183 lines
6.1 KiB
C
183 lines
6.1 KiB
C
#ifndef XGBOOST_WRAPPER_H_
|
|
#define XGBOOST_WRAPPER_H_
|
|
/*!
|
|
* \file xgboost_wrapperh
|
|
* \author Tianqi Chen
|
|
* \brief a C style wrapper of xgboost
|
|
* can be used to create wrapper of other languages
|
|
*/
|
|
#include <cstdio>
|
|
|
|
extern "C" {
|
|
/*!
|
|
* \brief load a data matrix
|
|
* \return a loaded data matrix
|
|
*/
|
|
void* XGDMatrixCreateFromFile(const char *fname, int silent);
|
|
/*!
|
|
* \brief create a matrix content from csr format
|
|
* \param handle a instance of data matrix
|
|
* \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
|
|
* \return created dmatrix
|
|
*/
|
|
void* XGDMatrixCreateFromCSR(const size_t *indptr,
|
|
const unsigned *indices,
|
|
const float *data,
|
|
size_t nindptr,
|
|
size_t nelem);
|
|
/*!
|
|
* \brief create matrix content from dense matrix
|
|
* \param handle a instance of data 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
|
|
* \return created dmatrix
|
|
*/
|
|
void* XGDMatrixCreateFromMat(const float *data,
|
|
size_t nrow,
|
|
size_t ncol,
|
|
float missing);
|
|
/*!
|
|
* \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
|
|
* \return a sliced new matrix
|
|
*/
|
|
void* XGDMatrixSliceDMatrix(void *handle,
|
|
const int *idxset,
|
|
size_t len);
|
|
/*!
|
|
* \brief free space in data matrix
|
|
*/
|
|
void 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
|
|
*/
|
|
void XGDMatrixSaveBinary(void *handle, const char *fname, int silent);
|
|
/*!
|
|
* \brief set label of the training matrix
|
|
* \param handle a instance of data matrix
|
|
* \param label pointer to label
|
|
* \param len length of array
|
|
*/
|
|
void XGDMatrixSetLabel(void *handle, const float *label, size_t len);
|
|
/*!
|
|
* \brief set weight of each instance
|
|
* \param handle a instance of data matrix
|
|
* \param weight data pointer to weights
|
|
* \param len length of array
|
|
*/
|
|
void XGDMatrixSetWeight(void *handle, const float *weight, size_t 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
|
|
*/
|
|
void XGDMatrixSetGroup(void *handle, const unsigned *group, size_t len);
|
|
/*!
|
|
* \brief get label set from matrix
|
|
* \param handle a instance of data matrix
|
|
* \param len used to set result length
|
|
* \return pointer to the label
|
|
*/
|
|
const float* XGDMatrixGetLabel(const void *handle, size_t* out_len);
|
|
/*!
|
|
* \brief get weight set from matrix
|
|
* \param handle a instance of data matrix
|
|
* \param len used to set result length
|
|
* \return pointer to the weight
|
|
*/
|
|
const float* XGDMatrixGetWeight(const void *handle, size_t* out_len);
|
|
/*!
|
|
* \brief return number of rows
|
|
*/
|
|
size_t XGDMatrixNumRow(const void *handle);
|
|
// --- start XGBoost class
|
|
/*!
|
|
* \brief create xgboost learner
|
|
* \param dmats matrices that are set to be cached
|
|
* \param len length of dmats
|
|
*/
|
|
void *XGBoosterCreate(void* dmats[], size_t len);
|
|
/*!
|
|
* \brief free obj in handle
|
|
* \param handle handle to be freed
|
|
*/
|
|
void XGBoosterFree(void* handle);
|
|
/*!
|
|
* \brief set parameters
|
|
* \param handle handle
|
|
* \param name parameter name
|
|
* \param val value of parameter
|
|
*/
|
|
void XGBoosterSetParam(void *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
|
|
*/
|
|
void XGBoosterUpdateOneIter(void *handle, int iter, void *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
|
|
*/
|
|
void XGBoosterBoostOneIter(void *handle, void *dtrain,
|
|
float *grad, float *hess, size_t 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
|
|
* \return the string containing evaluation stati
|
|
*/
|
|
const char *XGBoosterEvalOneIter(void *handle, int iter, void *dmats[],
|
|
const char *evnames[], size_t len);
|
|
/*!
|
|
* \brief make prediction based on dmat
|
|
* \param handle handle
|
|
* \param dmat data matrix
|
|
* \param len used to store length of returning result
|
|
*/
|
|
const float *XGBoosterPredict(void *handle, void *dmat, size_t *len);
|
|
/*!
|
|
* \brief load model from existing file
|
|
* \param handle handle
|
|
* \param fname file name
|
|
*/
|
|
void XGBoosterLoadModel(void *handle, const char *fname);
|
|
/*!
|
|
* \brief save model into existing file
|
|
* \param handle handle
|
|
* \param fname file name
|
|
*/
|
|
void XGBoosterSaveModel(const void *handle, const char *fname);
|
|
/*!
|
|
* \brief dump model, return array of strings representing model dump
|
|
* \param handle handle
|
|
* \param fmap name to fmap can be empty string
|
|
* \param out_len length of output array
|
|
* \return char *data[], representing dump of each model
|
|
*/
|
|
const char** XGBoosterDumpModel(void *handle, const char *fmap,
|
|
size_t *out_len);
|
|
};
|
|
#endif // XGBOOST_WRAPPER_H_
|