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[REFACTOR] Add alias, allow missing variables, init gbm interface

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This commit is contained in:
tqchen
2016-01-02 04:40:49 -08:00
parent 4f26d98150
commit e4567bbc47
16 changed files with 145 additions and 96 deletions
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13
include/xgboost/base.h
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@@ -9,6 +9,14 @@
#include <dmlc/base.h>
#include <dmlc/omp.h>
/*!
* \brief string flag for R library, to leave hooks when needed.
*/
#ifndef XGBOOST_STRICT_R_MODE
#define XGBOOST_STRICT_R_MODE 0
#endif
/*! \brief namespace of xgboo st*/
namespace xgboost {
/*!
* \brief unsigned interger type used in boost,
@@ -28,11 +36,14 @@ struct bst_gpair {
bst_gpair(bst_float grad, bst_float hess) : grad(grad), hess(hess) {}
};
/*! \brief small eps gap for minimum split decision. */
const float rt_eps = 1e-5f;
// min gap between feature values to allow a split happen
/*! \brief min gap between feature values to allow a split happen */
const float rt_2eps = rt_eps * 2.0f;
/*! \brief define unsigned long for openmp loop */
typedef dmlc::omp_ulong omp_ulong;
/*! \brief define unsigned int for openmp loop */
typedef dmlc::omp_uint bst_omp_uint;
/*!

128
include/xgboost/gbm.h
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@@ -1,52 +1,58 @@
/*!
* Copyright by Contributors
* \file gbm.h
* \brief interface of gradient booster, that learns through gradient statistics
* \brief Interface of gradient booster,
* that learns through gradient statistics.
* \author Tianqi Chen
*/
#ifndef XGBOOST_GBM_GBM_H_
#define XGBOOST_GBM_GBM_H_
#ifndef XGBOOST_GBM_H_
#define XGBOOST_GBM_H_
#include <dmlc/registry.h>
#include <vector>
#include <utility>
#include <string>
#include "../data.h"
#include "../utils/io.h"
#include "../utils/fmap.h"
#include <functional>
#include "./base.h"
#include "./data.h"
#include "./feature_map.h"
namespace xgboost {
/*! \brief namespace for gradient booster */
namespace gbm {
/*!
* \brief interface of gradient boosting model
* \brief interface of gradient boosting model.
*/
class IGradBooster {
class GradientBooster {
public:
/*! \brief virtual destructor */
virtual ~GradientBooster() {}
/*!
* \brief set parameters from outside
* \param name name of the parameter
* \param val value of the parameter
* \brief Set the configuration of gradient boosting.
*
* User must call configure before trainig.
*
* \param cfg configurations on both training and model parameters.
*/
virtual void SetParam(const char *name, const char *val) = 0;
virtual void Configure(const std::vector<std::pair<std::string, std::string> >& cfg) = 0;
/*!
* \brief Initialize the model.
* User need to call Configure before calling InitModel.
*/
virtual void InitModel() = 0;
/*!
* \brief load model from stream
* \param fi input stream
* \param with_pbuffer whether the incoming data contains pbuffer
* \param fi input stream.
*/
virtual void LoadModel(utils::IStream &fi, bool with_pbuffer) = 0; // NOLINT(*)
virtual void LoadModel(dmlc::Stream* fi) = 0;
/*!
* \brief save model to stream
* \brief save model to stream.
* \param fo output stream
* \param with_pbuffer whether save out pbuffer
*/
virtual void SaveModel(utils::IStream &fo, bool with_pbuffer) const = 0; // NOLINT(*)
virtual void SaveModel(dmlc::Stream* fo) const = 0;
/*!
* \brief initialize the model
*/
virtual void InitModel(void) = 0;
/*!
* \brief reset the predict buffer
* this will invalidate all the previous cached results
* and recalculate from scratch
* \brief reset the predict buffer size.
* This will invalidate all the previous cached results
* and recalculate from scratch
* \param num_pbuffer The size of predict buffer.
*/
virtual void ResetPredBuffer(size_t num_pbuffer) {}
/*!
@@ -54,7 +60,7 @@ class IGradBooster {
* return true if model is only updated in DoBoost
* after all Allreduce calls
*/
virtual bool AllowLazyCheckPoint(void) const {
virtual bool AllowLazyCheckPoint() const {
return false;
}
/*!
@@ -66,26 +72,24 @@ class IGradBooster {
* \param in_gpair address of the gradient pair statistics of the data
* the booster may change content of gpair
*/
virtual void DoBoost(IFMatrix *p_fmat,
virtual void DoBoost(DMatrix* p_fmat,
int64_t buffer_offset,
const BoosterInfo &info,
std::vector<bst_gpair> *in_gpair) = 0;
std::vector<bst_gpair>* in_gpair) = 0;
/*!
* \brief generate predictions for given feature matrix
* \param p_fmat feature matrix
* \param buffer_offset buffer index offset of these instances, if equals -1
* this means we do not have buffer index allocated to the gbm
* a buffer index is assigned to each instance that requires repeative prediction
* the size of buffer is set by convention using IGradBooster.SetParam("num_pbuffer","size")
* the size of buffer is set by convention using GradientBooster.ResetPredBuffer(size);
* \param info extra side information that may be needed for prediction
* \param out_preds output vector to hold the predictions
* \param ntree_limit limit the number of trees used in prediction, when it equals 0, this means
* we do not limit number of trees, this parameter is only valid for gbtree, but not for gblinear
*/
virtual void Predict(IFMatrix *p_fmat,
virtual void Predict(DMatrix* dmat,
int64_t buffer_offset,
const BoosterInfo &info,
std::vector<float> *out_preds,
std::vector<float>* out_preds,
unsigned ntree_limit = 0) = 0;
/*!
* \brief online prediction function, predict score for one instance at a time
@@ -99,38 +103,58 @@ class IGradBooster {
* \param root_index the root index
* \sa Predict
*/
virtual void Predict(const SparseBatch::Inst &inst,
std::vector<float> *out_preds,
virtual void Predict(const SparseBatch::Inst& inst,
std::vector<float>* out_preds,
unsigned ntree_limit = 0,
unsigned root_index = 0) = 0;
unsigned root_index = 0) = 0;
/*!
* \brief predict the leaf index of each tree, the output will be nsample * ntree vector
* this is only valid in gbtree predictor
* \param p_fmat feature matrix
* \param info extra side information that may be needed for prediction
* \param dmat feature matrix
* \param out_preds output vector to hold the predictions
* \param ntree_limit limit the number of trees used in prediction, when it equals 0, this means
* we do not limit number of trees, this parameter is only valid for gbtree, but not for gblinear
*/
virtual void PredictLeaf(IFMatrix *p_fmat,
const BoosterInfo &info,
std::vector<float> *out_preds,
virtual void PredictLeaf(DMatrix* dmat,
std::vector<float>* out_preds,
unsigned ntree_limit = 0) = 0;
/*!
* \brief dump the model in text format
* \param fmap feature map that may help give interpretations of feature
* \param option extra option of the dump model
* \return a vector of dump for boosters
* \return a vector of dump for boosters.
*/
virtual std::vector<std::string> DumpModel(const utils::FeatMap& fmap, int option) = 0;
// destrcutor
virtual ~IGradBooster(void){}
virtual std::vector<std::string> Dump2Text(const FeatureMap& fmap, int option) = 0;
/*!
* \breif create a gradient booster from given name
* \param name name of gradient booster
*/
static GradientBooster* Create(const char *name);
};
/*!
* \breif create a gradient booster from given name
* \param name name of gradient booster
* \brief Registry entry for tree updater.
*/
IGradBooster* CreateGradBooster(const char *name);
} // namespace gbm
struct GradientBoosterReg
: public dmlc::FunctionRegEntryBase<GradientBoosterReg,
std::function<GradientBooster* ()> > {
};
/*!
* \brief Macro to register gradient booster.
*
* \code
* // example of registering a objective ndcg@k
* XGBOOST_REGISTER_GBM(GBTree, "gbtree")
* .describe("Boosting tree ensembles.")
* .set_body([]() {
* return new GradientBooster<TStats>();
* });
* \endcode
*/
#define XGBOOST_REGISTER_GBM(UniqueId, Name) \
static ::xgboost::GradientBoosterReg & __make_ ## GradientBoosterReg ## _ ## UniqueId ## __ = \
::dmlc::Registry< ::xgboost::GradientBoosterReg>::Get()->__REGISTER__(#Name)
} // namespace xgboost
#endif // XGBOOST_GBM_GBM_H_
#endif // XGBOOST_GBM_H_

5
include/xgboost/tree_updater.h
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@@ -70,7 +70,7 @@ struct TreeUpdaterReg
*
* \code
* // example of registering a objective ndcg@k
* XGBOOST_REGISTER_METRIC(ColMaker, "colmaker")
* XGBOOST_REGISTER_TREE_UPDATER(ColMaker, "colmaker")
* .describe("Column based tree maker.")
* .set_body([]() {
* return new ColMaker<TStats>();
@@ -78,7 +78,8 @@ struct TreeUpdaterReg
* \endcode
*/
#define XGBOOST_REGISTER_TREE_UPDATER(UniqueId, Name) \
static ::xgboost::TreeUpdaterReg & __make_ ## TreeUpdaterReg ## _ ## UniqueId ## __ = \
static ::xgboost::TreeUpdaterReg& __make_ ## TreeUpdaterReg ## _ ## UniqueId ## __ = \
::dmlc::Registry< ::xgboost::TreeUpdaterReg>::Get()->__REGISTER__(#Name)
} // namespace xgboost
#endif // XGBOOST_TREE_UPDATER_H_