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lambda rank added

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This commit is contained in:
kalenhaha 2014-04-10 22:09:19 +08:00
parent a10f594644
commit c8b2f46b89
18 changed files with 1792 additions and 76 deletions
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4
Makefile
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@ -10,9 +10,9 @@ OBJ =
all: $(BIN) $(OBJ) all: $(BIN) $(OBJ)
export LDFLAGS= -pthread -lm export LDFLAGS= -pthread -lm
xgboost: regression/xgboost_reg_main.cpp regression/*.h booster/*.h booster/*/*.hpp booster/*.hpp #xgboost: regression/xgboost_reg_main.cpp regression/*.h booster/*.h booster/*/*.hpp booster/*.hpp
#xgboost: rank/xgboost_rank_main.cpp base/*.h rank/*.h booster/*.h booster/*/*.hpp booster/*.hpp xgboost: rank/xgboost_rank_main.cpp base/*.h rank/*.h booster/*.h booster/*/*.hpp booster/*.hpp
$(BIN) : $(BIN) :
$(CXX) $(CFLAGS) $(LDFLAGS) -o $@ $(filter %.cpp %.o %.c, $^) $(CXX) $(CFLAGS) $(LDFLAGS) -o $@ $(filter %.cpp %.o %.c, $^)

329
base/xgboost_boost_task.h Normal file
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#define _CRT_SECURE_NO_WARNINGS
#define _CRT_SECURE_NO_DEPRECATE
#include <ctime>
#include <string>
#include <cstring>
#include "xgboost_data_instance.h"
#include "xgboost_learner.h"
#include "../utils/xgboost_fmap.h"
#include "../utils/xgboost_random.h"
#include "../utils/xgboost_config.h"
namespace xgboost{
namespace base{
/*!
* \brief wrapping the training process of the gradient boosting model,
* given the configuation
* \author Kailong Chen: chenkl198812@gmail.com, Tianqi Chen: tianqi.chen@gmail.com
*/
class BoostTask{
public:
inline int Run(int argc, char *argv[]){
if (argc < 2){
printf("Usage: <config>\n");
return 0;
}
utils::ConfigIterator itr(argv[1]);
while (itr.Next()){
this->SetParam(itr.name(), itr.val());
}
for (int i = 2; i < argc; i++){
char name[256], val[256];
if (sscanf(argv[i], "%[^=]=%s", name, val) == 2){
this->SetParam(name, val);
}
}
this->InitData();
this->InitLearner();
if (task == "dump"){
this->TaskDump();
return 0;
}
if (task == "interact"){
this->TaskInteractive(); return 0;
}
if (task == "dumppath"){
this->TaskDumpPath(); return 0;
}
if (task == "eval"){
this->TaskEval(); return 0;
}
if (task == "pred"){
this->TaskPred();
}
else{
this->TaskTrain();
}
return 0;
}
enum learning_tasks{
REGRESSION = 0,
BINARY_CLASSIFICATION = 1,
RANKING = 2
};
/* \brief set learner
* \param learner the passed in learner
*/
inline void SetLearner(BoostLearner* learner){
learner_ = learner;
}
inline void SetParam(const char *name, const char *val){
if (!strcmp("learning_task", name)) learning_task = atoi(val);
if (!strcmp("silent", name)) silent = atoi(val);
if (!strcmp("use_buffer", name)) use_buffer = atoi(val);
if (!strcmp("seed", name)) random::Seed(atoi(val));
if (!strcmp("num_round", name)) num_round = atoi(val);
if (!strcmp("save_period", name)) save_period = atoi(val);
if (!strcmp("task", name)) task = val;
if (!strcmp("data", name)) train_path = val;
if (!strcmp("test:data", name)) test_path = val;
if (!strcmp("model_in", name)) model_in = val;
if (!strcmp("model_out", name)) model_out = val;
if (!strcmp("model_dir", name)) model_dir_path = val;
if (!strcmp("fmap", name)) name_fmap = val;
if (!strcmp("name_dump", name)) name_dump = val;
if (!strcmp("name_dumppath", name)) name_dumppath = val;
if (!strcmp("name_pred", name)) name_pred = val;
if (!strcmp("dump_stats", name)) dump_model_stats = atoi(val);
if (!strcmp("interact:action", name)) interact_action = val;
if (!strncmp("batch:", name, 6)){
cfg_batch.PushBack(name + 6, val);
}
if (!strncmp("eval[", name, 5)) {
char evname[256];
utils::Assert(sscanf(name, "eval[%[^]]", evname) == 1, "must specify evaluation name for display");
eval_data_names.push_back(std::string(evname));
eval_data_paths.push_back(std::string(val));
}
cfg.PushBack(name, val);
}
public:
BoostTask(void){
// default parameters
silent = 0;
use_buffer = 1;
num_round = 10;
save_period = 0;
dump_model_stats = 0;
task = "train";
model_in = "NULL";
model_out = "NULL";
name_fmap = "NULL";
name_pred = "pred.txt";
name_dump = "dump.txt";
name_dumppath = "dump.path.txt";
model_dir_path = "./";
interact_action = "update";
}
~BoostTask(void){
for (size_t i = 0; i < deval.size(); i++){
delete deval[i];
}
}
private:
inline void InitData(void){
if (name_fmap != "NULL") fmap.LoadText(name_fmap.c_str());
if (task == "dump") return;
if (learning_task == RANKING){
char instance_path[256], group_path[256];
if (task == "pred" || task == "dumppath"){
sscanf(test_path.c_str(), "%[^;];%s", instance_path, group_path);
data.CacheLoad(instance_path, group_path, silent != 0, use_buffer != 0);
}
else{
// training
sscanf(train_path.c_str(), "%[^;];%s", instance_path, group_path);
data.CacheLoad(instance_path, group_path, silent != 0, use_buffer != 0);
utils::Assert(eval_data_names.size() == eval_data_paths.size());
for (size_t i = 0; i < eval_data_names.size(); ++i){
deval.push_back(new DMatrix());
sscanf(eval_data_paths[i].c_str(), "%[^;];%s", instance_path, group_path);
deval.back()->CacheLoad(instance_path, group_path, silent != 0, use_buffer != 0);
}
}
}
else{
if (task == "pred" || task == "dumppath"){
data.CacheLoad(test_path.c_str(), "", silent != 0, use_buffer != 0);
}
else{
// training
data.CacheLoad(train_path.c_str(), "", silent != 0, use_buffer != 0);
utils::Assert(eval_data_names.size() == eval_data_paths.size());
for (size_t i = 0; i < eval_data_names.size(); ++i){
deval.push_back(new DMatrix());
deval.back()->CacheLoad(eval_data_paths[i].c_str(), "", silent != 0, use_buffer != 0);
}
}
}
learner_->SetData(&data, deval, eval_data_names);
if(!silent) printf("BoostTask:Data Initiation Done!\n");
}
inline void InitLearner(void){
cfg.BeforeFirst();
while (cfg.Next()){
learner_->SetParam(cfg.name(), cfg.val());
}
if (model_in != "NULL"){
utils::FileStream fi(utils::FopenCheck(model_in.c_str(), "rb"));
learner_->LoadModel(fi);
fi.Close();
}
else{
utils::Assert(task == "train", "model_in not specified");
learner_->InitModel();
}
learner_->InitTrainer();
if(!silent) printf("BoostTask:InitLearner Done!\n");
}
inline void TaskTrain(void){
const time_t start = time(NULL);
unsigned long elapsed = 0;
for (int i = 0; i < num_round; ++i){
elapsed = (unsigned long)(time(NULL) - start);
if (!silent) printf("boosting round %d, %lu sec elapsed\n", i, elapsed);
learner_->UpdateOneIter(i);
learner_->EvalOneIter(i);
if (save_period != 0 && (i + 1) % save_period == 0){
this->SaveModel(i);
}
elapsed = (unsigned long)(time(NULL) - start);
}
// always save final round
if (save_period == 0 || num_round % save_period != 0){
if (model_out == "NULL"){
this->SaveModel(num_round - 1);
}
else{
this->SaveModel(model_out.c_str());
}
}
if (!silent){
printf("\nupdating end, %lu sec in all\n", elapsed);
}
}
inline void TaskEval(void){
learner_->EvalOneIter(0);
}
inline void TaskInteractive(void){
const time_t start = time(NULL);
unsigned long elapsed = 0;
int batch_action = 0;
cfg_batch.BeforeFirst();
while (cfg_batch.Next()){
if (!strcmp(cfg_batch.name(), "run")){
learner_->UpdateInteract(interact_action);
batch_action += 1;
}
else{
learner_->SetParam(cfg_batch.name(), cfg_batch.val());
}
}
if (batch_action == 0){
learner_->UpdateInteract(interact_action);
}
utils::Assert(model_out != "NULL", "interactive mode must specify model_out");
this->SaveModel(model_out.c_str());
elapsed = (unsigned long)(time(NULL) - start);
if (!silent){
printf("\ninteractive update, %d batch actions, %lu sec in all\n", batch_action, elapsed);
}
}
inline void TaskDump(void){
FILE *fo = utils::FopenCheck(name_dump.c_str(), "w");
learner_->DumpModel(fo, fmap, dump_model_stats != 0);
fclose(fo);
}
inline void TaskDumpPath(void){
FILE *fo = utils::FopenCheck(name_dumppath.c_str(), "w");
learner_->DumpPath(fo, data);
fclose(fo);
}
inline void SaveModel(const char *fname) const{
utils::FileStream fo(utils::FopenCheck(fname, "wb"));
learner_->SaveModel(fo);
fo.Close();
}
inline void SaveModel(int i) const{
char fname[256];
sprintf(fname, "%s/%04d.model", model_dir_path.c_str(), i + 1);
this->SaveModel(fname);
}
inline void TaskPred(void){
std::vector<float> preds;
if (!silent) printf("start prediction...\n");
learner_->Predict(preds, data);
if (!silent) printf("writing prediction to %s\n", name_pred.c_str());
FILE *fo = utils::FopenCheck(name_pred.c_str(), "w");
for (size_t i = 0; i < preds.size(); i++){
fprintf(fo, "%f\n", preds[i]);
}
fclose(fo);
}
private:
/* \brief specify the learning task*/
int learning_task;
/* \brief whether silent */
int silent;
/* \brief whether use auto binary buffer */
int use_buffer;
/* \brief number of boosting iterations */
int num_round;
/* \brief the period to save the model, 0 means only save the final round model */
int save_period;
/*! \brief interfact action */
std::string interact_action;
/* \brief the path of training/test data set */
std::string train_path, test_path;
/* \brief the path of test model file, or file to restart training */
std::string model_in;
/* \brief the path of final model file, to be saved */
std::string model_out;
/* \brief the path of directory containing the saved models */
std::string model_dir_path;
/* \brief task to perform, choosing training or testing */
std::string task;
/* \brief name of predict file */
std::string name_pred;
/* \brief whether dump statistics along with model */
int dump_model_stats;
/* \brief name of feature map */
std::string name_fmap;
/* \brief name of dump file */
std::string name_dump;
/* \brief name of dump path file */
std::string name_dumppath;
/* \brief the paths of validation data sets */
std::vector<std::string> eval_data_paths;
/* \brief the names of the evaluation data used in output log */
std::vector<std::string> eval_data_names;
/*! \brief saves configurations */
utils::ConfigSaver cfg;
/*! \brief batch configurations */
utils::ConfigSaver cfg_batch;
private:
DMatrix data;
std::vector<DMatrix*> deval;
utils::FeatMap fmap;
BoostLearner* learner_;
};
};
};

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base/xgboost_data_instance.h Normal file
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#ifndef XGBOOST_DATA_INSTANCE_H
#define XGBOOST_DATA_INSTANCE_H
#include <cstdio>
#include <vector>
#include "../booster/xgboost_data.h"
#include "../utils/xgboost_utils.h"
#include "../utils/xgboost_stream.h"
namespace xgboost{
namespace base{
/*! \brief data matrix for regression, classification, rank content */
struct DMatrix{
public:
/*! \brief maximum feature dimension */
unsigned num_feature;
/*! \brief feature data content */
booster::FMatrixS data;
/*! \brief label of each instance */
std::vector<float> labels;
/*! \brief the index of begin and end of a group,
* needed when the learning task is ranking*/
std::vector<int> group_index;
public:
/*! \brief default constructor */
DMatrix(void){}
/*! \brief get the number of instances */
inline size_t Size() const{
return labels.size();
}
/*!
* \brief load from text file
* \param fname file of instances data
* \param fgroup file of the group data
* \param silent whether print information or not
*/
inline void LoadText(const char* fname, const char* fgroup, bool silent = false){
data.Clear();
FILE* file = utils::FopenCheck(fname, "r");
float label; bool init = true;
char tmp[1024];
std::vector<booster::bst_uint> findex;
std::vector<booster::bst_float> fvalue;
while (fscanf(file, "%s", tmp) == 1){
unsigned index; float value;
if (sscanf(tmp, "%u:%f", &index, &value) == 2){
findex.push_back(index); fvalue.push_back(value);
}
else{
if (!init){
labels.push_back(label);
data.AddRow(findex, fvalue);
}
findex.clear(); fvalue.clear();
utils::Assert(sscanf(tmp, "%f", &label) == 1, "invalid format");
init = false;
}
}
labels.push_back(label);
data.AddRow(findex, fvalue);
// initialize column support as well
data.InitData();
if (!silent){
printf("%ux%u matrix with %lu entries is loaded from %s\n",
(unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname);
}
fclose(file);
LoadGroup(fgroup,silent);
}
inline void LoadGroup(const char* fgroup, bool silent = false){
//if exists group data load it in
FILE *file_group = fopen64(fgroup, "r");
if (file_group != NULL){
group_index.push_back(0);
int tmp = 0, acc = 0,cnt = 0;
while (fscanf(file_group, "%d", &tmp) == 1){
acc += tmp;
group_index.push_back(acc);
cnt++;
}
if(!silent) printf("%d groups are loaded from %s\n",cnt,fgroup);
fclose(file_group);
}else{
if(!silent) printf("There is no group file\n");
}
}
/*!
* \brief load from binary file
* \param fname name of binary data
* \param silent whether print information or not
* \return whether loading is success
*/
inline bool LoadBinary(const char* fname, const char* fgroup, bool silent = false){
FILE *fp = fopen64(fname, "rb");
if (fp == NULL) return false;
utils::FileStream fs(fp);
data.LoadBinary(fs);
labels.resize(data.NumRow());
utils::Assert(fs.Read(&labels[0], sizeof(float) * data.NumRow()) != 0, "DMatrix LoadBinary");
fs.Close();
// initialize column support as well
data.InitData();
if (!silent){
printf("%ux%u matrix with %lu entries is loaded from %s as binary\n",
(unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname);
}
LoadGroupBinary(fgroup,silent);
return true;
}
/*!
* \brief save to binary file
* \param fname name of binary data
* \param silent whether print information or not
*/
inline void SaveBinary(const char* fname, const char* fgroup, bool silent = false){
// initialize column support as well
data.InitData();
utils::FileStream fs(utils::FopenCheck(fname, "wb"));
data.SaveBinary(fs);
fs.Write(&labels[0], sizeof(float)* data.NumRow());
fs.Close();
if (!silent){
printf("%ux%u matrix with %lu entries is saved to %s as binary\n",
(unsigned)data.NumRow(), (unsigned)data.NumCol(), (unsigned long)data.NumEntry(), fname);
}
SaveGroupBinary(fgroup,silent);
}
inline void SaveGroupBinary(const char* fgroup, bool silent = false){
//save group data
if (group_index.size() > 0){
utils::FileStream file_group(utils::FopenCheck(fgroup, "wb"));
int group_index_size = group_index.size();
file_group.Write(&(group_index_size), sizeof(int));
file_group.Write(&group_index[0], sizeof(int) * group_index_size);
file_group.Close();
if(!silent){printf("Index info of %d groups is saved to %s as binary\n",group_index_size-1,fgroup);}
}
}
inline void LoadGroupBinary(const char* fgroup, bool silent = false){
//if group data exists load it in
FILE *file_group = fopen64(fgroup, "r");
if (file_group != NULL){
int group_index_size = 0;
utils::FileStream group_stream(file_group);
utils::Assert(group_stream.Read(&group_index_size, sizeof(int)) != 0, "Load group indice size");
group_index.resize(group_index_size);
utils::Assert(group_stream.Read(&group_index[0], sizeof(int) * group_index_size) != 0, "Load group indice");
if (!silent){
printf("Index info of %d groups is loaded from %s as binary\n",
group_index.size() - 1, fgroup);
}
fclose(file_group);
}else{
if(!silent){printf("The binary file of group info not exists");}
}
}
/*!
* \brief cache load data given a file name, if filename ends with .buffer, direct load binary
* otherwise the function will first check if fname + '.buffer' exists,
* if binary buffer exists, it will reads from binary buffer, otherwise, it will load from text file,
* and try to create a buffer file
* \param fname name of binary data
* \param silent whether print information or not
* \param savebuffer whether do save binary buffer if it is text
*/
inline void CacheLoad(const char *fname, const char *fgroup, bool silent = false, bool savebuffer = true){
int len = strlen(fname);
if (len > 8 && !strcmp(fname + len - 7, ".buffer")){
this->LoadBinary(fname, fgroup, silent); return;
}
char bname[1024],bgroup[1024];
sprintf(bname, "%s.buffer", fname);
sprintf(bgroup, "%s.buffer", fgroup);
if (!this->LoadBinary(bname, bgroup, silent))
{
this->LoadText(fname, fgroup, silent);
if (savebuffer) this->SaveBinary(bname, bgroup, silent);
}
}
private:
/*! \brief update num_feature info */
inline void UpdateInfo(void){
this->num_feature = 0;
for (size_t i = 0; i < data.NumRow(); i++){
booster::FMatrixS::Line sp = data[i];
for (unsigned j = 0; j < sp.len; j++){
if (num_feature <= sp[j].findex){
num_feature = sp[j].findex + 1;
}
}
}
}
};
}
};
#endif

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base/xgboost_learner.h Normal file
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#ifndef XGBOOST_LEARNER_H
#define XGBOOST_LEARNER_H
/*!
* \file xgboost_learner.h
* \brief class for gradient boosting learner
* \author Kailong Chen: chenkl198812@gmail.com, Tianqi Chen: tianqi.tchen@gmail.com
*/
#include <cmath>
#include <cstdlib>
#include <cstring>
#include "xgboost_data_instance.h"
#include "../utils/xgboost_omp.h"
#include "../booster/xgboost_gbmbase.h"
#include "../utils/xgboost_utils.h"
#include "../utils/xgboost_stream.h"
namespace xgboost {
namespace base {
/*! \brief class for gradient boosting learner */
class BoostLearner {
public:
/*! \brief constructor */
BoostLearner(void) {
silent = 0;
}
/*!
* \brief booster associated with training and evaluating data
* \param train pointer to the training data
* \param evals array of evaluating data
* \param evname name of evaluation data, used print statistics
*/
BoostLearner(const DMatrix *train,
const std::vector<DMatrix *> &evals,
const std::vector<std::string> &evname) {
silent = 0;
this->SetData(train, evals, evname);
}
/*!
* \brief associate booster with training and evaluating data
* \param train pointer to the training data
* \param evals array of evaluating data
* \param evname name of evaluation data, used print statistics
*/
inline void SetData(const DMatrix *train,
const std::vector<DMatrix *> &evals,
const std::vector<std::string> &evname) {
this->train_ = train;
this->evals_ = evals;
this->evname_ = evname;
// estimate feature bound
int num_feature = (int)(train->data.NumCol());
// assign buffer index
unsigned buffer_size = static_cast<unsigned>(train->Size());
for (size_t i = 0; i < evals.size(); ++i) {
buffer_size += static_cast<unsigned>(evals[i]->Size());
num_feature = std::max(num_feature, (int)(evals[i]->data.NumCol()));
}
char str_temp[25];
if (num_feature > mparam.num_feature) {
mparam.num_feature = num_feature;
sprintf(str_temp, "%d", num_feature);
base_gbm.SetParam("bst:num_feature", str_temp);
}
sprintf(str_temp, "%u", buffer_size);
base_gbm.SetParam("num_pbuffer", str_temp);
if (!silent) {
printf("buffer_size=%u\n", buffer_size);
}
// set eval_preds tmp sapce
this->eval_preds_.resize(evals.size(), std::vector<float>());
}
/*!
* \brief set parameters from outside
* \param name name of the parameter
* \param val value of the parameter
*/
virtual inline void SetParam(const char *name, const char *val) {
if (!strcmp(name, "silent")) silent = atoi(val);
mparam.SetParam(name, val);
base_gbm.SetParam(name, val);
}
/*!
* \brief initialize solver before training, called before training
* this function is reserved for solver to allocate necessary space and do other preparation
*/
inline void InitTrainer(void) {
base_gbm.InitTrainer();
}
/*!
* \brief initialize the current data storage for model, if the model is used first time, call this function
*/
inline void InitModel(void) {
base_gbm.InitModel();
if(!silent) printf("BoostLearner:InitModel Done!\n");
}
/*!
* \brief load model from stream
* \param fi input stream
*/
inline void LoadModel(utils::IStream &fi) {
base_gbm.LoadModel(fi);
utils::Assert(fi.Read(&mparam, sizeof(ModelParam)) != 0);
}
/*!
* \brief DumpModel
* \param fo text file
* \param fmap feature map that may help give interpretations of feature
* \param with_stats whether print statistics as well
*/
inline void DumpModel(FILE *fo, const utils::FeatMap& fmap, bool with_stats) {
base_gbm.DumpModel(fo, fmap, with_stats);
}
/*!
* \brief Dump path of all trees
* \param fo text file
* \param data input data
*/
inline void DumpPath(FILE *fo, const DMatrix &data) {
base_gbm.DumpPath(fo, data.data);
}
/*!
* \brief save model to stream
* \param fo output stream
*/
inline void SaveModel(utils::IStream &fo) const {
base_gbm.SaveModel(fo);
fo.Write(&mparam, sizeof(ModelParam));
}
virtual void EvalOneIter(int iter, FILE *fo = stderr) {}
/*!
* \brief update the model for one iteration
* \param iteration iteration number
*/
inline void UpdateOneIter(int iter) {
this->PredictBuffer(preds_, *train_, 0);
this->GetGradient(preds_, train_->labels, train_->group_index, grad_, hess_);
std::vector<unsigned> root_index;
base_gbm.DoBoost(grad_, hess_, train_->data, root_index);
// printf("xgboost_learner.h:UpdateOneIter\n");
// const unsigned ndata = static_cast<unsigned>(train_->Size());
// #pragma omp parallel for schedule( static )
// for (unsigned j = 0; j < ndata; ++j) {
// printf("haha:%d %f\n",j,base_gbm.Predict(train_->data, j, j));
// }
}
/*! \brief get intransformed prediction, without buffering */
inline void Predict(std::vector<float> &preds, const DMatrix &data) {
preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size());
#pragma omp parallel for schedule( static )
for (unsigned j = 0; j < ndata; ++j) {
preds[j] = base_gbm.Predict(data.data, j, -1);
}
}
public:
/*!
* \brief update the model for one iteration
* \param iteration iteration number
*/
virtual inline void UpdateInteract(std::string action){
this->InteractPredict(preds_, *train_, 0);
int buffer_offset = static_cast<int>(train_->Size());
for (size_t i = 0; i < evals_.size(); ++i) {
std::vector<float> &preds = this->eval_preds_[i];
this->InteractPredict(preds, *evals_[i], buffer_offset);
buffer_offset += static_cast<int>(evals_[i]->Size());
}
if (action == "remove") {
base_gbm.DelteBooster();
return;
}
this->GetGradient(preds_, train_->labels, train_->group_index, grad_, hess_);
std::vector<unsigned> root_index;
base_gbm.DoBoost(grad_, hess_, train_->data, root_index);
this->InteractRePredict(*train_, 0);
buffer_offset = static_cast<int>(train_->Size());
for (size_t i = 0; i < evals_.size(); ++i) {
this->InteractRePredict(*evals_[i], buffer_offset);
buffer_offset += static_cast<int>(evals_[i]->Size());
}
};
protected:
/*! \brief get the intransformed predictions, given data */
inline void InteractPredict(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset) {
preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size());
#pragma omp parallel for schedule( static )
for (unsigned j = 0; j < ndata; ++j) {
preds[j] = base_gbm.InteractPredict(data.data, j, buffer_offset + j);
}
}
/*! \brief repredict trial */
inline void InteractRePredict(const xgboost::base::DMatrix &data, unsigned buffer_offset) {
const unsigned ndata = static_cast<unsigned>(data.Size());
#pragma omp parallel for schedule( static )
for (unsigned j = 0; j < ndata; ++j) {
base_gbm.InteractRePredict(data.data, j, buffer_offset + j);
}
}
/*! \brief get intransformed predictions, given data */
virtual inline void PredictBuffer(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset) {
preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size());
#pragma omp parallel for schedule( static )
for (unsigned j = 0; j < ndata; ++j) {
preds[j] = base_gbm.Predict(data.data, j, buffer_offset + j);
}
}
/*! \brief get the first order and second order gradient, given the transformed predictions and labels */
virtual inline void GetGradient(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index,
std::vector<float> &grad,
std::vector<float> &hess) {};
protected:
/*! \brief training parameter for regression */
struct ModelParam {
/* \brief type of loss function */
int loss_type;
/* \brief number of features */
int num_feature;
/*! \brief reserved field */
int reserved[16];
/*! \brief constructor */
ModelParam(void) {
loss_type = 0;
num_feature = 0;
memset(reserved, 0, sizeof(reserved));
}
/*!
* \brief set parameters from outside
* \param name name of the parameter
* \param val value of the parameter
*/
inline void SetParam(const char *name, const char *val) {
if (!strcmp("loss_type", name)) loss_type = atoi(val);
if (!strcmp("bst:num_feature", name)) num_feature = atoi(val);
}
};
int silent;
booster::GBMBase base_gbm;
ModelParam mparam;
const DMatrix *train_;
std::vector<DMatrix *> evals_;
std::vector<std::string> evname_;
std::vector<unsigned> buffer_index_;
std::vector<float> grad_, hess_, preds_;
std::vector< std::vector<float> > eval_preds_;
};
}
};
#endif

16
demo/rank/toy.train
View File

@ -1,5 +1,11 @@
1 0:2 1:3 2:2 1 0:1.2 1:3 2:5.6
0 0:2 1:3 2:2 0 0:2.0 1:2.3 2:5.1
0 0:2 1:3 2:2 0 0:3.9 1:3 2:3.1
0 0:2 1:3 2:2 0 0:2 1:3.2 2:3.4
1 0:2 1:3 2:2 1 0:2.1 1:4.5 2:4.2
0 0:1.9 1:2.8 2:3.1
1 0:3.0 1:2.0 2:1.1
0 0:1.9 1:1.8 2:2.1
0 0:1.1 1:2.2 2:1.4
1 0:2.1 1:4.1 2:4.0
0 0:1.9 1:2.2 2:1.1

4
demo/rank/toy.train.group
View File

@ -1,2 +1,2 @@
2 6
3 5

2
dev/base/xgboost_boost_task.h
View File

@ -174,7 +174,7 @@ namespace xgboost{
inline void InitLearner(void){ inline void InitLearner(void){
cfg.BeforeFirst(); cfg.BeforeFirst();
while (cfg.Next()){ while (cfg.Next()){
learner_->SetParam(cfg.name(), cfg.val()); learner_->SetParam(cfg.name(), cfg.val());
} }
if (model_in != "NULL"){ if (model_in != "NULL"){
utils::FileStream fi(utils::FopenCheck(model_in.c_str(), "rb")); utils::FileStream fi(utils::FopenCheck(model_in.c_str(), "rb"));

18
dev/base/xgboost_data_instance.h
View File

@ -10,8 +10,8 @@
namespace xgboost{ namespace xgboost{
namespace base{ namespace base{
/*! \brief data matrix for regression,classification,rank content */ /*! \brief data matrix for regression, classification, rank content */
struct DMatrix{ struct DMatrix{
public: public:
/*! \brief maximum feature dimension */ /*! \brief maximum feature dimension */
unsigned num_feature; unsigned num_feature;
@ -74,7 +74,7 @@ namespace xgboost{
} }
inline void LoadGroup(const char* fgroup, bool silent = false){ inline void LoadGroup(const char* fgroup, bool silent = false){
//if exists group data load it in //if exists group data load it in
FILE *file_group = fopen64(fgroup, "r"); FILE *file_group = fopen64(fgroup, "r");
if (file_group != NULL){ if (file_group != NULL){
@ -117,6 +117,7 @@ namespace xgboost{
LoadGroupBinary(fgroup,silent); LoadGroupBinary(fgroup,silent);
return true; return true;
} }
/*! /*!
* \brief save to binary file * \brief save to binary file
* \param fname name of binary data * \param fname name of binary data
@ -139,7 +140,7 @@ namespace xgboost{
} }
inline void SaveGroupBinary(const char* fgroup, bool silent = false){ inline void SaveGroupBinary(const char* fgroup, bool silent = false){
//save group data //save group data
if (group_index.size() > 0){ if (group_index.size() > 0){
utils::FileStream file_group(utils::FopenCheck(fgroup, "wb")); utils::FileStream file_group(utils::FopenCheck(fgroup, "wb"));
int group_index_size = group_index.size(); int group_index_size = group_index.size();
@ -151,7 +152,7 @@ namespace xgboost{
} }
inline void LoadGroupBinary(const char* fgroup, bool silent = false){ inline void LoadGroupBinary(const char* fgroup, bool silent = false){
//if group data exists load it in //if group data exists load it in
FILE *file_group = fopen64(fgroup, "r"); FILE *file_group = fopen64(fgroup, "r");
if (file_group != NULL){ if (file_group != NULL){
int group_index_size = 0; int group_index_size = 0;
@ -168,8 +169,8 @@ namespace xgboost{
}else{ }else{
if(!silent){printf("The binary file of group info not exists");} if(!silent){printf("The binary file of group info not exists");}
} }
}
}
/*! /*!
* \brief cache load data given a file name, if filename ends with .buffer, direct load binary * \brief cache load data given a file name, if filename ends with .buffer, direct load binary
* otherwise the function will first check if fname + '.buffer' exists, * otherwise the function will first check if fname + '.buffer' exists,
@ -207,9 +208,6 @@ namespace xgboost{
} }
} }
}; };
} }
}; };

26
dev/base/xgboost_learner.h
View File

@ -144,17 +144,24 @@ namespace xgboost {
this->GetGradient(preds_, train_->labels, train_->group_index, grad_, hess_); this->GetGradient(preds_, train_->labels, train_->group_index, grad_, hess_);
std::vector<unsigned> root_index; std::vector<unsigned> root_index;
base_gbm.DoBoost(grad_, hess_, train_->data, root_index); base_gbm.DoBoost(grad_, hess_, train_->data, root_index);
// printf("xgboost_learner.h:UpdateOneIter\n");
// const unsigned ndata = static_cast<unsigned>(train_->Size());
// #pragma omp parallel for schedule( static )
// for (unsigned j = 0; j < ndata; ++j) {
// printf("haha:%d %f\n",j,base_gbm.Predict(train_->data, j, j));
// }
} }
/*! \brief get intransformed prediction, without buffering */ /*! \brief get intransformed prediction, without buffering */
inline void Predict(std::vector<float> &preds, const DMatrix &data) { inline void Predict(std::vector<float> &preds, const DMatrix &data) {
preds.resize(data.Size()); preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size()); const unsigned ndata = static_cast<unsigned>(data.Size());
#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] = base_gbm.Predict(data.data, j, -1); preds[j] = base_gbm.Predict(data.data, j, -1);
}
}
} }
public: public:
@ -194,7 +201,7 @@ namespace xgboost {
inline void InteractPredict(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset) { inline void InteractPredict(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset) {
preds.resize(data.Size()); preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size()); const unsigned ndata = static_cast<unsigned>(data.Size());
#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] = base_gbm.InteractPredict(data.data, j, buffer_offset + j); preds[j] = base_gbm.InteractPredict(data.data, j, buffer_offset + j);
} }
@ -202,7 +209,7 @@ namespace xgboost {
/*! \brief repredict trial */ /*! \brief repredict trial */
inline void InteractRePredict(const xgboost::base::DMatrix &data, unsigned buffer_offset) { inline void InteractRePredict(const xgboost::base::DMatrix &data, unsigned buffer_offset) {
const unsigned ndata = static_cast<unsigned>(data.Size()); const unsigned ndata = static_cast<unsigned>(data.Size());
#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) {
base_gbm.InteractRePredict(data.data, j, buffer_offset + j); base_gbm.InteractRePredict(data.data, j, buffer_offset + j);
} }
@ -212,10 +219,11 @@ namespace xgboost {
virtual inline void PredictBuffer(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset) { virtual inline void PredictBuffer(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset) {
preds.resize(data.Size()); preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size()); const unsigned ndata = static_cast<unsigned>(data.Size());
#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] = base_gbm.Predict(data.data, j, buffer_offset + j); preds[j] = base_gbm.Predict(data.data, j, buffer_offset + j);
} }
} }
/*! \brief get the first order and second order gradient, given the transformed predictions and labels */ /*! \brief get the first order and second order gradient, given the transformed predictions and labels */
@ -248,7 +256,7 @@ namespace xgboost {
* \param val value of the parameter * \param val value of the parameter
*/ */
inline void SetParam(const char *name, const char *val) { inline void SetParam(const char *name, const char *val) {
if (!strcmp("loss_type", name)) loss_type = atoi(val); if (!strcmp("loss_type", name)) loss_type = atoi(val);
if (!strcmp("bst:num_feature", name)) num_feature = atoi(val); if (!strcmp("bst:num_feature", name)) num_feature = atoi(val);
} }

184
dev/rank/xgboost_rank.h
View File

@ -7,7 +7,7 @@
*/ */
#include <cmath> #include <cmath>
#include <cstdlib> #include <cstdlib>
#include <cstring> #include <vector>
#include "xgboost_sample.h" #include "xgboost_sample.h"
#include "xgboost_rank_eval.h" #include "xgboost_rank_eval.h"
#include "../base/xgboost_data_instance.h" #include "../base/xgboost_data_instance.h"
@ -71,11 +71,139 @@ namespace xgboost {
fprintf(fo, "\n"); fprintf(fo, "\n");
} }
inline void SetParam(const char *name, const char *val){ virtual inline void SetParam(const char *name, const char *val){
if (!strcmp(name, "eval_metric")) evaluator_.AddEval(val); BoostLearner::SetParam(name,val);
if (!strcmp(name, "eval_metric")) evaluator_.AddEval(val);
if (!strcmp(name, "rank:sampler")) sampler.AssignSampler(atoi(val)); if (!strcmp(name, "rank:sampler")) sampler.AssignSampler(atoi(val));
} }
/*! \brief get the first order and second order gradient, given the transformed predictions and labels */
private:
inline std::vector< Triple<float,float,int> > GetSortedTuple(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index,
int group){
std::vector< Triple<float,float,int> > sorted_triple;
for(int j = group_index[group]; j < group_index[group+1]; j++){
sorted_triple.push_back(Triple<float,float,int>(preds[j],labels[j],j));
}
std::sort(sorted_triple.begin(),sorted_triple.end(),Triplef1Comparer);
return sorted_triple;
}
inline std::vector<int> GetIndexMap(std::vector< Triple<float,float,int> > sorted_triple,int start){
std::vector<int> index_remap;
index_remap.resize(sorted_triple.size());
for(int i = 0; i < sorted_triple.size(); i++){
index_remap[sorted_triple[i].f3_-start] = i;
}
return index_remap;
}
inline float GetLambdaMAP(const std::vector< Triple<float,float,int> > sorted_triple,
int index1,int index2,
std::vector< Quadruple<float,float,float,float> > map_acc){
if(index1 > index2) std::swap(index1,index2);
float original = map_acc[index2].f1_;
if(index1 != 0) original -= map_acc[index1 - 1].f1_;
float changed = 0;
if(sorted_triple[index1].f2_ < sorted_triple[index2].f2_){
changed += map_acc[index2 - 1].f3_ - map_acc[index1].f3_;
changed += (map_acc[index1].f4_ + 1.0f)/(index1 + 1);
}else{
changed += map_acc[index2 - 1].f2_ - map_acc[index1].f2_;
changed += map_acc[index2].f4_/(index2 + 1);
}
float ans = (changed - original)/(map_acc[map_acc.size() - 1].f4_);
if(ans < 0) ans = -ans;
return ans;
}
inline float GetLambdaNDCG(const std::vector< Triple<float,float,int> > sorted_triple,
int index1,
int index2,float IDCG){
float original = pow(2,sorted_triple[index1].f2_)/log(index1+2)
+ pow(2,sorted_triple[index2].f2_)/log(index2+2);
float changed = pow(2,sorted_triple[index2].f2_)/log(index1+2)
+ pow(2,sorted_triple[index1].f2_)/log(index2+2);
float ans = (original - changed)/IDCG;
if(ans < 0) ans = -ans;
return ans;
}
inline float GetIDCG(const std::vector< Triple<float,float,int> > sorted_triple){
std::vector<float> labels;
for(int i = 0; i < sorted_triple.size(); i++){
labels.push_back(sorted_triple[i].f2_);
}
std::sort(labels.begin(),labels.end(),std::greater<float>());
return EvalNDCG::DCG(labels);
}
inline std::vector< Quadruple<float,float,float,float> > GetMAPAcc(const std::vector< Triple<float,float,int> > sorted_triple){
std::vector< Quadruple<float,float,float,float> > map_acc;
float hit = 0,acc1 = 0,acc2 = 0,acc3 = 0;
for(int i = 0; i < sorted_triple.size(); i++){
if(sorted_triple[i].f2_ == 1) {
hit++;
acc1 += hit /( i + 1 );
acc2 += (hit - 1)/(i+1);
acc3 += (hit + 1)/(i+1);
}
map_acc.push_back(Quadruple<float,float,float,float>(acc1,acc2,acc3,hit));
}
return map_acc;
}
inline void GetGroupGradient(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index,
std::vector<float> &grad,
std::vector<float> &hess,
const std::vector< Triple<float,float,int> > sorted_triple,
const std::vector<int> index_remap,
const sample::Pairs& pairs,
int group){
bool j_better;
float IDCG, pred_diff, pred_diff_exp, delta;
float first_order_gradient, second_order_gradient;
std::vector< Quadruple<float,float,float,float> > map_acc;
if(mparam.loss_type == NDCG){
IDCG = GetIDCG(sorted_triple);
}else if(mparam.loss_type == MAP){
map_acc = GetMAPAcc(sorted_triple);
}
for (int j = group_index[group]; j < group_index[group + 1]; j++){
std::vector<int> pair_instance = pairs.GetPairs(j);
for (int k = 0; k < pair_instance.size(); k++){
j_better = labels[j] > labels[pair_instance[k]];
if (j_better){
switch(mparam.loss_type){
case PAIRWISE: delta = 1.0;break;
case MAP: delta = GetLambdaMAP(sorted_triple,index_remap[j - group_index[group]],index_remap[pair_instance[k]-group_index[group]],map_acc);break;
case NDCG: delta = GetLambdaNDCG(sorted_triple,index_remap[j - group_index[group]],index_remap[pair_instance[k]-group_index[group]],IDCG);break;
default: utils::Error("Cannot find the specified loss type");
}
pred_diff = preds[preds[j] - pair_instance[k]];
pred_diff_exp = j_better ? expf(-pred_diff) : expf(pred_diff);
first_order_gradient = delta * FirstOrderGradient(pred_diff_exp);
second_order_gradient = 2 * delta * SecondOrderGradient(pred_diff_exp);
hess[j] += second_order_gradient;
grad[j] += first_order_gradient;
hess[pair_instance[k]] += second_order_gradient;
grad[pair_instance[k]] += -first_order_gradient;
}
}
}
}
public:
/*! \brief get the first order and second order gradient, given the
* intransformed predictions and labels */
inline void GetGradient(const std::vector<float> &preds, inline void GetGradient(const std::vector<float> &preds,
const std::vector<float> &labels, const std::vector<float> &labels,
const std::vector<int> &group_index, const std::vector<int> &group_index,
@ -83,32 +211,44 @@ namespace xgboost {
std::vector<float> &hess) { std::vector<float> &hess) {
grad.resize(preds.size()); grad.resize(preds.size());
hess.resize(preds.size()); hess.resize(preds.size());
bool j_better;
float pred_diff, pred_diff_exp, first_order_gradient, second_order_gradient;
for (int i = 0; i < group_index.size() - 1; i++){ for (int i = 0; i < group_index.size() - 1; i++){
sample::Pairs pairs = sampler.GenPairs(preds, labels, group_index[i], group_index[i + 1]); sample::Pairs pairs = sampler.GenPairs(preds, labels, group_index[i], group_index[i + 1]);
for (int j = group_index[i]; j < group_index[i + 1]; j++){ //pairs.GetPairs()
std::vector<int> pair_instance = pairs.GetPairs(j); std::vector< Triple<float,float,int> > sorted_triple = GetSortedTuple(preds,labels,group_index,i);
for (int k = 0; k < pair_instance.size(); k++){ std::vector<int> index_remap = GetIndexMap(sorted_triple,group_index[i]);
j_better = labels[j] > labels[pair_instance[k]]; GetGroupGradient(preds,labels,group_index,
if (j_better){ grad,hess,sorted_triple,index_remap,pairs,i);
pred_diff = preds[preds[j] - pair_instance[k]];
pred_diff_exp = j_better ? expf(-pred_diff) : expf(pred_diff);
first_order_gradient = FirstOrderGradient(pred_diff_exp);
second_order_gradient = 2 * SecondOrderGradient(pred_diff_exp);
hess[j] += second_order_gradient;
grad[j] += first_order_gradient;
hess[pair_instance[k]] += second_order_gradient;
grad[pair_instance[k]] += -first_order_gradient;
}
}
}
} }
} }
inline void UpdateInteract(std::string action) { inline void UpdateInteract(std::string action) {
this->InteractPredict(preds_, *train_, 0);
int buffer_offset = static_cast<int>(train_->Size());
for (size_t i = 0; i < evals_.size(); ++i){
std::vector<float> &preds = this->eval_preds_[i];
this->InteractPredict(preds, *evals_[i], buffer_offset);
buffer_offset += static_cast<int>(evals_[i]->Size());
}
if (action == "remove"){
base_gbm.DelteBooster(); return;
}
this->GetGradient(preds_, train_->labels,train_->group_index, grad_, hess_);
std::vector<unsigned> root_index;
base_gbm.DoBoost(grad_, hess_, train_->data, root_index);
this->InteractRePredict(*train_, 0);
buffer_offset = static_cast<int>(train_->Size());
for (size_t i = 0; i < evals_.size(); ++i){
this->InteractRePredict(*evals_[i], buffer_offset);
buffer_offset += static_cast<int>(evals_[i]->Size());
}
} }
private: private:
enum LossType { enum LossType {
PAIRWISE = 0, PAIRWISE = 0,

95
dev/rank/xgboost_rank_eval.h
View File

@ -34,27 +34,52 @@ namespace xgboost {
float key_; float key_;
float value_; float value_;
Pair(float key, float value){ Pair(float key, float value):key_(key),value_(value){
key_ = key;
value_ = value_;
} }
}; };
bool PairKeyComparer(const Pair &a, const Pair &b){ bool PairKeyComparer(const Pair &a, const Pair &b){
return a.key_ < b.key_; return a.key_ < b.key_;
} }
bool PairValueComparer(const Pair &a, const Pair &b){ bool PairValueComparer(const Pair &a, const Pair &b){
return a.value_ < b.value_; return a.value_ < b.value_;
} }
template<typename T1,typename T2,typename T3>
class Triple{
public:
T1 f1_;
T2 f2_;
T3 f3_;
Triple(T1 f1,T2 f2,T3 f3):f1_(f1),f2_(f2),f3_(f3){
}
};
template<typename T1,typename T2,typename T3,typename T4>
class Quadruple{
public:
T1 f1_;
T2 f2_;
T3 f3_;
T4 f4_;
Quadruple(T1 f1,T2 f2,T3 f3,T4 f4):f1_(f1),f2_(f2),f3_(f3),f4_(f4){
}
};
bool Triplef1Comparer(const Triple<float,float,int> &a, const Triple<float,float,int> &b){
return a.f1_< b.f1_;
}
/*! \brief Mean Average Precision */ /*! \brief Mean Average Precision */
class EvalMAP : public IRankEvaluator { class EvalMAP : public IRankEvaluator {
public: public:
float Eval(const std::vector<float> &preds, float Eval(const std::vector<float> &preds,
const std::vector<float> &labels, const std::vector<float> &labels,
const std::vector<int> &group_index) const { const std::vector<int> &group_index) const {
if (group_index.size() <= 1) return 0;
float acc = 0; float acc = 0;
std::vector<Pair> pairs_sort; std::vector<Pair> pairs_sort;
for (int i = 0; i < group_index.size() - 1; i++){ for (int i = 0; i < group_index.size() - 1; i++){
@ -66,12 +91,13 @@ namespace xgboost {
} }
return acc / (group_index.size() - 1); return acc / (group_index.size() - 1);
} }
virtual const char *Name(void) const { virtual const char *Name(void) const {
return "MAP"; return "MAP";
} }
private:
float average_precision(std::vector<Pair> pairs_sort) const{ float average_precision(std::vector<Pair> pairs_sort) const{
std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer); std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer);
@ -94,12 +120,31 @@ namespace xgboost {
float Eval(const std::vector<float> &preds, float Eval(const std::vector<float> &preds,
const std::vector<float> &labels, const std::vector<float> &labels,
const std::vector<int> &group_index) const { const std::vector<int> &group_index) const {
return 0; if (group_index.size() <= 1) return 0;
} float acc = 0;
for (int i = 0; i < group_index.size() - 1; i++){
acc += Count_Inversion(preds,labels,
group_index[i],group_index[i+1]);
}
return acc / (group_index.size() - 1);
}
const char *Name(void) const { const char *Name(void) const {
return "PAIR"; return "PAIR";
} }
private:
float Count_Inversion(const std::vector<float> &preds,
const std::vector<float> &labels,int begin,int end
) const{
float ans = 0;
for(int i = begin; i < end; i++){
for(int j = i + 1; j < end; j++){
if(preds[i] > preds[j] && labels[i] < labels[j])
ans++;
}
}
return ans;
}
}; };
/*! \brief Normalized DCG */ /*! \brief Normalized DCG */
@ -120,7 +165,20 @@ namespace xgboost {
} }
return acc / (group_index.size() - 1); return acc / (group_index.size() - 1);
} }
static float DCG(const std::vector<float> &labels){
float ans = 0.0;
for (int i = 0; i < labels.size(); i++){
ans += (pow(2,labels[i]) - 1 ) / log(i + 2);
}
return ans;
}
virtual const char *Name(void) const {
return "NDCG";
}
private:
float NDCG(std::vector<Pair> pairs_sort) const{ float NDCG(std::vector<Pair> pairs_sort) const{
std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer); std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer);
float dcg = DCG(pairs_sort); float dcg = DCG(pairs_sort);
@ -131,17 +189,14 @@ namespace xgboost {
} }
float DCG(std::vector<Pair> pairs_sort) const{ float DCG(std::vector<Pair> pairs_sort) const{
float ans = 0.0; std::vector<float> labels;
ans += pairs_sort[0].value_; for (int i = 1; i < pairs_sort.size(); i++){
for (int i = 1; i < pairs_sort.size(); i++){ labels.push_back(pairs_sort[i].value_);
ans += pairs_sort[i].value_ / log(i + 1); }
} return DCG(labels);
return ans;
} }
virtual const char *Name(void) const {
return "NDCG";
}
}; };
}; };

3
dev/rank/xgboost_rank_main.cpp
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@ -13,7 +13,8 @@
#include "../regression/xgboost_reg.h" #include "../regression/xgboost_reg.h"
#include "../regression/xgboost_reg_main.cpp" #include "../regression/xgboost_reg_main.cpp"
#include "../base/xgboost_data_instance.h" #include "../base/xgboost_data_instance.h"
int main(int argc, char *argv[]) {
int main(int argc, char *argv[]) {
xgboost::random::Seed(0); xgboost::random::Seed(0);
xgboost::base::BoostTask rank_tsk; xgboost::base::BoostTask rank_tsk;
rank_tsk.SetLearner(new xgboost::rank::RankBoostLearner); rank_tsk.SetLearner(new xgboost::rank::RankBoostLearner);

4
dev/rank/xgboost_sample.h
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@ -19,7 +19,7 @@ namespace xgboost {
* \param start the begin index of the group * \param start the begin index of the group
* \param end the end index of the group * \param end the end index of the group
*/ */
Pairs(int start, int end) :start_(start), end_(end_){ Pairs(int start, int end) :start_(start), end_(end){
for (int i = start; i < end; i++){ for (int i = start; i < end; i++){
std::vector<int> v; std::vector<int> v;
pairs_.push_back(v); pairs_.push_back(v);
@ -30,7 +30,7 @@ namespace xgboost {
* \param index, the index of retrieved instance * \param index, the index of retrieved instance
* \return the index of instances paired * \return the index of instances paired
*/ */
std::vector<int> GetPairs(int index) { std::vector<int> GetPairs(int index) const{
utils::Assert(index >= start_ && index < end_, "The query index out of sampling bound"); utils::Assert(index >= start_ && index < end_, "The query index out of sampling bound");
return pairs_[index - start_]; return pairs_[index - start_];
} }

295
rank/xgboost_rank.h Normal file
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@ -0,0 +1,295 @@
#ifndef XGBOOST_RANK_H
#define XGBOOST_RANK_H
/*!
* \file xgboost_rank.h
* \brief class for gradient boosting ranking
* \author Kailong Chen: chenkl198812@gmail.com, Tianqi Chen: tianqi.tchen@gmail.com
*/
#include <cmath>
#include <cstdlib>
#include <vector>
#include "xgboost_sample.h"
#include "xgboost_rank_eval.h"
#include "../base/xgboost_data_instance.h"
#include "../utils/xgboost_omp.h"
#include "../booster/xgboost_gbmbase.h"
#include "../utils/xgboost_utils.h"
#include "../utils/xgboost_stream.h"
#include "../base/xgboost_learner.h"
namespace xgboost {
namespace rank {
/*! \brief class for gradient boosted regression */
class RankBoostLearner :public base::BoostLearner{
public:
/*! \brief constructor */
RankBoostLearner(void) {
BoostLearner();
}
/*!
* \brief a rank booster associated with training and evaluating data
* \param train pointer to the training data
* \param evals array of evaluating data
* \param evname name of evaluation data, used print statistics
*/
RankBoostLearner(const base::DMatrix *train,
const std::vector<base::DMatrix *> &evals,
const std::vector<std::string> &evname) {
BoostLearner(train, evals, evname);
}
/*!
* \brief initialize solver before training, called before training
* this function is reserved for solver to allocate necessary space
* and do other preparation
*/
inline void InitTrainer(void) {
BoostLearner::InitTrainer();
if (mparam.loss_type == PAIRWISE) {
evaluator_.AddEval("PAIR");
}
else if (mparam.loss_type == MAP) {
evaluator_.AddEval("MAP");
}
else {
evaluator_.AddEval("NDCG");
}
evaluator_.Init();
}
void EvalOneIter(int iter, FILE *fo = stderr) {
fprintf(fo, "[%d]", iter);
int buffer_offset = static_cast<int>(train_->Size());
for (size_t i = 0; i < evals_.size(); ++i) {
std::vector<float> &preds = this->eval_preds_[i];
this->PredictBuffer(preds, *evals_[i], buffer_offset);
evaluator_.Eval(fo, evname_[i].c_str(), preds, (*evals_[i]).labels, (*evals_[i]).group_index);
buffer_offset += static_cast<int>(evals_[i]->Size());
}
fprintf(fo, "\n");
}
virtual inline void SetParam(const char *name, const char *val){
BoostLearner::SetParam(name,val);
if (!strcmp(name, "eval_metric")) evaluator_.AddEval(val);
if (!strcmp(name, "rank:sampler")) sampler.AssignSampler(atoi(val));
}
private:
inline std::vector< Triple<float,float,int> > GetSortedTuple(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index,
int group){
std::vector< Triple<float,float,int> > sorted_triple;
for(int j = group_index[group]; j < group_index[group+1]; j++){
sorted_triple.push_back(Triple<float,float,int>(preds[j],labels[j],j));
}
std::sort(sorted_triple.begin(),sorted_triple.end(),Triplef1Comparer);
return sorted_triple;
}
inline std::vector<int> GetIndexMap(std::vector< Triple<float,float,int> > sorted_triple,int start){
std::vector<int> index_remap;
index_remap.resize(sorted_triple.size());
for(int i = 0; i < sorted_triple.size(); i++){
index_remap[sorted_triple[i].f3_-start] = i;
}
return index_remap;
}
inline float GetLambdaMAP(const std::vector< Triple<float,float,int> > sorted_triple,
int index1,int index2,
std::vector< Quadruple<float,float,float,float> > map_acc){
if(index1 > index2) std::swap(index1,index2);
float original = map_acc[index2].f1_;
if(index1 != 0) original -= map_acc[index1 - 1].f1_;
float changed = 0;
if(sorted_triple[index1].f2_ < sorted_triple[index2].f2_){
changed += map_acc[index2 - 1].f3_ - map_acc[index1].f3_;
changed += (map_acc[index1].f4_ + 1.0f)/(index1 + 1);
}else{
changed += map_acc[index2 - 1].f2_ - map_acc[index1].f2_;
changed += map_acc[index2].f4_/(index2 + 1);
}
float ans = (changed - original)/(map_acc[map_acc.size() - 1].f4_);
if(ans < 0) ans = -ans;
return ans;
}
inline float GetLambdaNDCG(const std::vector< Triple<float,float,int> > sorted_triple,
int index1,
int index2,float IDCG){
float original = pow(2,sorted_triple[index1].f2_)/log(index1+2)
+ pow(2,sorted_triple[index2].f2_)/log(index2+2);
float changed = pow(2,sorted_triple[index2].f2_)/log(index1+2)
+ pow(2,sorted_triple[index1].f2_)/log(index2+2);
float ans = (original - changed)/IDCG;
if(ans < 0) ans = -ans;
return ans;
}
inline float GetIDCG(const std::vector< Triple<float,float,int> > sorted_triple){
std::vector<float> labels;
for(int i = 0; i < sorted_triple.size(); i++){
labels.push_back(sorted_triple[i].f2_);
}
std::sort(labels.begin(),labels.end(),std::greater<float>());
return EvalNDCG::DCG(labels);
}
inline std::vector< Quadruple<float,float,float,float> > GetMAPAcc(const std::vector< Triple<float,float,int> > sorted_triple){
std::vector< Quadruple<float,float,float,float> > map_acc;
float hit = 0,acc1 = 0,acc2 = 0,acc3 = 0;
for(int i = 0; i < sorted_triple.size(); i++){
if(sorted_triple[i].f2_ == 1) {
hit++;
acc1 += hit /( i + 1 );
acc2 += (hit - 1)/(i+1);
acc3 += (hit + 1)/(i+1);
}
map_acc.push_back(Quadruple<float,float,float,float>(acc1,acc2,acc3,hit));
}
return map_acc;
}
inline void GetGroupGradient(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index,
std::vector<float> &grad,
std::vector<float> &hess,
const std::vector< Triple<float,float,int> > sorted_triple,
const std::vector<int> index_remap,
const sample::Pairs& pairs,
int group){
bool j_better;
float IDCG, pred_diff, pred_diff_exp, delta;
float first_order_gradient, second_order_gradient;
std::vector< Quadruple<float,float,float,float> > map_acc;
if(mparam.loss_type == NDCG){
IDCG = GetIDCG(sorted_triple);
}else if(mparam.loss_type == MAP){
map_acc = GetMAPAcc(sorted_triple);
}
for (int j = group_index[group]; j < group_index[group + 1]; j++){
std::vector<int> pair_instance = pairs.GetPairs(j);
for (int k = 0; k < pair_instance.size(); k++){
j_better = labels[j] > labels[pair_instance[k]];
if (j_better){
switch(mparam.loss_type){
case PAIRWISE: delta = 1.0;break;
case MAP: delta = GetLambdaMAP(sorted_triple,index_remap[j - group_index[group]],index_remap[pair_instance[k]-group_index[group]],map_acc);break;
case NDCG: delta = GetLambdaNDCG(sorted_triple,index_remap[j - group_index[group]],index_remap[pair_instance[k]-group_index[group]],IDCG);break;
default: utils::Error("Cannot find the specified loss type");
}
pred_diff = preds[preds[j] - pair_instance[k]];
pred_diff_exp = j_better ? expf(-pred_diff) : expf(pred_diff);
first_order_gradient = delta * FirstOrderGradient(pred_diff_exp);
second_order_gradient = 2 * delta * SecondOrderGradient(pred_diff_exp);
hess[j] += second_order_gradient;
grad[j] += first_order_gradient;
hess[pair_instance[k]] += second_order_gradient;
grad[pair_instance[k]] += -first_order_gradient;
}
}
}
}
public:
/*! \brief get the first order and second order gradient, given the
* intransformed predictions and labels */
inline void GetGradient(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index,
std::vector<float> &grad,
std::vector<float> &hess) {
grad.resize(preds.size());
hess.resize(preds.size());
for (int i = 0; i < group_index.size() - 1; i++){
sample::Pairs pairs = sampler.GenPairs(preds, labels, group_index[i], group_index[i + 1]);
//pairs.GetPairs()
std::vector< Triple<float,float,int> > sorted_triple = GetSortedTuple(preds,labels,group_index,i);
std::vector<int> index_remap = GetIndexMap(sorted_triple,group_index[i]);
GetGroupGradient(preds,labels,group_index,
grad,hess,sorted_triple,index_remap,pairs,i);
}
}
inline void UpdateInteract(std::string action) {
this->InteractPredict(preds_, *train_, 0);
int buffer_offset = static_cast<int>(train_->Size());
for (size_t i = 0; i < evals_.size(); ++i){
std::vector<float> &preds = this->eval_preds_[i];
this->InteractPredict(preds, *evals_[i], buffer_offset);
buffer_offset += static_cast<int>(evals_[i]->Size());
}
if (action == "remove"){
base_gbm.DelteBooster(); return;
}
this->GetGradient(preds_, train_->labels,train_->group_index, grad_, hess_);
std::vector<unsigned> root_index;
base_gbm.DoBoost(grad_, hess_, train_->data, root_index);
this->InteractRePredict(*train_, 0);
buffer_offset = static_cast<int>(train_->Size());
for (size_t i = 0; i < evals_.size(); ++i){
this->InteractRePredict(*evals_[i], buffer_offset);
buffer_offset += static_cast<int>(evals_[i]->Size());
}
}
private:
enum LossType {
PAIRWISE = 0,
MAP = 1,
NDCG = 2
};
/*!
* \brief calculate first order gradient of pairwise loss function(f(x) = ln(1+exp(-x)),
* given the exponential of the difference of intransformed pair predictions
* \param the intransformed prediction of positive instance
* \param the intransformed prediction of negative instance
* \return first order gradient
*/
inline float FirstOrderGradient(float pred_diff_exp) const {
return -pred_diff_exp / (1 + pred_diff_exp);
}
/*!
* \brief calculate second order gradient of pairwise loss function(f(x) = ln(1+exp(-x)),
* given the exponential of the difference of intransformed pair predictions
* \param the intransformed prediction of positive instance
* \param the intransformed prediction of negative instance
* \return second order gradient
*/
inline float SecondOrderGradient(float pred_diff_exp) const {
return pred_diff_exp / pow(1 + pred_diff_exp, 2);
}
private:
RankEvalSet evaluator_;
sample::PairSamplerWrapper sampler;
};
};
};
#endif

237
rank/xgboost_rank_eval.h Normal file
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@ -0,0 +1,237 @@
#ifndef XGBOOST_RANK_EVAL_H
#define XGBOOST_RANK_EVAL_H
/*!
* \file xgboost_rank_eval.h
* \brief evaluation metrics for ranking
* \author Kailong Chen: chenkl198812@gmail.com, Tianqi Chen: tianqi.tchen@gmail.com
*/
#include <cmath>
#include <vector>
#include <algorithm>
#include "../utils/xgboost_utils.h"
#include "../utils/xgboost_omp.h"
namespace xgboost {
namespace rank {
/*! \brief evaluator that evaluates the loss metrics */
class IRankEvaluator {
public:
/*!
* \brief evaluate a specific metric
* \param preds prediction
* \param labels label
*/
virtual float Eval(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index) const = 0;
/*! \return name of metric */
virtual const char *Name(void) const = 0;
};
class Pair{
public:
float key_;
float value_;
Pair(float key, float value):key_(key),value_(value){
}
};
bool PairKeyComparer(const Pair &a, const Pair &b){
return a.key_ < b.key_;
}
bool PairValueComparer(const Pair &a, const Pair &b){
return a.value_ < b.value_;
}
template<typename T1,typename T2,typename T3>
class Triple{
public:
T1 f1_;
T2 f2_;
T3 f3_;
Triple(T1 f1,T2 f2,T3 f3):f1_(f1),f2_(f2),f3_(f3){
}
};
template<typename T1,typename T2,typename T3,typename T4>
class Quadruple{
public:
T1 f1_;
T2 f2_;
T3 f3_;
T4 f4_;
Quadruple(T1 f1,T2 f2,T3 f3,T4 f4):f1_(f1),f2_(f2),f3_(f3),f4_(f4){
}
};
bool Triplef1Comparer(const Triple<float,float,int> &a, const Triple<float,float,int> &b){
return a.f1_< b.f1_;
}
/*! \brief Mean Average Precision */
class EvalMAP : public IRankEvaluator {
public:
float Eval(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index) const {
if (group_index.size() <= 1) return 0;
float acc = 0;
std::vector<Pair> pairs_sort;
for (int i = 0; i < group_index.size() - 1; i++){
for (int j = group_index[i]; j < group_index[i + 1]; j++){
Pair pair(preds[j], labels[j]);
pairs_sort.push_back(pair);
}
acc += average_precision(pairs_sort);
}
return acc / (group_index.size() - 1);
}
virtual const char *Name(void) const {
return "MAP";
}
private:
float average_precision(std::vector<Pair> pairs_sort) const{
std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer);
float hits = 0;
float average_precision = 0;
for (int j = 0; j < pairs_sort.size(); j++){
if (pairs_sort[j].value_ == 1){
hits++;
average_precision += hits / (j + 1);
}
}
if (hits != 0) average_precision /= hits;
return average_precision;
}
};
class EvalPair : public IRankEvaluator{
public:
float Eval(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index) const {
if (group_index.size() <= 1) return 0;
float acc = 0;
for (int i = 0; i < group_index.size() - 1; i++){
acc += Count_Inversion(preds,labels,
group_index[i],group_index[i+1]);
}
return acc / (group_index.size() - 1);
}
const char *Name(void) const {
return "PAIR";
}
private:
float Count_Inversion(const std::vector<float> &preds,
const std::vector<float> &labels,int begin,int end
) const{
float ans = 0;
for(int i = begin; i < end; i++){
for(int j = i + 1; j < end; j++){
if(preds[i] > preds[j] && labels[i] < labels[j])
ans++;
}
}
return ans;
}
};
/*! \brief Normalized DCG */
class EvalNDCG : public IRankEvaluator {
public:
float Eval(const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index) const {
if (group_index.size() <= 1) return 0;
float acc = 0;
std::vector<Pair> pairs_sort;
for (int i = 0; i < group_index.size() - 1; i++){
for (int j = group_index[i]; j < group_index[i + 1]; j++){
Pair pair(preds[j], labels[j]);
pairs_sort.push_back(pair);
}
acc += NDCG(pairs_sort);
}
return acc / (group_index.size() - 1);
}
static float DCG(const std::vector<float> &labels){
float ans = 0.0;
for (int i = 0; i < labels.size(); i++){
ans += (pow(2,labels[i]) - 1 ) / log(i + 2);
}
return ans;
}
virtual const char *Name(void) const {
return "NDCG";
}
private:
float NDCG(std::vector<Pair> pairs_sort) const{
std::sort(pairs_sort.begin(), pairs_sort.end(), PairKeyComparer);
float dcg = DCG(pairs_sort);
std::sort(pairs_sort.begin(), pairs_sort.end(), PairValueComparer);
float IDCG = DCG(pairs_sort);
if (IDCG == 0) return 0;
return dcg / IDCG;
}
float DCG(std::vector<Pair> pairs_sort) const{
std::vector<float> labels;
for (int i = 1; i < pairs_sort.size(); i++){
labels.push_back(pairs_sort[i].value_);
}
return DCG(labels);
}
};
};
namespace rank {
/*! \brief a set of evaluators */
class RankEvalSet {
public:
inline void AddEval(const char *name) {
if (!strcmp(name, "PAIR")) evals_.push_back(&pair_);
if (!strcmp(name, "MAP")) evals_.push_back(&map_);
if (!strcmp(name, "NDCG")) evals_.push_back(&ndcg_);
}
inline void Init(void) {
std::sort(evals_.begin(), evals_.end());
evals_.resize(std::unique(evals_.begin(), evals_.end()) - evals_.begin());
}
inline void Eval(FILE *fo, const char *evname,
const std::vector<float> &preds,
const std::vector<float> &labels,
const std::vector<int> &group_index) const {
for (size_t i = 0; i < evals_.size(); ++i) {
float res = evals_[i]->Eval(preds, labels, group_index);
fprintf(fo, "\t%s-%s:%f", evname, evals_[i]->Name(), res);
}
}
private:
EvalPair pair_;
EvalMAP map_;
EvalNDCG ndcg_;
std::vector<const IRankEvaluator*> evals_;
};
};
};
#endif

22
rank/xgboost_rank_main.cpp Normal file
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@ -0,0 +1,22 @@
#define _CRT_SECURE_NO_WARNINGS
#define _CRT_SECURE_NO_DEPRECATE
#include <ctime>
#include <string>
#include <cstring>
#include "../base/xgboost_learner.h"
#include "../utils/xgboost_fmap.h"
#include "../utils/xgboost_random.h"
#include "../utils/xgboost_config.h"
#include "../base/xgboost_learner.h"
#include "../base/xgboost_boost_task.h"
#include "xgboost_rank.h"
#include "../regression/xgboost_reg.h"
#include "../regression/xgboost_reg_main.cpp"
#include "../base/xgboost_data_instance.h"
int main(int argc, char *argv[]) {
xgboost::random::Seed(0);
xgboost::base::BoostTask rank_tsk;
rank_tsk.SetLearner(new xgboost::rank::RankBoostLearner);
return rank_tsk.Run(argc, argv);
}

128
rank/xgboost_sample.h Normal file
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@ -0,0 +1,128 @@
#ifndef _XGBOOST_SAMPLE_H_
#define _XGBOOST_SAMPLE_H_
#include <vector>
#include"../utils/xgboost_utils.h"
namespace xgboost {
namespace rank {
namespace sample {
/*
* \brief the data structure to maintain the sample pairs
*/
struct Pairs {
/*
* \brief constructor given the start and end offset of the sampling group
* in overall instances
* \param start the begin index of the group
* \param end the end index of the group
*/
Pairs(int start, int end) :start_(start), end_(end){
for (int i = start; i < end; i++){
std::vector<int> v;
pairs_.push_back(v);
}
}
/*
* \brief retrieve the related pair information of an data instances
* \param index, the index of retrieved instance
* \return the index of instances paired
*/
std::vector<int> GetPairs(int index) const{
utils::Assert(index >= start_ && index < end_, "The query index out of sampling bound");
return pairs_[index - start_];
}
/*
* \brief add in a sampled pair
* \param index the index of the instance to sample a friend
* \param paired_index the index of the instance sampled as a friend
*/
void push(int index, int paired_index){
pairs_[index - start_].push_back(paired_index);
}
std::vector< std::vector<int> > pairs_;
int start_;
int end_;
};
/*
* \brief the interface of pair sampler
*/
struct IPairSampler {
/*
* \brief Generate sample pairs given the predcions, labels, the start and the end index
* of a specified group
* \param preds, the predictions of all data instances
* \param labels, the labels of all data instances
* \param start, the start index of a specified group
* \param end, the end index of a specified group
* \return the generated pairs
*/
virtual Pairs GenPairs(const std::vector<float> &preds,
const std::vector<float> &labels,
int start, int end) = 0;
};
enum{
BINARY_LINEAR_SAMPLER
};
/*! \brief A simple pair sampler when the rank relevence scale is binary
* for each positive instance, we will pick a negative
* instance and add in a pair. When using binary linear sampler,
* we should guarantee the labels are 0 or 1
*/
struct BinaryLinearSampler :public IPairSampler{
virtual Pairs GenPairs(const std::vector<float> &preds,
const std::vector<float> &labels,
int start, int end) {
Pairs pairs(start, end);
int pointer = 0, last_pointer = 0, index = start, interval = end - start;
for (int i = start; i < end; i++){
if (labels[i] == 1){
while (true){
index = (++pointer) % interval + start;
if (labels[index] == 0) break;
if (pointer - last_pointer > interval) return pairs;
}
pairs.push(i, index);
pairs.push(index, i);
last_pointer = pointer;
}
}
return pairs;
}
};
/*! \brief Pair Sampler Wrapper*/
struct PairSamplerWrapper{
public:
inline void AssignSampler(int sampler_index){
switch (sampler_index){
case BINARY_LINEAR_SAMPLER:sampler_ = &binary_linear_sampler; break;
default:utils::Error("Cannot find the specified sampler");
}
}
Pairs GenPairs(const std::vector<float> &preds,
const std::vector<float> &labels,
int start, int end){
utils::Assert(sampler_ != NULL,"Not config the sampler yet. Add rank:sampler in the config file\n");
return sampler_->GenPairs(preds, labels, start, end);
}
private:
BinaryLinearSampler binary_linear_sampler;
IPairSampler *sampler_;
};
}
}
}
#endif

4
regression/xgboost_reg.h
View File

@ -213,7 +213,7 @@ namespace xgboost{
inline void InteractPredict(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset){ inline void InteractPredict(std::vector<float> &preds, const DMatrix &data, unsigned buffer_offset){
preds.resize(data.Size()); preds.resize(data.Size());
const unsigned ndata = static_cast<unsigned>(data.Size()); const unsigned ndata = static_cast<unsigned>(data.Size());
#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_gbm.InteractPredict(data.data, j, buffer_offset + j)); (mparam.base_score + base_gbm.InteractPredict(data.data, j, buffer_offset + j));
@ -222,7 +222,7 @@ namespace xgboost{
/*! \brief repredict trial */ /*! \brief repredict trial */
inline void InteractRePredict(const DMatrix &data, unsigned buffer_offset){ inline void InteractRePredict(const DMatrix &data, unsigned buffer_offset){
const unsigned ndata = static_cast<unsigned>(data.Size()); const unsigned ndata = static_cast<unsigned>(data.Size());
#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){
base_gbm.InteractRePredict(data.data, j, buffer_offset + j); base_gbm.InteractRePredict(data.data, j, buffer_offset + j);
} }