Hendrik/xgboost
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

fix multiclass

Browse Source
This commit is contained in:
tqchen 2014-08-22 14:29:32 -07:00
parent 1fd6ff817f
commit 58d74861b9
2 changed files with 26 additions and 20 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

44
src/learner/objective-inl.hpp
View File

@ -105,19 +105,22 @@ class RegLossObj : public IObjFunction{
scale_pos_weight = static_cast<float>(atof(val));
}
}
virtual void GetGradient(const std::vector<float>& preds,
virtual void GetGradient(const std::vector<float> &preds,
const MetaInfo &info,
int iter,
std::vector<bst_gpair> *out_gpair) {
utils::Check(preds.size() == info.labels.size(),
utils::Check(info.labels.size() != 0, "label set cannot be empty");
utils::Check(preds.size() % info.labels.size() == 0,
"labels are not correctly provided");
std::vector<bst_gpair> &gpair = *out_gpair;
gpair.resize(preds.size());
// start calculating gradient
const unsigned nstep = static_cast<unsigned>(info.labels.size());
const unsigned ndata = static_cast<unsigned>(preds.size());
#pragma omp parallel for schedule(static)
for (unsigned j = 0; j < ndata; ++j) {
float p = loss.PredTransform(preds[j]);
for (unsigned i = 0; i < ndata; ++i) {
const unsigned j = i % nstep;
float p = loss.PredTransform(preds[i]);
float w = info.GetWeight(j);
if (info.labels[j] == 1.0f) w *= scale_pos_weight;
gpair[j] = bst_gpair(loss.FirstOrderGradient(p, info.labels[j]) * w,
@ -155,25 +158,28 @@ class SoftmaxMultiClassObj : public IObjFunction {
virtual void SetParam(const char *name, const char *val) {
if (!strcmp( "num_class", name )) nclass = atoi(val);
}
virtual void GetGradient(const std::vector<float>& preds,
virtual void GetGradient(const std::vector<float> &preds,
const MetaInfo &info,
int iter,
std::vector<bst_gpair> *out_gpair) {
utils::Check(nclass != 0, "must set num_class to use softmax");
utils::Check(preds.size() == static_cast<size_t>(nclass) * info.labels.size(),
utils::Check(info.labels.size() != 0, "label set cannot be empty");
utils::Check(preds.size() % (static_cast<size_t>(nclass) * info.labels.size()) == 0,
"SoftmaxMultiClassObj: label size and pred size does not match");
std::vector<bst_gpair> &gpair = *out_gpair;
gpair.resize(preds.size());
const unsigned ndata = static_cast<unsigned>(info.labels.size());
const unsigned nstep = static_cast<unsigned>(info.labels.size() * nclass);
const unsigned ndata = static_cast<unsigned>(preds.size() / nclass);
#pragma omp parallel
{
std::vector<float> rec(nclass);
#pragma omp for schedule(static)
for (unsigned j = 0; j < ndata; ++j) {
for (unsigned i = 0; i < ndata; ++i) {
for (int k = 0; k < nclass; ++k) {
rec[k] = preds[j * nclass + k];
rec[k] = preds[i * nclass + k];
}
Softmax(&rec);
const unsigned j = i % nstep;
int label = static_cast<int>(info.labels[j]);
utils::Check(label < nclass, "SoftmaxMultiClassObj: label exceed num_class");
const float wt = info.GetWeight(j);
@ -181,9 +187,9 @@ class SoftmaxMultiClassObj : public IObjFunction {
float p = rec[k];
const float h = 2.0f * p * (1.0f - p) * wt;
if (label == k) {
gpair[j * nclass + k] = bst_gpair((p - 1.0f) * wt, h);
gpair[i * nclass + k] = bst_gpair((p - 1.0f) * wt, h);
} else {
gpair[j * nclass + k] = bst_gpair(p* wt, h);
gpair[i * nclass + k] = bst_gpair(p* wt, h);
}
}
}
@ -203,7 +209,9 @@ class SoftmaxMultiClassObj : public IObjFunction {
inline void Transform(std::vector<float> *io_preds, int prob) {
utils::Check(nclass != 0, "must set num_class to use softmax");
std::vector<float> &preds = *io_preds;
std::vector<float> tmp;
const unsigned ndata = static_cast<unsigned>(preds.size()/nclass);
if (prob == 0) tmp.resize(ndata);
#pragma omp parallel
{
std::vector<float> rec(nclass);
@ -213,7 +221,7 @@ class SoftmaxMultiClassObj : public IObjFunction {
rec[k] = preds[j * nclass + k];
}
if (prob == 0) {
preds[j] = FindMaxIndex(rec);
tmp[j] = FindMaxIndex(rec);
} else {
Softmax(&rec);
for (int k = 0; k < nclass; ++k) {
@ -222,9 +230,7 @@ class SoftmaxMultiClassObj : public IObjFunction {
}
}
}
if (prob == 0) {
preds.resize(ndata);
}
if (prob == 0) preds = tmp;
}
// data field
int nclass;
@ -245,17 +251,17 @@ class LambdaRankObj : public IObjFunction {
if (!strcmp( "fix_list_weight", name)) fix_list_weight = static_cast<float>(atof(val));
if (!strcmp( "num_pairsample", name)) num_pairsample = atoi(val);
}
virtual void GetGradient(const std::vector<float>& preds,
virtual void GetGradient(const std::vector<float> &preds,
const MetaInfo &info,
int iter,
std::vector<bst_gpair> *out_gpair) {
utils::Assert(preds.size() == info.labels.size(), "label size predict size not match");
utils::Check(preds.size() == info.labels.size(), "label size predict size not match");
std::vector<bst_gpair> &gpair = *out_gpair;
gpair.resize(preds.size());
// quick consistency when group is not available
std::vector<unsigned> tgptr(2, 0); tgptr[1] = preds.size();
std::vector<unsigned> tgptr(2, 0); tgptr[1] = info.labels.size();
const std::vector<unsigned> &gptr = info.group_ptr.size() == 0 ? tgptr : info.group_ptr;
utils::Check(gptr.size() != 0 && gptr.back() == preds.size(),
utils::Check(gptr.size() != 0 && gptr.back() == info.labels.size(),
"group structure not consistent with #rows");
const unsigned ngroup = static_cast<unsigned>(gptr.size() - 1);
#pragma omp parallel

2
src/learner/objective.h
View File

@ -27,7 +27,7 @@ class IObjFunction{
* \param iter current iteration number
* \param out_gpair output of get gradient, saves gradient and second order gradient in
*/
virtual void GetGradient(const std::vector<float>& preds,
virtual void GetGradient(const std::vector<float> &preds,
const MetaInfo &info,
int iter,
std::vector<bst_gpair> *out_gpair) = 0;