[TREE] add interaction constraints (#3466)
* add interaction constraints * enable both interaction and monotonic constraints at the same time * fix lint * add R test, fix lint, update demo * Use dmlc::JSONReader to express interaction constraints as nested lists; Use sparse arrays for bookkeeping * Add Python test for interaction constraints * make R interaction constraints parameter based on feature index instead of column names, fix R coding style * Fix lint * Add BlueTea88 to CONTRIBUTORS.md * Short circuit when no constraint is specified; address review comments * Add tutorial for feature interaction constraints * allow interaction constraints to be passed as string, remove redundant column_names argument * Fix typo * Address review comments * Add comments to Python test
This commit is contained in:
Andrew Thia
committed by
Philip Hyunsu Cho
Philip Hyunsu Cho
parent
dee0b69674
commit
9254c58e4d
@@ -194,7 +194,7 @@ struct TrainParam : public dmlc::Parameter<TrainParam> {
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.describe("Number of rows in a GPU batch, used for finding quantiles on GPU; "
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"-1 to use all rows assignted to a GPU, and 0 to auto-deduce");
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DMLC_DECLARE_FIELD(split_evaluator)
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.set_default("elastic_net,monotonic")
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.set_default("elastic_net,monotonic,interaction")
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.describe("The criteria to use for ranking splits");
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// add alias of parameters
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DMLC_DECLARE_ALIAS(reg_lambda, lambda);
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@@ -4,8 +4,11 @@
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* \brief Contains implementations of different split evaluators.
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*/
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#include "split_evaluator.h"
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#include <dmlc/json.h>
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#include <dmlc/registry.h>
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#include <algorithm>
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#include <unordered_set>
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#include <vector>
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#include <limits>
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#include <string>
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#include <sstream>
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@@ -303,5 +306,196 @@ XGBOOST_REGISTER_SPLIT_EVALUATOR(MonotonicConstraint, "monotonic")
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return new MonotonicConstraint(std::move(inner));
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});
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/*! \brief Encapsulates the parameters required by the InteractionConstraint
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split evaluator
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*/
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struct InteractionConstraintParams
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: public dmlc::Parameter<InteractionConstraintParams> {
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std::string interaction_constraints;
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bst_uint num_feature;
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DMLC_DECLARE_PARAMETER(InteractionConstraintParams) {
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DMLC_DECLARE_FIELD(interaction_constraints)
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.set_default("")
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.describe("Constraints for interaction representing permitted interactions."
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"The constraints must be specified in the form of a nest list,"
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"e.g. [[0, 1], [2, 3, 4]], where each inner list is a group of"
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"indices of features that are allowed to interact with each other."
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"See tutorial for more information");
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DMLC_DECLARE_FIELD(num_feature)
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.describe("Number of total features used");
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}
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};
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DMLC_REGISTER_PARAMETER(InteractionConstraintParams);
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/*! \brief Enforces that the tree is monotonically increasing/decreasing with respect to a user specified set of
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features.
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*/
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class InteractionConstraint final : public SplitEvaluator {
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public:
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explicit InteractionConstraint(std::unique_ptr<SplitEvaluator> inner) {
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if (!inner) {
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LOG(FATAL) << "InteractionConstraint must be given an inner evaluator";
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}
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inner_ = std::move(inner);
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}
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void Init(const std::vector<std::pair<std::string, std::string> >& args)
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override {
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inner_->Init(args);
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params_.InitAllowUnknown(args);
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Reset();
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}
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void Reset() override {
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if (params_.interaction_constraints.empty()) {
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return; // short-circuit if no constraint is specified
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}
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// Parse interaction constraints
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std::istringstream iss(params_.interaction_constraints);
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dmlc::JSONReader reader(&iss);
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// Read std::vector<std::vector<bst_uint>> first and then
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// convert to std::vector<std::unordered_set<bst_uint>>
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std::vector<std::vector<bst_uint>> tmp;
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reader.Read(&tmp);
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for (const auto& e : tmp) {
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interaction_constraints_.emplace_back(e.begin(), e.end());
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}
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// Initialise interaction constraints record with all variables permitted for the first node
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int_cont_.clear();
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int_cont_.resize(1, std::unordered_set<bst_uint>());
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int_cont_[0].reserve(params_.num_feature);
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for (bst_uint i = 0; i < params_.num_feature; ++i) {
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int_cont_[0].insert(i);
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}
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// Initialise splits record
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splits_.clear();
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splits_.resize(1, std::unordered_set<bst_uint>());
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}
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SplitEvaluator* GetHostClone() const override {
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if (params_.interaction_constraints.empty()) {
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// No interaction constraints specified, just return a clone of inner
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return inner_->GetHostClone();
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} else {
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auto c = new InteractionConstraint(
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std::unique_ptr<SplitEvaluator>(inner_->GetHostClone()));
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c->params_ = this->params_;
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c->Reset();
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return c;
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}
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}
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bst_float ComputeSplitScore(bst_uint nodeid,
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bst_uint featureid,
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const GradStats& left_stats,
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const GradStats& right_stats,
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bst_float left_weight,
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bst_float right_weight) const override {
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// Return negative infinity score if feature is not permitted by interaction constraints
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if (!CheckInteractionConstraint(featureid, nodeid)) {
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return -std::numeric_limits<bst_float>::infinity();
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}
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// Otherwise, get score from inner evaluator
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bst_float score = inner_->ComputeSplitScore(
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nodeid, featureid, left_stats, right_stats, left_weight, right_weight);
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return score;
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}
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bst_float ComputeScore(bst_uint parentID, const GradStats& stats, bst_float weight)
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const override {
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return inner_->ComputeScore(parentID, stats, weight);
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}
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bst_float ComputeWeight(bst_uint parentID, const GradStats& stats)
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const override {
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return inner_->ComputeWeight(parentID, stats);
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}
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void AddSplit(bst_uint nodeid,
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bst_uint leftid,
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bst_uint rightid,
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bst_uint featureid,
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bst_float leftweight,
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bst_float rightweight) override {
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inner_->AddSplit(nodeid, leftid, rightid, featureid, leftweight, rightweight);
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if (params_.interaction_constraints.empty()) {
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return; // short-circuit if no constraint is specified
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}
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bst_uint newsize = std::max(leftid, rightid) + 1;
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// Record previous splits for child nodes
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std::unordered_set<bst_uint> feature_splits = splits_[nodeid]; // fid history of current node
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feature_splits.insert(featureid); // add feature of current node
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splits_.resize(newsize);
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splits_[leftid] = feature_splits;
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splits_[rightid] = feature_splits;
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// Resize constraints record, initialise all features to be not permitted for new nodes
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int_cont_.resize(newsize, std::unordered_set<bst_uint>());
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// Permit features used in previous splits
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for (bst_uint fid : feature_splits) {
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int_cont_[leftid].insert(fid);
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int_cont_[rightid].insert(fid);
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}
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// Loop across specified interactions in constraints
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for (const auto& constraint : interaction_constraints_) {
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bst_uint flag = 1; // flags whether the specified interaction is still relevant
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// Test relevance of specified interaction by checking all previous features are included
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for (bst_uint checkvar : feature_splits) {
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if (constraint.count(checkvar) == 0) {
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flag = 0;
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break; // interaction is not relevant due to unmet constraint
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}
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}
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// If interaction is still relevant, permit all other features in the interaction
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if (flag == 1) {
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for (bst_uint k : constraint) {
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int_cont_[leftid].insert(k);
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int_cont_[rightid].insert(k);
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}
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}
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}
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}
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private:
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InteractionConstraintParams params_;
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std::unique_ptr<SplitEvaluator> inner_;
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// interaction_constraints_[constraint_id] contains a single interaction
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// constraint, which specifies a group of feature IDs that can interact
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// with each other
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std::vector< std::unordered_set<bst_uint> > interaction_constraints_;
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// int_cont_[nid] contains the set of all feature IDs that are allowed to
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// be used for a split at node nid
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std::vector< std::unordered_set<bst_uint> > int_cont_;
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// splits_[nid] contains the set of all feature IDs that have been used for
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// splits in node nid and its parents
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std::vector< std::unordered_set<bst_uint> > splits_;
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// Check interaction constraints. Returns true if a given feature ID is
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// permissible in a given node; returns false otherwise
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inline bool CheckInteractionConstraint(bst_uint featureid, bst_uint nodeid) const {
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// short-circuit if no constraint is specified
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return (params_.interaction_constraints.empty()
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|| int_cont_[nodeid].count(featureid) > 0);
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}
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};
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XGBOOST_REGISTER_SPLIT_EVALUATOR(InteractionConstraint, "interaction")
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.describe("Enforces interaction constraints on tree features")
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.set_body([](std::unique_ptr<SplitEvaluator> inner) {
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return new InteractionConstraint(std::move(inner));
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});
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} // namespace tree
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} // namespace xgboost
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