Squashed 'subtree/rabit/' changes from 091634b..59e63bc

59e63bc minor
6233050 ok
14477f9 add namenode
75a6d34 add libhdfs opts
e3c76bf minmum fix
8b3c435 chg
2035799 test code
7751b2b add debug
7690313 ok
bd346b4 ok
faba1dc add testload
6f7783e add testload
e5f0340 ok
3ed9ec8 chg
e552ac4 ask for more ram in am
b2505e3 only stop nm when sucess
bc696c9 add queue info
f3e867e add option queue
5dc843c refactor fileio
cd9c81b quick fix
1e23af2 add virtual destructor to iseekstream
f165ffb fix hdfs
8cc6508 allow demo to pass in env
fad4d69 ok
0fd6197 fix more
7423837 fix more
d25de54 add temporal solution, run_yarn_prog.py
e5a9e31 final attempt
ed3bee8 add command back
0774000 add hdfs to resource
9b66e7e fix hadoop
6812f14 ok
08e1c16 change hadoop prefix back to hadoop home
d6b6828 Update build.sh
146e069 bugfix: logical boundary for ring buffer
19cb685 ok
4cf3c13 Merge branch 'master' of ssh://github.com/tqchen/rabit
20daddb add tracker
c57dad8 add ringbased passing and batch schedule
295d8a1 update
994cb02 add sge
014c866 OK

git-subtree-dir: subtree/rabit
git-subtree-split: 59e63bc135

rabit-learn/solver/lbfgs.h

@@ -145,8 +145,9 @@ class LBFGSSolver {
       
       if (silent == 0 && rabit::GetRank() == 0) {
         rabit::TrackerPrintf
-            ("L-BFGS solver starts, num_dim=%lu, init_objval=%g, size_memory=%lu\n",
-             gstate.num_dim, gstate.init_objval, gstate.size_memory);
+            ("L-BFGS solver starts, num_dim=%lu, init_objval=%g, size_memory=%lu, RAM-approx=%lu\n",
+             gstate.num_dim, gstate.init_objval, gstate.size_memory,
+             gstate.MemCost() + hist.MemCost());
       }
     }
   }
@@ -176,7 +177,7 @@ class LBFGSSolver {
     // swap new weight 
     std::swap(g.weight, g.grad);
     // check stop condition
-    if (gstate.num_iteration > min_lbfgs_iter) {
+    if (gstate.num_iteration > static_cast<size_t>(min_lbfgs_iter)) {
       if (g.old_objval - g.new_objval < lbfgs_stop_tol * g.init_objval) {
         return true;
       }
@@ -195,7 +196,7 @@ class LBFGSSolver {
   /*! \brief run optimization */
   virtual void Run(void) {
     this->Init();
-    while (gstate.num_iteration < max_lbfgs_iter) {
+    while (gstate.num_iteration < static_cast<size_t>(max_lbfgs_iter)) {
       if (this->UpdateOneIter()) break;
     }
     if (silent == 0 && rabit::GetRank() == 0) {
@@ -225,7 +226,7 @@ class LBFGSSolver {
     const size_t num_dim = gstate.num_dim;
     const DType *gsub = grad + range_begin_;
     const size_t nsub = range_end_ - range_begin_;
-    double vdot;
+    double vdot = 0.0;
     if (n != 0) {
       // hist[m + n - 1] stores old gradient
       Minus(hist[m + n - 1], gsub, hist[m + n - 1], nsub);
@@ -241,15 +242,19 @@ class LBFGSSolver {
         idxset.push_back(std::make_pair(m + j, 2 * m));
         idxset.push_back(std::make_pair(m + j, m + n - 1));
       }
+
       // calculate dot products
       std::vector<double> tmp(idxset.size());
       for (size_t i = 0; i < tmp.size(); ++i) {
         tmp[i] = hist.CalcDot(idxset[i].first, idxset[i].second);
       }
+
       rabit::Allreduce<rabit::op::Sum>(BeginPtr(tmp), tmp.size());
+
       for (size_t i = 0; i < tmp.size(); ++i) {
         gstate.DotBuf(idxset[i].first, idxset[i].second) = tmp[i];
       }
+
       // BFGS steps, use vector-free update
       // parameterize vector using basis in hist
       std::vector<double> alpha(n);
@@ -263,7 +268,7 @@ class LBFGSSolver {
         }
         alpha[j] = vsum / gstate.DotBuf(j, m + j);
         delta[m + j] = delta[m + j] - alpha[j];
-      }
+      }      
       // scale
       double scale = gstate.DotBuf(n - 1, m + n - 1) /
       gstate.DotBuf(m + n - 1, m + n - 1);
@@ -279,6 +284,7 @@ class LBFGSSolver {
         double beta = vsum / gstate.DotBuf(j, m + j);
         delta[j] = delta[j] + (alpha[j] - beta);
       }
+
       // set all to zero
       std::fill(dir, dir + num_dim, 0.0f);
       DType *dirsub = dir + range_begin_; 
@@ -291,10 +297,11 @@ class LBFGSSolver {
       }
       FixDirL1Sign(dirsub, hist[2 * m], nsub);
       vdot = -Dot(dirsub, hist[2 * m], nsub);
+
       // allreduce to get full direction
       rabit::Allreduce<rabit::op::Sum>(dir, num_dim);
       rabit::Allreduce<rabit::op::Sum>(&vdot, 1);
-    } else {     
+    } else {
       SetL1Dir(dir, grad, weight, num_dim);
       vdot = -Dot(dir, dir, num_dim);
     }
@@ -482,6 +489,7 @@ class LBFGSSolver {
       num_iteration = 0;
       num_dim = 0;
       old_objval = 0.0;
+      offset_ = 0;
     }
     ~GlobalState(void) {
       if (grad != NULL) {
@@ -496,6 +504,10 @@ class LBFGSSolver {
       data.resize(n * n, 0.0);
       this->AllocSpace();
     }
+    // memory cost
+    inline size_t MemCost(void) const {
+      return sizeof(DType) * 3 * num_dim;
+    }
     inline double &DotBuf(size_t i, size_t j)  {
       if (i > j) std::swap(i, j);
       return data[MapIndex(i, offset_, size_memory) * (size_memory * 2 + 1) +
@@ -565,6 +577,10 @@ class LBFGSSolver {
       size_t n = size_memory * 2 + 1;
       dptr_ = new DType[n * stride_];
     }
+    // memory cost
+    inline size_t MemCost(void) const {
+      return sizeof(DType) * (size_memory_ * 2 + 1) * stride_;
+    }
     // fetch element from rolling array
     inline const DType *operator[](size_t i) const {
       return dptr_ + MapIndex(i, offset_, size_memory_) * stride_;