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fix fmap

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This commit is contained in:
tqchen 2014-03-03 11:05:10 -08:00
parent 074a861e7b
commit 623e003923
11 changed files with 172 additions and 34 deletions
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1
booster/tree/xgboost_col_treemaker.hpp
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@ -155,6 +155,7 @@ namespace xgboost{
for( int nid = 0; nid < tree.param.num_nodes; ++ nid ){
tree.stat( nid ).leaf_child_cnt = 0;
tree.stat( nid ).loss_chg = snode[ nid ].best.loss_chg;
tree.stat( nid ).sum_hess = static_cast<float>( snode[ nid ].sum_hess );
}
for( int nid = 0; nid < tree.param.num_nodes; ++ nid ){
if( tree[ nid ].is_leaf() ) this->TryPruneLeaf( nid, tree.GetDepth(nid) );

8
booster/tree/xgboost_svdf_tree.hpp
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@ -154,18 +154,20 @@ namespace xgboost{
if( compute ){
sum_grad += grad[ ridx ];
sum_hess += hess[ ridx ];
}
}
}
tree.stat( tsk.nid ).sum_hess = static_cast<float>( sum_hess );
tree[ tsk.nid ].set_leaf( param.learning_rate * param.CalcWeight( sum_grad, sum_hess, tsk.parent_base_weight ) );
this->try_prune_leaf( tsk.nid, tree.GetDepth( tsk.nid ) );
}
private:
// make split for current task, re-arrange positions in idset
inline void make_split( Task tsk, const SCEntry *entry, int num, float loss_chg, double base_weight ){
inline void make_split( Task tsk, const SCEntry *entry, int num, float loss_chg, double sum_hess, double base_weight ){
// before split, first prepare statistics
RegTree::NodeStat &s = tree.stat( tsk.nid );
s.loss_chg = loss_chg;
s.leaf_child_cnt = 0;
s.sum_hess = static_cast<float>( sum_hess );
s.base_weight = static_cast<float>( base_weight );
// add childs to current node
@ -345,7 +347,7 @@ namespace xgboost{
// add splits
tree[ tsk.nid ].set_split( e.split_index(), e.split_value, e.default_left() );
// re-arrange idset, push tasks
this->make_split( tsk, &entry[ e.start ], e.len, e.loss_chg, base_weight );
this->make_split( tsk, &entry[ e.start ], e.len, e.loss_chg, rsum_hess, base_weight );
}else{
// make leaf if we didn't meet requirement
this->make_leaf( tsk, rsum_grad, rsum_hess, false );

9
booster/tree/xgboost_tree.hpp
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@ -105,8 +105,8 @@ namespace xgboost{
int pid = this->GetLeafIndex( feat, funknown, gid );
return tree[ pid ].leaf_value();
}
virtual void DumpModel( FILE *fo ){
tree.DumpModel( fo );
virtual void DumpModel( FILE *fo, const utils::FeatMap &fmap, bool with_stats ){
tree.DumpModel( fo, fmap, with_stats );
}
private:
template<typename FMatrix>
@ -171,9 +171,8 @@ namespace xgboost{
inline int GetNext( int pid, float fvalue, bool is_unknown ){
float split_value = tree[ pid ].split_cond();
if( is_unknown ){
if( tree[ pid ].default_left() ) return tree[ pid ].cleft();
else return tree[ pid ].cright();
if( is_unknown ){
return tree[ pid ].cdefault();
}else{
if( fvalue < split_value ) return tree[ pid ].cleft();
else return tree[ pid ].cright();

70
booster/tree/xgboost_tree_model.h
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@ -89,6 +89,10 @@ namespace xgboost{
inline int cright( void ) const{
return this->cright_;
}
/*! \brief index of default child when feature is missing */
inline int cdefault( void ) const{
return this->default_left() ? this->cleft() : this->cright();
}
/*! \brief feature index of split condition */
inline unsigned split_index( void ) const{
return sindex_ & ( (1U<<31) - 1U );
@ -228,9 +232,10 @@ namespace xgboost{
*/
inline void LoadModel( utils::IStream &fi ){
utils::Assert( fi.Read( &param, sizeof(Param) ) > 0, "TreeModel" );
nodes.resize( param.num_nodes );
nodes.resize( param.num_nodes ); stats.resize( param.num_nodes );
utils::Assert( fi.Read( &nodes[0], sizeof(Node) * nodes.size() ) > 0, "TreeModel::Node" );
utils::Assert( fi.Read( &stats[0], sizeof(NodeStat) * stats.size() ) > 0, "TreeModel::Node" );
deleted_nodes.resize( 0 );
for( int i = param.num_roots; i < param.num_nodes; i ++ ){
if( nodes[i].is_root() ) deleted_nodes.push_back( i );
@ -243,8 +248,10 @@ namespace xgboost{
*/
inline void SaveModel( utils::IStream &fo ) const{
utils::Assert( param.num_nodes == (int)nodes.size() );
utils::Assert( param.num_nodes == (int)stats.size() );
fo.Write( &param, sizeof(Param) );
fo.Write( &nodes[0], sizeof(Node) * nodes.size() );
fo.Write( &stats[0], sizeof(NodeStat) * nodes.size() );
}
/*!
* \brief add child nodes to node
@ -285,23 +292,50 @@ namespace xgboost{
return param.num_nodes - param.num_roots - param.num_deleted;
}
/*! \brief dump model to text file */
inline void DumpModel( FILE *fo ){
this->Dump( 0, fo, 0 );
inline void DumpModel( FILE *fo, const utils::FeatMap& fmap, bool with_stats ){
this->Dump( 0, fo, fmap, 0, with_stats );
}
private:
void Dump( int nid, FILE *fo, int depth ){
void Dump( int nid, FILE *fo, const utils::FeatMap& fmap, int depth, bool with_stats ){
for( int i = 0; i < depth; ++ i ){
fprintf( fo, "\t" );
}
if( nodes[ nid ].is_leaf() ){
fprintf( fo, "%d:leaf=%f\n", nid, nodes[ nid ].leaf_value() );
fprintf( fo, "%d:leaf=%f ", nid, nodes[ nid ].leaf_value() );
if( with_stats ){
stat( nid ).Print( fo, true );
}
fprintf( fo, "\n" );
}else{
// right then left,
TSplitCond cond = nodes[ nid ].split_cond();
fprintf( fo, "%d:[f%u<%f] yes=%d,no=%d\n", nid,
nodes[ nid ].split_index(), float(cond), nodes[ nid ].cleft(), nodes[ nid ].cright() );
this->Dump( nodes[ nid ].cleft(), fo, depth+1 );
this->Dump( nodes[ nid ].cright(), fo, depth+1 );
const unsigned split_index = nodes[ nid ].split_index();
if( split_index < fmap.size() ){
if( fmap.type(split_index) == utils::FeatMap::kIndicator ){
int nyes = nodes[ nid ].default_left()?nodes[nid].cright():nodes[nid].cleft();
fprintf( fo, "%d:[%s] yes=%d,no=%d",
nid, fmap.name( split_index ),
nyes, nodes[nid].cdefault() );
}else{
fprintf( fo, "%d:[%s<%f] yes=%d,no=%d,missing=%d",
nid, fmap.name(split_index), float(cond),
nodes[ nid ].cleft(), nodes[ nid ].cright(),
nodes[ nid ].cdefault() );
}
}else{
fprintf( fo, "%d:[f%u<%f] yes=%d,no=%d,missing=%d",
nid, split_index, float(cond),
nodes[ nid ].cleft(), nodes[ nid ].cright(),
nodes[ nid ].cdefault() );
}
if( with_stats ){
fprintf( fo, " ");
stat( nid ).Print( fo, false );
}
fprintf( fo, "\n" );
this->Dump( nodes[ nid ].cleft(), fo, fmap, depth+1, with_stats );
this->Dump( nodes[ nid ].cright(), fo, fmap, depth+1, with_stats );
}
}
};
@ -447,12 +481,22 @@ namespace xgboost{
namespace booster{
/*! \brief node statistics used in regression tree */
struct RTreeNodeStat{
// loss chg caused by current split
/*! \brief loss chg caused by current split */
float loss_chg;
// weight of current node
/*! \brief sum of hessian values, used to measure coverage of data */
float sum_hess;
/*! \brief weight of current node */
float base_weight;
// number of child that is leaf node known up to now
/*! \brief number of child that is leaf node known up to now */
int leaf_child_cnt;
/*! \brief print information of current stats to fo */
inline void Print( FILE *fo, bool is_leaf ) const{
if( !is_leaf ){
fprintf( fo, "gain=%f,cover=%f", loss_chg, sum_hess );
}else{
fprintf( fo, "cover=%f", sum_hess );
}
}
};
/*! \brief most comment structure of regression tree */
class RegTree: public TreeModel<bst_float,RTreeNodeStat>{

7
booster/xgboost.h
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@ -8,6 +8,7 @@
*/
#include <vector>
#include "../utils/xgboost_utils.h"
#include "../utils/xgboost_fmap.h"
#include "../utils/xgboost_stream.h"
#include "../utils/xgboost_config.h"
#include "xgboost_data.h"
@ -107,8 +108,10 @@ namespace xgboost{
/*!
* \brief dump model into text file
* \param fo output stream
*/
virtual void DumpModel( FILE *fo ){
* \param fmap feature map that may help give interpretations of feature
* \param with_stats whether print statistics
*/
virtual void DumpModel( FILE *fo, const utils::FeatMap& fmap, bool with_stats = false ){
utils::Error( "not implemented" );
}
public:

6
booster/xgboost_gbmbase.h
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@ -188,11 +188,13 @@ namespace xgboost{
/*!
* \brief DumpModel
* \param fo text file
* \param fmap feature map that may help give interpretations of feature
* \param with_stats whether print statistics
*/
inline void DumpModel( FILE *fo ){
inline void DumpModel( FILE *fo, const utils::FeatMap& fmap, bool with_stats ){
for( size_t i = 0; i < boosters.size(); i ++ ){
fprintf( fo, "booster[%d]\n", (int)i );
boosters[i]->DumpModel( fo );
boosters[i]->DumpModel( fo, fmap, with_stats );
}
}
/*!

4
demo/mushroom/mapfeat.py
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@ -25,11 +25,11 @@ def loadfmap( fname ):
def write_nmap( fo, nmap ):
for i in xrange( len(nmap) ):
fo.write('%d\t%s\n' % (i, nmap[i]) )
fo.write('%d\t%s\ti\n' % (i, nmap[i]) )
# start here
fmap, nmap = loadfmap( 'agaricus-lepiota.fmap' )
fo = open( 'featname.txt', 'w' )
fo = open( 'featmap.txt', 'w' )
write_nmap( fo, nmap )
fo.close()

8
demo/mushroom/runexp.sh
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@ -2,5 +2,9 @@
python mapfeat.py
python mknfold.py agaricus.txt 1
../../xgboost mushroom.conf
../../xgboost mushroom.conf task=dump model_in=0003.model
python maptree.py
# this is what dump will looklike without feature map
../../xgboost mushroom.conf task=dump model_in=0003.model name_dump=dump.raw.txt
# this is what dump will looklike with feature map
../../xgboost mushroom.conf task=dump model_in=0003.model fmap=featmap.txt name_dump=dump.nice.txt
cat dump.nice.txt

6
regression/xgboost_reg.h
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@ -116,9 +116,11 @@ namespace xgboost{
/*!
* \brief DumpModel
* \param fo text file
* \param fmap feature map that may help give interpretations of feature
* \param with_stats whether print statistics as well
*/
inline void DumpModel( FILE *fo ){
base_model.DumpModel( fo );
inline void DumpModel( FILE *fo, const utils::FeatMap& fmap, bool with_stats ){
base_model.DumpModel( fo, fmap, with_stats );
}
/*!
* \brief Dump path of all trees

19
regression/xgboost_reg_main.cpp
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@ -5,6 +5,7 @@
#include <string>
#include <cstring>
#include "xgboost_reg.h"
#include "../utils/xgboost_fmap.h"
#include "../utils/xgboost_random.h"
#include "../utils/xgboost_config.h"
@ -60,6 +61,10 @@ namespace xgboost{
if( !strcmp("test:data", name ) ) test_path = val;
if( !strcmp("model_in", name ) ) model_in = val;
if( !strcmp("model_dir", name ) ) model_dir_path = val;
if( !strcmp("fmap", name ) ) name_fmap = val;
if( !strcmp("name_dump", name ) ) name_dump = val;
if( !strcmp("name_pred", name ) ) name_pred = val;
if( !strcmp("dump_stats", name ) ) dump_model_stats = atoi( val );
if( !strncmp("eval[", name, 5 ) ) {
char evname[ 256 ];
utils::Assert( sscanf( name, "eval[%[^]]", evname ) == 1, "must specify evaluation name for display");
@ -75,8 +80,10 @@ namespace xgboost{
use_buffer = 1;
num_round = 10;
save_period = 0;
dump_model_stats = 0;
task = "train";
model_in = "NULL";
name_fmap = "NULL";
name_pred = "pred.txt";
name_dump = "dump.txt";
name_dumppath = "dump.path.txt";
@ -89,7 +96,8 @@ namespace xgboost{
}
private:
inline void InitData( void ){
if( task == "dump") return;
if( name_fmap != "NULL" ) fmap.LoadText( name_fmap.c_str() );
if( task == "dump" ) return;
if( task == "test" || task == "dumppath" ){
data.CacheLoad( test_path.c_str(), silent!=0, use_buffer!=0 );
}else{
@ -142,7 +150,7 @@ namespace xgboost{
inline void TaskDump( void ){
FILE *fo = utils::FopenCheck( name_dump.c_str(), "w" );
learner.DumpModel( fo );
learner.DumpModel( fo, fmap, dump_model_stats != 0 );
fclose( fo );
}
inline void TaskDumpPath( void ){
@ -187,6 +195,10 @@ namespace xgboost{
std::string task;
/* \brief name of predict file */
std::string name_pred;
/* \brief whether dump statistics along with model */
int dump_model_stats;
/* \brief name of feature map */
std::string name_fmap;
/* \brief name of dump file */
std::string name_dump;
/* \brief name of dump path file */
@ -194,12 +206,13 @@ namespace xgboost{
/* \brief the paths of validation data sets */
std::vector<std::string> eval_data_paths;
/* \brief the names of the evaluation data used in output log */
std::vector<std::string> eval_data_names;
std::vector<std::string> eval_data_names;
/*! \brief saves configurations */
utils::ConfigSaver cfg;
private:
DMatrix data;
std::vector<DMatrix*> deval;
utils::FeatMap fmap;
RegBoostLearner learner;
};
};

68
utils/xgboost_fmap.h Normal file
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@ -0,0 +1,68 @@
#ifndef XGBOOST_FMAP_H
#define XGBOOST_FMAP_H
/*!
* \file xgboost_fmap.h
* \brief helper class that holds the feature names and interpretations
* \author Tianqi Chen: tianqi.tchen@gmail.com
*/
#include <vector>
#include <string>
#include <cstring>
#include "xgboost_utils.h"
namespace xgboost{
namespace utils{
/*! \brief helper class that holds the feature names and interpretations */
class FeatMap{
public:
enum Type{
kIndicator = 0,
kQuantitive = 1
};
public:
/*! \brief load feature map from text format */
inline void LoadText( const char *fname ){
FILE *fi = utils::FopenCheck( fname, "r" );
this->LoadText( fi );
fclose( fi );
}
/*! \brief load feature map from text format */
inline void LoadText( FILE *fi ){
int fid;
char fname[256], ftype[256];
while( fscanf( fi, "%d%s%s", &fid, fname, ftype ) == 3 ){
utils::Assert( fid == (int)names_.size(), "invalid fmap format" );
names_.push_back( std::string(fname) );
types_.push_back( GetType( ftype ) );
}
}
/*! \brief number of known features */
size_t size( void ) const{
return names_.size();
}
/*! \brief return name of specific feature */
const char* name( size_t idx ) const{
utils::Assert( idx < names_.size(), "utils::FMap::name feature index exceed bound" );
return names_[ idx ].c_str();
}
/*! \brief return type of specific feature */
const Type& type( size_t idx ) const{
utils::Assert( idx < names_.size(), "utils::FMap::name feature index exceed bound" );
return types_[ idx ];
}
private:
inline static Type GetType( const char *tname ){
if( !strcmp( "i", tname ) ) return kIndicator;
if( !strcmp( "q", tname ) ) return kQuantitive;
utils::Error("unknown feature type, use i for indicator and q for quantity");
return kIndicator;
}
private:
/*! \brief name of the feature */
std::vector<std::string> names_;
/*! \brief type of the feature */
std::vector<Type> types_;
};
}; // namespace utils
}; // namespace xgboost
#endif // XGBOOST_FMAP_H