compiled
This commit is contained in:
324
dev/base/xgboost_boost_task.h
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324
dev/base/xgboost_boost_task.h
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#define _CRT_SECURE_NO_WARNINGS
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#define _CRT_SECURE_NO_DEPRECATE
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#include <ctime>
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#include <string>
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#include <cstring>
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#include "xgboost_data_instance.h"
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#include "xgboost_learner.h"
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#include "../utils/xgboost_fmap.h"
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#include "../utils/xgboost_random.h"
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#include "../utils/xgboost_config.h"
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namespace xgboost{
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namespace base{
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/*!
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* \brief wrapping the training process of the gradient boosting model,
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* given the configuation
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* \author Kailong Chen: chenkl198812@gmail.com, Tianqi Chen: tianqi.chen@gmail.com
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*/
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class BoostTask{
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public:
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inline int Run(int argc, char *argv[]){
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if (argc < 2){
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printf("Usage: <config>\n");
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return 0;
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}
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utils::ConfigIterator itr(argv[1]);
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while (itr.Next()){
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this->SetParam(itr.name(), itr.val());
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}
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for (int i = 2; i < argc; i++){
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char name[256], val[256];
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if (sscanf(argv[i], "%[^=]=%s", name, val) == 2){
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this->SetParam(name, val);
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}
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}
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this->InitData();
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this->InitLearner();
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if (task == "dump"){
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this->TaskDump();
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return 0;
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}
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if (task == "interact"){
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this->TaskInteractive(); return 0;
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}
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if (task == "dumppath"){
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this->TaskDumpPath(); return 0;
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}
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if (task == "eval"){
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this->TaskEval(); return 0;
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}
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if (task == "pred"){
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this->TaskPred();
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}
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else{
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this->TaskTrain();
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}
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return 0;
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}
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enum learning_tasks{
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REGRESSION = 0,
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BINARY_CLASSIFICATION = 1,
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RANKING = 2
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};
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/* \brief set learner
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* \param learner the passed in learner
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*/
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inline void SetLearner(BoostLearner* learner){
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learner_ = learner;
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}
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inline void SetParam(const char *name, const char *val){
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if (!strcmp("learning_task", name)) learning_task = atoi(val);
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if (!strcmp("silent", name)) silent = atoi(val);
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if (!strcmp("use_buffer", name)) use_buffer = atoi(val);
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if (!strcmp("seed", name)) random::Seed(atoi(val));
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if (!strcmp("num_round", name)) num_round = atoi(val);
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if (!strcmp("save_period", name)) save_period = atoi(val);
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if (!strcmp("task", name)) task = val;
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if (!strcmp("data", name)) train_path = val;
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if (!strcmp("test:data", name)) test_path = val;
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if (!strcmp("model_in", name)) model_in = val;
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if (!strcmp("model_out", name)) model_out = val;
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if (!strcmp("model_dir", name)) model_dir_path = val;
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if (!strcmp("fmap", name)) name_fmap = val;
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if (!strcmp("name_dump", name)) name_dump = val;
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if (!strcmp("name_dumppath", name)) name_dumppath = val;
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if (!strcmp("name_pred", name)) name_pred = val;
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if (!strcmp("dump_stats", name)) dump_model_stats = atoi(val);
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if (!strcmp("interact:action", name)) interact_action = val;
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if (!strncmp("batch:", name, 6)){
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cfg_batch.PushBack(name + 6, val);
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}
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if (!strncmp("eval[", name, 5)) {
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char evname[256];
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utils::Assert(sscanf(name, "eval[%[^]]", evname) == 1, "must specify evaluation name for display");
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eval_data_names.push_back(std::string(evname));
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eval_data_paths.push_back(std::string(val));
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}
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cfg.PushBack(name, val);
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}
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public:
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BoostTask(void){
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// default parameters
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silent = 0;
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use_buffer = 1;
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num_round = 10;
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save_period = 0;
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dump_model_stats = 0;
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task = "train";
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model_in = "NULL";
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model_out = "NULL";
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name_fmap = "NULL";
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name_pred = "pred.txt";
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name_dump = "dump.txt";
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name_dumppath = "dump.path.txt";
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model_dir_path = "./";
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interact_action = "update";
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}
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~BoostTask(void){
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for (size_t i = 0; i < deval.size(); i++){
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delete deval[i];
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}
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}
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private:
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inline void InitData(void){
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if (name_fmap != "NULL") fmap.LoadText(name_fmap.c_str());
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if (task == "dump") return;
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if (learning_task == RANKING){
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char instance_path[256], group_path[256];
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if (task == "pred" || task == "dumppath"){
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sscanf(test_path.c_str(), "%[^;];%s", instance_path, group_path);
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data.CacheLoad(instance_path, group_path, silent != 0, use_buffer != 0);
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}
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else{
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// training
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sscanf(train_path.c_str(), "%[^;];%s", instance_path, group_path);
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data.CacheLoad(instance_path, group_path, silent != 0, use_buffer != 0);
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utils::Assert(eval_data_names.size() == eval_data_paths.size());
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for (size_t i = 0; i < eval_data_names.size(); ++i){
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deval.push_back(new DMatrix());
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sscanf(eval_data_paths[i].c_str(), "%[^;];%s", instance_path, group_path);
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deval.back()->CacheLoad(instance_path, group_path, silent != 0, use_buffer != 0);
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}
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}
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}
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else{
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if (task == "pred" || task == "dumppath"){
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data.CacheLoad(test_path.c_str(), "", silent != 0, use_buffer != 0);
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}
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else{
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// training
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data.CacheLoad(train_path.c_str(), "", silent != 0, use_buffer != 0);
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utils::Assert(eval_data_names.size() == eval_data_paths.size());
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for (size_t i = 0; i < eval_data_names.size(); ++i){
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deval.push_back(new DMatrix());
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deval.back()->CacheLoad(eval_data_paths[i].c_str(), "", silent != 0, use_buffer != 0);
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}
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}
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}
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learner_->SetData(&data, deval, eval_data_names);
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}
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inline void InitLearner(void){
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cfg.BeforeFirst();
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while (cfg.Next()){
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learner_->SetParam(cfg.name(), cfg.val());
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}
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if (model_in != "NULL"){
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utils::FileStream fi(utils::FopenCheck(model_in.c_str(), "rb"));
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learner_->LoadModel(fi);
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fi.Close();
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}
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else{
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utils::Assert(task == "train", "model_in not specified");
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learner_->InitModel();
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}
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learner_->InitTrainer();
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}
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inline void TaskTrain(void){
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const time_t start = time(NULL);
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unsigned long elapsed = 0;
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for (int i = 0; i < num_round; ++i){
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elapsed = (unsigned long)(time(NULL) - start);
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if (!silent) printf("boosting round %d, %lu sec elapsed\n", i, elapsed);
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learner_->UpdateOneIter(i);
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learner_->EvalOneIter(i);
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if (save_period != 0 && (i + 1) % save_period == 0){
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this->SaveModel(i);
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}
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elapsed = (unsigned long)(time(NULL) - start);
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}
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// always save final round
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if (save_period == 0 || num_round % save_period != 0){
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if (model_out == "NULL"){
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this->SaveModel(num_round - 1);
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}
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else{
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this->SaveModel(model_out.c_str());
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}
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}
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if (!silent){
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printf("\nupdating end, %lu sec in all\n", elapsed);
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}
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}
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inline void TaskEval(void){
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learner_->EvalOneIter(0);
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}
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inline void TaskInteractive(void){
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const time_t start = time(NULL);
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unsigned long elapsed = 0;
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int batch_action = 0;
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cfg_batch.BeforeFirst();
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while (cfg_batch.Next()){
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if (!strcmp(cfg_batch.name(), "run")){
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learner_->UpdateInteract(interact_action);
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batch_action += 1;
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}
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else{
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learner_->SetParam(cfg_batch.name(), cfg_batch.val());
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}
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}
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if (batch_action == 0){
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learner_->UpdateInteract(interact_action);
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}
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utils::Assert(model_out != "NULL", "interactive mode must specify model_out");
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this->SaveModel(model_out.c_str());
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elapsed = (unsigned long)(time(NULL) - start);
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if (!silent){
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printf("\ninteractive update, %d batch actions, %lu sec in all\n", batch_action, elapsed);
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}
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}
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inline void TaskDump(void){
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FILE *fo = utils::FopenCheck(name_dump.c_str(), "w");
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learner_->DumpModel(fo, fmap, dump_model_stats != 0);
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fclose(fo);
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}
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inline void TaskDumpPath(void){
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FILE *fo = utils::FopenCheck(name_dumppath.c_str(), "w");
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learner_->DumpPath(fo, data);
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fclose(fo);
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}
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inline void SaveModel(const char *fname) const{
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utils::FileStream fo(utils::FopenCheck(fname, "wb"));
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learner_->SaveModel(fo);
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fo.Close();
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}
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inline void SaveModel(int i) const{
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char fname[256];
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sprintf(fname, "%s/%04d.model", model_dir_path.c_str(), i + 1);
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this->SaveModel(fname);
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}
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inline void TaskPred(void){
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std::vector<float> preds;
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if (!silent) printf("start prediction...\n");
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learner_->Predict(preds, data);
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if (!silent) printf("writing prediction to %s\n", name_pred.c_str());
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FILE *fo = utils::FopenCheck(name_pred.c_str(), "w");
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for (size_t i = 0; i < preds.size(); i++){
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fprintf(fo, "%f\n", preds[i]);
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}
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fclose(fo);
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}
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private:
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/* \brief specify the learning task*/
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int learning_task;
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/* \brief whether silent */
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int silent;
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/* \brief whether use auto binary buffer */
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int use_buffer;
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/* \brief number of boosting iterations */
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int num_round;
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/* \brief the period to save the model, 0 means only save the final round model */
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int save_period;
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/*! \brief interfact action */
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std::string interact_action;
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/* \brief the path of training/test data set */
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std::string train_path, test_path;
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/* \brief the path of test model file, or file to restart training */
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std::string model_in;
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/* \brief the path of final model file, to be saved */
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std::string model_out;
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/* \brief the path of directory containing the saved models */
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std::string model_dir_path;
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/* \brief task to perform, choosing training or testing */
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std::string task;
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/* \brief name of predict file */
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std::string name_pred;
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/* \brief whether dump statistics along with model */
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int dump_model_stats;
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/* \brief name of feature map */
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std::string name_fmap;
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/* \brief name of dump file */
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std::string name_dump;
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/* \brief name of dump path file */
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std::string name_dumppath;
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/* \brief the paths of validation data sets */
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std::vector<std::string> eval_data_paths;
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/* \brief the names of the evaluation data used in output log */
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std::vector<std::string> eval_data_names;
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/*! \brief saves configurations */
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utils::ConfigSaver cfg;
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/*! \brief batch configurations */
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utils::ConfigSaver cfg_batch;
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private:
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DMatrix data;
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std::vector<DMatrix*> deval;
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utils::FeatMap fmap;
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BoostLearner* learner_;
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};
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};
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};
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191
dev/base/xgboost_data_instance.h
Normal file
191
dev/base/xgboost_data_instance.h
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@@ -0,0 +1,191 @@
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#ifndef XGBOOST_DATA_INSTANCE_H
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#define XGBOOST_DATA_INSTANCE_H
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#include <cstdio>
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#include <vector>
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#include "../booster/xgboost_data.h"
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#include "../utils/xgboost_utils.h"
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#include "../utils/xgboost_stream.h"
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namespace xgboost{
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namespace base{
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/*! \brief data matrix for regression,classification,rank content */
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struct DMatrix{
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public:
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/*! \brief maximum feature dimension */
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unsigned num_feature;
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/*! \brief feature data content */
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booster::FMatrixS data;
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/*! \brief label of each instance */
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std::vector<float> labels;
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/*! \brief the index of begin and end of a group,
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* needed when the learning task is ranking*/
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std::vector<int> group_index;
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public:
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/*! \brief default constructor */
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DMatrix(void){}
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/*! \brief get the number of instances */
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inline size_t Size() const{
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return labels.size();
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}
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/*!
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* \brief load from text file
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* \param fname file of instances data
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* \param fgroup file of the group data
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* \param silent whether print information or not
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*/
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inline void LoadText(const char* fname, const char* fgroup, bool silent = false){
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data.Clear();
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FILE* file = utils::FopenCheck(fname, "r");
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float label; bool init = true;
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char tmp[1024];
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std::vector<booster::bst_uint> findex;
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std::vector<booster::bst_float> fvalue;
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while (fscanf(file, "%s", tmp) == 1){
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unsigned index; float value;
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if (sscanf(tmp, "%u:%f", &index, &value) == 2){
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findex.push_back(index); fvalue.push_back(value);
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}
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else{
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if (!init){
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labels.push_back(label);
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data.AddRow(findex, fvalue);
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}
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findex.clear(); fvalue.clear();
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utils::Assert(sscanf(tmp, "%f", &label) == 1, "invalid format");
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init = false;
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}
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}
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labels.push_back(label);
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data.AddRow(findex, fvalue);
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// initialize column support as well
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data.InitData();
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if (!silent){
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printf("%ux%u matrix with %lu entries is loaded from %s\n",
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(unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname);
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}
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fclose(file);
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//if exists group data load it in
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FILE *file_group = fopen64(fgroup, "r");
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if (file_group != NULL){
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group_index.push_back(0);
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int tmp = 0, acc = 0;
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while (fscanf(file_group, "%d", tmp) == 1){
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acc += tmp;
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group_index.push_back(acc);
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||||
}
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||||
}
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}
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/*!
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* \brief load from binary file
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||||
* \param fname name of binary data
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||||
* \param silent whether print information or not
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||||
* \return whether loading is success
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||||
*/
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inline bool LoadBinary(const char* fname, const char* fgroup, bool silent = false){
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FILE *fp = fopen64(fname, "rb");
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if (fp == NULL) return false;
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utils::FileStream fs(fp);
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data.LoadBinary(fs);
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labels.resize(data.NumRow());
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utils::Assert(fs.Read(&labels[0], sizeof(float)* data.NumRow()) != 0, "DMatrix LoadBinary");
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fs.Close();
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// initialize column support as well
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data.InitData();
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if (!silent){
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printf("%ux%u matrix with %lu entries is loaded from %s\n",
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(unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname);
|
||||
}
|
||||
|
||||
//if group data exists load it in
|
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FILE *file_group = fopen64(fgroup, "r");
|
||||
if (file_group != NULL){
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||||
int group_index_size = 0;
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||||
utils::FileStream group_stream(file_group);
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utils::Assert(group_stream.Read(&group_index_size, sizeof(int)) != 0, "Load group indice size");
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||||
group_index.resize(group_index_size);
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||||
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",
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||||
group_index_size - 1, fgroup);
|
||||
}
|
||||
}
|
||||
return true;
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||||
}
|
||||
/*!
|
||||
* \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
|
||||
275
dev/base/xgboost_learner.h
Normal file
275
dev/base/xgboost_learner.h
Normal file
@@ -0,0 +1,275 @@
|
||||
#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
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user