[JVM] Add Iterator loading API

jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/DMatrix.java

@@ -16,6 +16,7 @@
 package ml.dmlc.xgboost4j;
 
 import java.io.IOException;
+import java.util.Iterator;
 
 import org.apache.commons.logging.Log;
 import org.apache.commons.logging.LogFactory;
@@ -47,6 +48,33 @@ public class DMatrix {
     CSC;
   }
 
+  /**
+   * Create DMatrix from iterator.
+   *
+   * @param iter The data iterator of mini batch to provide the data.
+   * @param cache_info Cache path information, used for external memory setting, can be null.
+   * @throws XGBoostError
+   */
+  public DMatrix(Iterator<DataBatch> iter, String cache_info) throws XGBoostError {
+    if (iter == null) {
+      throw new NullPointerException("iter: null");
+    }
+    try {
+      logger.info(iter.getClass().getMethod("next").toString());
+    } catch(NoSuchMethodException e) {
+      logger.info(e.toString());
+    }
+    long[] out = new long[1];
+    JNIErrorHandle.checkCall(XgboostJNI.XGDMatrixCreateFromDataIter(iter, cache_info, out));
+    handle = out[0];
+  }
+
+  /**
+   * Create DMatrix by loading libsvm file from dataPath
+   *
+   * @param dataPath The path to the data.
+   * @throws XGBoostError
+   */
   public DMatrix(String dataPath) throws XGBoostError {
     if (dataPath == null) {
       throw new NullPointerException("dataPath: null");
@@ -56,6 +84,14 @@ public class DMatrix {
     handle = out[0];
   }
 
+  /**
+   * Create DMatrix from Sparse matrix in CSR/CSC format.
+   * @param headers The row index of the matrix.
+   * @param indices The indices of presenting entries.
+   * @param data The data content.
+   * @param st  Type of sparsity.
+   * @throws XGBoostError
+   */
   public DMatrix(long[] headers, int[] indices, float[] data, SparseType st) throws XGBoostError {
     long[] out = new long[1];
     if (st == SparseType.CSR) {

jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/DataBatch.java

@@ -0,0 +1,43 @@
+package ml.dmlc.xgboost4j;
+
+/**
+ * A mini-batch of data that can be converted to DMatrix.
+ * The data is in sparse matrix CSR format.
+ *
+ * Usually this object is not needed.
+ *
+ * This class is used to support advanced creation of DMatrix from Iterator of DataBatch,
+ */
+public class DataBatch {
+  /** The offset of each rows in the sparse matrix */
+  long[] rowOffset = null;
+  /** weight of each data point, can be null */
+  float[] weight = null;
+  /** label of each data point, can be null */
+  float[] label = null;
+  /** index of each feature(column) in the sparse matrix */
+  int[] featureIndex = null;
+  /** value of each non-missing entry in the sparse matrix */
+  float[] featureValue = null;
+  /**
+   * Get number of rows in the data batch.
+   * @return Number of rows in the data batch.
+   */
+  public int numRows() {
+    return rowOffset.length - 1;
+  }
+
+  /**
+   * Shallow copy a DataBatch
+   * @return a copy of the batch
+   */
+  public DataBatch shallowCopy() {
+    DataBatch b = new DataBatch();
+    b.rowOffset = this.rowOffset;
+    b.weight = this.weight;
+    b.label = this.label;
+    b.featureIndex = this.featureIndex;
+    b.featureValue = this.featureValue;
+    return b;
+  }
+}

jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/XgboostJNI.java

@@ -15,6 +15,7 @@
  */
 package ml.dmlc.xgboost4j;
 
+
 /**
  * xgboost JNI functions
  * change 2015-7-6: *use a long[] (length=1) as container of handle to get the output DMatrix or Booster
@@ -26,6 +27,8 @@ class XgboostJNI {
 
   public final static native int XGDMatrixCreateFromFile(String fname, int silent, long[] out);
 
+  public final static native int XGDMatrixCreateFromDataIter(java.util.Iterator<DataBatch> iter,  String cache_info, long[] out);
+
   public final static native int XGDMatrixCreateFromCSR(long[] indptr, int[] indices, float[] data,
                                                         long[] out);