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[TREE] finish move of updater

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This commit is contained in:
tqchen
2016-01-01 20:41:20 -08:00
parent 4adc4cf0b9
commit d4677b6561
14 changed files with 358 additions and 343 deletions
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104
src/common/quantile.h
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@@ -4,19 +4,19 @@
* \brief util to compute quantiles
* \author Tianqi Chen
*/
#ifndef XGBOOST_UTILS_QUANTILE_H_
#define XGBOOST_UTILS_QUANTILE_H_
#ifndef XGBOOST_COMMON_QUANTILE_H_
#define XGBOOST_COMMON_QUANTILE_H_
#include <dmlc/base.h>
#include <dmlc/logging.h>
#include <cmath>
#include <vector>
#include <cstring>
#include <algorithm>
#include <iostream>
#include "./io.h"
#include "./utils.h"
namespace xgboost {
namespace utils {
namespace common {
/*!
* \brief experimental wsummary
* \tparam DType type of data content
@@ -35,7 +35,7 @@ struct WQSummary {
/*! \brief the value of data */
DType value;
// constructor
Entry(void) {}
Entry() {}
// constructor
Entry(RType rmin, RType rmax, RType wmin, DType value)
: rmin(rmin), rmax(rmax), wmin(wmin), value(value) {}
@@ -44,15 +44,15 @@ struct WQSummary {
* \param eps the tolerate level for violating the relation
*/
inline void CheckValid(RType eps = 0) const {
utils::Assert(rmin >= 0 && rmax >= 0 && wmin >= 0, "nonneg constraint");
utils::Assert(rmax- rmin - wmin > -eps, "relation constraint: min/max");
CHECK(rmin >= 0 && rmax >= 0 && wmin >= 0) << "nonneg constraint";
CHECK(rmax- rmin - wmin > -eps) << "relation constraint: min/max";
}
/*! \return rmin estimation for v strictly bigger than value */
inline RType rmin_next(void) const {
inline RType rmin_next() const {
return rmin + wmin;
}
/*! \return rmax estimation for v strictly smaller than value */
inline RType rmax_prev(void) const {
inline RType rmax_prev() const {
return rmax - wmin;
}
};
@@ -65,7 +65,7 @@ struct WQSummary {
// weight of instance
RType weight;
// default constructor
QEntry(void) {}
QEntry() {}
// constructor
QEntry(DType value, RType weight)
: value(value), weight(weight) {}
@@ -113,7 +113,7 @@ struct WQSummary {
/*!
* \return the maximum error of the Summary
*/
inline RType MaxError(void) const {
inline RType MaxError() const {
RType res = data[0].rmax - data[0].rmin - data[0].wmin;
for (size_t i = 1; i < size; ++i) {
res = std::max(data[i].rmax_prev() - data[i - 1].rmin_next(), res);
@@ -147,7 +147,7 @@ struct WQSummary {
}
}
/*! \return maximum rank in the summary */
inline RType MaxRank(void) const {
inline RType MaxRank() const {
return data[size - 1].rmax;
}
/*!
@@ -168,8 +168,8 @@ struct WQSummary {
for (size_t i = 0; i < size; ++i) {
data[i].CheckValid(eps);
if (i != 0) {
utils::Assert(data[i].rmin >= data[i - 1].rmin + data[i - 1].wmin, "rmin range constraint");
utils::Assert(data[i].rmax >= data[i - 1].rmax + data[i].wmin, "rmax range constraint");
CHECK(data[i].rmin >= data[i - 1].rmin + data[i - 1].wmin) << "rmin range constraint";
CHECK(data[i].rmax >= data[i - 1].rmax + data[i].wmin) << "rmax range constraint";
}
}
}
@@ -196,7 +196,7 @@ struct WQSummary {
// find first i such that d < (rmax[i+1] + rmin[i+1]) / 2
while (i < src.size - 1
&& dx2 >= src.data[i + 1].rmax + src.data[i + 1].rmin) ++i;
utils::Assert(i != src.size - 1, "this cannot happen");
CHECK(i != src.size - 1);
if (dx2 < src.data[i].rmin_next() + src.data[i + 1].rmax_prev()) {
if (i != lastidx) {
data[size++] = src.data[i]; lastidx = i;
@@ -224,7 +224,7 @@ struct WQSummary {
if (sb.size == 0) {
this->CopyFrom(sa); return;
}
utils::Assert(sa.size > 0 && sb.size > 0, "invalid input for merge");
CHECK(sa.size > 0 && sb.size > 0);
const Entry *a = sa.data, *a_end = sa.data + sa.size;
const Entry *b = sb.data, *b_end = sb.data + sb.size;
// extended rmin value
@@ -272,18 +272,19 @@ struct WQSummary {
RType err_mingap, err_maxgap, err_wgap;
this->FixError(&err_mingap, &err_maxgap, &err_wgap);
if (err_mingap > tol || err_maxgap > tol || err_wgap > tol) {
utils::Printf("INFO: mingap=%g, maxgap=%g, wgap=%g\n",
err_mingap, err_maxgap, err_wgap);
LOG(INFO) << "mingap=" << err_mingap
<< ", maxgap=" << err_maxgap
<< ", wgap=" << err_wgap;
}
utils::Assert(size <= sa.size + sb.size, "bug in combine");
CHECK(size <= sa.size + sb.size) << "bug in combine";
}
// helper function to print the current content of sketch
inline void Print() const {
for (size_t i = 0; i < this->size; ++i) {
utils::Printf("[%lu] rmin=%g, rmax=%g, wmin=%g, v=%g\n",
i, data[i].rmin, data[i].rmax,
data[i].wmin, data[i].value);
LOG(INFO) << "[" << i << "] rmin=" << data[i].rmin
<< ", rmax=" << data[i].rmax
<< ", wmin=" << data[i].wmin
<< ", v=" << data[i].value;
}
}
// try to fix rounding error
@@ -320,7 +321,7 @@ struct WQSummary {
for (size_t i = 0; i < this->size; ++i) {
if (data[i].rmin + data[i].wmin > data[i].rmax + tol ||
data[i].rmin < -1e-6f || data[i].rmax < -1e-6f) {
utils::Printf("----%s: Check not Pass------\n", msg);
LOG(INFO) << "----------check not pass----------";
this->Print();
return false;
}
@@ -380,12 +381,11 @@ struct WXQSummary : public WQSummary<DType, RType> {
}
if (nbig >= n - 1) {
// see what was the case
utils::Printf("LOG: check quantile stats, nbig=%lu, n=%lu\n", nbig, n);
utils::Printf("LOG: srcsize=%lu, maxsize=%lu, range=%g, chunk=%g\n",
src.size, maxsize, static_cast<double>(range),
static_cast<double>(chunk));
LOG(INFO) << " check quantile stats, nbig=" << nbig << ", n=" << n;
LOG(INFO) << " srcsize=" << src.size << ", maxsize=" << maxsize
<< ", range=" << range << ", chunk=" << chunk;
src.Print();
utils::Assert(nbig < n - 1, "quantile: too many large chunk");
CHECK(nbig < n - 1) << "quantile: too many large chunk";
}
this->data[0] = src.data[0];
this->size = 1;
@@ -440,7 +440,7 @@ struct GKSummary {
/*! \brief the value of data */
DType value;
// constructor
Entry(void) {}
Entry() {}
// constructor
Entry(RType rmin, RType rmax, DType value)
: rmin(rmin), rmax(rmax), value(value) {}
@@ -470,7 +470,7 @@ struct GKSummary {
GKSummary(Entry *data, size_t size)
: data(data), size(size) {}
/*! \brief the maximum error of the summary */
inline RType MaxError(void) const {
inline RType MaxError() const {
RType res = 0;
for (size_t i = 1; i < size; ++i) {
res = std::max(data[i].rmax - data[i-1].rmin, res);
@@ -478,7 +478,7 @@ struct GKSummary {
return res;
}
/*! \return maximum rank in the summary */
inline RType MaxRank(void) const {
inline RType MaxRank() const {
return data[size - 1].rmax;
}
/*!
@@ -493,7 +493,7 @@ struct GKSummary {
// assume always valid
}
/*! \brief used for debug purpose, print the summary */
inline void Print(void) const {
inline void Print() const {
for (size_t i = 0; i < size; ++i) {
std::cout << "x=" << data[i].value << "\t"
<< "[" << data[i].rmin << "," << data[i].rmax << "]"
@@ -536,7 +536,7 @@ struct GKSummary {
if (sb.size == 0) {
this->CopyFrom(sa); return;
}
utils::Assert(sa.size > 0 && sb.size > 0, "invalid input for merge");
CHECK(sa.size > 0 && sb.size > 0) << "invalid input for merge";
const Entry *a = sa.data, *a_end = sa.data + sa.size;
const Entry *b = sb.data, *b_end = sb.data + sb.size;
this->size = sa.size + sb.size;
@@ -569,7 +569,7 @@ struct GKSummary {
++dst; ++b;
} while (b != b_end);
}
utils::Assert(dst == data + size, "bug in combine");
CHECK(dst == data + size) << "bug in combine";
}
};
@@ -592,15 +592,15 @@ class QuantileSketchTemplate {
std::vector<Entry> space;
SummaryContainer(const SummaryContainer &src) : Summary(NULL, src.size) {
this->space = src.space;
this->data = BeginPtr(this->space);
this->data = dmlc::BeginPtr(this->space);
}
SummaryContainer(void) : Summary(NULL, 0) {
SummaryContainer() : Summary(NULL, 0) {
}
/*! \brief reserve space for summary */
inline void Reserve(size_t size) {
if (size > space.size()) {
space.resize(size);
this->data = BeginPtr(space);
this->data = dmlc::BeginPtr(space);
}
}
/*!
@@ -610,7 +610,7 @@ class QuantileSketchTemplate {
*/
inline void SetMerge(const Summary *begin,
const Summary *end) {
utils::Assert(begin < end, "can not set combine to empty instance");
CHECK(begin < end) << "can not set combine to empty instance";
size_t len = end - begin;
if (len == 1) {
this->Reserve(begin[0].size);
@@ -655,11 +655,10 @@ class QuantileSketchTemplate {
/*! \brief load data structure from input stream */
template<typename TStream>
inline void Load(TStream &fi) { // NOLINT(*)
utils::Check(fi.Read(&this->size, sizeof(this->size)) != 0, "invalid SummaryArray 1");
CHECK_EQ(fi.Read(&this->size, sizeof(this->size)), sizeof(this->size));
this->Reserve(this->size);
if (this->size != 0) {
utils::Check(fi.Read(this->data, this->size * sizeof(Entry)) != 0,
"invalid SummaryArray 2");
CHECK_EQ(fi.Read(this->data, this->size * sizeof(Entry)), sizeof(this->size));
}
}
};
@@ -678,8 +677,8 @@ class QuantileSketchTemplate {
}
// check invariant
size_t n = (1UL << nlevel);
utils::Assert(n * limit_size >= maxn, "invalid init parameter");
utils::Assert(nlevel <= limit_size * eps, "invalid init parameter");
CHECK(n * limit_size >= maxn) << "invalid init parameter";
CHECK(nlevel <= limit_size * eps) << "invalid init parameter";
// lazy reserve the space, if there is only one value, no need to allocate space
inqueue.queue.resize(1);
inqueue.qtail = 0;
@@ -707,7 +706,7 @@ class QuantileSketchTemplate {
inqueue.Push(x, w);
}
/*! \brief push up temp */
inline void PushTemp(void) {
inline void PushTemp() {
temp.Reserve(limit_size * 2);
for (size_t l = 1; true; ++l) {
this->InitLevel(l + 1);
@@ -769,7 +768,7 @@ class QuantileSketchTemplate {
data.resize(limit_size * nlevel);
level.resize(nlevel, Summary(NULL, 0));
for (size_t l = 0; l < level.size(); ++l) {
level[l].data = BeginPtr(data) + l * limit_size;
level[l].data = dmlc::BeginPtr(data) + l * limit_size;
}
}
// input data queue
@@ -793,7 +792,7 @@ class QuantileSketchTemplate {
*/
template<typename DType, typename RType = unsigned>
class WQuantileSketch :
public QuantileSketchTemplate<DType, RType, WQSummary<DType, RType> >{
public QuantileSketchTemplate<DType, RType, WQSummary<DType, RType> > {
};
/*!
@@ -803,7 +802,7 @@ class WQuantileSketch :
*/
template<typename DType, typename RType = unsigned>
class WXQuantileSketch :
public QuantileSketchTemplate<DType, RType, WXQSummary<DType, RType> >{
public QuantileSketchTemplate<DType, RType, WXQSummary<DType, RType> > {
};
/*!
* \brief Quantile sketch use WQSummary
@@ -812,9 +811,8 @@ class WXQuantileSketch :
*/
template<typename DType, typename RType = unsigned>
class GKQuantileSketch :
public QuantileSketchTemplate<DType, RType, GKSummary<DType, RType> >{
public QuantileSketchTemplate<DType, RType, GKSummary<DType, RType> > {
};
} // namespace utils
} // namespace common
} // namespace xgboost
#endif // XGBOOST_UTILS_QUANTILE_H_
#endif // XGBOOST_COMMON_QUANTILE_H_