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chg license, README

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tqchen
2014-02-28 20:09:40 -08:00
parent b57656902e
commit e4a4f7d315
4 changed files with 102 additions and 62 deletions
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55
booster/tree/xgboost_col_treemaker.hpp
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@@ -65,20 +65,59 @@ namespace xgboost{
double sum_grad;
/*! \brief sum hessian statistics */
double sum_hess;
/*! \brief last feature value scanned */
float last_fvalue;
/*! \brief current best solution */
SplitEntry best;
/*! \brief constructor */
ThreadEntry( void ){
sum_grad = sum_hess = 0;
}
};
private:
inline void CleanSTemp( const std::vector<int> &qexpand ){
for( size_t i = 0; i < stemp.size(); ++ i ){
for( size_t j = 0; j < qexpand.size(); ++ j ){
ThreadEntry &e = stemp[i][ qexpand[j] ];
e.sum_grad = e.sum_hess = 0.0f;
}
}
}
// make leaf nodes for all qexpand, update node statistics, mark leaf value
inline void UpdateSNode( const std::vector<int> &qexpand ){
this->CleanSTemp( qexpand );
// step 1: find sum statistics
const unsigned ndata = static_cast<unsigned>( position.size() );
#pragma omp parallel for schedule( static )
for( unsigned i = 0; i < ndata; ++ i ){
const int tid = omp_get_thread_num();
if( position[i] < 0 ) continue;
stemp[tid][ position[i] ].sum_grad += grad[i];
stemp[tid][ position[i] ].sum_hess += hess[i];
}
for( size_t j = 0; j < qexpand.size(); ++ j ){
double sum_grad = 0.0, sum_hess = 0.0;
for( size_t tid = 0; tid < stemp.size(); tid ++ ){
sum_grad += stemp[tid][j].sum_grad;
sum_hess += stemp[tid][j].sum_hess;
}
if( !tree[j].is_root() ){
const float pweight = snode[ tree[j].parent() ].weight;
snode[j].weight = param.CalcWeight( sum_grad, sum_hess, pweight );
}else{
snode[j].weight = param.CalcWeight( sum_grad, sum_hess, 0.0f );
snode[j].loss_gain = param.CalcGain( sum_grad, sum_hess, 0.0f );
}
}
}
// find split at current level
inline void FindSplit( int depth ){
unsigned nsize = static_cast<unsigned>(feat_index.size());
#pragma omp parallel for schedule( dynamic, 1 )
for( unsigned i = 0; i < nsize; ++ i ){
const unsigned fid = feat_index[i];
const unsigned fid = feat_index[i];
const int tid = omp_get_thread_num();
}
}
// initialize temp data structure
@@ -93,7 +132,8 @@ namespace xgboost{
}
}
{// initialize feature index
for( int i = 0; i < tree.param.num_feature; i ++ ){
int ncol = static_cast<int>( smat.NumCol() );
for( int i = 0; i < ncol; i ++ ){
if( smat.GetSortedCol(i).Next() ){
feat_index.push_back( i );
}
@@ -116,9 +156,18 @@ namespace xgboost{
{// setup statistics space for each tree node
snode.resize( tree.param.num_roots, SplitEntry() );
}
{// expand query
qexpand.reserve( 256 ); qexpand.clear();
for( int i = 0; i < tree.param.num_roots; ++ i ){
qexpand.push_back( i );
}
}
}
private:
// local helper tmp data structure
// queue of nodes to be expanded
std::vector<int> qexpand;
// Per feature: shuffle index of each feature index
std::vector<int> feat_index;
// Instance Data: current node position in the tree of each instance