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src/io/io.cpp

@@ -5,6 +5,8 @@
 #include "../utils/io.h"
 #include "../utils/utils.h"
 #include "simple_dmatrix-inl.hpp"
+#include "page_dmatrix-inl.hpp"
+
 // implements data loads using dmatrix simple for now
 
 namespace xgboost {

src/io/page_dmatrix-inl.hpp

@@ -0,0 +1,204 @@
+#ifndef XGBOOST_IO_PAGE_ROW_ITER_INL_HPP_
+#define XGBOOST_IO_PAGE_ROW_ITER_INL_HPP_
+/*!
+ * \file page_row_iter-inl.hpp
+ * row iterator based on sparse page
+ * \author Tianqi Chen
+ */
+#include "../data.h"
+#include "../utils/iterator.h"
+#include "../utils/thread_buffer.h"
+namespace xgboost {
+namespace io {
+/*! \brief page structure that can be used to store a rowbatch */
+struct RowBatchPage {
+ public:
+  RowBatchPage(void)  {
+    data_ = new int[kPageSize];
+    utils::Assert(data_ != NULL, "fail to allocate row batch page");
+    this->Clear();
+  }
+  ~RowBatchPage(void) {
+    if (data_ != NULL) delete [] data_;
+  }
+  /*! 
+   * \brief Push one row into page
+   *  \param row an instance row
+   *  \return false or true to push into
+   */  
+  inline bool PushRow(const RowBatch::Inst &row) {
+    const size_t dsize = row.length * sizeof(RowBatch::Entry);
+    if (FreeBytes() < dsize+ sizeof(int)) return false;
+    row_ptr(Size() + 1) = row_ptr(Size()) + row.length;    
+    memcpy(data_ptr(Size()) , row.data, dsize);
+    ++ data_[0];
+    return true;    
+  }
+  /*!
+   * \brief get a row batch representation from the page
+   * \param p_rptr a temporal space that can be used to provide
+   *  ind_ptr storage for RowBatch
+   * \return a new RowBatch object
+   */
+  inline RowBatch GetRowBatch(std::vector<size_t> *p_rptr, size_t base_rowid) {
+    RowBatch batch; 
+    batch.base_rowid = base_rowid;
+    batch.data_ptr = this->data_ptr(0);
+    batch.size = static_cast<size_t>(this->Size());
+    std::vector<size_t> &rptr = *p_rptr;
+    rptr.resize(this->Size()+1);
+    for (size_t i = 0; i < rptr.size(); ++i) {
+      rptr[i] = static_cast<size_t>(this->row_ptr(i));
+    }
+    batch.ind_ptr = &rptr[0];
+    return batch;
+  }
+  /*!
+   * \brief clear the page, cleanup the content
+   */
+  inline void Clear(void) {
+    memset(&data_[0], 0, sizeof(int) * kPageSize);
+  }
+  /*!
+   * \brief load one page form instream
+   * \return true if loading is successful
+   */
+  inline bool Load(utils::IStream &fi) {
+    return fi.Read(&data_[0], sizeof(int) * kPageSize) != 0;
+  }
+  /*! \brief save one page into outstream */
+  inline void Save(utils::IStream &fo) {
+    fo.Write(&data_[0], sizeof(int) * kPageSize);
+  }
+  /*! \return number of elements */
+  inline int Size(void) const {
+    return data_[0];
+  }
+  /*! \brief page size 64 MB */
+  static const size_t kPageSize = 64 << 18;
+
+ private:
+  /*! \return number of elements */
+  inline size_t FreeBytes(void) {
+    return (kPageSize - (Size() + 2)) * sizeof(int) 
+        - row_ptr(Size()) * sizeof(RowBatch::Entry) ;
+  }
+  /*! \brief equivalent row pointer at i */
+  inline int& row_ptr(int i) {
+    return data_[kPageSize - i - 1];
+  }
+  inline RowBatch::Entry* data_ptr(int i) {
+    return (RowBatch::Entry*)(&data_[1]) + i;
+  }
+  // content of data
+  int *data_;  
+};
+/*! \brief thread buffer iterator */
+class ThreadRowPageIterator: public utils::IIterator<RowBatch> {
+ public:
+  ThreadRowPageIterator(void) {
+    itr.SetParam("buffer_size", "4");
+    page_ = NULL;
+    base_rowid_ = 0;
+    isend_ = false;
+  }
+  virtual ~ThreadRowPageIterator(void) {
+  }
+  virtual void Init(void) {
+  }
+  virtual void BeforeFirst(void) {
+    itr.BeforeFirst();
+    isend_ = false;
+    base_rowid_ = 0;
+    utils::Assert(this->LoadNextPage(), "ThreadRowPageIterator");
+  }
+  virtual bool Next(void) {
+    if(!this->LoadNextPage()) return false;
+    out_ = page_->GetRowBatch(&tmp_ptr_, base_rowid_);
+    base_rowid_ += out_.size;
+    return true;
+  }
+  virtual const RowBatch &Value(void) const{
+    return out_;
+  }
+  /*! \brief load and initialize the iterator with fi */
+  inline void Load(const utils::FileStream &fi) {
+    itr.get_factory().SetFile(fi);
+    itr.Init();
+    this->BeforeFirst();
+  }
+  /*!
+   * \brief save a row iterator to output stream, in row iterator format
+   */
+  inline static void Save(utils::IIterator<RowBatch> *iter,
+                          utils::IStream &fo) {
+    RowBatchPage page;
+    iter->BeforeFirst();
+    while (iter->Next()) {
+      const RowBatch &batch = iter->Value();
+      for (size_t i = 0; i < batch.size; ++i) {
+        if (!page.PushRow(batch[i])) {
+          page.Save(fo);
+          page.Clear();
+          utils::Check(page.PushRow(batch[i]), "row is too big");
+        }
+      }
+    }
+    if (page.Size() != 0) page.Save(fo);
+  }
+ private:
+  // load in next page
+  inline bool LoadNextPage(void) {
+    ptop_ = 0;
+    bool ret = itr.Next(page_);
+    isend_ = !ret;
+    return ret;
+  }
+  // base row id
+  size_t base_rowid_;
+  // temporal ptr
+  std::vector<size_t> tmp_ptr_;
+  // output data
+  RowBatch out_;
+  // whether we reach end of file
+  bool isend_;
+  // page pointer type
+  typedef RowBatchPage* PagePtr;
+  // loader factory for page
+  struct Factory {
+   public:
+    size_t file_begin_;
+    utils::FileStream fi;
+    Factory(void) {}
+    inline void SetFile(const utils::FileStream &fi) {
+      this->fi = fi;
+      file_begin_ = this->fi.Tell();
+    }
+    inline bool Init(void) {
+      return true;
+    }
+    inline void SetParam(const char *name, const char *val) {}
+    inline bool LoadNext(PagePtr &val) {
+      return val->Load(fi);
+    }
+    inline PagePtr Create(void) {
+      PagePtr a = new RowBatchPage();
+      return a;
+    }
+    inline void FreeSpace(PagePtr &a) {
+      delete a;
+    }
+    inline void Destroy(void) {}
+    inline void BeforeFirst(void) {
+      fi.Seek(file_begin_);
+    }
+  };
+
+ protected:
+  PagePtr page_;
+  int ptop_;
+  utils::ThreadBuffer<PagePtr,Factory> itr;
+};
+}  // namespace io
+}  // namespace xgboost
+#endif  // XGBOOST_IO_PAGE_ROW_ITER_INL_HPP_

src/utils/io.h

@@ -88,11 +88,19 @@ class IStream {
   }
 };
 
-/*! \brief implementation of file i/o stream */
+/*! \brief interface of i/o stream that support seek */
-class FileStream : public IStream {
+class ISeekStream: public IStream {
- private:
-  FILE *fp;
  public:
+  /*! \brief seek to certain position of the file */
+  virtual void Seek(size_t pos) = 0;
+  /*! \brief tell the position of the stream */
+  virtual size_t Tell(void) = 0;
+};
+
+/*! \brief implementation of file i/o stream */
+class FileStream : public ISeekStream {
+ public:
+  explicit FileStream(void) {}
   explicit FileStream(FILE *fp) {
     this->fp = fp;
   }
@@ -102,12 +110,18 @@ class FileStream : public IStream {
   virtual void Write(const void *ptr, size_t size) {
     fwrite(ptr, size, 1, fp);
   }
-  inline void Seek(size_t pos) {
+  virtual void Seek(size_t pos) {
-    fseek(fp, 0, SEEK_SET);
+    fseek(fp, pos, SEEK_SET);
+  }
+  virtual size_t Tell(void) {
+    return static_cast<size_t>(ftell(fp));
   }
   inline void Close(void) {
     fclose(fp);
   }
+
+ private:
+  FILE *fp;
 };
 
 }  // namespace utils

src/utils/thread.h

@@ -0,0 +1,146 @@
+#ifndef XGBOOST_UTILS_THREAD_H
+#define XGBOOST_UTILS_THREAD_H
+/*!
+ * \file thread.h
+ * \brief this header include the minimum necessary resource for multi-threading
+ * \author Tianqi Chen
+ * Acknowledgement: this file is adapted from SVDFeature project, by same author. 
+ *  The MAC support part of this code is provided by Artemy Kolchinsky
+ */
+#ifdef _MSC_VER
+#include "utils.h"
+#include <windows.h>
+#include <process.h>
+namespace xgboost {
+namespace utils {
+/*! \brief simple semaphore used for synchronization */
+class Semaphore {
+ public :
+  inline void Init(int init_val) {
+    sem = CreateSemaphore(NULL, init_val, 10, NULL);
+    utils::Assert(sem != NULL, "create Semaphore error");
+  }
+  inline void Destroy(void) {
+    CloseHandle(sem);
+  }
+  inline void Wait(void) {
+    utils::Assert(WaitForSingleObject(sem, INFINITE) == WAIT_OBJECT_0, "WaitForSingleObject error");
+  }
+  inline void Post(void) {
+    utils::Assert(ReleaseSemaphore(sem, 1, NULL)  != 0, "ReleaseSemaphore error");
+  }
+ private:
+  HANDLE sem;
+};
+/*! \brief simple thread that wraps windows thread */
+class Thread {
+ private:
+  HANDLE    thread_handle;
+  unsigned  thread_id;            
+ public:
+  inline void Start(unsigned int __stdcall entry(void*), void *param) {
+    thread_handle = (HANDLE)_beginthreadex(NULL, 0, entry, param, 0, &thread_id);
+  }            
+  inline int Join(void) {
+    WaitForSingleObject(thread_handle, INFINITE);
+    return 0;
+  }
+};
+/*! \brief exit function called from thread */
+inline void ThreadExit(void *status) {
+  _endthreadex(0);
+}
+#define XGBOOST_THREAD_PREFIX unsigned int __stdcall
+}  // namespace utils
+}  // namespace xgboost
+#else
+// thread interface using g++     
+#include <semaphore.h>
+#include <pthread.h>
+namespace xgboost {
+namespace utils {
+/*!\brief semaphore class */
+class Semaphore {
+  #ifdef __APPLE__
+ private:
+  sem_t* semPtr;
+  char sema_name[20];            
+ private:
+  inline void GenRandomString(char *s, const int len) {
+    static const char alphanum[] = "0123456789ABCDEFGHIJKLMNOPQRSTUVWXYZ" ;
+    for (int i = 0; i < len; ++i) {
+      s[i] = alphanum[rand() % (sizeof(alphanum) - 1)];
+    }
+    s[len] = 0;
+  }
+ public:
+  inline void Init(int init_val) {
+    sema_name[0]='/'; 
+    sema_name[1]='s'; 
+    sema_name[2]='e'; 
+    sema_name[3]='/'; 
+    GenRandomString(&sema_name[4], 16);
+    if((semPtr = sem_open(sema_name, O_CREAT, 0644, init_val)) == SEM_FAILED) {
+      perror("sem_open");
+      exit(1);
+    }
+    utils::Assert(semPtr != NULL, "create Semaphore error");
+  }
+  inline void Destroy(void) {
+    if (sem_close(semPtr) == -1) {
+      perror("sem_close");
+      exit(EXIT_FAILURE);
+    }
+    if (sem_unlink(sema_name) == -1) {
+      perror("sem_unlink");
+      exit(EXIT_FAILURE);
+    }
+  }
+  inline void Wait(void) {
+    sem_wait(semPtr);
+  }
+  inline void Post(void) {
+    sem_post(semPtr);
+  }               
+  #else
+ private:
+  sem_t sem;
+ public:
+  inline void Init(int init_val) {
+    sem_init(&sem, 0, init_val);
+  }
+  inline void Destroy(void) {
+    sem_destroy(&sem);
+  }
+  inline void Wait(void) {
+    sem_wait(&sem);
+  }
+  inline void Post(void) {
+    sem_post(&sem);
+  }
+  #endif  
+};
+/*!\brief simple thread class */
+class Thread {
+ private:
+  pthread_t thread;                
+ public :
+  inline void Start(void * entry(void*), void *param) {
+    pthread_attr_t attr;
+    pthread_attr_init(&attr);
+    pthread_attr_setdetachstate(&attr, PTHREAD_CREATE_JOINABLE);
+    pthread_create(&thread, &attr, entry, param);
+  }  
+  inline int Join(void) {
+    void *status;
+    return pthread_join(thread, &status);
+  }
+};
+inline void ThreadExit(void *status) {
+  pthread_exit(status);
+}
+}  // namespace utils
+}  // namespace xgboost
+#define XGBOOST_THREAD_PREFIX void *
+#endif
+#endif

src/utils/thread_buffer.h

@@ -0,0 +1,200 @@
+#ifndef XGBOOST_UTILS_THREAD_BUFFER_H
+#define XGBOOST_UTILS_THREAD_BUFFER_H
+/*!
+ * \file thread_buffer.h
+ * \brief  multi-thread buffer, iterator, can be used to create parallel pipeline
+ * \author Tianqi Chen
+ */
+#include <vector>
+#include <cstring>
+#include <cstdlib>
+#include "./utils.h"
+#include "./thread.h"
+namespace xgboost {
+namespace utils {
+/*!
+ * \brief buffered loading iterator that uses multithread
+ * this template method will assume the following paramters
+ * \tparam Elem elememt type to be buffered
+ * \tparam ElemFactory factory type to implement in order to use thread buffer
+ */
+template<typename Elem, typename ElemFactory>
+class ThreadBuffer {
+ public:
+  /*!\brief constructor */
+  ThreadBuffer(void) {
+    this->init_end = false;
+    this->buf_size = 30;
+  }
+  ~ThreadBuffer(void) {
+    if(init_end) this->Destroy();
+  }
+  /*!\brief set parameter, will also pass the parameter to factory */
+  inline void SetParam(const char *name, const char *val) {
+    if (!strcmp( name, "buffer_size")) buf_size = atoi(val);
+    factory.SetParam(name, val);
+  }
+  /*!
+   * \brief initalize the buffered iterator
+   * \param param a initialize parameter that will pass to factory, ignore it if not necessary
+   * \return false if the initlization can't be done, e.g. buffer file hasn't been created 
+   */
+  inline bool Init(void) {
+    if (!factory.Init()) return false;
+    for (int i = 0; i < buf_size; ++i) {
+      bufA.push_back(factory.Create());
+      bufB.push_back(factory.Create());
+    }
+    this->init_end = true;
+    this->StartLoader();
+    return true;
+  }  
+  /*!\brief place the iterator before first value */
+  inline void BeforeFirst(void) {
+    // wait till last loader end
+    loading_end.Wait();
+    // critcal zone
+    current_buf = 1;
+    factory.BeforeFirst();
+    // reset terminate limit
+    endA = endB = buf_size;
+    // wake up loader for first part
+    loading_need.Post();
+    // wait til first part is loaded
+    loading_end.Wait();
+    // set current buf to right value
+    current_buf = 0;
+    // wake loader for next part
+    data_loaded = false;
+    loading_need.Post();
+    // set buffer value
+    buf_index = 0;
+  }  
+  /*! \brief destroy the buffer iterator, will deallocate the buffer */
+  inline void Destroy(void) {
+    // wait until the signal is consumed
+    this->destroy_signal = true;
+    loading_need.Post();
+    loader_thread.Join();
+    loading_need.Destroy();
+    loading_end.Destroy();    
+    for (size_t i = 0; i < bufA.size(); ++i) {
+      factory.FreeSpace(bufA[i]);
+    }
+    for (size_t i = 0; i < bufB.size(); ++i) {
+      factory.FreeSpace(bufB[i]);
+    }
+    bufA.clear(); bufB.clear();
+    factory.Destroy();
+    this->init_end = false;
+  }  
+  /*!
+   * \brief get the next element needed in buffer
+   * \param elem element to store into
+   * \return whether reaches end of data
+   */
+  inline bool Next(Elem &elem) {
+    // end of buffer try to switch
+    if (buf_index == buf_size) {
+      this->SwitchBuffer();
+      buf_index = 0;
+    }
+    if (buf_index >= (current_buf ? endA : endB)) { 
+      return false;
+    }
+    std::vector<Elem> &buf = current_buf ? bufA : bufB;
+    elem = buf[buf_index];
+    ++buf_index;
+    return true;
+  }      
+  /*!
+   * \brief get the factory object
+   */
+  inline ElemFactory &get_factory(void) {
+    return factory;
+  }
+  // size of buffer
+  int  buf_size;
+ private:
+  // factory object used to load configures
+  ElemFactory factory;
+  // index in current buffer
+  int buf_index;
+  // indicate which one is current buffer
+  int current_buf;
+  // max limit of visit, also marks termination
+  int endA, endB;
+  // double buffer, one is accessed by loader
+  // the other is accessed by consumer
+  // buffer of the data
+  std::vector<Elem> bufA, bufB;
+  // initialization end
+  bool init_end;
+  // singal whether the data is loaded
+  bool data_loaded;
+  // signal to kill the thread
+  bool destroy_signal;
+  // thread object
+  Thread loader_thread;
+  // signal of the buffer
+  Semaphore loading_end, loading_need;
+  /*!
+   * \brief slave thread
+   * this implementation is like producer-consumer style
+   */
+  inline void RunLoader(void) {
+    while(!destroy_signal) {
+      // sleep until loading is needed
+      loading_need.Wait();      
+      std::vector<Elem> &buf = current_buf ? bufB : bufA;
+      int i;
+      for (i = 0; i < buf_size ; ++i) {
+        if (!factory.LoadNext(buf[i])) {
+          int &end = current_buf ? endB : endA;
+          end = i; // marks the termination
+          break;
+        }
+      }
+      // signal that loading is done
+      data_loaded = true;
+      loading_end.Post();
+    }
+  }
+  /*!\brief entry point of loader thread */
+  inline static XGBOOST_THREAD_PREFIX LoaderEntry(void *pthread) {
+    static_cast< ThreadBuffer<Elem,ElemFactory>* >(pthread)->RunLoader();
+    ThreadExit(NULL);
+    return NULL;
+  }
+  /*!\brief start loader thread */
+  inline void StartLoader(void) {
+    destroy_signal = false;
+    // set param
+    current_buf = 1;    
+    loading_need.Init(1);
+    loading_end .Init(0);
+    // reset terminate limit
+    endA = endB = buf_size;
+    loader_thread.Start(LoaderEntry, this);
+    // wait until first part of data is loaded
+    loading_end.Wait();
+    // set current buf to right value
+    current_buf = 0;
+    // wake loader for next part
+    data_loaded = false;
+    loading_need.Post();    
+    buf_index = 0; 
+  }
+  /*!\brief switch double buffer */
+  inline void SwitchBuffer(void) {
+    loading_end.Wait();
+    // loader shall be sleep now, critcal zone!
+    current_buf = !current_buf;
+    // wake up loader
+    data_loaded = false;
+    loading_need.Post();
+  }
+};
+}  // namespace utils
+}  // namespace xgboost
+#endif

wrapper/xgboost.py

@@ -3,10 +3,11 @@
 import ctypes
 import os
 # optinally have scipy sparse, though not necessary
-import numpy
+import numpy as np
 import sys
 import numpy.ctypeslib
 import scipy.sparse as scp
+import random
 
 # set this line correctly
 if os.name == 'nt':
@@ -32,16 +33,28 @@ xglib.XGBoosterDumpModel.restype = ctypes.POINTER(ctypes.c_char_p)
 
 
 def ctypes2numpy(cptr, length, dtype):
-    # convert a ctypes pointer array to numpy
+    """convert a ctypes pointer array to numpy array """
     assert isinstance(cptr, ctypes.POINTER(ctypes.c_float))
     res = numpy.zeros(length, dtype=dtype)
     assert ctypes.memmove(res.ctypes.data, cptr, length * res.strides[0])
     return res
 
-# data matrix used in xgboost
 class DMatrix:
+    """data matrix used in xgboost"""
     # constructor
     def __init__(self, data, label=None, missing=0.0, weight = None):
+        """ constructor of DMatrix
+
+            Args:
+                data: string/numpy array/scipy.sparse
+                      data source, string type is the path of svmlight format txt file or xgb buffer
+                label: list or numpy 1d array, optional
+                       label of training data
+                missing: float
+                         value in data which need to be present as missing value
+                weight: list or numpy 1d array, optional
+                        weight for each instances                        
+        """
         # force into void_p, mac need to pass things in as void_p
         if data == None:
             self.handle = None
@@ -63,22 +76,25 @@ class DMatrix:
             self.set_label(label)
         if weight !=None:
             self.set_weight(weight)
-    # convert data from csr matrix
+
     def __init_from_csr(self, csr):
+        """convert data from csr matrix"""
         assert len(csr.indices) == len(csr.data)
         self.handle = ctypes.c_void_p(xglib.XGDMatrixCreateFromCSR(
             (ctypes.c_ulong  * len(csr.indptr))(*csr.indptr),
             (ctypes.c_uint  * len(csr.indices))(*csr.indices),
             (ctypes.c_float * len(csr.data))(*csr.data),
             len(csr.indptr), len(csr.data)))
-    # convert data from numpy matrix
+
     def __init_from_npy2d(self,mat,missing):
+        """convert data from numpy matrix"""
         data = numpy.array(mat.reshape(mat.size), dtype='float32')
         self.handle = ctypes.c_void_p(xglib.XGDMatrixCreateFromMat(
             data.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
             mat.shape[0], mat.shape[1], ctypes.c_float(missing)))
-    # destructor
+
     def __del__(self):
+        """destructor"""
         xglib.XGDMatrixFree(self.handle)
     def get_float_info(self, field):
         length = ctypes.c_ulong()
@@ -96,16 +112,39 @@ class DMatrix:
     def set_uint_info(self, field, data):
         xglib.XGDMatrixSetUIntInfo(self.handle, ctypes.c_char_p(field.encode('utf-8')),
                                    (ctypes.c_uint*len(data))(*data), len(data))
-    # load data from file
+
     def save_binary(self, fname, silent=True):
+        """save DMatrix to XGBoost buffer
+            Args:
+                fname: string
+                       name of buffer file
+                slient: bool, option
+                       whether print info
+           Returns:
+                None
+        """
         xglib.XGDMatrixSaveBinary(self.handle, ctypes.c_char_p(fname.encode('utf-8')), int(silent))
-    # set label of dmatrix
+
     def set_label(self, label):
+        """set label of dmatrix
+            Args:
+                label: list
+                       label for DMatrix
+            Returns:
+                None
+        """
         self.set_float_info('label', label)
-    # set weight of each instances
+
     def set_weight(self, weight):
+        """set weight of each instances
+            Args:
+                weight: float
+                        weight for positive instance
+            Returns:
+                None
+        """
         self.set_float_info('weight', weight)
-    # set initialized margin prediction
+
     def set_base_margin(self, margin):
         """
         set base margin of booster to start from
@@ -116,31 +155,143 @@ class DMatrix:
         see also example/demo.py
         """
         self.set_float_info('base_margin', margin)
-    # set group size of dmatrix, used for rank
+
     def set_group(self, group):
+        """set group size of dmatrix, used for rank
+            Args:
+                group:
+
+            Returns:
+                None
+        """
         xglib.XGDMatrixSetGroup(self.handle, (ctypes.c_uint*len(group))(*group), len(group))
-    # get label from dmatrix
+
     def get_label(self):
+        """get label from dmatrix
+            Args:
+                None
+            Returns:
+                list, label of data
+        """
         return self.get_float_info('label')
-    # get weight from dmatrix
+
     def get_weight(self):
+        """get weight from dmatrix
+            Args:
+                None
+            Returns:
+                float, weight
+        """
         return self.get_float_info('weight')
-    # get base_margin from dmatrix
     def get_base_margin(self):
+        """get base_margin from dmatrix
+            Args:
+                None
+            Returns:
+                float, base margin
+        """
         return self.get_float_info('base_margin')
     def num_row(self):
+        """get number of rows
+            Args:
+                None
+            Returns:
+                int, num rows
+        """
         return xglib.XGDMatrixNumRow(self.handle)
-    # slice the DMatrix to return a new DMatrix that only contains rindex
     def slice(self, rindex):
+        """slice the DMatrix to return a new DMatrix that only contains rindex
+            Args:
+                rindex: list
+                        list of index to be chosen
+            Returns:
+                res: DMatrix
+                     new DMatrix with chosen index
+        """
         res = DMatrix(None)
         res.handle = ctypes.c_void_p(xglib.XGDMatrixSliceDMatrix(
             self.handle, (ctypes.c_int*len(rindex))(*rindex), len(rindex)))
         return res
 
+class CVPack:
+    def __init__(self, dtrain, dtest, param):
+        self.dtrain = dtrain
+        self.dtest = dtest
+        self.watchlist = watchlist = [ (dtrain,'train'), (dtest, 'test') ]
+        self.bst = Booster(param, [dtrain,dtest])
+    def update(self,r):
+        self.bst.update(self.dtrain, r)
+    def eval(self,r):
+        return self.bst.eval_set(self.watchlist, r)
+
+def mknfold(dall, nfold, param, seed, weightscale=None):
+    """
+    mk nfold list of cvpack from randidx
+    """
+    randidx = range(dall.num_row())
+    random.seed(seed)
+    random.shuffle(randidx)
+
+    idxset = []
+    kstep = len(randidx) / nfold
+    for i in range(nfold):
+        idxset.append(randidx[ (i*kstep) : min(len(randidx),(i+1)*kstep) ])
+
+    ret = []
+    for k in range(nfold):
+        trainlst = []
+        for j in range(nfold):
+            if j == k:
+                testlst = idxset[j]
+            else:
+                trainlst += idxset[j]
+        dtrain = dall.slice(trainlst)
+        dtest = dall.slice(testlst)
+        # rescale weight of dtrain and dtest
+        if weightscale != None:
+            dtrain.set_weight( dtrain.get_weight() * weightscale * dall.num_row() / dtrain.num_row() )
+            dtest.set_weight( dtest.get_weight() * weightscale * dall.num_row() / dtest.num_row() )
+
+        ret.append(CVPack(dtrain, dtest, param))
+    return ret
+
+def aggcv(rlist):
+    """
+    aggregate cross validation results
+    """
+    cvmap = {}
+    arr = rlist[0].split()
+    ret = arr[0]
+    for it in arr[1:]:
+        k, v  = it.split(':')
+        cvmap[k] = [float(v)]
+    for line in rlist[1:]:
+        arr = line.split()
+        assert ret == arr[0]
+        for it in arr[1:]:
+            k, v  = it.split(':')
+            cvmap[k].append(float(v))
+
+    for k, v in sorted(cvmap.items(), key = lambda x:x[0]):
+        v = np.array(v)
+        ret += '\t%s:%f+%f' % (k, np.mean(v), np.std(v))
+    return ret
+
+
 class Booster:
     """learner class """
     def __init__(self, params={}, cache=[], model_file = None):
-        """ constructor, param: """
+        """ constructor
+            Args:
+                params: dict
+                        params for boosters
+                cache: list
+                        list of cache item
+                model_file: string
+                        path of model file
+            Returns:
+                None
+        """
         for d in cache:
             assert isinstance(d, DMatrix)
         dmats = (ctypes.c_void_p  * len(cache))(*[ d.handle for d in cache])
@@ -166,16 +317,30 @@ class Booster:
                 xglib.XGBoosterSetParam(
                     self.handle, ctypes.c_char_p(k.encode('utf-8')),
                     ctypes.c_char_p(str(v).encode('utf-8')))
+
     def update(self, dtrain, it):
         """
         update
-          dtrain: the training DMatrix
+            Args:
-          it: current iteration number
+                dtrain: DMatrix
+                        the training DMatrix
+                it: int
+                    current iteration number
+            Returns:
+                None
         """
         assert isinstance(dtrain, DMatrix)
         xglib.XGBoosterUpdateOneIter(self.handle, it, dtrain.handle)
     def boost(self, dtrain, grad, hess):
-        """ update """
+        """ update
+            Args:
+                dtrain: DMatrix
+                        the training DMatrix
+                grad: list
+                        the first order of gradient
+                hess: list
+                        the second order of gradient
+        """
         assert len(grad) == len(hess)
         assert isinstance(dtrain, DMatrix)
         xglib.XGBoosterBoostOneIter(self.handle, dtrain.handle,
@@ -183,6 +348,14 @@ class Booster:
                                     (ctypes.c_float*len(hess))(*hess),
                                     len(grad))
     def eval_set(self, evals, it = 0):
+        """evaluates by metric
+            Args:
+                evals: list of tuple (DMatrix, string)
+                       lists of items to be evaluated
+                it: int
+            Returns:
+                evals result
+        """
         for d in evals:
             assert isinstance(d[0], DMatrix)
             assert isinstance(d[1], str)
@@ -195,21 +368,46 @@ class Booster:
     def predict(self, data, output_margin=False):
         """
         predict with data
-            data: the dmatrix storing the input
+            Args:
-            output_margin: whether output raw margin value that is untransformed
+                data: DMatrix
+                      the dmatrix storing the input
+                output_margin: bool
+                               whether output raw margin value that is untransformed
+            Returns:
+                numpy array of prediction
         """
         length = ctypes.c_ulong()
         preds = xglib.XGBoosterPredict(self.handle, data.handle,
                                        int(output_margin), ctypes.byref(length))
         return ctypes2numpy(preds, length.value, 'float32')
     def save_model(self, fname):
-        """ save model to file """
+        """ save model to file
+            Args:
+                fname: string
+                       file name of saving model
+            Returns:
+                None
+        """
         xglib.XGBoosterSaveModel(self.handle, ctypes.c_char_p(fname.encode('utf-8')))
     def load_model(self, fname):
-        """load model from file"""
+        """load model from file
+            Args:
+                fname: string
+                       file name of saving model
+            Returns:
+                None
+        """
         xglib.XGBoosterLoadModel( self.handle, ctypes.c_char_p(fname.encode('utf-8')) )
     def dump_model(self, fo, fmap=''):
-        """dump model into text file"""
+        """dump model into text file
+            Args:
+                fo: string
+                    file name to be dumped
+                fmap: string, optional
+                      file name of feature map names
+            Returns:
+                None
+        """
         if isinstance(fo,str):
             fo = open(fo,'w')
             need_close = True
@@ -248,7 +446,17 @@ class Booster:
         return fmap
 
 def evaluate(bst, evals, it, feval = None):
-    """evaluation on eval set"""
+    """evaluation on eval set
+        Args:
+            bst: XGBoost object
+                 object of XGBoost model
+            evals: list of tuple (DMatrix, string)
+                obj need to be evaluated
+            it: int
+            feval: optional
+        Returns:
+            eval result
+    """
     if feval != None:
         res = '[%d]' % it
         for dm, evname in evals:
@@ -259,8 +467,22 @@ def evaluate(bst, evals, it, feval = None):
 
     return res
 
+
+
 def train(params, dtrain, num_boost_round = 10, evals = [], obj=None, feval=None):
-    """ train a booster with given paramaters """
+    """ train a booster with given paramaters
+        Args:
+            params: dict
+                    params of booster
+            dtrain: DMatrix
+                    data to be trained
+            num_boost_round: int
+                             num of round to be boosted
+            evals: list
+                   list of items to be evaluated
+            obj:
+            feval:
+    """
     bst = Booster(params, [dtrain]+[ d[0] for d in evals ] )
     if obj == None:
         for i in range(num_boost_round):
@@ -276,3 +498,27 @@ def train(params, dtrain, num_boost_round = 10, evals = [], obj=None, feval=None
             if len(evals) != 0:
                 sys.stderr.write(evaluate(bst, evals, i, feval)+'\n')
     return bst
+
+def cv(params, dtrain, num_boost_round = 10, nfold=3, evals = [], obj=None, feval=None):
+    """ cross validation  with given paramaters
+        Args:
+            params: dict
+                    params of booster
+            dtrain: DMatrix
+                    data to be trained
+            num_boost_round: int
+                             num of round to be boosted
+            nfold: int
+                   folds to do cv
+            evals: list
+                   list of items to be evaluated
+            obj:
+            feval:
+    """
+    plst = list(params.items())+[('eval_metric', itm) for itm in evals]
+    cvfolds = mknfold(dtrain, nfold, plst, 0)
+    for i in range(num_boost_round):
+        for f in cvfolds:
+            f.update(i)
+        res = aggcv([f.eval(i) for f in cvfolds])
+        sys.stderr.write(res+'\n')