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add boost group support to xgboost. now have beta multi-class classification

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This commit is contained in:
tqchen
2014-05-04 12:10:03 -07:00
parent d4d141347a
commit ebde99bde8
6 changed files with 210 additions and 75 deletions
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99
booster/xgboost_gbmbase.h
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@@ -88,8 +88,8 @@ namespace xgboost{
}
}
if (mparam.num_pbuffer != 0){
pred_buffer.resize(mparam.num_pbuffer);
pred_counter.resize(mparam.num_pbuffer);
pred_buffer.resize(mparam.PredBufferSize());
pred_counter.resize(mparam.PredBufferSize());
utils::Assert(fi.Read(&pred_buffer[0], pred_buffer.size()*sizeof(float)) != 0);
utils::Assert(fi.Read(&pred_counter[0], pred_counter.size()*sizeof(unsigned)) != 0);
}
@@ -117,8 +117,8 @@ namespace xgboost{
*/
inline void InitModel(void){
pred_buffer.clear(); pred_counter.clear();
pred_buffer.resize(mparam.num_pbuffer, 0.0);
pred_counter.resize(mparam.num_pbuffer, 0);
pred_buffer.resize(mparam.PredBufferSize(), 0.0);
pred_counter.resize(mparam.PredBufferSize(), 0);
utils::Assert(mparam.num_boosters == 0);
utils::Assert(boosters.size() == 0);
}
@@ -130,6 +130,7 @@ namespace xgboost{
if (tparam.nthread != 0){
omp_set_num_threads(tparam.nthread);
}
if (mparam.num_booster_group == 0) mparam.num_booster_group = 1;
// make sure all the boosters get the latest parameters
for (size_t i = 0; i < this->boosters.size(); i++){
this->ConfigBooster(this->boosters[i]);
@@ -175,12 +176,14 @@ namespace xgboost{
* \param feats features of each instance
* \param root_index pre-partitioned root index of each instance,
* root_index.size() can be 0 which indicates that no pre-partition involved
* \param bst_group which booster group it belongs to, by default, we only have 1 booster group, and leave this parameter as default
*/
inline void DoBoost(std::vector<float> &grad,
std::vector<float> &hess,
const booster::FMatrixS &feats,
const std::vector<unsigned> &root_index) {
booster::IBooster *bst = this->GetUpdateBooster();
const std::vector<unsigned> &root_index,
int bst_group = 0 ) {
booster::IBooster *bst = this->GetUpdateBooster( bst_group );
bst->DoBoost(grad, hess, feats, root_index);
}
/*!
@@ -190,26 +193,30 @@ namespace xgboost{
* \param row_index row index in the feature matrix
* \param buffer_index the buffer index of the current feature line, default -1 means no buffer assigned
* \param root_index root id of current instance, default = 0
* \param bst_group booster group index
* \return prediction
*/
inline float Predict(const FMatrixS &feats, bst_uint row_index, int buffer_index = -1, unsigned root_index = 0){
size_t istart = 0;
inline float Predict(const FMatrixS &feats, bst_uint row_index,
int buffer_index = -1, unsigned root_index = 0, int bst_group = 0 ){
size_t itop = 0;
float psum = 0.0f;
const int bid = mparam.BufferOffset(buffer_index, bst_group);
// load buffered results if any
if (mparam.do_reboost == 0 && buffer_index >= 0){
utils::Assert(buffer_index < mparam.num_pbuffer, "buffer index exceed num_pbuffer");
istart = this->pred_counter[buffer_index];
psum = this->pred_buffer[buffer_index];
if (mparam.do_reboost == 0 && bid >= 0){
itop = this->pred_counter[bid];
psum = this->pred_buffer[bid];
}
for (size_t i = istart; i < this->boosters.size(); i++){
psum += this->boosters[i]->Predict(feats, row_index, root_index);
for (size_t i = itop; i < this->boosters.size(); ++i ){
if( booster_info[i] == bst_group ){
psum += this->boosters[i]->Predict(feats, row_index, root_index);
}
}
// updated the buffered results
if (mparam.do_reboost == 0 && buffer_index >= 0){
this->pred_counter[buffer_index] = static_cast<unsigned>(boosters.size());
this->pred_buffer[buffer_index] = psum;
if (mparam.do_reboost == 0 && bid >= 0){
this->pred_counter[bid] = static_cast<unsigned>(boosters.size());
this->pred_buffer[bid] = psum;
}
return psum;
}
@@ -217,6 +224,11 @@ namespace xgboost{
inline int NumBoosters(void) const{
return mparam.num_boosters;
}
/*! \return number of booster groups */
inline int NumBoosterGroup(void) const{
if( mparam.num_booster_group == 0 ) return 1;
return mparam.num_booster_group;
}
public:
//--------trial code for interactive update an existing booster------
//-------- usually not needed, ignore this region ---------
@@ -224,14 +236,17 @@ namespace xgboost{
* \brief same as Predict, but removes the prediction of booster to be updated
* this function must be called once and only once for every data with pbuffer
*/
inline float InteractPredict(const FMatrixS &feats, bst_uint row_index, int buffer_index = -1, unsigned root_index = 0){
inline float InteractPredict(const FMatrixS &feats, bst_uint row_index,
int buffer_index = -1, unsigned root_index = 0, int bst_group = 0){
float psum = this->Predict(feats, row_index, buffer_index, root_index);
if (tparam.reupdate_booster != -1){
const int bid = tparam.reupdate_booster;
utils::Assert(bid >= 0 && bid < (int)boosters.size(), "interact:booster_index exceed existing bound");
psum -= boosters[bid]->Predict(feats, row_index, root_index);
if( bst_group == booster_info[bid] ){
psum -= boosters[bid]->Predict(feats, row_index, root_index);
}
if (mparam.do_reboost == 0 && buffer_index >= 0){
this->pred_buffer[buffer_index] = psum;
this->pred_buffer[mparam.BufferOffset(buffer_index,bst_group)] = psum;
}
}
return psum;
@@ -246,15 +261,21 @@ namespace xgboost{
booster_info[i - 1] = booster_info[i];
}
boosters.resize(mparam.num_boosters -= 1);
booster_info.resize(boosters.size());
booster_info.resize(boosters.size());
// update pred counter
for( size_t i = 0; i < pred_counter.size(); ++ i ){
if( pred_counter[i] > (unsigned)bid ) pred_counter[i] -= 1;
}
}
/*! \brief update the prediction buffer, after booster have been updated */
inline void InteractRePredict(const FMatrixS &feats, bst_uint row_index, int buffer_index = -1, unsigned root_index = 0){
inline void InteractRePredict(const FMatrixS &feats, bst_uint row_index,
int buffer_index = -1, unsigned root_index = 0, int bst_group = 0 ){
if (tparam.reupdate_booster != -1){
const int bid = tparam.reupdate_booster;
if( booster_info[bid] != bst_group ) return;
utils::Assert(bid >= 0 && bid < (int)boosters.size(), "interact:booster_index exceed existing bound");
if (mparam.do_reboost == 0 && buffer_index >= 0){
this->pred_buffer[buffer_index] += boosters[bid]->Predict(feats, row_index, root_index);
this->pred_buffer[mparam.BufferOffset(buffer_index,bst_group)] += boosters[bid]->Predict(feats, row_index, root_index);
}
}
}
@@ -278,18 +299,19 @@ namespace xgboost{
* \brief get a booster to update
* \return the booster created
*/
inline booster::IBooster *GetUpdateBooster(void){
inline booster::IBooster *GetUpdateBooster(int bst_group){
if (tparam.reupdate_booster != -1){
const int bid = tparam.reupdate_booster;
utils::Assert(bid >= 0 && bid < (int)boosters.size(), "interact:booster_index exceed existing bound");
this->ConfigBooster(boosters[bid]);
utils::Assert( bst_group == booster_info[bid], "booster group must match existing reupdate booster");
return boosters[bid];
}
if (mparam.do_reboost == 0 || boosters.size() == 0){
mparam.num_boosters += 1;
boosters.push_back(booster::CreateBooster<FMatrixS>(mparam.booster_type));
booster_info.push_back(0);
booster_info.push_back(bst_group);
this->ConfigBooster(boosters.back());
boosters.back()->InitModel();
}
@@ -316,8 +338,13 @@ namespace xgboost{
* set to 1 for linear booster, so that regularization term can be considered
*/
int do_reboost;
/*!
* \brief number of booster group, how many predictions a single
* input instance could corresponds to
*/
int num_booster_group;
/*! \brief reserved parameters */
int reserved[32];
int reserved[31];
/*! \brief constructor */
ModelParam(void){
num_boosters = 0;
@@ -325,6 +352,7 @@ namespace xgboost{
num_roots = num_feature = 0;
do_reboost = 0;
num_pbuffer = 0;
num_booster_group = 1;
memset(reserved, 0, sizeof(reserved));
}
/*!
@@ -338,10 +366,21 @@ namespace xgboost{
// linear boost automatically set do reboost
if (booster_type == 1) do_reboost = 1;
}
if (!strcmp("num_pbuffer", name)) num_pbuffer = atoi(val);
if (!strcmp("do_reboost", name)) do_reboost = atoi(val);
if (!strcmp("bst:num_roots", name)) num_roots = atoi(val);
if (!strcmp("bst:num_feature", name)) num_feature = atoi(val);
if (!strcmp("num_pbuffer", name)) num_pbuffer = atoi(val);
if (!strcmp("do_reboost", name)) do_reboost = atoi(val);
if (!strcmp("num_booster_group", name)) num_booster_group = atoi(val);
if (!strcmp("bst:num_roots", name)) num_roots = atoi(val);
if (!strcmp("bst:num_feature", name)) num_feature = atoi(val);
}
inline int PredBufferSize(void) const{
if (num_booster_group == 0) return num_pbuffer;
else return num_booster_group * num_pbuffer;
}
inline int BufferOffset( int buffer_index, int bst_group ) const{
if( buffer_index < 0 ) return -1;
utils::Assert( buffer_index < num_pbuffer, "buffer_indexexceed num_pbuffer" );
return buffer_index + num_pbuffer * bst_group;
}
};
/*! \brief training parameters */