ok

src/tree/updater.cpp

@@ -15,7 +15,7 @@ IUpdater* CreateUpdater(const char *name) {
   if (!strcmp(name, "prune")) return new TreePruner();
   if (!strcmp(name, "refresh")) return new TreeRefresher<GradStats>();
   if (!strcmp(name, "grow_colmaker")) return new ColMaker<GradStats>();
-  if (!strcmp(name, "grow_histmaker")) return new HistMaker<GradStats>();
+  if (!strcmp(name, "grow_histmaker")) return new QuantileHistMaker<GradStats>();
   if (!strcmp(name, "distcol")) return new DistColMaker<GradStats>();
   if (!strcmp(name, "grow_colmaker5")) return new ColMaker< CVGradStats<5> >();
   if (!strcmp(name, "grow_colmaker3")) return new ColMaker< CVGradStats<3> >();

src/tree/updater_histmaker-inl.hpp

@@ -8,6 +8,7 @@
 #include <vector>
 #include <algorithm>
 #include "../sync/sync.h"
+#include "../utils/quantile.h"
 
 namespace xgboost {
 namespace tree {
@@ -140,7 +141,13 @@ class HistMaker: public IUpdater {
     }
     return n.cdefault();
   }
-  
+
+  // this function does two jobs
+  // (1) reset the position in array position, to be the latest leaf id
+  // (2) propose a set of candidate cuts and set wspace.rptr wspace.cut correctly 
+  virtual void ResetPosAndPropose(IFMatrix *p_fmat,
+                                  const BoosterInfo &info,
+                                  const RegTree &tree)  = 0;  
  private:
   virtual void Update(const std::vector<bst_gpair> &gpair,
                       IFMatrix *p_fmat,
@@ -160,7 +167,8 @@ class HistMaker: public IUpdater {
   inline void InitData(const std::vector<bst_gpair> &gpair,
                        const IFMatrix &fmat,
                        const std::vector<unsigned> &root_index, const RegTree &tree) {
-    utils::Assert(tree.param.num_nodes == tree.param.num_roots, "HistMaker: can only grow new tree");
+    utils::Assert(tree.param.num_nodes == tree.param.num_roots,
+                  "HistMaker: can only grow new tree");
     {// setup position
       position.resize(gpair.size());
       if (root_index.size() == 0) {
@@ -212,15 +220,6 @@ class HistMaker: public IUpdater {
       node2workindex[qexpand[i]] = static_cast<int>(i);
     }
   }
-  // this function does two jobs
-  // (1) reset the position in array position, to be the latest leaf id
-  // (2) propose a set of candidate cuts and set wspace.rptr wspace.cut correctly 
-  virtual void ResetPosAndPropose(IFMatrix *p_fmat,
-                                  const BoosterInfo &info,
-                                  const RegTree &tree) {
-    
-  }
-  // create histogram for a setup histset
   inline void CreateHist(const std::vector<bst_gpair> &gpair,
                          IFMatrix *p_fmat,
                          const BoosterInfo &info,
@@ -250,7 +249,7 @@ class HistMaker: public IUpdater {
         const int nid = position[ridx];
         if (nid >= 0) {
           utils::Assert(tree[nid].is_leaf(), "CreateHist happens in leaf");
-          const int wid = node2workindex[nid];
+           const int wid = node2workindex[nid];
           for (bst_uint i = 0; i < inst.length; ++i) {
             utils::Assert(inst[i].index < num_feature, "feature index exceed bound");
             // feature histogram
@@ -312,7 +311,8 @@ class HistMaker: public IUpdater {
     #pragma omp parallel for schedule(dynamic, 1)
     for (bst_omp_uint wid = 0; wid < nexpand; ++ wid) {
       const int nid = qexpand[wid];
-      utils::Assert(node2workindex[nid] == static_cast<int>(wid), "node2workindex inconsistent");
+      utils::Assert(node2workindex[nid] == static_cast<int>(wid),
+                    "node2workindex inconsistent");
       SplitEntry &best = sol[wid];     
       TStats &node_sum = wspace.hset[0][num_feature + wid * (num_feature + 1)].data[0];
       for (bst_uint fid = 0; fid < num_feature; ++ fid) {
@@ -345,6 +345,36 @@ class HistMaker: public IUpdater {
   }
 };
 
+// hist maker that propose using quantile sketch
+template<typename TStats>
+class QuantileHistMaker: public HistMaker<TStats> {
+ protected:
+  virtual void ResetPosAndPropose(IFMatrix *p_fmat,
+                                  const BoosterInfo &info,
+                                  const RegTree &tree) {
+    // start accumulating statistics
+    utils::IIterator<RowBatch> *iter = p_fmat->RowIterator();
+    iter->BeforeFirst();
+    while (iter->Next()) {
+      const RowBatch &batch = iter->Value();
+      const bst_omp_uint nbatch = static_cast<bst_omp_uint>(batch.size);
+      #pragma omp parallel for schedule(static)
+      for (bst_omp_uint i = 0; i < nbatch; ++i) {
+        RowBatch::Inst inst = batch[i];
+        const bst_uint ridx = static_cast<bst_uint>(batch.base_rowid + i);
+        int nid = this->position[ridx];
+        if (nid >= 0) {
+          if (tree[nid].is_leaf()) {
+            this->position[ridx] = ~nid; 
+          } else {
+            this->position[ridx] = nid = HistMaker<TStats>::NextLevel(inst, tree, nid);            
+            // todo add the cut point setup
+          }
+        }
+      }      
+    }    
+  }
+};
 
 }  // namespace tree
 }  // namespace xgboost