6f16f0ef58
* Fix various typos * Add override to functions that are overridden gcc gives warnings about functions that are being overridden by not being marked as oveirridden. This fixes it. * Use bst_float consistently Use bst_float for all the variables that involve weight, leaf value, gradient, hessian, gain, loss_chg, predictions, base_margin, feature values. In some cases, when due to additions and so on the value can take a larger value, double is used. This ensures that type conversions are minimal and reduces loss of precision.
563 lines
21 KiB
C
563 lines
21 KiB
C
/*!
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* Copyright (c) 2015 by Contributors
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* \file c_api.h
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* \author Tianqi Chen
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* \brief C API of XGBoost, used to interfacing with other languages.
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*/
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#ifndef XGBOOST_C_API_H_
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#define XGBOOST_C_API_H_
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#ifdef __cplusplus
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#define XGB_EXTERN_C extern "C"
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#endif
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// XGBoost C API will include APIs in Rabit C API
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XGB_EXTERN_C {
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#include <stdio.h>
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}
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#include <rabit/c_api.h>
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#if defined(_MSC_VER) || defined(_WIN32)
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#define XGB_DLL XGB_EXTERN_C __declspec(dllexport)
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#else
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#define XGB_DLL XGB_EXTERN_C
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#endif
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// manually define unsigned long
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typedef uint64_t bst_ulong; // NOLINT(*)
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/*! \brief handle to DMatrix */
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typedef void *DMatrixHandle;
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/*! \brief handle to Booster */
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typedef void *BoosterHandle;
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/*! \brief handle to a data iterator */
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typedef void *DataIterHandle;
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/*! \brief handle to a internal data holder. */
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typedef void *DataHolderHandle;
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/*! \brief Mini batch used in XGBoost Data Iteration */
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typedef struct {
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/*! \brief number of rows in the minibatch */
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size_t size;
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/*! \brief row pointer to the rows in the data */
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#ifdef __APPLE__
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/* Necessary as Java on MacOS defines jlong as long int
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* and gcc defines int64_t as long long int. */
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long* offset; // NOLINT(*)
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#else
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int64_t* offset; // NOLINT(*)
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#endif
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/*! \brief labels of each instance */
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float* label;
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/*! \brief weight of each instance, can be NULL */
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float* weight;
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/*! \brief feature index */
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int* index;
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/*! \brief feature values */
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float* value;
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} XGBoostBatchCSR;
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/*!
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* \brief Callback to set the data to handle,
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* \param handle The handle to the callback.
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* \param batch The data content to be setted.
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*/
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XGB_EXTERN_C typedef int XGBCallbackSetData(
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DataHolderHandle handle, XGBoostBatchCSR batch);
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/*!
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* \brief The data reading callback function.
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* The iterator will be able to give subset of batch in the data.
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*
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* If there is data, the function will call set_function to set the data.
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*
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* \param data_handle The handle to the callback.
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* \param set_function The batch returned by the iterator
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* \param set_function_handle The handle to be passed to set function.
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* \return 0 if we are reaching the end and batch is not returned.
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*/
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XGB_EXTERN_C typedef int XGBCallbackDataIterNext(
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DataIterHandle data_handle,
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XGBCallbackSetData* set_function,
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DataHolderHandle set_function_handle);
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/*!
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* \brief get string message of the last error
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*
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* all function in this file will return 0 when success
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* and -1 when an error occurred,
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* XGBGetLastError can be called to retrieve the error
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*
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* this function is thread safe and can be called by different thread
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* \return const char* error information
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*/
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XGB_DLL const char *XGBGetLastError();
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/*!
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* \brief load a data matrix
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* \param fname the name of the file
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* \param silent whether print messages during loading
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* \param out a loaded data matrix
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixCreateFromFile(const char *fname,
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int silent,
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DMatrixHandle *out);
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/*!
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* \brief Create a DMatrix from a data iterator.
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* \param data_handle The handle to the data.
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* \param callback The callback to get the data.
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* \param cache_info Additional information about cache file, can be null.
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* \param out The created DMatrix
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* \return 0 when success, -1 when failure happens.
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*/
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XGB_DLL int XGDMatrixCreateFromDataIter(
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DataIterHandle data_handle,
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XGBCallbackDataIterNext* callback,
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const char* cache_info,
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DMatrixHandle *out);
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/*!
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* \brief create a matrix content from CSR format
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* \param indptr pointer to row headers
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* \param indices findex
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* \param data fvalue
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* \param nindptr number of rows in the matrix + 1
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* \param nelem number of nonzero elements in the matrix
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* \param num_col number of columns; when it's set to 0, then guess from data
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* \param out created dmatrix
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixCreateFromCSREx(const size_t* indptr,
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const unsigned* indices,
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const float* data,
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size_t nindptr,
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size_t nelem,
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size_t num_col,
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DMatrixHandle* out);
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/*!
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* \deprecated
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* \brief create a matrix content from CSR format
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* \param indptr pointer to row headers
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* \param indices findex
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* \param data fvalue
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* \param nindptr number of rows in the matrix + 1
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* \param nelem number of nonzero elements in the matrix
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* \param out created dmatrix
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixCreateFromCSR(const bst_ulong *indptr,
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const unsigned *indices,
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const float *data,
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bst_ulong nindptr,
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bst_ulong nelem,
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DMatrixHandle *out);
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/*!
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* \brief create a matrix content from CSC format
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* \param col_ptr pointer to col headers
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* \param indices findex
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* \param data fvalue
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* \param nindptr number of rows in the matrix + 1
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* \param nelem number of nonzero elements in the matrix
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* \param num_row number of rows; when it's set to 0, then guess from data
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* \param out created dmatrix
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixCreateFromCSCEx(const size_t* col_ptr,
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const unsigned* indices,
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const float* data,
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size_t nindptr,
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size_t nelem,
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size_t num_row,
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DMatrixHandle* out);
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/*!
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* \deprecated
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* \brief create a matrix content from CSC format
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* \param col_ptr pointer to col headers
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* \param indices findex
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* \param data fvalue
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* \param nindptr number of rows in the matrix + 1
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* \param nelem number of nonzero elements in the matrix
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* \param out created dmatrix
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixCreateFromCSC(const bst_ulong *col_ptr,
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const unsigned *indices,
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const float *data,
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bst_ulong nindptr,
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bst_ulong nelem,
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DMatrixHandle *out);
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/*!
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* \brief create matrix content from dense matrix
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* \param data pointer to the data space
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* \param nrow number of rows
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* \param ncol number columns
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* \param missing which value to represent missing value
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* \param out created dmatrix
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixCreateFromMat(const float *data,
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bst_ulong nrow,
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bst_ulong ncol,
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float missing,
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DMatrixHandle *out);
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/*!
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* \brief create a new dmatrix from sliced content of existing matrix
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* \param handle instance of data matrix to be sliced
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* \param idxset index set
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* \param len length of index set
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* \param out a sliced new matrix
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixSliceDMatrix(DMatrixHandle handle,
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const int *idxset,
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bst_ulong len,
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DMatrixHandle *out);
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/*!
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* \brief free space in data matrix
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixFree(void *handle);
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/*!
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* \brief load a data matrix into binary file
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* \param handle a instance of data matrix
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* \param fname file name
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* \param silent print statistics when saving
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixSaveBinary(DMatrixHandle handle,
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const char *fname, int silent);
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/*!
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* \brief set float vector to a content in info
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* \param handle a instance of data matrix
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* \param field field name, can be label, weight
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* \param array pointer to float vector
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* \param len length of array
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixSetFloatInfo(DMatrixHandle handle,
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const char *field,
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const float *array,
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bst_ulong len);
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/*!
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* \brief set uint32 vector to a content in info
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* \param handle a instance of data matrix
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* \param field field name
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* \param array pointer to float vector
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* \param len length of array
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixSetUIntInfo(DMatrixHandle handle,
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const char *field,
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const unsigned *array,
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bst_ulong len);
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/*!
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* \brief set label of the training matrix
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* \param handle a instance of data matrix
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* \param group pointer to group size
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* \param len length of array
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixSetGroup(DMatrixHandle handle,
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const unsigned *group,
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bst_ulong len);
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/*!
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* \brief get float info vector from matrix
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* \param handle a instance of data matrix
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* \param field field name
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* \param out_len used to set result length
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* \param out_dptr pointer to the result
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixGetFloatInfo(const DMatrixHandle handle,
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const char *field,
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bst_ulong* out_len,
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const float **out_dptr);
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/*!
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* \brief get uint32 info vector from matrix
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* \param handle a instance of data matrix
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* \param field field name
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* \param out_len The length of the field.
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* \param out_dptr pointer to the result
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixGetUIntInfo(const DMatrixHandle handle,
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const char *field,
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bst_ulong* out_len,
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const unsigned **out_dptr);
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/*!
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* \brief get number of rows.
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* \param handle the handle to the DMatrix
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* \param out The address to hold number of rows.
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixNumRow(DMatrixHandle handle,
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bst_ulong *out);
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/*!
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* \brief get number of columns
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* \param handle the handle to the DMatrix
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* \param out The output of number of columns
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGDMatrixNumCol(DMatrixHandle handle,
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bst_ulong *out);
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// --- start XGBoost class
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/*!
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* \brief create xgboost learner
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* \param dmats matrices that are set to be cached
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* \param len length of dmats
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* \param out handle to the result booster
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterCreate(const DMatrixHandle dmats[],
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bst_ulong len,
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BoosterHandle *out);
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/*!
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* \brief free obj in handle
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* \param handle handle to be freed
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterFree(BoosterHandle handle);
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/*!
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* \brief set parameters
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* \param handle handle
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* \param name parameter name
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* \param value value of parameter
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterSetParam(BoosterHandle handle,
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const char *name,
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const char *value);
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/*!
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* \brief update the model in one round using dtrain
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* \param handle handle
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* \param iter current iteration rounds
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* \param dtrain training data
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterUpdateOneIter(BoosterHandle handle,
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int iter,
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DMatrixHandle dtrain);
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/*!
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* \brief update the model, by directly specify gradient and second order gradient,
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* this can be used to replace UpdateOneIter, to support customized loss function
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* \param handle handle
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* \param dtrain training data
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* \param grad gradient statistics
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* \param hess second order gradient statistics
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* \param len length of grad/hess array
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterBoostOneIter(BoosterHandle handle,
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DMatrixHandle dtrain,
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float *grad,
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float *hess,
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bst_ulong len);
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/*!
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* \brief get evaluation statistics for xgboost
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* \param handle handle
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* \param iter current iteration rounds
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* \param dmats pointers to data to be evaluated
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* \param evnames pointers to names of each data
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* \param len length of dmats
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* \param out_result the string containing evaluation statistics
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterEvalOneIter(BoosterHandle handle,
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int iter,
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DMatrixHandle dmats[],
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const char *evnames[],
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bst_ulong len,
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const char **out_result);
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/*!
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* \brief make prediction based on dmat
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* \param handle handle
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* \param dmat data matrix
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* \param option_mask bit-mask of options taken in prediction, possible values
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* 0:normal prediction
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* 1:output margin instead of transformed value
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* 2:output leaf index of trees instead of leaf value, note leaf index is unique per tree
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* \param ntree_limit limit number of trees used for prediction, this is only valid for boosted trees
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* when the parameter is set to 0, we will use all the trees
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* \param out_len used to store length of returning result
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* \param out_result used to set a pointer to array
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterPredict(BoosterHandle handle,
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DMatrixHandle dmat,
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int option_mask,
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unsigned ntree_limit,
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bst_ulong *out_len,
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const float **out_result);
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/*!
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* \brief load model from existing file
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* \param handle handle
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* \param fname file name
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterLoadModel(BoosterHandle handle,
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const char *fname);
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/*!
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* \brief save model into existing file
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* \param handle handle
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* \param fname file name
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterSaveModel(BoosterHandle handle,
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const char *fname);
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/*!
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* \brief load model from in memory buffer
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* \param handle handle
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* \param buf pointer to the buffer
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* \param len the length of the buffer
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterLoadModelFromBuffer(BoosterHandle handle,
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const void *buf,
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bst_ulong len);
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/*!
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* \brief save model into binary raw bytes, return header of the array
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* user must copy the result out, before next xgboost call
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* \param handle handle
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* \param out_len the argument to hold the output length
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* \param out_dptr the argument to hold the output data pointer
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterGetModelRaw(BoosterHandle handle,
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bst_ulong *out_len,
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const char **out_dptr);
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/*!
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* \brief dump model, return array of strings representing model dump
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* \param handle handle
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* \param fmap name to fmap can be empty string
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* \param with_stats whether to dump with statistics
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* \param out_len length of output array
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* \param out_dump_array pointer to hold representing dump of each model
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterDumpModel(BoosterHandle handle,
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const char *fmap,
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int with_stats,
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bst_ulong *out_len,
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const char ***out_dump_array);
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/*!
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* \brief dump model, return array of strings representing model dump
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* \param handle handle
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* \param fmap name to fmap can be empty string
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* \param with_stats whether to dump with statistics
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* \param format the format to dump the model in
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* \param out_len length of output array
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* \param out_dump_array pointer to hold representing dump of each model
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterDumpModelEx(BoosterHandle handle,
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const char *fmap,
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int with_stats,
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const char *format,
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bst_ulong *out_len,
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const char ***out_dump_array);
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/*!
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* \brief dump model, return array of strings representing model dump
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* \param handle handle
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* \param fnum number of features
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* \param fname names of features
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* \param ftype types of features
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* \param with_stats whether to dump with statistics
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* \param out_len length of output array
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* \param out_models pointer to hold representing dump of each model
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterDumpModelWithFeatures(BoosterHandle handle,
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int fnum,
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const char **fname,
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const char **ftype,
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int with_stats,
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bst_ulong *out_len,
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const char ***out_models);
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/*!
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* \brief dump model, return array of strings representing model dump
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* \param handle handle
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* \param fnum number of features
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* \param fname names of features
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* \param ftype types of features
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* \param with_stats whether to dump with statistics
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* \param format the format to dump the model in
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* \param out_len length of output array
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* \param out_models pointer to hold representing dump of each model
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* \return 0 when success, -1 when failure happens
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*/
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XGB_DLL int XGBoosterDumpModelExWithFeatures(BoosterHandle handle,
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int fnum,
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const char **fname,
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const char **ftype,
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int with_stats,
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const char *format,
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bst_ulong *out_len,
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const char ***out_models);
|
|
|
|
/*!
|
|
* \brief Get string attribute from Booster.
|
|
* \param handle handle
|
|
* \param key The key of the attribute.
|
|
* \param out The result attribute, can be NULL if the attribute do not exist.
|
|
* \param success Whether the result is contained in out.
|
|
* \return 0 when success, -1 when failure happens
|
|
*/
|
|
XGB_DLL int XGBoosterGetAttr(BoosterHandle handle,
|
|
const char* key,
|
|
const char** out,
|
|
int *success);
|
|
/*!
|
|
* \brief Set or delete string attribute.
|
|
*
|
|
* \param handle handle
|
|
* \param key The key of the attribute.
|
|
* \param value The value to be saved.
|
|
* If nullptr, the attribute would be deleted.
|
|
* \return 0 when success, -1 when failure happens
|
|
*/
|
|
XGB_DLL int XGBoosterSetAttr(BoosterHandle handle,
|
|
const char* key,
|
|
const char* value);
|
|
/*!
|
|
* \brief Get the names of all attribute from Booster.
|
|
* \param handle handle
|
|
* \param out_len the argument to hold the output length
|
|
* \param out pointer to hold the output attribute stings
|
|
* \return 0 when success, -1 when failure happens
|
|
*/
|
|
XGB_DLL int XGBoosterGetAttrNames(BoosterHandle handle,
|
|
bst_ulong* out_len,
|
|
const char*** out);
|
|
|
|
// --- Distributed training API----
|
|
// NOTE: functions in rabit/c_api.h will be also available in libxgboost.so
|
|
/*!
|
|
* \brief Initialize the booster from rabit checkpoint.
|
|
* This is used in distributed training API.
|
|
* \param handle handle
|
|
* \param version The output version of the model.
|
|
* \return 0 when success, -1 when failure happens
|
|
*/
|
|
XGB_DLL int XGBoosterLoadRabitCheckpoint(
|
|
BoosterHandle handle,
|
|
int* version);
|
|
|
|
/*!
|
|
* \brief Save the current checkpoint to rabit.
|
|
* \param handle handle
|
|
* \return 0 when success, -1 when failure happens
|
|
*/
|
|
XGB_DLL int XGBoosterSaveRabitCheckpoint(BoosterHandle handle);
|
|
|
|
#endif // XGBOOST_C_API_H_
|