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Fix feature weights with multiple column sampling. (#8100)

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This commit is contained in:
Jiaming Yuan
2022-07-22 20:23:05 +08:00
committed by GitHub
parent 4a4e5c7c18
commit 7785d65c8a
2 changed files with 26 additions and 9 deletions
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19
src/common/random.cc
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@@ -7,8 +7,7 @@
namespace xgboost {
namespace common {
std::shared_ptr<HostDeviceVector<bst_feature_t>> ColumnSampler::ColSample(
std::shared_ptr<HostDeviceVector<bst_feature_t>> p_features,
float colsample) {
std::shared_ptr<HostDeviceVector<bst_feature_t>> p_features, float colsample) {
if (colsample == 1.0f) {
return p_features;
}
@@ -20,19 +19,21 @@ std::shared_ptr<HostDeviceVector<bst_feature_t>> ColumnSampler::ColSample(
auto &new_features = *p_new_features;
if (feature_weights_.size() != 0) {
new_features.HostVector() = WeightedSamplingWithoutReplacement(
p_features->HostVector(), feature_weights_, n);
auto const &h_features = p_features->HostVector();
std::vector<float> weights(h_features.size());
for (size_t i = 0; i < h_features.size(); ++i) {
weights[i] = feature_weights_[h_features[i]];
}
new_features.HostVector() =
WeightedSamplingWithoutReplacement(p_features->HostVector(), weights, n);
} else {
new_features.Resize(features.size());
std::copy(features.begin(), features.end(),
new_features.HostVector().begin());
std::shuffle(new_features.HostVector().begin(),
new_features.HostVector().end(), rng_);
std::copy(features.begin(), features.end(), new_features.HostVector().begin());
std::shuffle(new_features.HostVector().begin(), new_features.HostVector().end(), rng_);
new_features.Resize(n);
}
std::sort(new_features.HostVector().begin(), new_features.HostVector().end());
return p_new_features;
}
} // namespace common
} // namespace xgboost