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start add coltree maker

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This commit is contained in:
tqchen
2014-02-28 11:44:50 -08:00
parent 82807b3a55
commit b57656902e
5 changed files with 217 additions and 35 deletions
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20
booster/tree/xgboost_svdf_tree.hpp
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@@ -205,13 +205,13 @@ namespace xgboost{
// enumerate split point of the tree
inline void enumerate_split( RTSelecter &sglobal, int tlen,
double rsum_grad, double rsum_hess, double root_cost,
double rsum_grad, double rsum_hess, double root_gain,
const SCEntry *entry, size_t start, size_t end,
int findex, float parent_base_weight ){
// local selecter
RTSelecter slocal( param );
if( param.default_direction != 1 ){
if( param.need_forward_search() ){
// forward process, default right
double csum_grad = 0.0, csum_hess = 0.0;
for( size_t j = start; j < end; j ++ ){
@@ -225,8 +225,8 @@ namespace xgboost{
if( dsum_hess < param.min_child_weight ) break;
// change of loss
double loss_chg =
param.CalcCost( csum_grad, csum_hess, parent_base_weight ) +
param.CalcCost( rsum_grad - csum_grad, dsum_hess, parent_base_weight ) - root_cost;
param.CalcGain( csum_grad, csum_hess, parent_base_weight ) +
param.CalcGain( rsum_grad - csum_grad, dsum_hess, parent_base_weight ) - root_gain;
const int clen = static_cast<int>( j + 1 - start );
// add candidate to selecter
@@ -237,7 +237,7 @@ namespace xgboost{
}
}
if( param.default_direction != 2 ){
if( param.need_backward_search() ){
// backward process, default left
double csum_grad = 0.0, csum_hess = 0.0;
for( size_t j = end; j > start; j -- ){
@@ -249,8 +249,8 @@ namespace xgboost{
if( csum_hess < param.min_child_weight ) continue;
const double dsum_hess = rsum_hess - csum_hess;
if( dsum_hess < param.min_child_weight ) break;
double loss_chg = param.CalcCost( csum_grad, csum_hess, parent_base_weight ) +
param.CalcCost( rsum_grad - csum_grad, dsum_hess, parent_base_weight ) - root_cost;
double loss_chg = param.CalcGain( csum_grad, csum_hess, parent_base_weight ) +
param.CalcGain( rsum_grad - csum_grad, dsum_hess, parent_base_weight ) - root_gain;
const int clen = static_cast<int>( end - j + 1 );
// add candidate to selecter
slocal.push_back( RTSelecter::Entry( loss_chg, j - 1, clen, findex,
@@ -319,8 +319,8 @@ namespace xgboost{
// global selecter
RTSelecter sglobal( param );
// cost root
const double root_cost = param.CalcRootCost( rsum_grad, rsum_hess );
// gain root
const double root_gain = param.CalcRootGain( rsum_grad, rsum_hess );
// KEY: layerwise, weight of current node if it is leaf
const double base_weight = param.CalcWeight( rsum_grad, rsum_hess, tsk.parent_base_weight );
// enumerate feature index
@@ -333,7 +333,7 @@ namespace xgboost{
std::sort( entry.begin() + start, entry.begin() + end );
// local selecter
this->enumerate_split( sglobal, tsk.len,
rsum_grad, rsum_hess, root_cost,
rsum_grad, rsum_hess, root_gain,
&entry[0], start, end, findex, base_weight );
}
// Cleanup tmp_rptr for next use