#ifndef XGBOOST_REGRANK_H #define XGBOOST_REGRANK_H /*! * \file xgboost_regrank.h * \brief class for gradient boosted regression and ranking * \author Kailong Chen: chenkl198812@gmail.com, Tianqi Chen: tianqi.tchen@gmail.com */ #include #include #include #include "xgboost_regrank_data.h" #include "xgboost_regrank_eval.h" #include "xgboost_regrank_obj.h" #include "../utils/xgboost_omp.h" #include "../booster/xgboost_gbmbase.h" #include "../utils/xgboost_utils.h" #include "../utils/xgboost_stream.h" namespace xgboost{ namespace regrank{ /*! \brief class for gradient boosted regression and ranking */ class RegRankBoostLearner{ public: /*! \brief constructor */ RegRankBoostLearner(void){ silent = 0; obj_ = NULL; name_obj_ = "reg"; } /*! * \brief a regression booter associated with training and evaluating data * \param train pointer to the training data * \param evals array of evaluating data * \param evname name of evaluation data, used print statistics */ RegRankBoostLearner(const DMatrix *train, const std::vector &evals, const std::vector &evname){ silent = 0; this->SetData(train, evals, evname); } /*! * \brief associate regression booster with training and evaluating data * \param train pointer to the training data * \param evals array of evaluating data * \param evname name of evaluation data, used print statistics */ inline void SetData(const DMatrix *train, const std::vector &evals, const std::vector &evname){ this->train_ = train; this->evals_ = evals; this->evname_ = evname; // estimate feature bound int num_feature = (int)(train->data.NumCol()); // assign buffer index unsigned buffer_size = static_cast(train->Size()); for (size_t i = 0; i < evals.size(); ++i){ buffer_size += static_cast(evals[i]->Size()); num_feature = std::max(num_feature, (int)(evals[i]->data.NumCol())); } char str_temp[25]; if (num_feature > mparam.num_feature){ mparam.num_feature = num_feature; sprintf(str_temp, "%d", num_feature); base_gbm.SetParam("bst:num_feature", str_temp); } sprintf(str_temp, "%u", buffer_size); base_gbm.SetParam("num_pbuffer", str_temp); if (!silent){ printf("buffer_size=%u\n", buffer_size); } // set eval_preds tmp sapce this->eval_preds_.resize(evals.size(), std::vector()); } /*! * \brief set parameters from outside * \param name name of the parameter * \param val value of the parameter */ inline void SetParam(const char *name, const char *val){ if (!strcmp(name, "silent")) silent = atoi(val); if (!strcmp(name, "eval_metric")) evaluator_.AddEval(val); if (!strcmp(name, "objective") ) name_obj_ = val; mparam.SetParam(name, val); base_gbm.SetParam(name, val); cfg_.push_back( std::make_pair( std::string(name), std::string(val) ) ); } /*! * \brief initialize solver before training, called before training * this function is reserved for solver to allocate necessary space and do other preparation */ inline void InitTrainer(void){ base_gbm.InitTrainer(); obj_ = CreateObjFunction( name_obj_.c_str() ); for( size_t i = 0; i < cfg_.size(); ++ i ){ obj_->SetParam( cfg_[i].first.c_str(), cfg_[i].second.c_str() ); } evaluator_.AddEval( obj_->DefaultEvalMetric() ); } /*! * \brief initialize the current data storage for model, if the model is used first time, call this function */ inline void InitModel(void){ base_gbm.InitModel(); mparam.AdjustBase(); } /*! * \brief load model from stream * \param fi input stream */ inline void LoadModel(utils::IStream &fi){ base_gbm.LoadModel(fi); utils::Assert(fi.Read(&mparam, sizeof(ModelParam)) != 0); } /*! * \brief DumpModel * \param fo text file * \param fmap feature map that may help give interpretations of feature * \param with_stats whether print statistics as well */ inline void DumpModel(FILE *fo, const utils::FeatMap& fmap, bool with_stats){ base_gbm.DumpModel(fo, fmap, with_stats); } /*! * \brief Dump path of all trees * \param fo text file * \param data input data */ inline void DumpPath(FILE *fo, const DMatrix &data){ base_gbm.DumpPath(fo, data.data); } /*! * \brief save model to stream * \param fo output stream */ inline void SaveModel(utils::IStream &fo) const{ base_gbm.SaveModel(fo); fo.Write(&mparam, sizeof(ModelParam)); } /*! * \brief update the model for one iteration * \param iteration iteration number */ inline void UpdateOneIter(int iter){ this->PredictBuffer(preds_, *train_, 0); obj_->GetGradient(preds_, train_->info, grad_, hess_); std::vector root_index; base_gbm.DoBoost(grad_, hess_, train_->data, root_index); } /*! * \brief evaluate the model for specific iteration * \param iter iteration number * \param fo file to output log */ inline void EvalOneIter(int iter, FILE *fo = stderr){ fprintf(fo, "[%d]", iter); int buffer_offset = static_cast(train_->Size()); for (size_t i = 0; i < evals_.size(); ++i){ std::vector &preds = this->eval_preds_[i]; this->PredictBuffer(preds, *evals_[i], buffer_offset); obj_->PredTransform(preds); evaluator_.Eval(fo, evname_[i].c_str(), preds, evals_[i]->info); buffer_offset += static_cast(evals_[i]->Size()); } fprintf(fo, "\n"); fflush(fo); } /*! \brief get prediction, without buffering */ inline void Predict(std::vector &preds, const DMatrix &data){ preds.resize(data.Size()); const unsigned ndata = static_cast(data.Size()); #pragma omp parallel for schedule( static ) for (unsigned j = 0; j < ndata; ++j){ preds[j] = mparam.base_score + base_gbm.Predict(data.data, j, -1); } obj_->PredTransform( preds ); } public: /*! * \brief interactive update * \param action action type */ inline void UpdateInteract(std::string action){ this->InteractPredict(preds_, *train_, 0); int buffer_offset = static_cast(train_->Size()); for (size_t i = 0; i < evals_.size(); ++i){ std::vector &preds = this->eval_preds_[i]; this->InteractPredict(preds, *evals_[i], buffer_offset); buffer_offset += static_cast(evals_[i]->Size()); } if (action == "remove"){ base_gbm.DelteBooster(); return; } obj_->GetGradient(preds_, train_->info, grad_, hess_); std::vector root_index; base_gbm.DoBoost(grad_, hess_, train_->data, root_index); this->InteractRePredict(*train_, 0); buffer_offset = static_cast(train_->Size()); for (size_t i = 0; i < evals_.size(); ++i){ this->InteractRePredict(*evals_[i], buffer_offset); buffer_offset += static_cast(evals_[i]->Size()); } } private: /*! \brief get the transformed predictions, given data */ inline void InteractPredict(std::vector &preds, const DMatrix &data, unsigned buffer_offset){ preds.resize(data.Size()); const unsigned ndata = static_cast(data.Size()); #pragma omp parallel for schedule( static ) for (unsigned j = 0; j < ndata; ++j){ preds[j] = mparam.base_score + base_gbm.InteractPredict(data.data, j, buffer_offset + j); } obj_->PredTransform( preds ); } /*! \brief repredict trial */ inline void InteractRePredict(const DMatrix &data, unsigned buffer_offset){ const unsigned ndata = static_cast(data.Size()); #pragma omp parallel for schedule( static ) for (unsigned j = 0; j < ndata; ++j){ base_gbm.InteractRePredict(data.data, j, buffer_offset + j); } } private: /*! \brief get the transformed predictions, given data */ inline void PredictBuffer(std::vector &preds, const DMatrix &data, unsigned buffer_offset){ preds.resize(data.Size()); const unsigned ndata = static_cast(data.Size()); #pragma omp parallel for schedule( static ) for (unsigned j = 0; j < ndata; ++j){ preds[j] = mparam.base_score + base_gbm.Predict(data.data, j, buffer_offset + j); } } private: /*! \brief training parameter for regression */ struct ModelParam{ /* \brief global bias */ float base_score; /* \brief type of loss function */ int loss_type; /* \brief number of features */ int num_feature; /*! \brief reserved field */ int reserved[16]; /*! \brief constructor */ ModelParam(void){ base_score = 0.5f; loss_type = 0; num_feature = 0; memset(reserved, 0, sizeof(reserved)); } /*! * \brief set parameters from outside * \param name name of the parameter * \param val value of the parameter */ inline void SetParam(const char *name, const char *val){ if (!strcmp("base_score", name)) base_score = (float)atof(val); if (!strcmp("loss_type", name)) loss_type = atoi(val); if (!strcmp("bst:num_feature", name)) num_feature = atoi(val); } /*! * \brief adjust base_score */ inline void AdjustBase(void){ if (loss_type == 1 || loss_type == 2){ utils::Assert(base_score > 0.0f && base_score < 1.0f, "sigmoid range constrain"); base_score = -logf(1.0f / base_score - 1.0f); } } }; private: int silent; EvalSet evaluator_; booster::GBMBase base_gbm; ModelParam mparam; const DMatrix *train_; std::vector evals_; std::vector evname_; std::vector buffer_index_; // objective fnction IObjFunction *obj_; // name of objective function std::string name_obj_; std::vector< std::pair > cfg_; private: std::vector grad_, hess_, preds_; std::vector< std::vector > eval_preds_; }; } }; #endif