Fix model saving for 'count:possion': max_delta_step as Booster attribute (#3515)

* Save max_delta_step as an extra attribute of Booster

Fixes #3509 and #3026, where `max_delta_step` parameter gets lost during serialization.

* fix lint

* Use camel case for global constant

* disable local variable case in clang-tidy

.clang-tidy

@@ -5,7 +5,6 @@ CheckOptions:
   - { key: readability-identifier-naming.TypeAliasCase,          value: CamelCase  }
   - { key: readability-identifier-naming.TypedefCase,          value: CamelCase  }
   - { key: readability-identifier-naming.TypeTemplateParameterCase,          value: CamelCase  }
-  - { key: readability-identifier-naming.LocalVariableCase,          value: lower_case  }
   - { key: readability-identifier-naming.MemberCase,          value: lower_case  }
   - { key: readability-identifier-naming.PrivateMemberSuffix,           value: '_'  }
   - { key: readability-identifier-naming.ProtectedMemberSuffix,           value: '_'  }

src/learner.cc

@@ -21,6 +21,11 @@
 #include "./common/random.h"
 #include "common/timer.h"
 
+namespace {
+
+const char* kMaxDeltaStepDefaultValue = "0.7";
+
+}  // anonymous namespace
 
 namespace xgboost {
 // implementation of base learner.
@@ -222,7 +227,7 @@ class LearnerImpl : public Learner {
 
     if (cfg_.count("max_delta_step") == 0 && cfg_.count("objective") != 0 &&
         cfg_["objective"] == "count:poisson") {
-      cfg_["max_delta_step"] = "0.7";
+      cfg_["max_delta_step"] = kMaxDeltaStepDefaultValue;
     }
 
     ConfigureUpdaters();
@@ -321,21 +326,41 @@ class LearnerImpl : public Learner {
 
   // rabit save model to rabit checkpoint
   void Save(dmlc::Stream* fo) const override {
-    fo->Write(&mparam_, sizeof(LearnerModelParam));
+    LearnerModelParam mparam = mparam_;  // make a copy to potentially modify
+    std::vector<std::pair<std::string, std::string> > extra_attr;
+      // extra attributed to be added just before saving
+
+    if (name_obj_ == "count:poisson") {
+      auto it = cfg_.find("max_delta_step");
+      if (it != cfg_.end()) {
+        // write `max_delta_step` parameter as extra attribute of booster
+        mparam.contain_extra_attrs = 1;
+        extra_attr.emplace_back("count_poisson_max_delta_step", it->second);
+      }
+    }
+    fo->Write(&mparam, sizeof(LearnerModelParam));
     fo->Write(name_obj_);
     fo->Write(name_gbm_);
     gbm_->Save(fo);
-    if (mparam_.contain_extra_attrs != 0) {
+    if (mparam.contain_extra_attrs != 0) {
       std::vector<std::pair<std::string, std::string> > attr(
           attributes_.begin(), attributes_.end());
+      attr.insert(attr.end(), extra_attr.begin(), extra_attr.end());
       fo->Write(attr);
     }
     if (name_obj_ == "count:poisson") {
-      auto it =
+      auto it = cfg_.find("max_delta_step");
-          cfg_.find("max_delta_step");
+      if (it != cfg_.end()) {
-      if (it != cfg_.end()) fo->Write(it->second);
+        fo->Write(it->second);
+      } else {
+        // recover value of max_delta_step from extra attributes
+        auto it2 = attributes_.find("count_poisson_max_delta_step");
+        const std::string max_delta_step
+          = (it2 != attributes_.end()) ? it2->second : kMaxDeltaStepDefaultValue;
+        fo->Write(max_delta_step);
+      }
     }
-    if (mparam_.contain_eval_metrics != 0) {
+    if (mparam.contain_eval_metrics != 0) {
       std::vector<std::string> metr;
       for (auto& ev : metrics_) {
         metr.emplace_back(ev->Name());