/*! * Copyright (c) 2019~2020 by Contributors * \file adapter.h */ #ifndef XGBOOST_DATA_ADAPTER_H_ #define XGBOOST_DATA_ADAPTER_H_ #include #include #include #include #include #include #include #include #include "xgboost/logging.h" #include "xgboost/base.h" #include "xgboost/data.h" #include "xgboost/span.h" #include "array_interface.h" #include "../c_api/c_api_error.h" namespace xgboost { namespace data { /** External data formats should implement an adapter as below. The * adapter provides a uniform access to data outside xgboost, allowing * construction of DMatrix objects from a range of sources without duplicating * code. * * The adapter object is an iterator that returns batches of data. Each batch * contains a number of "lines". A line represents a set of elements from a * sparse input matrix, normally a row in the case of a CSR matrix or a column * for a CSC matrix. Typically in sparse matrix formats we can efficiently * access subsets of elements at a time, but cannot efficiently lookups elements * by random access, hence the "line" abstraction, allowing the sparse matrix to * return subsets of elements efficiently. Individual elements are described by * a COO tuple (row index, column index, value). * * This abstraction allows us to read through different sparse matrix formats * using the same interface. In particular we can write a DMatrix constructor * that uses the same code to construct itself from a CSR matrix, CSC matrix, * dense matrix, csv, libsvm file, or potentially other formats. To see why this * is necessary, imagine we have 5 external matrix formats and 5 internal * DMatrix types where each DMatrix needs a custom constructor for each possible * input. The number of constructors is 5*5=25. Using an abstraction over the * input data types the number of constructors is reduced to 5, as each DMatrix * is oblivious to the external data format. Adding a new input source is simply * a case of implementing an adapter. * * Most of the below adapters do not need more than one batch as the data * originates from an in memory source. The file adapter does require batches to * avoid loading the entire file in memory. * * An important detail is empty row/column handling. Files loaded from disk do * not provide meta information about the number of rows/columns to expect, this * needs to be inferred during construction. Other sparse formats may specify a * number of rows/columns, but we can encounter entirely sparse rows or columns, * leading to disagreement between the inferred number and the meta-info * provided. To resolve this, adapters have methods specifying the number of * rows/columns expected, these methods may return zero where these values must * be inferred from data. A constructed DMatrix should agree with the input * source on numbers of rows/columns, appending empty rows if necessary. * */ /** \brief An adapter can return this value for number of rows or columns * indicating that this value is currently unknown and should be inferred while * passing over the data. */ constexpr size_t kAdapterUnknownSize = std::numeric_limits::max(); struct COOTuple { COOTuple() = default; XGBOOST_DEVICE COOTuple(size_t row_idx, size_t column_idx, float value) : row_idx(row_idx), column_idx(column_idx), value(value) {} size_t row_idx{0}; size_t column_idx{0}; float value{0}; }; namespace detail { /** * \brief Simplifies the use of DataIter when there is only one batch. */ template class SingleBatchDataIter : dmlc::DataIter { public: void BeforeFirst() override { counter_ = 0; } bool Next() override { if (counter_ == 0) { counter_++; return true; } return false; } private: int counter_{0}; }; /** \brief Indicates this data source cannot contain meta-info such as labels, * weights or qid. */ class NoMetaInfo { public: const float* Labels() const { return nullptr; } const float* Weights() const { return nullptr; } const uint64_t* Qid() const { return nullptr; } const float* BaseMargin() const { return nullptr; } }; }; // namespace detail class CSRAdapterBatch : public detail::NoMetaInfo { public: class Line { public: Line(size_t row_idx, size_t size, const unsigned* feature_idx, const float* values) : row_idx_(row_idx), size_(size), feature_idx_(feature_idx), values_(values) {} size_t Size() const { return size_; } COOTuple GetElement(size_t idx) const { return COOTuple{row_idx_, feature_idx_[idx], values_[idx]}; } private: size_t row_idx_; size_t size_; const unsigned* feature_idx_; const float* values_; }; CSRAdapterBatch(const size_t* row_ptr, const unsigned* feature_idx, const float* values, size_t num_rows, size_t num_elements, size_t num_features) : row_ptr_(row_ptr), feature_idx_(feature_idx), values_(values), num_rows_(num_rows) {} const Line GetLine(size_t idx) const { size_t begin_offset = row_ptr_[idx]; size_t end_offset = row_ptr_[idx + 1]; return Line(idx, end_offset - begin_offset, &feature_idx_[begin_offset], &values_[begin_offset]); } size_t Size() const { return num_rows_; } private: const size_t* row_ptr_; const unsigned* feature_idx_; const float* values_; size_t num_rows_; }; class CSRAdapter : public detail::SingleBatchDataIter { public: CSRAdapter(const size_t* row_ptr, const unsigned* feature_idx, const float* values, size_t num_rows, size_t num_elements, size_t num_features) : batch_(row_ptr, feature_idx, values, num_rows, num_elements, num_features), num_rows_(num_rows), num_columns_(num_features) {} const CSRAdapterBatch& Value() const override { return batch_; } size_t NumRows() const { return num_rows_; } size_t NumColumns() const { return num_columns_; } private: CSRAdapterBatch batch_; size_t num_rows_; size_t num_columns_; }; class DenseAdapterBatch : public detail::NoMetaInfo { public: DenseAdapterBatch(const float* values, size_t num_rows, size_t num_features) : values_(values), num_rows_(num_rows), num_features_(num_features) {} private: class Line { public: Line(const float* values, size_t size, size_t row_idx) : row_idx_(row_idx), size_(size), values_(values) {} size_t Size() const { return size_; } COOTuple GetElement(size_t idx) const { return COOTuple{row_idx_, idx, values_[idx]}; } private: size_t row_idx_; size_t size_; const float* values_; }; public: size_t Size() const { return num_rows_; } const Line GetLine(size_t idx) const { return Line(values_ + idx * num_features_, num_features_, idx); } private: const float* values_; size_t num_rows_; size_t num_features_; }; class DenseAdapter : public detail::SingleBatchDataIter { public: DenseAdapter(const float* values, size_t num_rows, size_t num_features) : batch_(values, num_rows, num_features), num_rows_(num_rows), num_columns_(num_features) {} const DenseAdapterBatch& Value() const override { return batch_; } size_t NumRows() const { return num_rows_; } size_t NumColumns() const { return num_columns_; } private: DenseAdapterBatch batch_; size_t num_rows_; size_t num_columns_; }; class CSCAdapterBatch : public detail::NoMetaInfo { public: CSCAdapterBatch(const size_t* col_ptr, const unsigned* row_idx, const float* values, size_t num_features) : col_ptr_(col_ptr), row_idx_(row_idx), values_(values), num_features_(num_features) {} private: class Line { public: Line(size_t col_idx, size_t size, const unsigned* row_idx, const float* values) : col_idx_(col_idx), size_(size), row_idx_(row_idx), values_(values) {} size_t Size() const { return size_; } COOTuple GetElement(size_t idx) const { return COOTuple{row_idx_[idx], col_idx_, values_[idx]}; } private: size_t col_idx_; size_t size_; const unsigned* row_idx_; const float* values_; }; public: size_t Size() const { return num_features_; } const Line GetLine(size_t idx) const { size_t begin_offset = col_ptr_[idx]; size_t end_offset = col_ptr_[idx + 1]; return Line(idx, end_offset - begin_offset, &row_idx_[begin_offset], &values_[begin_offset]); } private: const size_t* col_ptr_; const unsigned* row_idx_; const float* values_; size_t num_features_; }; class CSCAdapter : public detail::SingleBatchDataIter { public: CSCAdapter(const size_t* col_ptr, const unsigned* row_idx, const float* values, size_t num_features, size_t num_rows) : batch_(col_ptr, row_idx, values, num_features), num_rows_(num_rows), num_columns_(num_features) {} const CSCAdapterBatch& Value() const override { return batch_; } // JVM package sends 0 as unknown size_t NumRows() const { return num_rows_ == 0 ? kAdapterUnknownSize : num_rows_; } size_t NumColumns() const { return num_columns_; } private: CSCAdapterBatch batch_; size_t num_rows_; size_t num_columns_; }; class DataTableAdapterBatch : public detail::NoMetaInfo { public: DataTableAdapterBatch(void** data, const char** feature_stypes, size_t num_rows, size_t num_features) : data_(data), feature_stypes_(feature_stypes), num_features_(num_features), num_rows_(num_rows) {} private: enum class DTType : uint8_t { kFloat32 = 0, kFloat64 = 1, kBool8 = 2, kInt32 = 3, kInt8 = 4, kInt16 = 5, kInt64 = 6, kUnknown = 7 }; DTType DTGetType(std::string type_string) const { if (type_string == "float32") { return DTType::kFloat32; } else if (type_string == "float64") { return DTType::kFloat64; } else if (type_string == "bool8") { return DTType::kBool8; } else if (type_string == "int32") { return DTType::kInt32; } else if (type_string == "int8") { return DTType::kInt8; } else if (type_string == "int16") { return DTType::kInt16; } else if (type_string == "int64") { return DTType::kInt64; } else { LOG(FATAL) << "Unknown data table type."; return DTType::kUnknown; } } class Line { float DTGetValue(const void* column, DTType dt_type, size_t ridx) const { float missing = std::numeric_limits::quiet_NaN(); switch (dt_type) { case DTType::kFloat32: { float val = reinterpret_cast(column)[ridx]; return std::isfinite(val) ? val : missing; } case DTType::kFloat64: { double val = reinterpret_cast(column)[ridx]; return std::isfinite(val) ? static_cast(val) : missing; } case DTType::kBool8: { bool val = reinterpret_cast(column)[ridx]; return static_cast(val); } case DTType::kInt32: { int32_t val = reinterpret_cast(column)[ridx]; return val != (-2147483647 - 1) ? static_cast(val) : missing; } case DTType::kInt8: { int8_t val = reinterpret_cast(column)[ridx]; return val != -128 ? static_cast(val) : missing; } case DTType::kInt16: { int16_t val = reinterpret_cast(column)[ridx]; return val != -32768 ? static_cast(val) : missing; } case DTType::kInt64: { int64_t val = reinterpret_cast(column)[ridx]; return val != -9223372036854775807 - 1 ? static_cast(val) : missing; } default: { LOG(FATAL) << "Unknown data table type."; return 0.0f; } } } public: Line(DTType type, size_t size, size_t column_idx, const void* column) : type_(type), size_(size), column_idx_(column_idx), column_(column) {} size_t Size() const { return size_; } COOTuple GetElement(size_t idx) const { return COOTuple{idx, column_idx_, DTGetValue(column_, type_, idx)}; } private: DTType type_; size_t size_; size_t column_idx_; const void* column_; }; public: size_t Size() const { return num_features_; } const Line GetLine(size_t idx) const { return Line(DTGetType(feature_stypes_[idx]), num_rows_, idx, data_[idx]); } private: void** data_; const char** feature_stypes_; size_t num_features_; size_t num_rows_; }; class DataTableAdapter : public detail::SingleBatchDataIter { public: DataTableAdapter(void** data, const char** feature_stypes, size_t num_rows, size_t num_features) : batch_(data, feature_stypes, num_rows, num_features), num_rows_(num_rows), num_columns_(num_features) {} const DataTableAdapterBatch& Value() const override { return batch_; } size_t NumRows() const { return num_rows_; } size_t NumColumns() const { return num_columns_; } private: DataTableAdapterBatch batch_; size_t num_rows_; size_t num_columns_; }; class FileAdapterBatch { public: class Line { public: Line(size_t row_idx, const uint32_t *feature_idx, const float *value, size_t size) : row_idx_(row_idx), feature_idx_(feature_idx), value_(value), size_(size) {} size_t Size() { return size_; } COOTuple GetElement(size_t idx) { float fvalue = value_ == nullptr ? 1.0f : value_[idx]; return COOTuple{row_idx_, feature_idx_[idx], fvalue}; } private: size_t row_idx_; const uint32_t* feature_idx_; const float* value_; size_t size_; }; FileAdapterBatch(const dmlc::RowBlock* block, size_t row_offset) : block_(block), row_offset_(row_offset) {} Line GetLine(size_t idx) const { auto begin = block_->offset[idx]; auto end = block_->offset[idx + 1]; return Line{idx + row_offset_, &block_->index[begin], &block_->value[begin], end - begin}; } const float* Labels() const { return block_->label; } const float* Weights() const { return block_->weight; } const uint64_t* Qid() const { return block_->qid; } const float* BaseMargin() const { return nullptr; } size_t Size() const { return block_->size; } private: const dmlc::RowBlock* block_; size_t row_offset_; }; /** \brief FileAdapter wraps dmlc::parser to read files and provide access in a * common interface. */ class FileAdapter : dmlc::DataIter { public: explicit FileAdapter(dmlc::Parser* parser) : parser_(parser) {} const FileAdapterBatch& Value() const override { return *batch_.get(); } void BeforeFirst() override { batch_.reset(); parser_->BeforeFirst(); row_offset_ = 0; } bool Next() override { bool next = parser_->Next(); batch_.reset(new FileAdapterBatch(&parser_->Value(), row_offset_)); row_offset_ += parser_->Value().size; return next; } // Indicates a number of rows/columns must be inferred size_t NumRows() const { return kAdapterUnknownSize; } size_t NumColumns() const { return kAdapterUnknownSize; } private: size_t row_offset_{0}; std::unique_ptr batch_; dmlc::Parser* parser_; }; /*! \brief Data iterator that takes callback to return data, used in JVM package for * accepting data iterator. */ template class IteratorAdapter : public dmlc::DataIter { public: IteratorAdapter(DataIterHandle data_handle, XGBCallbackDataIterNext* next_callback) : columns_{data::kAdapterUnknownSize}, row_offset_{0}, at_first_(true), data_handle_(data_handle), next_callback_(next_callback) {} // override functions void BeforeFirst() override { CHECK(at_first_) << "Cannot reset IteratorAdapter"; } bool Next() override { if ((*next_callback_)( data_handle_, [](void *handle, XGBoostBatchCSR batch) -> int { API_BEGIN(); static_cast(handle)->SetData(batch); API_END(); }, this) != 0) { at_first_ = false; return true; } else { return false; } } FileAdapterBatch const& Value() const override { return *batch_.get(); } // callback to set the data void SetData(const XGBoostBatchCSR& batch) { offset_.clear(); label_.clear(); weight_.clear(); index_.clear(); value_.clear(); offset_.insert(offset_.end(), batch.offset, batch.offset + batch.size + 1); if (batch.label != nullptr) { label_.insert(label_.end(), batch.label, batch.label + batch.size); } if (batch.weight != nullptr) { weight_.insert(weight_.end(), batch.weight, batch.weight + batch.size); } if (batch.index != nullptr) { index_.insert(index_.end(), batch.index + offset_[0], batch.index + offset_.back()); } if (batch.value != nullptr) { value_.insert(value_.end(), batch.value + offset_[0], batch.value + offset_.back()); } if (offset_[0] != 0) { size_t base = offset_[0]; for (size_t &item : offset_) { item -= base; } } CHECK(columns_ == data::kAdapterUnknownSize || columns_ == batch.columns) << "Number of columns between batches changed from " << columns_ << " to " << batch.columns; columns_ = batch.columns; block_.size = batch.size; block_.offset = dmlc::BeginPtr(offset_); block_.label = dmlc::BeginPtr(label_); block_.weight = dmlc::BeginPtr(weight_); block_.qid = nullptr; block_.field = nullptr; block_.index = dmlc::BeginPtr(index_); block_.value = dmlc::BeginPtr(value_); batch_.reset(new FileAdapterBatch(&block_, row_offset_)); row_offset_ += offset_.size() - 1; } size_t NumColumns() const { return columns_; } size_t NumRows() const { return kAdapterUnknownSize; } private: std::vector offset_; std::vector label_; std::vector weight_; std::vector index_; std::vector value_; size_t columns_; size_t row_offset_; // at the beinning. bool at_first_; // handle to the iterator, DataIterHandle data_handle_; // call back to get the data. XGBCallbackDataIterNext *next_callback_; // internal Rowblock dmlc::RowBlock block_; std::unique_ptr batch_; }; }; // namespace data } // namespace xgboost #endif // XGBOOST_DATA_ADAPTER_H_