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[gbtree] fix update process to work with multiclass and multitree; fixes #2315 (#2332)

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This commit is contained in:
Vadim Khotilovich 2017-05-21 23:47:57 -05:00 committed by GitHub
parent b52db87d5c
commit da1629e848
2 changed files with 27 additions and 4 deletions
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22
R-package/tests/testthat/test_update.R
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@ -73,3 +73,25 @@ test_that("updating the model works", {
expect_gt(sum(abs(tr1[Feature != 'Leaf']$Quality - tr1ut[Feature != 'Leaf']$Quality)), 100)
expect_lt(sum(tr1ut$Cover) / sum(tr1$Cover), 0.5)
})
test_that("updating works for multiclass & multitree", {
dtr <- xgb.DMatrix(as.matrix(iris[, -5]), label = as.numeric(iris$Species) - 1)
watchlist <- list(train = dtr)
p0 <- list(max_depth = 2, eta = 0.5, nthread = 2, subsample = 0.6,
objective = "multi:softprob", num_class = 3, num_parallel_tree = 2,
base_score = 0)
set.seed(121)
bst0 <- xgb.train(p0, dtr, 5, watchlist, verbose = 0)
tr0 <- xgb.model.dt.tree(model = bst0)
# run update process for an original model with subsampling
p0u <- modifyList(p0, list(process_type='update', updater='refresh', refresh_leaf=FALSE))
bst0u <- xgb.train(p0u, dtr, nrounds = bst0$niter, watchlist, xgb_model = bst0, verbose = 0)
tr0u <- xgb.model.dt.tree(model = bst0u)
# should be the same evaluation but different gains and larger cover
expect_equal(bst0$evaluation_log, bst0u$evaluation_log)
expect_equal(tr0[Feature == 'Leaf']$Quality, tr0u[Feature == 'Leaf']$Quality)
expect_gt(sum(abs(tr0[Feature != 'Leaf']$Quality - tr0u[Feature != 'Leaf']$Quality)), 100)
expect_gt(sum(tr0u$Cover) / sum(tr0$Cover), 1.5)
})

9
src/gbm/gbtree.cc
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@ -246,12 +246,12 @@ class GBTree : public GradientBooster {
ObjFunction* obj) override {
const std::vector<bst_gpair>& gpair = *in_gpair;
std::vector<std::vector<std::unique_ptr<RegTree> > > new_trees;
if (mparam.num_output_group == 1) {
const int ngroup = mparam.num_output_group;
if (ngroup == 1) {
std::vector<std::unique_ptr<RegTree> > ret;
BoostNewTrees(gpair, p_fmat, 0, &ret);
new_trees.push_back(std::move(ret));
} else {
const int ngroup = mparam.num_output_group;
CHECK_EQ(gpair.size() % ngroup, 0U)
<< "must have exactly ngroup*nrow gpairs";
std::vector<bst_gpair> tmp(gpair.size() / ngroup);
@ -267,7 +267,7 @@ class GBTree : public GradientBooster {
}
}
double tstart = dmlc::GetTime();
for (int gid = 0; gid < mparam.num_output_group; ++gid) {
for (int gid = 0; gid < ngroup; ++gid) {
this->CommitModel(std::move(new_trees[gid]), gid);
}
if (tparam.debug_verbose > 0) {
@ -468,7 +468,8 @@ class GBTree : public GradientBooster {
} else if (tparam.process_type == kUpdate) {
CHECK_LT(trees.size(), trees_to_update.size());
// move an existing tree from trees_to_update
auto t = std::move(trees_to_update[trees.size()]);
auto t = std::move(trees_to_update[trees.size() +
bst_group * tparam.num_parallel_tree + i]);
new_trees.push_back(t.get());
ret->push_back(std::move(t));
}