Merge branch 'unity'

Conflicts:
	src/utils/io.h
	wrapper/xgboost.py

src/utils/io.h

@@ -88,12 +88,21 @@ class IStream {
   }
 };
 
-/*! \brief implementation of file i/o stream */
-class FileStream : public IStream {
- private:
-  std::FILE *fp;
+/*! \brief interface of i/o stream that support seek */
+class ISeekStream: public IStream {
  public:
-  explicit FileStream(std::FILE *fp) : fp(fp) {
+  /*! \brief seek to certain position of the file */
+  virtual void Seek(long pos) = 0;
+  /*! \brief tell the position of the stream */
+  virtual long Tell(void) = 0;
+};
+
+/*! \brief implementation of file i/o stream */
+class FileStream : public ISeekStream {
+ public:
+  explicit FileStream(FILE *fp) : fp(fp) {}
+  explicit FileStream(void) {
+    this->fp = NULL;
   }
   virtual size_t Read(void *ptr, size_t size) {
     return std::fread(ptr, size, 1, fp);
@@ -101,14 +110,21 @@ class FileStream : public IStream {
   virtual void Write(const void *ptr, size_t size) {
     std::fwrite(ptr, size, 1, fp);
   }
-  inline void Seek(size_t pos) {
-    std::fseek(fp, 0, SEEK_SET);
+  virtual void Seek(long pos) {
+    std::fseek(fp, pos, SEEK_SET);
+  }
+  virtual long Tell(void) {
+    return std::ftell(fp);
   }
   inline void Close(void) {
-    std::fclose(fp);
+    if (fp != NULL){
+      std::fclose(fp); fp = NULL;
+    }
   }
-};
 
+ private:
+  FILE *fp;
+};
 }  // namespace utils
 }  // namespace xgboost
 #endif

src/utils/matrix_csr.h

@@ -6,8 +6,11 @@
  * \author Tianqi Chen
  */
 #include <vector>
+#include <utility>
 #include <algorithm>
+#include "./io.h"
 #include "./utils.h"
+#include "./omp.h"
 
 namespace xgboost {
 namespace utils {
@@ -118,6 +121,142 @@ struct SparseCSRMBuilder {
   }
 };
 
+/*!
+ * \brief a class used to help construct CSR format matrix file
+ * \tparam IndexType type of index used to store the index position
+ * \tparam SizeType type of size used in row pointer
+ */
+template<typename IndexType, typename SizeType = size_t>
+struct SparseCSRFileBuilder {
+ public:
+  explicit SparseCSRFileBuilder(utils::ISeekStream *fo, size_t buffer_size) 
+      : fo(fo), buffer_size(buffer_size) {
+  }
+  /*!
+   * \brief step 1: initialize the number of rows in the data, not necessary exact
+   * \nrows number of rows in the matrix, can be smaller than expected
+   */
+  inline void InitBudget(size_t nrows = 0) {
+    rptr.clear();
+    rptr.resize(nrows + 1, 0);
+  }
+  /*!
+   * \brief step 2: add budget to each rows
+   * \param row_id the id of the row
+   * \param nelem  number of element budget add to this row
+   */
+  inline void AddBudget(size_t row_id, SizeType nelem = 1) {
+    if (rptr.size() < row_id + 2) {
+      rptr.resize(row_id + 2, 0);
+    }
+    rptr[row_id + 1] += nelem;
+  }
+  /*! \brief step 3: initialize the necessary storage */
+  inline void InitStorage(void) {
+    SizeType nelem = 0;
+    for (size_t i = 1; i < rptr.size(); i++) {
+      nelem += rptr[i];
+      rptr[i] = nelem;
+    }
+    begin_data = static_cast<SizeType>(fo->Tell()) + sizeof(SizeType);
+    SizeType begin_meta = begin_data + nelem * sizeof(IndexType);
+    fo->Write(&begin_meta, sizeof(begin_meta));
+    fo->Seek(begin_meta);
+    fo->Write(rptr);
+    // setup buffer space
+    buffer_rptr.resize(rptr.size());
+    buffer_temp.reserve(buffer_size);
+    buffer_data.resize(buffer_size);
+    saved_offset = rptr;
+    saved_offset.resize(rptr.size() - 1);
+    this->ClearBuffer();
+  }
+  /*! \brief step 4: push element into buffer */
+  inline void PushElem(SizeType row_id, IndexType col_id) {
+    if (buffer_temp.size() == buffer_size) {
+      this->WriteBuffer();
+      this->ClearBuffer();
+    }
+    buffer_rptr[row_id + 1] += 1;
+    buffer_temp.push_back(std::make_pair(row_id, col_id));
+  }
+  /*! \brief finalize the construction */
+  inline void Finalize(void) {
+    this->WriteBuffer();
+    for (size_t i = 0; i < saved_offset.size(); ++i) {
+      utils::Assert(saved_offset[i] == rptr[i+1], "some block not write out");
+    }
+  }
+  /*! \brief content must be in wb+ */
+  template<typename Comparator>
+  inline void SortRows(Comparator comp, size_t step) {
+    for (size_t i = 0; i < rptr.size() - 1; i += step) {
+      bst_omp_uint begin = static_cast<bst_omp_uint>(i);
+      bst_omp_uint end = static_cast<bst_omp_uint>(std::min(rptr.size() - 1, i + step));
+      if (rptr[end] != rptr[begin]) {
+        fo->Seek(begin_data + rptr[begin] * sizeof(IndexType));
+        buffer_data.resize(rptr[end] - rptr[begin]);
+        fo->Read(BeginPtr(buffer_data), (rptr[end] - rptr[begin]) * sizeof(IndexType));
+        // do parallel sorting
+        #pragma omp parallel for schedule(static)
+        for (bst_omp_uint j = begin; j < end; ++j) {
+          std::sort(&buffer_data[0] + rptr[j] - rptr[begin],
+                    &buffer_data[0] + rptr[j+1] - rptr[begin],
+                    comp);
+        }
+        fo->Seek(begin_data + rptr[begin] * sizeof(IndexType));
+        fo->Write(BeginPtr(buffer_data), (rptr[end] - rptr[begin]) * sizeof(IndexType));
+      }
+    }
+    printf("CSV::begin_dat=%lu\n", begin_data);
+  }
+ protected:
+  inline void WriteBuffer(void) {
+    SizeType start = 0;
+    for (size_t i = 1; i < buffer_rptr.size(); ++i) {
+      size_t rlen = buffer_rptr[i];
+      buffer_rptr[i] = start;
+      start += rlen;
+    }
+    for (size_t i = 0; i < buffer_temp.size(); ++i) {
+      SizeType &rp = buffer_rptr[buffer_temp[i].first + 1];
+      buffer_data[rp++] = buffer_temp[i].second;
+    }
+    // write out
+    for (size_t i = 0; i < buffer_rptr.size() - 1; ++i) {
+      size_t nelem = buffer_rptr[i+1] - buffer_rptr[i];
+      if (nelem != 0) {
+        utils::Assert(saved_offset[i] + nelem <= rptr[i+1], "data exceed bound");
+        fo->Seek(saved_offset[i] * sizeof(IndexType) + begin_data);
+        fo->Write(&buffer_data[0] + buffer_rptr[i], nelem * sizeof(IndexType));
+        saved_offset[i] += nelem;
+      }
+    }
+  }
+  inline void ClearBuffer(void) {
+    buffer_temp.clear();
+    std::fill(buffer_rptr.begin(), buffer_rptr.end(), 0);
+  }
+ private:
+  /*! \brief output file pointer the data */
+  utils::ISeekStream *fo;
+  /*! \brief pointer to each of the row */
+  std::vector<SizeType> rptr;
+  /*! \brief saved top space of each item */
+  std::vector<SizeType> saved_offset;
+  /*! \brief beginning position of data */
+  size_t begin_data;
+  // ----- the following are buffer space
+  /*! \brief maximum size of content buffer*/
+  size_t buffer_size;
+  /*! \brief store the data content */
+  std::vector< std::pair<SizeType, IndexType> > buffer_temp;
+  /*! \brief saved top space of each item */
+  std::vector<SizeType> buffer_rptr;
+  /*! \brief saved top space of each item */
+  std::vector<IndexType> buffer_data;
+};
+
 }  // namespace utils
 }  // namespace xgboost
 #endif

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 +1,203 @@
+#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;
+  }
+  inline const ElemFactory &get_factory(void) const{
+    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