This commit is contained in:
kalenhaha
2014-04-06 22:51:52 +08:00
parent ddb8a6982c
commit 6bc71df494
12 changed files with 1106 additions and 936 deletions

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#define _CRT_SECURE_NO_WARNINGS
#define _CRT_SECURE_NO_DEPRECATE
#include <ctime>
#include <string>
#include <cstring>
#include "xgboost_data_instance.h"
#include "xgboost_learner.h"
#include "../utils/xgboost_fmap.h"
#include "../utils/xgboost_random.h"
#include "../utils/xgboost_config.h"
namespace xgboost{
namespace base{
/*!
* \brief wrapping the training process of the gradient boosting model,
* given the configuation
* \author Kailong Chen: chenkl198812@gmail.com, Tianqi Chen: tianqi.chen@gmail.com
*/
class BoostTask{
public:
inline int Run(int argc, char *argv[]){
if (argc < 2){
printf("Usage: <config>\n");
return 0;
}
utils::ConfigIterator itr(argv[1]);
while (itr.Next()){
this->SetParam(itr.name(), itr.val());
}
for (int i = 2; i < argc; i++){
char name[256], val[256];
if (sscanf(argv[i], "%[^=]=%s", name, val) == 2){
this->SetParam(name, val);
}
}
this->InitData();
this->InitLearner();
if (task == "dump"){
this->TaskDump();
return 0;
}
if (task == "interact"){
this->TaskInteractive(); return 0;
}
if (task == "dumppath"){
this->TaskDumpPath(); return 0;
}
if (task == "eval"){
this->TaskEval(); return 0;
}
if (task == "pred"){
this->TaskPred();
}
else{
this->TaskTrain();
}
return 0;
}
enum learning_tasks{
REGRESSION = 0,
BINARY_CLASSIFICATION = 1,
RANKING = 2
};
/* \brief set learner
* \param learner the passed in learner
*/
inline void SetLearner(BoostLearner* learner){
learner_ = learner;
}
inline void SetParam(const char *name, const char *val){
if (!strcmp("learning_task", name)) learning_task = atoi(val);
if (!strcmp("silent", name)) silent = atoi(val);
if (!strcmp("use_buffer", name)) use_buffer = atoi(val);
if (!strcmp("seed", name)) random::Seed(atoi(val));
if (!strcmp("num_round", name)) num_round = atoi(val);
if (!strcmp("save_period", name)) save_period = atoi(val);
if (!strcmp("task", name)) task = val;
if (!strcmp("data", name)) train_path = val;
if (!strcmp("test:data", name)) test_path = val;
if (!strcmp("model_in", name)) model_in = val;
if (!strcmp("model_out", name)) model_out = 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_dumppath", name)) name_dumppath = val;
if (!strcmp("name_pred", name)) name_pred = val;
if (!strcmp("dump_stats", name)) dump_model_stats = atoi(val);
if (!strcmp("interact:action", name)) interact_action = val;
if (!strncmp("batch:", name, 6)){
cfg_batch.PushBack(name + 6, val);
}
if (!strncmp("eval[", name, 5)) {
char evname[256];
utils::Assert(sscanf(name, "eval[%[^]]", evname) == 1, "must specify evaluation name for display");
eval_data_names.push_back(std::string(evname));
eval_data_paths.push_back(std::string(val));
}
cfg.PushBack(name, val);
}
public:
BoostTask(void){
// default parameters
silent = 0;
use_buffer = 1;
num_round = 10;
save_period = 0;
dump_model_stats = 0;
task = "train";
model_in = "NULL";
model_out = "NULL";
name_fmap = "NULL";
name_pred = "pred.txt";
name_dump = "dump.txt";
name_dumppath = "dump.path.txt";
model_dir_path = "./";
interact_action = "update";
}
~BoostTask(void){
for (size_t i = 0; i < deval.size(); i++){
delete deval[i];
}
}
private:
inline void InitData(void){
if (name_fmap != "NULL") fmap.LoadText(name_fmap.c_str());
if (task == "dump") return;
if (learning_task == RANKING){
char instance_path[256], group_path[256];
if (task == "pred" || task == "dumppath"){
sscanf(test_path.c_str(), "%[^;];%s", instance_path, group_path);
data.CacheLoad(instance_path, group_path, silent != 0, use_buffer != 0);
}
else{
// training
sscanf(train_path.c_str(), "%[^;];%s", instance_path, group_path);
data.CacheLoad(instance_path, group_path, silent != 0, use_buffer != 0);
utils::Assert(eval_data_names.size() == eval_data_paths.size());
for (size_t i = 0; i < eval_data_names.size(); ++i){
deval.push_back(new DMatrix());
sscanf(eval_data_paths[i].c_str(), "%[^;];%s", instance_path, group_path);
deval.back()->CacheLoad(instance_path, group_path, silent != 0, use_buffer != 0);
}
}
}
else{
if (task == "pred" || task == "dumppath"){
data.CacheLoad(test_path.c_str(), "", silent != 0, use_buffer != 0);
}
else{
// training
data.CacheLoad(train_path.c_str(), "", silent != 0, use_buffer != 0);
utils::Assert(eval_data_names.size() == eval_data_paths.size());
for (size_t i = 0; i < eval_data_names.size(); ++i){
deval.push_back(new DMatrix());
deval.back()->CacheLoad(eval_data_paths[i].c_str(), "", silent != 0, use_buffer != 0);
}
}
}
learner_->SetData(&data, deval, eval_data_names);
}
inline void InitLearner(void){
cfg.BeforeFirst();
while (cfg.Next()){
learner_->SetParam(cfg.name(), cfg.val());
}
if (model_in != "NULL"){
utils::FileStream fi(utils::FopenCheck(model_in.c_str(), "rb"));
learner_->LoadModel(fi);
fi.Close();
}
else{
utils::Assert(task == "train", "model_in not specified");
learner_->InitModel();
}
learner_->InitTrainer();
}
inline void TaskTrain(void){
const time_t start = time(NULL);
unsigned long elapsed = 0;
for (int i = 0; i < num_round; ++i){
elapsed = (unsigned long)(time(NULL) - start);
if (!silent) printf("boosting round %d, %lu sec elapsed\n", i, elapsed);
learner_->UpdateOneIter(i);
learner_->EvalOneIter(i);
if (save_period != 0 && (i + 1) % save_period == 0){
this->SaveModel(i);
}
elapsed = (unsigned long)(time(NULL) - start);
}
// always save final round
if (save_period == 0 || num_round % save_period != 0){
if (model_out == "NULL"){
this->SaveModel(num_round - 1);
}
else{
this->SaveModel(model_out.c_str());
}
}
if (!silent){
printf("\nupdating end, %lu sec in all\n", elapsed);
}
}
inline void TaskEval(void){
learner_->EvalOneIter(0);
}
inline void TaskInteractive(void){
const time_t start = time(NULL);
unsigned long elapsed = 0;
int batch_action = 0;
cfg_batch.BeforeFirst();
while (cfg_batch.Next()){
if (!strcmp(cfg_batch.name(), "run")){
learner_->UpdateInteract(interact_action);
batch_action += 1;
}
else{
learner_->SetParam(cfg_batch.name(), cfg_batch.val());
}
}
if (batch_action == 0){
learner_->UpdateInteract(interact_action);
}
utils::Assert(model_out != "NULL", "interactive mode must specify model_out");
this->SaveModel(model_out.c_str());
elapsed = (unsigned long)(time(NULL) - start);
if (!silent){
printf("\ninteractive update, %d batch actions, %lu sec in all\n", batch_action, elapsed);
}
}
inline void TaskDump(void){
FILE *fo = utils::FopenCheck(name_dump.c_str(), "w");
learner_->DumpModel(fo, fmap, dump_model_stats != 0);
fclose(fo);
}
inline void TaskDumpPath(void){
FILE *fo = utils::FopenCheck(name_dumppath.c_str(), "w");
learner_->DumpPath(fo, data);
fclose(fo);
}
inline void SaveModel(const char *fname) const{
utils::FileStream fo(utils::FopenCheck(fname, "wb"));
learner_->SaveModel(fo);
fo.Close();
}
inline void SaveModel(int i) const{
char fname[256];
sprintf(fname, "%s/%04d.model", model_dir_path.c_str(), i + 1);
this->SaveModel(fname);
}
inline void TaskPred(void){
std::vector<float> preds;
if (!silent) printf("start prediction...\n");
learner_->Predict(preds, data);
if (!silent) printf("writing prediction to %s\n", name_pred.c_str());
FILE *fo = utils::FopenCheck(name_pred.c_str(), "w");
for (size_t i = 0; i < preds.size(); i++){
fprintf(fo, "%f\n", preds[i]);
}
fclose(fo);
}
private:
/* \brief specify the learning task*/
int learning_task;
/* \brief whether silent */
int silent;
/* \brief whether use auto binary buffer */
int use_buffer;
/* \brief number of boosting iterations */
int num_round;
/* \brief the period to save the model, 0 means only save the final round model */
int save_period;
/*! \brief interfact action */
std::string interact_action;
/* \brief the path of training/test data set */
std::string train_path, test_path;
/* \brief the path of test model file, or file to restart training */
std::string model_in;
/* \brief the path of final model file, to be saved */
std::string model_out;
/* \brief the path of directory containing the saved models */
std::string model_dir_path;
/* \brief task to perform, choosing training or testing */
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 */
std::string name_dumppath;
/* \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;
/*! \brief saves configurations */
utils::ConfigSaver cfg;
/*! \brief batch configurations */
utils::ConfigSaver cfg_batch;
private:
DMatrix data;
std::vector<DMatrix*> deval;
utils::FeatMap fmap;
BoostLearner* learner_;
};
};
};

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#ifndef XGBOOST_DATA_INSTANCE_H
#define XGBOOST_DATA_INSTANCE_H
#include <cstdio>
#include <vector>
#include "../booster/xgboost_data.h"
#include "../utils/xgboost_utils.h"
#include "../utils/xgboost_stream.h"
namespace xgboost{
namespace base{
/*! \brief data matrix for regression,classification,rank content */
struct DMatrix{
public:
/*! \brief maximum feature dimension */
unsigned num_feature;
/*! \brief feature data content */
booster::FMatrixS data;
/*! \brief label of each instance */
std::vector<float> labels;
/*! \brief the index of begin and end of a group,
* needed when the learning task is ranking*/
std::vector<int> group_index;
public:
/*! \brief default constructor */
DMatrix(void){}
/*! \brief get the number of instances */
inline size_t Size() const{
return labels.size();
}
/*!
* \brief load from text file
* \param fname file of instances data
* \param fgroup file of the group data
* \param silent whether print information or not
*/
inline void LoadText(const char* fname, const char* fgroup, bool silent = false){
data.Clear();
FILE* file = utils::FopenCheck(fname, "r");
float label; bool init = true;
char tmp[1024];
std::vector<booster::bst_uint> findex;
std::vector<booster::bst_float> fvalue;
while (fscanf(file, "%s", tmp) == 1){
unsigned index; float value;
if (sscanf(tmp, "%u:%f", &index, &value) == 2){
findex.push_back(index); fvalue.push_back(value);
}
else{
if (!init){
labels.push_back(label);
data.AddRow(findex, fvalue);
}
findex.clear(); fvalue.clear();
utils::Assert(sscanf(tmp, "%f", &label) == 1, "invalid format");
init = false;
}
}
labels.push_back(label);
data.AddRow(findex, fvalue);
// initialize column support as well
data.InitData();
if (!silent){
printf("%ux%u matrix with %lu entries is loaded from %s\n",
(unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname);
}
fclose(file);
//if exists group data load it in
FILE *file_group = fopen64(fgroup, "r");
if (file_group != NULL){
group_index.push_back(0);
int tmp = 0, acc = 0;
while (fscanf(file_group, "%d", tmp) == 1){
acc += tmp;
group_index.push_back(acc);
}
}
}
/*!
* \brief load from binary file
* \param fname name of binary data
* \param silent whether print information or not
* \return whether loading is success
*/
inline bool LoadBinary(const char* fname, const char* fgroup, bool silent = false){
FILE *fp = fopen64(fname, "rb");
if (fp == NULL) return false;
utils::FileStream fs(fp);
data.LoadBinary(fs);
labels.resize(data.NumRow());
utils::Assert(fs.Read(&labels[0], sizeof(float)* data.NumRow()) != 0, "DMatrix LoadBinary");
fs.Close();
// initialize column support as well
data.InitData();
if (!silent){
printf("%ux%u matrix with %lu entries is loaded from %s\n",
(unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname);
}
//if group data exists load it in
FILE *file_group = fopen64(fgroup, "r");
if (file_group != NULL){
int group_index_size = 0;
utils::FileStream group_stream(file_group);
utils::Assert(group_stream.Read(&group_index_size, sizeof(int)) != 0, "Load group indice size");
group_index.resize(group_index_size);
utils::Assert(group_stream.Read(&group_index, sizeof(int)* group_index_size) != 0, "Load group indice");
if (!silent){
printf("the group index of %d groups is loaded from %s\n",
group_index_size - 1, fgroup);
}
}
return true;
}
/*!
* \brief save to binary file
* \param fname name of binary data
* \param silent whether print information or not
*/
inline void SaveBinary(const char* fname, const char* fgroup, bool silent = false){
// initialize column support as well
data.InitData();
utils::FileStream fs(utils::FopenCheck(fname, "wb"));
data.SaveBinary(fs);
fs.Write(&labels[0], sizeof(float)* data.NumRow());
fs.Close();
if (!silent){
printf("%ux%u matrix with %lu entries is saved to %s\n",
(unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname);
}
//save group data
if (group_index.size() > 0){
utils::FileStream file_group(utils::FopenCheck(fgroup, "wb"));
int group_index_size = group_index.size();
file_group.Write(&(group_index_size), sizeof(int));
file_group.Write(&group_index[0], sizeof(int) * group_index_size);
}
}
/*!
* \brief cache load data given a file name, if filename ends with .buffer, direct load binary
* otherwise the function will first check if fname + '.buffer' exists,
* if binary buffer exists, it will reads from binary buffer, otherwise, it will load from text file,
* and try to create a buffer file
* \param fname name of binary data
* \param silent whether print information or not
* \param savebuffer whether do save binary buffer if it is text
*/
inline void CacheLoad(const char *fname, const char *fgroup, bool silent = false, bool savebuffer = true){
int len = strlen(fname);
if (len > 8 && !strcmp(fname + len - 7, ".buffer")){
this->LoadBinary(fname, fgroup, silent); return;
}
char bname[1024];
sprintf(bname, "%s.buffer", fname);
if (!this->LoadBinary(bname, fgroup, silent)){
this->LoadText(fname, fgroup, silent);
if (savebuffer) this->SaveBinary(bname, fgroup, silent);
}
}
private:
/*! \brief update num_feature info */
inline void UpdateInfo(void){
this->num_feature = 0;
for (size_t i = 0; i < data.NumRow(); i++){
booster::FMatrixS::Line sp = data[i];
for (unsigned j = 0; j < sp.len; j++){
if (num_feature <= sp[j].findex){
num_feature = sp[j].findex + 1;
}
}
}
}
};
}
};
#endif

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#ifndef XGBOOST_LEARNER_H
#define XGBOOST_LEARNER_H
/*!
* \file xgboost_learner.h
* \brief class for gradient boosting learner
* \author Kailong Chen: chenkl198812@gmail.com, Tianqi Chen: tianqi.tchen@gmail.com
*/
#include <cmath>
#include <cstdlib>
#include <cstring>
#include "xgboost_data_instance.h"
#include "../utils/xgboost_omp.h"
#include "../booster/xgboost_gbmbase.h"
#include "../utils/xgboost_utils.h"
#include "../utils/xgboost_stream.h"
namespace xgboost {
namespace base {
/*! \brief class for gradient boosting learner */
class BoostLearner {
public:
/*! \brief constructor */
BoostLearner(void) {
silent = 0;
}
/*!
* \brief booster associated with training and evaluating data
* \param train pointer to the training data
* \param evals array of evaluating data
* \param evname name of evaluation data, used print statistics
*/
BoostLearner(const DMatrix *train,
const std::vector<DMatrix *> &evals,
const std::vector<std::string> &evname) {
silent = 0;
this->SetData(train, evals, evname);
}
/*!
* \brief associate booster with training and evaluating data
* \param train pointer to the training data
* \param evals array of evaluating data
* \param evname name of evaluation data, used print statistics
*/
inline void SetData(const DMatrix *train,
const std::vector<DMatrix *> &evals,
const std::vector<std::string> &evname) {
this->train_ = train;
this->evals_ = evals;
this->evname_ = evname;
// estimate feature bound
int num_feature = (int)(train->data.NumCol());
// assign buffer index
unsigned buffer_size = static_cast<unsigned>(train->Size());
for (size_t i = 0; i < evals.size(); ++i) {
buffer_size += static_cast<unsigned>(evals[i]->Size());
num_feature = std::max(num_feature, (int)(evals[i]->data.NumCol()));
}
char str_temp[25];
if (num_feature > mparam.num_feature) {
mparam.num_feature = num_feature;
sprintf(str_temp, "%d", num_feature);
base_gbm.SetParam("bst:num_feature", str_temp);
}
sprintf(str_temp, "%u", buffer_size);
base_gbm.SetParam("num_pbuffer", str_temp);
if (!silent) {
printf("buffer_size=%u\n", buffer_size);
}
// set eval_preds tmp sapce
this->eval_preds_.resize(evals.size(), std::vector<float>());
}
/*!
* \brief set parameters from outside
* \param name name of the parameter
* \param val value of the parameter
*/
virtual inline void SetParam(const char *name, const char *val) {
if (!strcmp(name, "silent")) silent = atoi(val);
mparam.SetParam(name, val);
base_gbm.SetParam(name, val);
}
/*!
* \brief initialize solver before training, called before training
* this function is reserved for solver to allocate necessary space and do other preparation
*/
inline void InitTrainer(void) {
base_gbm.InitTrainer();
}
/*!
* \brief initialize the current data storage for model, if the model is used first time, call this function
*/
inline void InitModel(void) {
base_gbm.InitModel();
}
/*!
* \brief load model from stream
* \param fi input stream
*/
inline void LoadModel(utils::IStream &fi) {
base_gbm.LoadModel(fi);
utils::Assert(fi.Read(&mparam, sizeof(ModelParam)) != 0);
}
/*!
* \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, const utils::FeatMap& fmap, bool with_stats) {
base_gbm.DumpModel(fo, fmap, with_stats);
}
/*!
* \brief Dump path of all trees
* \param fo text file
* \param data input data
*/
inline void DumpPath(FILE *fo, const DMatrix &data) {
base_gbm.DumpPath(fo, data.data);
}
/*!
* \brief save model to stream
* \param fo output stream
*/
inline void SaveModel(utils::IStream &fo) const {
base_gbm.SaveModel(fo);
fo.Write(&mparam, sizeof(ModelParam));
}
virtual void EvalOneIter(int iter, FILE *fo = stderr) {}
/*!
* \brief update the model for one iteration
* \param iteration iteration number
*/
inline void UpdateOneIter(int iter) {
this->PredictBuffer(preds_, *train_, 0);
this->GetGradient(preds_, train_->labels, train_->group_index, grad_, hess_);
std::vector<unsigned> root_index;
base_gbm.DoBoost(grad_, hess_, train_->data, root_index);
}
/*! \brief get intransformed prediction, without buffering */
inline void Predict(std::vector<float> &preds, const DMatrix &data) {
preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size());
#pragma omp parallel for schedule( static )
for (unsigned j = 0; j < ndata; ++j) {
preds[j] = base_gbm.Predict(data.data, j, -1);
}
}
public:
/*!
* \brief update the model for one iteration
* \param iteration iteration number
*/
virtual inline void UpdateInteract(std::string action){
this->InteractPredict(preds_, *train_, 0);
int buffer_offset = static_cast<int>(train_->Size());
for (size_t i = 0; i < evals_.size(); ++i) {
std::vector<float> &preds = this->eval_preds_[i];
this->InteractPredict(preds, *evals_[i], buffer_offset);
buffer_offset += static_cast<int>(evals_[i]->Size());
}
if (action == "remove") {
base_gbm.DelteBooster();
return;
}
this->GetGradient(preds_, train_->labels, train_->group_index, grad_, hess_);
std::vector<unsigned> root_index;
base_gbm.DoBoost(grad_, hess_, train_->data, root_index);
this->InteractRePredict(*train_, 0);
buffer_offset = static_cast<int>(train_->Size());
for (size_t i = 0; i < evals_.size(); ++i) {
this->InteractRePredict(*evals_[i], buffer_offset);
buffer_offset += static_cast<int>(evals_[i]->Size());
}
};
protected:
/*! \brief get the intransformed predictions, given data */
inline void InteractPredict(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset) {
preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size());
#pragma omp parallel for schedule( static )
for (unsigned j = 0; j < ndata; ++j) {
preds[j] = base_gbm.InteractPredict(data.data, j, buffer_offset + j);
}
}
/*! \brief repredict trial */
inline void InteractRePredict(const xgboost::base::DMatrix &data, unsigned buffer_offset) {
const unsigned ndata = static_cast<unsigned>(data.Size());
#pragma omp parallel for schedule( static )
for (unsigned j = 0; j < ndata; ++j) {
base_gbm.InteractRePredict(data.data, j, buffer_offset + j);
}
}
/*! \brief get intransformed predictions, given data */
virtual inline void PredictBuffer(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset) {
preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size());
#pragma omp parallel for schedule( static )
for (unsigned j = 0; j < ndata; ++j) {
preds[j] = base_gbm.Predict(data.data, j, buffer_offset + j);
}
}
/*! \brief get the first order and second order gradient, given the transformed predictions and labels */
virtual inline void GetGradient(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index,
std::vector<float> &grad,
std::vector<float> &hess) {};
protected:
/*! \brief training parameter for regression */
struct ModelParam {
/* \brief type of loss function */
int loss_type;
/* \brief number of features */
int num_feature;
/*! \brief reserved field */
int reserved[16];
/*! \brief constructor */
ModelParam(void) {
loss_type = 0;
num_feature = 0;
memset(reserved, 0, sizeof(reserved));
}
/*!
* \brief set parameters from outside
* \param name name of the parameter
* \param val value of the parameter
*/
inline void SetParam(const char *name, const char *val) {
if (!strcmp("loss_type", name)) loss_type = atoi(val);
if (!strcmp("bst:num_feature", name)) num_feature = atoi(val);
}
};
int silent;
booster::GBMBase base_gbm;
ModelParam mparam;
const DMatrix *train_;
std::vector<DMatrix *> evals_;
std::vector<std::string> evname_;
std::vector<unsigned> buffer_index_;
std::vector<float> grad_, hess_, preds_;
std::vector< std::vector<float> > eval_preds_;
};
}
};
#endif