/*! * Copyright (c) 2014 by Contributors * \file xgboost_wrapper.h * \author Tianqi Chen * \brief a C style wrapper of xgboost * can be used to create wrapper of other languages */ #ifndef XGBOOST_WRAPPER_H_ #define XGBOOST_WRAPPER_H_ #ifdef __cplusplus #define XGB_EXTERN_C extern "C" #endif #if defined(_MSC_VER) || defined(_WIN32) #define XGB_DLL XGB_EXTERN_C __declspec(dllexport) #else #define XGB_DLL XGB_EXTERN_C #endif // manually define unsign long typedef unsigned long bst_ulong; // NOLINT(*) /*! \brief handle to DMatrix */ typedef void *DMatrixHandle; /*! \brief handle to Booster */ typedef void *BoosterHandle; /*! * \brief get string message of the last error * * all function in this file will return 0 when success * and -1 when an error occured, * XGBGetLastError can be called to retrieve the error * * this function is threadsafe and can be called by different thread * \return const char* error inforomation */ XGB_DLL const char *XGBGetLastError(); /*! * \brief load a data matrix * \param fname the name of the file * \param silent whether print messages during loading * \param out a loaded data matrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromFile(const char *fname, int silent, DMatrixHandle *out); /*! * \brief create a matrix content from csr format * \param indptr pointer to row headers * \param indices findex * \param data fvalue * \param nindptr number of rows in the matix + 1 * \param nelem number of nonzero elements in the matrix * \param out created dmatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromCSR(const bst_ulong *indptr, const unsigned *indices, const float *data, bst_ulong nindptr, bst_ulong nelem, DMatrixHandle *out); /*! * \brief create a matrix content from CSC format * \param col_ptr pointer to col headers * \param indices findex * \param data fvalue * \param nindptr number of rows in the matix + 1 * \param nelem number of nonzero elements in the matrix * \param out created dmatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromCSC(const bst_ulong *col_ptr, const unsigned *indices, const float *data, bst_ulong nindptr, bst_ulong nelem, DMatrixHandle *out); /*! * \brief create matrix content from dense matrix * \param data pointer to the data space * \param nrow number of rows * \param ncol number columns * \param missing which value to represent missing value * \param out created dmatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromMat(const float *data, bst_ulong nrow, bst_ulong ncol, float missing, DMatrixHandle *out); /*! * \brief create a new dmatrix from sliced content of existing matrix * \param handle instance of data matrix to be sliced * \param idxset index set * \param len length of index set * \param out a sliced new matrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixSliceDMatrix(DMatrixHandle handle, const int *idxset, bst_ulong len, DMatrixHandle *out); /*! * \brief free space in data matrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixFree(void *handle); /*! * \brief load a data matrix into binary file * \param handle a instance of data matrix * \param fname file name * \param silent print statistics when saving * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixSaveBinary(DMatrixHandle handle, const char *fname, int silent); /*! * \brief set float vector to a content in info * \param handle a instance of data matrix * \param field field name, can be label, weight * \param array pointer to float vector * \param len length of array * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixSetFloatInfo(DMatrixHandle handle, const char *field, const float *array, bst_ulong len); /*! * \brief set uint32 vector to a content in info * \param handle a instance of data matrix * \param field field name * \param array pointer to float vector * \param len length of array * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixSetUIntInfo(DMatrixHandle handle, const char *field, const unsigned *array, bst_ulong len); /*! * \brief set label of the training matrix * \param handle a instance of data matrix * \param group pointer to group size * \param len length of array * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixSetGroup(DMatrixHandle handle, const unsigned *group, bst_ulong len); /*! * \brief get float info vector from matrix * \param handle a instance of data matrix * \param field field name * \param out_len used to set result length * \param out_dptr pointer to the result * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixGetFloatInfo(const DMatrixHandle handle, const char *field, bst_ulong* out_len, const float **out_dptr); /*! * \brief get uint32 info vector from matrix * \param handle a instance of data matrix * \param field field name * \param out_ptr pointer to the result * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixGetUIntInfo(const DMatrixHandle handle, const char *field, bst_ulong* out_len, const unsigned **out_dptr); /*! * \brief get number of rows * \param handle the handle to the DMatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixNumRow(DMatrixHandle handle, bst_ulong *out); /*! * \brief get number of columns * \param handle the handle to the DMatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixNumCol(DMatrixHandle handle, bst_ulong *out); // --- start XGBoost class /*! * \brief create xgboost learner * \param dmats matrices that are set to be cached * \param len length of dmats * \param out handle to the result booster * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterCreate(void* dmats[], bst_ulong len, BoosterHandle *out); /*! * \brief free obj in handle * \param handle handle to be freed * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterFree(BoosterHandle handle); /*! * \brief set parameters * \param handle handle * \param name parameter name * \param val value of parameter * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterSetParam(BoosterHandle handle, const char *name, const char *value); /*! * \brief update the model in one round using dtrain * \param handle handle * \param iter current iteration rounds * \param dtrain training data * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterUpdateOneIter(BoosterHandle handle, int iter, DMatrixHandle dtrain); /*! * \brief update the model, by directly specify gradient and second order gradient, * this can be used to replace UpdateOneIter, to support customized loss function * \param handle handle * \param dtrain training data * \param grad gradient statistics * \param hess second order gradient statistics * \param len length of grad/hess array * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterBoostOneIter(BoosterHandle handle, DMatrixHandle dtrain, float *grad, float *hess, bst_ulong len); /*! * \brief get evaluation statistics for xgboost * \param handle handle * \param iter current iteration rounds * \param dmats pointers to data to be evaluated * \param evnames pointers to names of each data * \param len length of dmats * \param out_result the string containing evaluation statistics * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterEvalOneIter(BoosterHandle handle, int iter, DMatrixHandle dmats[], const char *evnames[], bst_ulong len, const char **out_result); /*! * \brief make prediction based on dmat * \param handle handle * \param dmat data matrix * \param option_mask bit-mask of options taken in prediction, possible values * 0:normal prediction * 1:output margin instead of transformed value * 2:output leaf index of trees instead of leaf value, note leaf index is unique per tree * \param ntree_limit limit number of trees used for prediction, this is only valid for boosted trees * when the parameter is set to 0, we will use all the trees * \param out_len used to store length of returning result * \param out_result used to set a pointer to array * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterPredict(BoosterHandle handle, DMatrixHandle dmat, int option_mask, unsigned ntree_limit, bst_ulong *out_len, const float **out_result); /*! * \brief load model from existing file * \param handle handle * \param fname file name * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterLoadModel(BoosterHandle handle, const char *fname); /*! * \brief save model into existing file * \param handle handle * \param fname file name * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterSaveModel(BoosterHandle handle, const char *fname); /*! * \brief load model from in memory buffer * \param handle handle * \param buf pointer to the buffer * \param len the length of the buffer * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterLoadModelFromBuffer(BoosterHandle handle, const void *buf, bst_ulong len); /*! * \brief save model into binary raw bytes, return header of the array * user must copy the result out, before next xgboost call * \param handle handle * \param out_len the argument to hold the output length * \param out_dptr the argument to hold the output data pointer * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterGetModelRaw(BoosterHandle handle, bst_ulong *out_len, const char **out_dptr); /*! * \brief dump model, return array of strings representing model dump * \param handle handle * \param fmap name to fmap can be empty string * \param with_stats whether to dump with statistics * \param out_len length of output array * \param out_dump_array pointer to hold representing dump of each model * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterDumpModel(BoosterHandle handle, const char *fmap, int with_stats, bst_ulong *out_len, const char ***out_dump_array); /*! * \brief dump model, return array of strings representing model dump * \param handle handle * \param fnum number of features * \param fnum names of features * \param fnum types of features * \param with_stats whether to dump with statistics * \param out_len length of output array * \param out_dump_array pointer to hold representing dump of each model * \return 0 when success, -1 when failure happens */ XGB_DLL int XGBoosterDumpModelWithFeatures(BoosterHandle handle, int fnum, const char **fname, const char **ftype, int with_stats, bst_ulong *len, const char ***out_models); #endif // XGBOOST_WRAPPER_H_