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big change, change interface to template, everything still OK

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tqchen 2014-03-03 22:16:37 -08:00 committed by tqchen
parent a3ca03cfc1
commit b689b4525a
8 changed files with 135 additions and 114 deletions
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5
Makefile
View File

@ -4,14 +4,13 @@ export CFLAGS = -Wall -O3 -msse2 -Wno-unknown-pragmas -fopenmp
# specify tensor path # specify tensor path
BIN = xgboost BIN = xgboost
OBJ = xgboost.o OBJ =
.PHONY: clean all .PHONY: clean all
all: $(BIN) $(OBJ) all: $(BIN) $(OBJ)
export LDFLAGS= -pthread -lm export LDFLAGS= -pthread -lm
xgboost.o: booster/xgboost.h booster/xgboost_data.h booster/xgboost.cpp booster/*/*.hpp booster/*/*.h xgboost: regression/xgboost_reg_main.cpp regression/*.h booster/*.h booster/*/*.hpp booster/*.hpp
xgboost: regression/xgboost_reg_main.cpp regression/*.h xgboost.o
$(BIN) : $(BIN) :
$(CXX) $(CFLAGS) $(LDFLAGS) -o $@ $(filter %.cpp %.o %.c, $^) $(CXX) $(CFLAGS) $(LDFLAGS) -o $@ $(filter %.cpp %.o %.c, $^)

15
booster/linear/xgboost_linear.hpp
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@ -15,7 +15,8 @@
namespace xgboost{ namespace xgboost{
namespace booster{ namespace booster{
/*! \brief linear model, with L1/L2 regularization */ /*! \brief linear model, with L1/L2 regularization */
class LinearBooster : public IBooster{ template<typename FMatrix>
class LinearBooster : public InterfaceBooster<FMatrix>{
public: public:
LinearBooster( void ){ silent = 0;} LinearBooster( void ){ silent = 0;}
virtual ~LinearBooster( void ){} virtual ~LinearBooster( void ){}
@ -37,15 +38,15 @@ namespace xgboost{
public: public:
virtual void DoBoost( std::vector<float> &grad, virtual void DoBoost( std::vector<float> &grad,
std::vector<float> &hess, std::vector<float> &hess,
const FMatrixS &smat, const FMatrix &fmat,
const std::vector<unsigned> &root_index ){ const std::vector<unsigned> &root_index ){
utils::Assert( grad.size() < UINT_MAX, "number of instance exceed what we can handle" ); utils::Assert( grad.size() < UINT_MAX, "number of instance exceed what we can handle" );
this->UpdateWeights( grad, hess, smat ); this->UpdateWeights( grad, hess, fmat );
} }
virtual float Predict( const FMatrixS::Line &sp, unsigned rid = 0 ){ inline float Predict( const FMatrix &fmat, bst_uint ridx, unsigned root_index ){
float sum = model.bias(); float sum = model.bias();
for( unsigned i = 0; i < sp.len; i ++ ){ for( typename FMatrix::RowIter it = fmat.GetRow(ridx); it.Next(); ){
sum += model.weight[ sp[i].findex ] * sp[i].fvalue; sum += model.weight[ it.findex() ] * it.fvalue();
} }
return sum; return sum;
} }
@ -59,6 +60,7 @@ namespace xgboost{
} }
return sum; return sum;
} }
protected: protected:
// training parameter // training parameter
struct ParamTrain{ struct ParamTrain{
@ -155,7 +157,6 @@ namespace xgboost{
ParamTrain param; ParamTrain param;
protected: protected:
// update weights, should work for any FMatrix // update weights, should work for any FMatrix
template<typename FMatrix>
inline void UpdateWeights( std::vector<float> &grad, inline void UpdateWeights( std::vector<float> &grad,
const std::vector<float> &hess, const std::vector<float> &hess,
const FMatrix &smat ){ const FMatrix &smat ){

123
booster/tree/xgboost_tree.hpp
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@ -29,7 +29,8 @@ namespace xgboost{
namespace booster{ namespace booster{
// regression tree, construction algorithm is seperated from this class // regression tree, construction algorithm is seperated from this class
// see RegTreeUpdater // see RegTreeUpdater
class RegTreeTrainer : public IBooster{ template<typename FMatrix>
class RegTreeTrainer : public InterfaceBooster<FMatrix>{
public: public:
RegTreeTrainer( void ){ RegTreeTrainer( void ){
silent = 0; tree_maker = 1; silent = 0; tree_maker = 1;
@ -55,62 +56,6 @@ namespace xgboost{
} }
public: public:
virtual void DoBoost( std::vector<float> &grad, virtual void DoBoost( std::vector<float> &grad,
std::vector<float> &hess,
const FMatrixS &smat,
const std::vector<unsigned> &root_index ){
this->DoBoost_( grad, hess, smat, root_index );
}
virtual int GetLeafIndex( const std::vector<float> &feat,
const std::vector<bool> &funknown,
unsigned gid = 0 ){
// start from groups that belongs to current data
int pid = (int)gid;
// tranverse tree
while( !tree[ pid ].is_leaf() ){
unsigned split_index = tree[ pid ].split_index();
pid = this->GetNext( pid, feat[ split_index ], funknown[ split_index ] );
}
return pid;
}
virtual void PredPath( std::vector<int> &path, const FMatrixS::Line &feat, unsigned gid = 0 ){
path.clear();
ThreadEntry &e = this->InitTmp();
this->PrepareTmp( feat, e );
int pid = (int)gid;
path.push_back( pid );
// tranverse tree
while( !tree[ pid ].is_leaf() ){
unsigned split_index = tree[ pid ].split_index();
pid = this->GetNext( pid, e.feat[ split_index ], e.funknown[ split_index ] );
path.push_back( pid );
}
this->DropTmp( feat, e );
}
// make it OpenMP thread safe, but not thread safe in general
virtual float Predict( const FMatrixS::Line &feat, unsigned gid = 0 ){
ThreadEntry &e = this->InitTmp();
this->PrepareTmp( feat, e );
int pid = this->GetLeafIndex( e.feat, e.funknown, gid );
this->DropTmp( feat, e );
return tree[ pid ].leaf_value();
}
virtual float Predict( const std::vector<float> &feat,
const std::vector<bool> &funknown,
unsigned gid = 0 ){
utils::Assert( feat.size() >= (size_t)tree.param.num_feature,
"input data smaller than num feature" );
int pid = this->GetLeafIndex( feat, funknown, gid );
return tree[ pid ].leaf_value();
}
virtual void DumpModel( FILE *fo, const utils::FeatMap &fmap, bool with_stats ){
tree.DumpModel( fo, fmap, with_stats );
}
private:
template<typename FMatrix>
inline void DoBoost_( std::vector<float> &grad,
std::vector<float> &hess, std::vector<float> &hess,
const FMatrix &smat, const FMatrix &smat,
const std::vector<unsigned> &root_index ){ const std::vector<unsigned> &root_index ){
@ -132,6 +77,52 @@ namespace xgboost{
tree.param.num_roots, tree.num_extra_nodes(), num_pruned, tree.param.max_depth ); tree.param.num_roots, tree.num_extra_nodes(), num_pruned, tree.param.max_depth );
} }
} }
virtual float Predict( const FMatrix &fmat, bst_uint ridx, unsigned gid = 0 ){
ThreadEntry &e = this->InitTmp();
this->PrepareTmp( fmat.GetRow(ridx), e );
int pid = this->GetLeafIndex( e.feat, e.funknown, gid );
this->DropTmp( fmat.GetRow(ridx), e );
return tree[ pid ].leaf_value();
}
virtual int GetLeafIndex( const std::vector<float> &feat,
const std::vector<bool> &funknown,
unsigned gid = 0 ){
// start from groups that belongs to current data
int pid = (int)gid;
// tranverse tree
while( !tree[ pid ].is_leaf() ){
unsigned split_index = tree[ pid ].split_index();
pid = this->GetNext( pid, feat[ split_index ], funknown[ split_index ] );
}
return pid;
}
virtual void PredPath( std::vector<int> &path, const FMatrix &fmat, bst_uint ridx, unsigned gid = 0 ){
path.clear();
ThreadEntry &e = this->InitTmp();
this->PrepareTmp( fmat.GetRow(ridx), e );
int pid = (int)gid;
path.push_back( pid );
// tranverse tree
while( !tree[ pid ].is_leaf() ){
unsigned split_index = tree[ pid ].split_index();
pid = this->GetNext( pid, e.feat[ split_index ], e.funknown[ split_index ] );
path.push_back( pid );
}
this->DropTmp( fmat.GetRow(ridx), e );
}
virtual float Predict( const std::vector<float> &feat,
const std::vector<bool> &funknown,
unsigned gid = 0 ){
utils::Assert( feat.size() >= (size_t)tree.param.num_feature,
"input data smaller than num feature" );
int pid = this->GetLeafIndex( feat, funknown, gid );
return tree[ pid ].leaf_value();
}
virtual void DumpModel( FILE *fo, const utils::FeatMap &fmap, bool with_stats ){
tree.DumpModel( fo, fmap, with_stats );
}
private: private:
int silent; int silent;
int tree_maker; int tree_maker;
@ -144,7 +135,6 @@ namespace xgboost{
}; };
std::vector<ThreadEntry> threadtemp; std::vector<ThreadEntry> threadtemp;
private: private:
inline ThreadEntry& InitTmp( void ){ inline ThreadEntry& InitTmp( void ){
const int tid = omp_get_thread_num(); const int tid = omp_get_thread_num();
utils::Assert( tid < (int)threadtemp.size(), "RTreeUpdater: threadtemp pool is too small" ); utils::Assert( tid < (int)threadtemp.size(), "RTreeUpdater: threadtemp pool is too small" );
@ -156,16 +146,17 @@ namespace xgboost{
} }
return e; return e;
} }
inline void PrepareTmp( const FMatrixS::Line &feat, ThreadEntry &e ){ inline void PrepareTmp( typename FMatrix::RowIter it, ThreadEntry &e ){
for( unsigned i = 0; i < feat.len; i ++ ){ while( it.Next() ){
utils::Assert( feat[i].findex < (unsigned)tree.param.num_feature , "input feature execeed bound" ); const bst_uint findex = it.findex();
e.funknown[ feat[i].findex ] = false; utils::Assert( findex < (unsigned)tree.param.num_feature , "input feature execeed bound" );
e.feat[ feat[i].findex ] = feat[i].fvalue; e.funknown[ findex ] = false;
e.feat[ findex ] = it.fvalue();
} }
} }
inline void DropTmp( const FMatrixS::Line &feat, ThreadEntry &e ){ inline void DropTmp( typename FMatrix::RowIter it, ThreadEntry &e ){
for( unsigned i = 0; i < feat.len; i ++ ){ while( it.Next() ){
e.funknown[ feat[i].findex ] = true; e.funknown[ it.findex() ] = true;
} }
} }

25
booster/xgboost.cpp → booster/xgboost-inl.hpp
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@ -1,16 +1,13 @@
#ifndef XGBOOST_INL_HPP
#define XGBOOST_INL_HPP
/*! /*!
* \file xgboost.cpp * \file xgboost-inl.hpp
* \brief bootser implementations * \brief bootser implementations
* \author Tianqi Chen: tianqi.tchen@gmail.com * \author Tianqi Chen: tianqi.tchen@gmail.com
*/ */
// implementation of boosters go to here // implementation of boosters go to here
#define _CRT_SECURE_NO_WARNINGS
#define _CRT_SECURE_NO_DEPRECATE
#include <climits>
#include "xgboost.h" #include "xgboost.h"
#include "../utils/xgboost_utils.h" #include "../utils/xgboost_utils.h"
#include "xgboost_gbmbase.h"
// implementations of boosters
#include "tree/xgboost_tree.hpp" #include "tree/xgboost_tree.hpp"
#include "linear/xgboost_linear.hpp" #include "linear/xgboost_linear.hpp"
@ -19,16 +16,18 @@ namespace xgboost{
/*! /*!
* \brief create a gradient booster, given type of booster * \brief create a gradient booster, given type of booster
* \param booster_type type of gradient booster, can be used to specify implements * \param booster_type type of gradient booster, can be used to specify implements
* \tparam FMatrix input data type for booster
* \return the pointer to the gradient booster created * \return the pointer to the gradient booster created
*/ */
IBooster *CreateBooster( int booster_type ){ template<typename FMatrix>
inline InterfaceBooster<FMatrix> *CreateBooster( int booster_type ){
switch( booster_type ){ switch( booster_type ){
case 0: return new RegTreeTrainer(); case 0: return new RegTreeTrainer<FMatrix>();
case 1: return new LinearBooster(); case 1: return new LinearBooster<FMatrix>();
default: utils::Error("unknown booster_type"); return NULL; default: utils::Error("unknown booster_type"); return NULL;
} }
} }
}; };
}; };
#endif // XGBOOST_INL_HPP

45
booster/xgboost.h
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@ -4,6 +4,8 @@
* \file xgboost.h * \file xgboost.h
* \brief the general gradient boosting interface * \brief the general gradient boosting interface
* *
* common practice of this header: use IBooster and CreateBooster<FMatrixS>
*
* \author Tianqi Chen: tianqi.tchen@gmail.com * \author Tianqi Chen: tianqi.tchen@gmail.com
*/ */
#include <vector> #include <vector>
@ -19,8 +21,10 @@ namespace xgboost{
namespace booster{ namespace booster{
/*! /*!
* \brief interface of a gradient boosting learner * \brief interface of a gradient boosting learner
* \tparam FMatrix the feature matrix format that the booster takes
*/ */
class IBooster{ template<typename FMatrix>
class InterfaceBooster{
public: public:
// interface for model setting and loading // interface for model setting and loading
// calling procedure: // calling procedure:
@ -69,9 +73,12 @@ namespace xgboost{
/*! /*!
* \brief predict the path ids along a trees, for given sparse feature vector. When booster is a tree * \brief predict the path ids along a trees, for given sparse feature vector. When booster is a tree
* \param path the result of path * \param path the result of path
* \param rid root id of current instance, default = 0 * \param feats feature matrix
* \param row_index row index in the feature matrix
* \param root_index root id of current instance, default = 0
*/ */
virtual void PredPath( std::vector<int> &path, const FMatrixS::Line &feat, unsigned rid = 0 ){ virtual void PredPath( std::vector<int> &path, const FMatrix &feats,
bst_uint row_index, unsigned root_index = 0 ){
utils::Error( "not implemented" ); utils::Error( "not implemented" );
} }
/*! /*!
@ -79,11 +86,12 @@ namespace xgboost{
* *
* NOTE: in tree implementation, Sparse Predict is OpenMP threadsafe, but not threadsafe in general, * NOTE: in tree implementation, Sparse Predict is OpenMP threadsafe, but not threadsafe in general,
* dense version of Predict to ensures threadsafety * dense version of Predict to ensures threadsafety
* \param feat vector in sparse format * \param feats feature matrix
* \param rid root id of current instance, default = 0 * \param row_index row index in the feature matrix
* \param root_index root id of current instance, default = 0
* \return prediction * \return prediction
*/ */
virtual float Predict( const FMatrixS::Line &feat, unsigned rid = 0 ){ virtual float Predict( const FMatrix &feats, bst_uint row_index, unsigned root_index = 0 ){
utils::Error( "not implemented" ); utils::Error( "not implemented" );
return 0.0f; return 0.0f;
} }
@ -116,19 +124,40 @@ namespace xgboost{
} }
public: public:
/*! \brief virtual destructor */ /*! \brief virtual destructor */
virtual ~IBooster( void ){} virtual ~InterfaceBooster( void ){}
}; };
}; };
namespace booster{
/*!
* \brief this will is the most commonly used booster interface
* we try to make booster invariant of data structures, but most cases, FMatrixS is what we wnat
*/
typedef InterfaceBooster<FMatrixS> IBooster;
};
}; };
namespace xgboost{ namespace xgboost{
namespace booster{ namespace booster{
/*! /*!
* \brief create a gradient booster, given type of booster * \brief create a gradient booster, given type of booster
* normally we use FMatrixS, by calling CreateBooster<FMatrixS>
* \param booster_type type of gradient booster, can be used to specify implements * \param booster_type type of gradient booster, can be used to specify implements
* \tparam FMatrix input data type for booster
* \return the pointer to the gradient booster created * \return the pointer to the gradient booster created
*/ */
IBooster *CreateBooster( int booster_type ); template<typename FMatrix>
inline InterfaceBooster<FMatrix> *CreateBooster( int booster_type );
}; };
}; };
// A good design should have minimum functions defined interface, user should only operate on interface
// I break it a bit, by using template and let user 'see' the implementation
// The user should pretend that they only can use the interface, and we are all cool
// I find this is the only way so far I can think of to make boosters invariant of data structure,
// while keep everything fast
// this file includes the template implementations of all boosters
// the cost of using template is that the user can 'see' all the implementations, which is OK
// ignore implementations and focus on the interface:)
#include "xgboost-inl.hpp"
#endif #endif

2
booster/xgboost_data.h
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@ -341,7 +341,7 @@ namespace xgboost{
utils::Assert( fi.Read( &data[0] , data.size() * sizeof(REntry) ) , "Load FMatrixS" ); utils::Assert( fi.Read( &data[0] , data.size() * sizeof(REntry) ) , "Load FMatrixS" );
} }
} }
private: protected:
/*! \brief row pointer of CSR sparse storage */ /*! \brief row pointer of CSR sparse storage */
std::vector<size_t> row_ptr_; std::vector<size_t> row_ptr_;
/*! \brief data in the row */ /*! \brief data in the row */

16
booster/xgboost_gbmbase.h
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@ -3,6 +3,7 @@
#include <cstring> #include <cstring>
#include "xgboost.h" #include "xgboost.h"
#include "xgboost_data.h"
#include "../utils/xgboost_omp.h" #include "../utils/xgboost_omp.h"
#include "../utils/xgboost_config.h" #include "../utils/xgboost_config.h"
/*! /*!
@ -128,7 +129,7 @@ namespace xgboost{
utils::Assert( fi.Read( &param, sizeof(Param) ) != 0 ); utils::Assert( fi.Read( &param, sizeof(Param) ) != 0 );
boosters.resize( param.num_boosters ); boosters.resize( param.num_boosters );
for( size_t i = 0; i < boosters.size(); i ++ ){ for( size_t i = 0; i < boosters.size(); i ++ ){
boosters[ i ] = booster::CreateBooster( param.booster_type ); boosters[ i ] = booster::CreateBooster<FMatrixS>( param.booster_type );
boosters[ i ]->LoadModel( fi ); boosters[ i ]->LoadModel( fi );
} }
{// load info {// load info
@ -207,7 +208,7 @@ namespace xgboost{
for( size_t j = 0; j < boosters.size(); ++ j ){ for( size_t j = 0; j < boosters.size(); ++ j ){
if( j != 0 ) fprintf( fo, "\t" ); if( j != 0 ) fprintf( fo, "\t" );
std::vector<int> path; std::vector<int> path;
boosters[j]->PredPath( path, data[i] ); boosters[j]->PredPath( path, data, i );
fprintf( fo, "%d", path[0] ); fprintf( fo, "%d", path[0] );
for( size_t k = 1; k < path.size(); ++ k ){ for( size_t k = 1; k < path.size(); ++ k ){
fprintf( fo, ",%d", path[k] ); fprintf( fo, ",%d", path[k] );
@ -236,12 +237,13 @@ namespace xgboost{
/*! /*!
* \brief predict values for given sparse feature vector * \brief predict values for given sparse feature vector
* NOTE: in tree implementation, this is not threadsafe * NOTE: in tree implementation, this is not threadsafe
* \param feat vector in sparse format * \param feats feature matrix
* \param row_index row index in the feature matrix
* \param buffer_index the buffer index of the current feature line, default -1 means no buffer assigned * \param buffer_index the buffer index of the current feature line, default -1 means no buffer assigned
* \param rid root id of current instance, default = 0 * \param root_index root id of current instance, default = 0
* \return prediction * \return prediction
*/ */
virtual float Predict( const booster::FMatrixS::Line &feat, int buffer_index = -1, unsigned rid = 0 ){ inline float Predict( const FMatrixS &feats, bst_uint row_index, int buffer_index = -1, unsigned root_index = 0 ){
size_t istart = 0; size_t istart = 0;
float psum = 0.0f; float psum = 0.0f;
@ -253,7 +255,7 @@ namespace xgboost{
} }
for( size_t i = istart; i < this->boosters.size(); i ++ ){ for( size_t i = istart; i < this->boosters.size(); i ++ ){
psum += this->boosters[ i ]->Predict( feat, rid ); psum += this->boosters[ i ]->Predict( feats, row_index, root_index );
} }
// updated the buffered results // updated the buffered results
@ -320,7 +322,7 @@ namespace xgboost{
inline booster::IBooster *GetUpdateBooster( void ){ inline booster::IBooster *GetUpdateBooster( void ){
if( param.do_reboost == 0 || boosters.size() == 0 ){ if( param.do_reboost == 0 || boosters.size() == 0 ){
param.num_boosters += 1; param.num_boosters += 1;
boosters.push_back( booster::CreateBooster( param.booster_type ) ); boosters.push_back( booster::CreateBooster<FMatrixS>( param.booster_type ) );
booster_info.push_back( 0 ); booster_info.push_back( 0 );
this->ConfigBooster( boosters.back() ); this->ConfigBooster( boosters.back() );
boosters.back()->InitModel(); boosters.back()->InitModel();

4
regression/xgboost_reg.h
View File

@ -174,7 +174,7 @@ namespace xgboost{
#pragma omp parallel for schedule( static ) #pragma omp parallel for schedule( static )
for( unsigned j = 0; j < ndata; ++ j ){ for( unsigned j = 0; j < ndata; ++ j ){
preds[j] = mparam.PredTransform preds[j] = mparam.PredTransform
( mparam.base_score + base_model.Predict( data.data[j], -1 ) ); ( mparam.base_score + base_model.Predict( data.data, j, -1 ) );
} }
} }
private: private:
@ -186,7 +186,7 @@ namespace xgboost{
#pragma omp parallel for schedule( static ) #pragma omp parallel for schedule( static )
for( unsigned j = 0; j < ndata; ++ j ){ for( unsigned j = 0; j < ndata; ++ j ){
preds[j] = mparam.PredTransform preds[j] = mparam.PredTransform
( mparam.base_score + base_model.Predict( data.data[j], buffer_offset + j ) ); ( mparam.base_score + base_model.Predict( data.data, j, buffer_offset + j ) );
} }
} }