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Multi-target support for L1 error. (#8652)

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- Add matrix support to the median function.
- Iterate through each target for quantile computation.
This commit is contained in:
Jiaming Yuan
2023-01-11 05:51:14 +08:00
committed by GitHub
parent badeff1d74
commit cfa994d57f
19 changed files with 430 additions and 215 deletions
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39
src/gbm/gbtree.cc
View File

@@ -1,5 +1,5 @@
/*!
* Copyright 2014-2022 by Contributors
/**
* Copyright 2014-2023 by Contributors
* \file gbtree.cc
* \brief gradient boosted tree implementation.
* \author Tianqi Chen
@@ -21,6 +21,7 @@
#include "../common/threading_utils.h"
#include "../common/timer.h"
#include "gbtree_model.h"
#include "xgboost/base.h"
#include "xgboost/data.h"
#include "xgboost/gbm.h"
#include "xgboost/host_device_vector.h"
@@ -219,6 +220,8 @@ void CopyGradient(HostDeviceVector<GradientPair> const* in_gpair, int32_t n_thre
void GBTree::UpdateTreeLeaf(DMatrix const* p_fmat, HostDeviceVector<float> const& predictions,
ObjFunction const* obj,
std::int32_t group_idx,
std::vector<HostDeviceVector<bst_node_t>> const& node_position,
std::vector<std::unique_ptr<RegTree>>* p_trees) {
CHECK(!updaters_.empty());
if (!updaters_.back()->HasNodePosition()) {
@@ -227,10 +230,14 @@ void GBTree::UpdateTreeLeaf(DMatrix const* p_fmat, HostDeviceVector<float> const
if (!obj || !obj->Task().UpdateTreeLeaf()) {
return;
}
auto& trees = *p_trees;
for (size_t tree_idx = 0; tree_idx < trees.size(); ++tree_idx) {
auto const& position = this->node_position_.at(tree_idx);
obj->UpdateTreeLeaf(position, p_fmat->Info(), predictions, trees[tree_idx].get());
CHECK_EQ(model_.param.num_parallel_tree, trees.size());
CHECK_EQ(model_.param.num_parallel_tree, 1)
<< "Boosting random forest is not supported for current objective.";
for (std::size_t tree_idx = 0; tree_idx < trees.size(); ++tree_idx) {
auto const& position = node_position.at(tree_idx);
obj->UpdateTreeLeaf(position, p_fmat->Info(), predictions, group_idx, trees[tree_idx].get());
}
}
@@ -254,10 +261,14 @@ void GBTree::DoBoost(DMatrix* p_fmat, HostDeviceVector<GradientPair>* in_gpair,
LOG(FATAL) << "Current objective doesn't support external memory.";
}
// The node position for each row, 1 HDV for each tree in the forest. Note that the
// position is negated if the row is sampled out.
std::vector<HostDeviceVector<bst_node_t>> node_position;
if (ngroup == 1) {
std::vector<std::unique_ptr<RegTree>> ret;
BoostNewTrees(in_gpair, p_fmat, 0, &ret);
UpdateTreeLeaf(p_fmat, predt->predictions, obj, &ret);
BoostNewTrees(in_gpair, p_fmat, 0, &node_position, &ret);
UpdateTreeLeaf(p_fmat, predt->predictions, obj, 0, node_position, &ret);
const size_t num_new_trees = ret.size();
new_trees.push_back(std::move(ret));
auto v_predt = out.Slice(linalg::All(), 0);
@@ -271,10 +282,11 @@ void GBTree::DoBoost(DMatrix* p_fmat, HostDeviceVector<GradientPair>* in_gpair,
in_gpair->DeviceIdx());
bool update_predict = true;
for (int gid = 0; gid < ngroup; ++gid) {
node_position.clear();
CopyGradient(in_gpair, ctx_->Threads(), ngroup, gid, &tmp);
std::vector<std::unique_ptr<RegTree>> ret;
BoostNewTrees(&tmp, p_fmat, gid, &ret);
UpdateTreeLeaf(p_fmat, predt->predictions, obj, &ret);
BoostNewTrees(&tmp, p_fmat, gid, &node_position, &ret);
UpdateTreeLeaf(p_fmat, predt->predictions, obj, gid, node_position, &ret);
const size_t num_new_trees = ret.size();
new_trees.push_back(std::move(ret));
auto v_predt = out.Slice(linalg::All(), gid);
@@ -334,6 +346,7 @@ void GBTree::InitUpdater(Args const& cfg) {
}
void GBTree::BoostNewTrees(HostDeviceVector<GradientPair>* gpair, DMatrix* p_fmat, int bst_group,
std::vector<HostDeviceVector<bst_node_t>>* out_position,
std::vector<std::unique_ptr<RegTree>>* ret) {
std::vector<RegTree*> new_trees;
ret->clear();
@@ -367,14 +380,16 @@ void GBTree::BoostNewTrees(HostDeviceVector<GradientPair>* gpair, DMatrix* p_fma
ret->push_back(std::move(t));
}
}
// update the trees
CHECK_EQ(gpair->Size(), p_fmat->Info().num_row_)
<< "Mismatching size between number of rows from input data and size of "
"gradient vector.";
node_position_.resize(new_trees.size());
CHECK(out_position);
out_position->resize(new_trees.size());
for (auto& up : updaters_) {
up->Update(gpair, p_fmat, common::Span<HostDeviceVector<bst_node_t>>{node_position_},
new_trees);
up->Update(gpair, p_fmat, common::Span<HostDeviceVector<bst_node_t>>{*out_position}, new_trees);
}
}

46
src/gbm/gbtree.h
View File

@@ -1,5 +1,5 @@
/*!
* Copyright 2014-2022 by Contributors
/**
* Copyright 2014-2023 by Contributors
* \file gbtree.cc
* \brief gradient boosted tree implementation.
* \author Tianqi Chen
@@ -10,26 +10,26 @@
#include <dmlc/omp.h>
#include <algorithm>
#include <vector>
#include <cstdint> // std::int32_t
#include <map>
#include <memory>
#include <utility>
#include <string>
#include <unordered_map>
#include <utility>
#include <vector>
#include "xgboost/base.h"
#include "xgboost/data.h"
#include "xgboost/logging.h"
#include "xgboost/gbm.h"
#include "xgboost/predictor.h"
#include "xgboost/tree_updater.h"
#include "xgboost/parameter.h"
#include "xgboost/json.h"
#include "xgboost/host_device_vector.h"
#include "gbtree_model.h"
#include "../common/common.h"
#include "../common/timer.h"
#include "gbtree_model.h"
#include "xgboost/base.h"
#include "xgboost/data.h"
#include "xgboost/gbm.h"
#include "xgboost/host_device_vector.h"
#include "xgboost/json.h"
#include "xgboost/logging.h"
#include "xgboost/parameter.h"
#include "xgboost/predictor.h"
#include "xgboost/tree_updater.h"
namespace xgboost {
enum class TreeMethod : int {
@@ -205,7 +205,10 @@ class GBTree : public GradientBooster {
* \brief Optionally update the leaf value.
*/
void UpdateTreeLeaf(DMatrix const* p_fmat, HostDeviceVector<float> const& predictions,
ObjFunction const* obj, std::vector<std::unique_ptr<RegTree>>* p_trees);
ObjFunction const* obj,
std::int32_t group_idx,
std::vector<HostDeviceVector<bst_node_t>> const& node_position,
std::vector<std::unique_ptr<RegTree>>* p_trees);
/*! \brief Carry out one iteration of boosting */
void DoBoost(DMatrix* p_fmat, HostDeviceVector<GradientPair>* in_gpair,
@@ -411,11 +414,9 @@ class GBTree : public GradientBooster {
// initialize updater before using them
void InitUpdater(Args const& cfg);
// do group specific group
void BoostNewTrees(HostDeviceVector<GradientPair>* gpair,
DMatrix *p_fmat,
int bst_group,
std::vector<std::unique_ptr<RegTree> >* ret);
void BoostNewTrees(HostDeviceVector<GradientPair>* gpair, DMatrix* p_fmat, int bst_group,
std::vector<HostDeviceVector<bst_node_t>>* out_position,
std::vector<std::unique_ptr<RegTree>>* ret);
std::unique_ptr<Predictor> const& GetPredictor(HostDeviceVector<float> const* out_pred = nullptr,
DMatrix* f_dmat = nullptr) const;
@@ -435,9 +436,6 @@ class GBTree : public GradientBooster {
Args cfg_;
// the updaters that can be applied to each of tree
std::vector<std::unique_ptr<TreeUpdater>> updaters_;
// The node position for each row, 1 HDV for each tree in the forest. Note that the
// position is negated if the row is sampled out.
std::vector<HostDeviceVector<bst_node_t>> node_position_;
// Predictors
std::unique_ptr<Predictor> cpu_predictor_;
#if defined(XGBOOST_USE_CUDA)