xgboost/src/tree/updater_refresh.cc
Jiaming Yuan 972730cde0
Use matrix for gradient. (#9508)
- 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)
2023-08-24 05:29:52 +08:00

150 lines
5.7 KiB
C++

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