- Use the `linalg::Matrix` for storing gradients. - New API for the custom objective. - Custom objective for multi-class/multi-target is now required to return the correct shape. - Custom objective for Python can accept arrays with any strides. (row-major, column-major)
150 lines
5.7 KiB
C++
150 lines
5.7 KiB
C++
/**
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* Copyright 2014-2023 by XGBoost Contributors
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* \file updater_refresh.cc
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* \brief refresh the statistics and leaf value on the tree on the dataset
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* \author Tianqi Chen
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*/
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#include <xgboost/tree_updater.h>
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#include <limits>
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#include <vector>
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#include "../collective/communicator-inl.h"
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#include "../common/io.h"
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#include "../common/threading_utils.h"
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#include "../predictor/predict_fn.h"
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#include "./param.h"
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#include "xgboost/json.h"
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namespace xgboost::tree {
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DMLC_REGISTRY_FILE_TAG(updater_refresh);
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/*! \brief pruner that prunes a tree after growing finishes */
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class TreeRefresher : public TreeUpdater {
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public:
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explicit TreeRefresher(Context const *ctx) : TreeUpdater(ctx) {}
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void Configure(const Args &) override {}
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void LoadConfig(Json const &) override {}
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void SaveConfig(Json *) const override {}
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[[nodiscard]] char const *Name() const override { return "refresh"; }
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[[nodiscard]] bool CanModifyTree() const override { return true; }
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// update the tree, do pruning
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void Update(TrainParam const *param, linalg::Matrix<GradientPair> *gpair, DMatrix *p_fmat,
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common::Span<HostDeviceVector<bst_node_t>> /*out_position*/,
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const std::vector<RegTree *> &trees) override {
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if (trees.size() == 0) {
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return;
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}
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CHECK_EQ(gpair->Shape(1), 1) << MTNotImplemented();
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const std::vector<GradientPair> &gpair_h = gpair->Data()->ConstHostVector();
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// thread temporal space
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std::vector<std::vector<GradStats> > stemp;
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std::vector<RegTree::FVec> fvec_temp;
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// setup temp space for each thread
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const int nthread = ctx_->Threads();
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fvec_temp.resize(nthread, RegTree::FVec());
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stemp.resize(nthread, std::vector<GradStats>());
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dmlc::OMPException exc;
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#pragma omp parallel num_threads(nthread)
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{
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exc.Run([&]() {
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int tid = omp_get_thread_num();
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int num_nodes = 0;
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for (auto tree : trees) {
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num_nodes += tree->NumNodes();
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}
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stemp[tid].resize(num_nodes, GradStats());
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std::fill(stemp[tid].begin(), stemp[tid].end(), GradStats());
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fvec_temp[tid].Init(trees[0]->NumFeatures());
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});
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}
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exc.Rethrow();
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// if it is C++11, use lazy evaluation for Allreduce,
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// to gain speedup in recovery
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auto lazy_get_stats = [&]() {
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const MetaInfo &info = p_fmat->Info();
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// start accumulating statistics
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for (const auto &batch : p_fmat->GetBatches<SparsePage>()) {
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auto page = batch.GetView();
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CHECK_LT(batch.Size(), std::numeric_limits<unsigned>::max());
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const auto nbatch = static_cast<bst_omp_uint>(batch.Size());
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common::ParallelFor(nbatch, ctx_->Threads(), [&](bst_omp_uint i) {
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SparsePage::Inst inst = page[i];
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const int tid = omp_get_thread_num();
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const auto ridx = static_cast<bst_uint>(batch.base_rowid + i);
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RegTree::FVec &feats = fvec_temp[tid];
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feats.Fill(inst);
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int offset = 0;
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for (auto tree : trees) {
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AddStats(*tree, feats, gpair_h, info, ridx,
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dmlc::BeginPtr(stemp[tid]) + offset);
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offset += tree->NumNodes();
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}
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feats.Drop();
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});
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}
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// aggregate the statistics
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auto num_nodes = static_cast<int>(stemp[0].size());
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common::ParallelFor(num_nodes, ctx_->Threads(), [&](int nid) {
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for (int tid = 1; tid < nthread; ++tid) {
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stemp[0][nid].Add(stemp[tid][nid]);
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}
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});
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};
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lazy_get_stats();
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collective::Allreduce<collective::Operation::kSum>(&dmlc::BeginPtr(stemp[0])->sum_grad,
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stemp[0].size() * 2);
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int offset = 0;
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for (auto tree : trees) {
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this->Refresh(param, dmlc::BeginPtr(stemp[0]) + offset, 0, tree);
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offset += tree->NumNodes();
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}
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}
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private:
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inline static void AddStats(const RegTree &tree,
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const RegTree::FVec &feat,
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const std::vector<GradientPair> &gpair,
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const MetaInfo&,
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const bst_uint ridx,
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GradStats *gstats) {
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// start from groups that belongs to current data
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auto pid = 0;
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gstats[pid].Add(gpair[ridx]);
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auto const& cats = tree.GetCategoriesMatrix();
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// traverse tree
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while (!tree[pid].IsLeaf()) {
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unsigned split_index = tree[pid].SplitIndex();
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pid = predictor::GetNextNode<true, true>(
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tree[pid], pid, feat.GetFvalue(split_index), feat.IsMissing(split_index),
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cats);
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gstats[pid].Add(gpair[ridx]);
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}
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}
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inline void Refresh(TrainParam const *param, const GradStats *gstats, int nid, RegTree *p_tree) {
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RegTree &tree = *p_tree;
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tree.Stat(nid).base_weight =
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static_cast<bst_float>(CalcWeight(*param, gstats[nid]));
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tree.Stat(nid).sum_hess = static_cast<bst_float>(gstats[nid].sum_hess);
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if (tree[nid].IsLeaf()) {
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if (param->refresh_leaf) {
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tree[nid].SetLeaf(tree.Stat(nid).base_weight * param->learning_rate);
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}
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} else {
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tree.Stat(nid).loss_chg =
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static_cast<bst_float>(xgboost::tree::CalcGain(*param, gstats[tree[nid].LeftChild()]) +
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xgboost::tree::CalcGain(*param, gstats[tree[nid].RightChild()]) -
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xgboost::tree::CalcGain(*param, gstats[nid]));
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this->Refresh(param, gstats, tree[nid].LeftChild(), p_tree);
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this->Refresh(param, gstats, tree[nid].RightChild(), p_tree);
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}
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}
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};
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XGBOOST_REGISTER_TREE_UPDATER(TreeRefresher, "refresh")
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.describe("Refresher that refreshes the weight and statistics according to data.")
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.set_body([](Context const *ctx, auto) { return new TreeRefresher(ctx); });
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} // namespace xgboost::tree
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