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

Merge pull request #430 from EricChenDM/master

Browse Source 
fix SetCombine and SetPrune bug
This commit is contained in:
Tianqi Chen 2015-08-04 19:36:42 -07:00
commit f42e4932fa
1 changed files with 76 additions and 13 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

89
src/utils/quantile.h
View File

@ -173,14 +173,6 @@ struct WQSummary {
}
}
}
/*! \brief used for debug purpose, print the summary */
inline void Print(void) const {
for (size_t i = 0; i < size; ++i) {
std::cout << "x=" << data[i].value << "\t"
<< "[" << data[i].rmin << "," << data[i].rmax << "]"
<< " wmin=" << data[i].wmin << std::endl;
}
}
/*!
* \brief set current summary to be pruned summary of src
* assume data field is already allocated to be at least maxsize
@ -226,6 +218,8 @@ struct WQSummary {
*/
inline void SetCombine(const WQSummary &sa,
const WQSummary &sb) {
utils::Check(sa.Check("BeforeCombine A"), "Check Left error");
utils::Check(sb.Check("BeforeCombine B"), "Check right error");
if (sa.size == 0) {
this->CopyFrom(sb); return;
}
@ -276,9 +270,74 @@ struct WQSummary {
} while (b != b_end);
}
this->size = dst - data;
const RType tol = 10;
RType err_mingap, err_maxgap, err_wgap;
this->FixError(&err_mingap, &err_maxgap, &err_wgap);
if (err_mingap > tol || err_maxgap > tol || err_wgap > tol) {
utils::Printf("INFO: mingap=%g, maxgap=%g, wgap=%g\n",
err_mingap, err_maxgap, err_wgap);
}
if (!this->Check("AfterCombine")) {
utils::Printf("-----Left-----\n");
sa.Print();
utils::Printf("-----Right-----\n");
sb.Print();
utils::Error("Error after combine\n");
}
utils::Assert(size <= sa.size + sb.size, "bug in combine");
}
// helper function to print the current content of sketch
inline void Print() const {
for (size_t i = 0; i < this->size; ++i) {
utils::Printf("[%lu] rmin=%g, rmax=%g, wmin=%g, v=%g\n",
i, data[i].rmin, data[i].rmax,
data[i].wmin, data[i].value);
}
}
// try to fix rounding error
// and re-establish invariance
inline void FixError(RType *err_mingap,
RType *err_maxgap,
RType *err_wgap) const {
*err_mingap = 0;
*err_maxgap = 0;
*err_wgap = 0;
RType prev_rmin = 0, prev_rmax = 0;
for (size_t i = 0; i < this->size; ++i) {
if (data[i].rmin < prev_rmin) {
data[i].rmin = prev_rmin;
*err_mingap = std::max(*err_mingap, prev_rmin - data[i].rmin);
} else {
prev_rmin = data[i].rmin;
}
if (data[i].rmax < prev_rmax) {
data[i].rmax = prev_rmax;
*err_maxgap = std::max(*err_maxgap, prev_rmax - data[i].rmax);
}
RType rmin_next = data[i].rmin_next();
if (data[i].rmax < rmin_next) {
data[i].rmax = rmin_next;
*err_wgap = std::max(*err_wgap, data[i].rmax - rmin_next);
}
prev_rmax = data[i].rmax;
}
}
// check consistency of the summary
inline bool Check(const char *msg) const {
const float tol = 10.0f;
for (size_t i = 0; i < this->size; ++i) {
if (data[i].rmin + data[i].wmin > data[i].rmax + tol ||
data[i].rmin < -1e-6f || data[i].rmax < -1e-6f) {
utils::Printf("----%s: Check not Pass------\n", msg);
this->Print();
return false;
}
}
return true;
}
};
/*! \brief try to do efficient prunning */
template<typename DType, typename RType>
struct WXQSummary : public WQSummary<DType, RType> {
@ -293,6 +352,7 @@ struct WXQSummary : public WQSummary<DType, RType> {
}
// set prune
inline void SetPrune(const WQSummary<DType, RType> &src, size_t maxsize) {
utils::Check(src.Check("BeforePrune"), "Check src error");
if (src.size <= maxsize) {
this->CopyFrom(src); return;
}
@ -334,11 +394,7 @@ struct WXQSummary : public WQSummary<DType, RType> {
utils::Printf("LOG: srcsize=%lu, maxsize=%lu, range=%g, chunk=%g\n",
src.size, maxsize, static_cast<double>(range),
static_cast<double>(chunk));
for (size_t i = 0; i < src.size; ++i) {
utils::Printf("[%lu] rmin=%g, rmax=%g, wmin=%g, v=%g, isbig=%d\n", i,
src.data[i].rmin, src.data[i].rmax, src.data[i].wmin,
src.data[i].value, CheckLarge(src.data[i], chunk));
}
src.Print();
utils::Assert(nbig < n - 1, "quantile: too many large chunk");
}
this->data[0] = src.data[0];
@ -357,6 +413,12 @@ struct WXQSummary : public WQSummary<DType, RType> {
if (dx2 >= maxdx2) break;
while (i < end &&
dx2 >= src.data[i + 1].rmax + src.data[i + 1].rmin) ++i;
if (i == end) {
utils::Printf("INFO: i==end reached, dx2=%g, i=%lu, end=%lu, mrange=%g, k=%lu, n=%lu, maxsize=%lu\n",
dx2, i, end, mrange, k, n, maxsize);
src.Print();
break;
}
if (dx2 < src.data[i].rmin_next() + src.data[i + 1].rmax_prev()) {
if (i != lastidx) {
this->data[this->size++] = src.data[i]; lastidx = i;
@ -377,6 +439,7 @@ struct WXQSummary : public WQSummary<DType, RType> {
begin += src.data[bid].rmin_next() - src.data[bid].rmax_prev();
}
}
utils::Check(this->Check("AfterPrune"), "Check result error");
}
};
/*!