Hendrik/xgboost
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Parameter validation (#5157)

Browse Source 
* Unused code.

* Split up old colmaker parameters from train param.

* Fix dart.

* Better name.
This commit is contained in:
Jiaming Yuan
2019-12-26 11:59:05 +08:00
committed by GitHub
parent ced3660f60
commit f3d7877802
5 changed files with 128 additions and 31 deletions
Download Patch File Download Diff File Expand all files Collapse all files

22
src/tree/param.h
View File

@@ -56,14 +56,10 @@ struct TrainParam : public XGBoostParameter<TrainParam> {
float colsample_bylevel;
// whether to subsample columns during tree construction
float colsample_bytree;
// speed optimization for dense column
float opt_dense_col;
// accuracy of sketch
float sketch_eps;
// accuracy of sketch
float sketch_ratio;
// option for parallelization
int parallel_option;
// option to open cacheline optimization
bool cache_opt;
// whether refresh updater needs to update the leaf values
@@ -160,10 +156,6 @@ struct TrainParam : public XGBoostParameter<TrainParam> {
.set_range(0.0f, 1.0f)
.set_default(1.0f)
.describe("Subsample ratio of columns, resample on each tree construction.");
DMLC_DECLARE_FIELD(opt_dense_col)
.set_range(0.0f, 1.0f)
.set_default(1.0f)
.describe("EXP Param: speed optimization for dense column.");
DMLC_DECLARE_FIELD(sketch_eps)
.set_range(0.0f, 1.0f)
.set_default(0.03f)
@@ -172,9 +164,6 @@ struct TrainParam : public XGBoostParameter<TrainParam> {
.set_lower_bound(0.0f)
.set_default(2.0f)
.describe("EXP Param: Sketch accuracy related parameter of approximate algorithm.");
DMLC_DECLARE_FIELD(parallel_option)
.set_default(0)
.describe("Different types of parallelization algorithm.");
DMLC_DECLARE_FIELD(cache_opt)
.set_default(true)
.describe("EXP Param: Cache aware optimization.");
@@ -218,16 +207,7 @@ struct TrainParam : public XGBoostParameter<TrainParam> {
DMLC_DECLARE_ALIAS(min_split_loss, gamma);
DMLC_DECLARE_ALIAS(learning_rate, eta);
}
/*! \brief whether need forward small to big search: default right */
inline bool NeedForwardSearch(float col_density, bool indicator) const {
return this->default_direction == 2 ||
(default_direction == 0 && (col_density < opt_dense_col) &&
!indicator);
}
/*! \brief whether need backward big to small search: default left */
inline bool NeedBackwardSearch(float col_density, bool indicator) const {
return this->default_direction != 2;
}
/*! \brief given the loss change, whether we need to invoke pruning */
inline bool NeedPrune(double loss_chg, int depth) const {
return loss_chg < this->min_split_loss;

48
src/tree/updater_colmaker.cc
View File

@@ -10,6 +10,7 @@
#include <cmath>
#include <algorithm>
#include "xgboost/parameter.h"
#include "xgboost/tree_updater.h"
#include "xgboost/logging.h"
#include "xgboost/json.h"
@@ -24,11 +25,37 @@ namespace tree {
DMLC_REGISTRY_FILE_TAG(updater_colmaker);
struct ColMakerTrainParam : XGBoostParameter<ColMakerTrainParam> {
// speed optimization for dense column
float opt_dense_col;
DMLC_DECLARE_PARAMETER(ColMakerTrainParam) {
DMLC_DECLARE_FIELD(opt_dense_col)
.set_range(0.0f, 1.0f)
.set_default(1.0f)
.describe("EXP Param: speed optimization for dense column.");
}
/*! \brief whether need forward small to big search: default right */
inline bool NeedForwardSearch(int default_direction, float col_density,
bool indicator) const {
return default_direction == 2 ||
(default_direction == 0 && (col_density < opt_dense_col) &&
!indicator);
}
/*! \brief whether need backward big to small search: default left */
inline bool NeedBackwardSearch(int default_direction) const {
return default_direction != 2;
}
};
DMLC_REGISTER_PARAMETER(ColMakerTrainParam);
/*! \brief column-wise update to construct a tree */
class ColMaker: public TreeUpdater {
public:
void Configure(const Args& args) override {
param_.UpdateAllowUnknown(args);
colmaker_param_.UpdateAllowUnknown(args);
if (!spliteval_) {
spliteval_.reset(SplitEvaluator::Create(param_.split_evaluator));
}
@@ -38,10 +65,12 @@ class ColMaker: public TreeUpdater {
void LoadConfig(Json const& in) override {
auto const& config = get<Object const>(in);
fromJson(config.at("train_param"), &this->param_);
fromJson(config.at("colmaker_train_param"), &this->colmaker_param_);
}
void SaveConfig(Json* p_out) const override {
auto& out = *p_out;
out["train_param"] = toJson(param_);
out["colmaker_train_param"] = toJson(colmaker_param_);
}
char const* Name() const override {
@@ -59,6 +88,7 @@ class ColMaker: public TreeUpdater {
for (auto tree : trees) {
Builder builder(
param_,
colmaker_param_,
std::unique_ptr<SplitEvaluator>(spliteval_->GetHostClone()),
interaction_constraints_);
builder.Update(gpair->ConstHostVector(), dmat, tree);
@@ -69,6 +99,7 @@ class ColMaker: public TreeUpdater {
protected:
// training parameter
TrainParam param_;
ColMakerTrainParam colmaker_param_;
// SplitEvaluator that will be cloned for each Builder
std::unique_ptr<SplitEvaluator> spliteval_;
@@ -102,9 +133,11 @@ class ColMaker: public TreeUpdater {
public:
// constructor
explicit Builder(const TrainParam& param,
const ColMakerTrainParam& colmaker_train_param,
std::unique_ptr<SplitEvaluator> spliteval,
FeatureInteractionConstraintHost _interaction_constraints)
: param_(param), nthread_(omp_get_max_threads()),
: param_(param), colmaker_train_param_{colmaker_train_param},
nthread_(omp_get_max_threads()),
spliteval_(std::move(spliteval)),
interaction_constraints_{std::move(_interaction_constraints)} {}
// update one tree, growing
@@ -392,7 +425,6 @@ class ColMaker: public TreeUpdater {
std::max(static_cast<int>(num_features / this->nthread_ / 32), 1);
#endif // defined(_OPENMP)
CHECK_EQ(param_.parallel_option, 0) << "Support for `parallel_option' is removed in 1.0.0";
{
std::vector<float> densities(num_features);
CHECK_EQ(feat_set.size(), num_features);
@@ -408,11 +440,12 @@ class ColMaker: public TreeUpdater {
auto c = batch[fid];
const bool ind = c.size() != 0 && c[0].fvalue == c[c.size() - 1].fvalue;
auto const density = densities[i];
if (param_.NeedForwardSearch(density, ind)) {
if (colmaker_train_param_.NeedForwardSearch(
param_.default_direction, density, ind)) {
this->EnumerateSplit(c.data(), c.data() + c.size(), +1,
fid, gpair, stemp_[tid]);
}
if (param_.NeedBackwardSearch(density, ind)) {
if (colmaker_train_param_.NeedBackwardSearch(param_.default_direction)) {
this->EnumerateSplit(c.data() + c.size() - 1, c.data() - 1, -1,
fid, gpair, stemp_[tid]);
}
@@ -542,6 +575,7 @@ class ColMaker: public TreeUpdater {
}
// --data fields--
const TrainParam& param_;
const ColMakerTrainParam& colmaker_train_param_;
// number of omp thread used during training
const int nthread_;
common::ColumnSampler column_sampler_;
@@ -581,6 +615,7 @@ class DistColMaker : public ColMaker {
CHECK_EQ(trees.size(), 1U) << "DistColMaker: only support one tree at a time";
Builder builder(
param_,
colmaker_param_,
std::unique_ptr<SplitEvaluator>(spliteval_->GetHostClone()),
interaction_constraints_);
// build the tree
@@ -595,9 +630,12 @@ class DistColMaker : public ColMaker {
class Builder : public ColMaker::Builder {
public:
explicit Builder(const TrainParam &param,
ColMakerTrainParam const& colmaker_train_param,
std::unique_ptr<SplitEvaluator> spliteval,
FeatureInteractionConstraintHost _interaction_constraints)
: ColMaker::Builder(param, std::move(spliteval), std::move(_interaction_constraints)) {}
: ColMaker::Builder(param, colmaker_train_param,
std::move(spliteval),
std::move(_interaction_constraints)) {}
inline void UpdatePosition(DMatrix* p_fmat, const RegTree &tree) {
const auto ndata = static_cast<bst_omp_uint>(p_fmat->Info().num_row_);
#pragma omp parallel for schedule(static)