @@ void QuantileHistMaker::Builder::EvaluateSplit(const int nid,
     best_split_tloc_[tid] = snode_[nid].best;
   }
   GHistRow node_hist = hist[nid];
+
 #pragma omp parallel for schedule(dynamic) num_threads(nthread)
-  for (bst_omp_uint i = 0; i < nfeature; ++i) {
-    const bst_uint fid = feature_set[i];
-    const unsigned tid = omp_get_thread_num();
-    this->EnumerateSplit(-1, gmat, node_hist, snode_[nid], info,
-                         &best_split_tloc_[tid], fid, nid);
-    this->EnumerateSplit(+1, gmat, node_hist, snode_[nid], info,
-                         &best_split_tloc_[tid], fid, nid);
+  for (bst_omp_uint i = 0; i < nfeature; ++i) {  // NOLINT(*)
+    const auto feature_id = static_cast<bst_uint>(feature_set[i]);
+    const auto tid = static_cast<unsigned>(omp_get_thread_num());
+    const auto node_id = static_cast<bst_uint>(nid);
+    // Narrow search space by dropping features that are not feasible under the
+    // given set of constraints (e.g. feature interaction constraints)
+    if (spliteval_->CheckFeatureConstraint(node_id, feature_id)) {
+      this->EnumerateSplit(-1, gmat, node_hist, snode_[nid], info,
+                           &best_split_tloc_[tid], feature_id, node_id);
+      this->EnumerateSplit(+1, gmat, node_hist, snode_[nid], info,
+                           &best_split_tloc_[tid], feature_id, node_id);
+    }
   }
   for (unsigned tid = 0; tid < nthread; ++tid) {
     snode_[nid].best.Update(best_split_tloc_[tid]);