[jvm-packages] Added baseMargin to ml.dmlc.xgboost4j.LabeledPoint (#2532)
* Converted ml.dmlc.xgboost4j.LabeledPoint to Scala
This allows to easily integrate LabeledPoint with Spark DataFrame APIs,
which support encoding/decoding case classes out of the box. Alternative
solution would be to keep LabeledPoint in Java and make it a Bean by
generating boilerplate getters/setters. I have decided against that, even
thought the conversion in this PR implies a public API change.
I also had to remove the factory methods fromSparseVector and
fromDenseVector because a) they would need to be duplicated to support
overloaded calls with extra data (e.g. weight); and b) Scala would expose
them via mangled $.MODULE$ which looks ugly in Java.
Additionally, this commit makes it possible to switch to LabeledPoint in
all public APIs and effectively to pass initial margin/group as part of
the point. This seems to be the only reliable way of implementing distributed
learning with these data. Note that group size format used by single-node
XGBoost is not compatible with that scenario, since the partition split
could divide a group into two chunks.
* Switched to ml.dmlc.xgboost4j.LabeledPoint in RDD-based public APIs
Note that DataFrame-based and Flink APIs are not affected by this change.
* Removed baseMargin argument in favour of the LabeledPoint field
* Do a single pass over the partition in buildDistributedBoosters
Note that there is no formal guarantee that
val repartitioned = rdd.repartition(42)
repartitioned.zipPartitions(repartitioned.map(_ + 1)) { it1, it2, => ... }
would do a single shuffle, but in practice it seems to be always the case.
* Exposed baseMargin in DataFrame-based API
* Addressed review comments
* Pass baseMargin to XGBoost.trainWithDataFrame via params
* Reverted MLLabeledPoint in Spark APIs
As discussed, baseMargin would only be supported for DataFrame-based APIs.
* Cleaned up baseMargin tests
- Removed RDD-based test, since the option is no longer exposed via
public APIs
- Changed DataFrame-based one to check that adding a margin actually
affects the prediction
* Pleased Scalastyle
* Addressed more review comments
* Pleased scalastyle again
* Fixed XGBoost.fromBaseMarginsToArray
which always returned an array of NaNs even if base margin was not
specified. Surprisingly this only failed a few tests.
This commit is contained in:
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/*
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Copyright (c) 2014 by Contributors
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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*/
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package ml.dmlc.xgboost4j
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/** Labeled training data point. */
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private[xgboost4j] case class LabeledPoint(
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/** Label of this point. */
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label: Float,
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/** Feature indices of this point or `null` if the data is dense. */
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indices: Array[Int],
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/** Feature values of this point. */
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values: Array[Float],
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/** Weight of this point. */
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weight: Float = 1.0f,
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/** Group of this point (used for ranking) or -1. */
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group: Int = -1,
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/** Initial prediction on this point or `Float.NaN`. */
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baseMargin: Float = Float.NaN
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) extends Serializable {
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require(indices == null || indices.length == values.length,
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"indices and values must have the same number of elements")
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def this(label: Float, indices: Array[Int], values: Array[Float]) = {
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// [[weight]] default duplicated to disambiguate the constructor call.
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this(label, indices, values, 1.0f)
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}
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}
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