109 lines
4.1 KiB
C++
109 lines
4.1 KiB
C++
#ifndef XGBOOST_GBM_GBM_H_
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#define XGBOOST_GBM_GBM_H_
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/*!
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* \file gbm.h
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* \brief interface of gradient booster, that learns through gradient statistics
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* \author Tianqi Chen
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*/
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#include <vector>
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#include "../data.h"
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#include "../utils/io.h"
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#include "../utils/fmap.h"
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namespace xgboost {
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/*! \brief namespace for gradient booster */
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namespace gbm {
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/*!
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* \brief interface of gradient boosting model
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*/
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class IGradBooster {
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public:
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/*!
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* \brief set parameters from outside
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* \param name name of the parameter
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* \param val value of the parameter
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*/
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virtual void SetParam(const char *name, const char *val) = 0;
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/*!
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* \brief load model from stream
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* \param fi input stream
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*/
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virtual void LoadModel(utils::IStream &fi) = 0;
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/*!
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* \brief save model to stream
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* \param fo output stream
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*/
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virtual void SaveModel(utils::IStream &fo) const = 0;
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/*!
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* \brief initialize the model
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*/
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virtual void InitModel(void) = 0;
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/*!
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* \brief reset the predict buffer
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* this will invalidate all the previous cached results
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* and recalculate from scratch
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*/
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virtual void ResetPredBuffer(size_t num_pbuffer) {}
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/*!
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* \brief peform update to the model(boosting)
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* \param p_fmat feature matrix that provide access to features
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* \param buffer_offset buffer index offset of these instances, if equals -1
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* this means we do not have buffer index allocated to the gbm
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* \param info meta information about training
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* \param in_gpair address of the gradient pair statistics of the data
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* the booster may change content of gpair
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*/
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virtual void DoBoost(IFMatrix *p_fmat,
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int64_t buffer_offset,
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const BoosterInfo &info,
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std::vector<bst_gpair> *in_gpair) = 0;
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/*!
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* \brief generate predictions for given feature matrix
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* \param p_fmat feature matrix
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* \param buffer_offset buffer index offset of these instances, if equals -1
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* this means we do not have buffer index allocated to the gbm
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* a buffer index is assigned to each instance that requires repeative prediction
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* the size of buffer is set by convention using IGradBooster.SetParam("num_pbuffer","size")
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* \param info extra side information that may be needed for prediction
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* \param out_preds output vector to hold the predictions
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* \param ntree_limit limit the number of trees used in prediction, when it equals 0, this means
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* we do not limit number of trees, this parameter is only valid for gbtree, but not for gblinear
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*/
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virtual void Predict(IFMatrix *p_fmat,
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int64_t buffer_offset,
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const BoosterInfo &info,
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std::vector<float> *out_preds,
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unsigned ntree_limit = 0) = 0;
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/*!
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* \brief predict the leaf index of each tree, the output will be nsample * ntree vector
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* this is only valid in gbtree predictor
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* \param p_fmat feature matrix
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* \param info extra side information that may be needed for prediction
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* \param out_preds output vector to hold the predictions
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* \param ntree_limit limit the number of trees used in prediction, when it equals 0, this means
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* we do not limit number of trees, this parameter is only valid for gbtree, but not for gblinear
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*/
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virtual void PredictLeaf(IFMatrix *p_fmat,
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const BoosterInfo &info,
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std::vector<float> *out_preds,
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unsigned ntree_limit = 0) = 0;
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/*!
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* \brief dump the model in text format
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* \param fmap feature map that may help give interpretations of feature
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* \param option extra option of the dumo model
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* \return a vector of dump for boosters
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*/
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virtual std::vector<std::string> DumpModel(const utils::FeatMap& fmap, int option) = 0;
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// destrcutor
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virtual ~IGradBooster(void){}
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};
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/*!
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* \breif create a gradient booster from given name
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* \param name name of gradient booster
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*/
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IGradBooster* CreateGradBooster(const char *name);
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} // namespace gbm
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} // namespace xgboost
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#endif // XGBOOST_GBM_GBM_H_
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