xgboost/src/utils/matrix_csr.h

261 lines
8.8 KiB
C++

#ifndef XGBOOST_UTILS_MATRIX_CSR_H_
#define XGBOOST_UTILS_MATRIX_CSR_H_
/*!
* \file matrix_csr.h
* \brief this file defines some easy to use STL based class for in memory sparse CSR matrix
* \author Tianqi Chen
*/
#include <vector>
#include <utility>
#include <algorithm>
#include "./io.h"
#include "./utils.h"
#include "./omp.h"
namespace xgboost {
namespace utils {
/*!
* \brief a class used to help construct CSR format matrix,
* can be used to convert row major CSR to column major CSR
* \tparam IndexType type of index used to store the index position, usually unsigned or size_t
* \tparam whether enabling the usage of aclist, this option must be enabled manually
*/
template<typename IndexType, bool UseAcList = false, typename SizeType = size_t>
struct SparseCSRMBuilder {
private:
/*! \brief dummy variable used in the indicator matrix construction */
std::vector<size_t> dummy_aclist;
/*! \brief pointer to each of the row */
std::vector<SizeType> &rptr;
/*! \brief index of nonzero entries in each row */
std::vector<IndexType> &findex;
/*! \brief a list of active rows, used when many rows are empty */
std::vector<size_t> &aclist;
public:
SparseCSRMBuilder(std::vector<SizeType> &p_rptr,
std::vector<IndexType> &p_findex)
:rptr(p_rptr), findex(p_findex), aclist(dummy_aclist) {
Assert(!UseAcList, "enabling bug");
}
/*! \brief use with caution! rptr must be cleaned before use */
SparseCSRMBuilder(std::vector<SizeType> &p_rptr,
std::vector<IndexType> &p_findex,
std::vector<size_t> &p_aclist)
:rptr(p_rptr), findex(p_findex), aclist(p_aclist) {
Assert(UseAcList, "must manually enable the option use aclist");
}
public:
/*!
* \brief step 1: initialize the number of rows in the data, not necessary exact
* \nrows number of rows in the matrix, can be smaller than expected
*/
inline void InitBudget(size_t nrows = 0) {
if (!UseAcList) {
rptr.clear();
rptr.resize(nrows + 1, 0);
} else {
Assert(nrows + 1 == rptr.size(), "rptr must be initialized already");
this->Cleanup();
}
}
/*!
* \brief step 2: add budget to each rows, this function is called when aclist is used
* \param row_id the id of the row
* \param nelem number of element budget add to this row
*/
inline void AddBudget(size_t row_id, SizeType nelem = 1) {
if (rptr.size() < row_id + 2) {
rptr.resize(row_id + 2, 0);
}
if (UseAcList) {
if (rptr[row_id + 1] == 0) aclist.push_back(row_id);
}
rptr[row_id + 1] += nelem;
}
/*! \brief step 3: initialize the necessary storage */
inline void InitStorage(void) {
// initialize rptr to be beginning of each segment
size_t start = 0;
if (!UseAcList) {
for (size_t i = 1; i < rptr.size(); i++) {
size_t rlen = rptr[i];
rptr[i] = start;
start += rlen;
}
} else {
// case with active list
std::sort(aclist.begin(), aclist.end());
for (size_t i = 0; i < aclist.size(); i++) {
size_t ridx = aclist[i];
size_t rlen = rptr[ridx + 1];
rptr[ridx + 1] = start;
// set previous rptr to right position if previous feature is not active
if (i == 0 || ridx != aclist[i - 1] + 1) rptr[ridx] = start;
start += rlen;
}
}
findex.resize(start);
}
/*!
* \brief step 4:
* used in indicator matrix construction, add new
* element to each row, the number of calls shall be exactly same as add_budget
*/
inline void PushElem(size_t row_id, IndexType col_id) {
SizeType &rp = rptr[row_id + 1];
findex[rp++] = col_id;
}
/*!
* \brief step 5: only needed when aclist is used
* clean up the rptr for next usage
*/
inline void Cleanup(void) {
Assert(UseAcList, "this function can only be called use AcList");
for (size_t i = 0; i < aclist.size(); i++) {
const size_t ridx = aclist[i];
rptr[ridx] = 0; rptr[ridx + 1] = 0;
}
aclist.clear();
}
};
/*!
* \brief a class used to help construct CSR format matrix file
* \tparam IndexType type of index used to store the index position
* \tparam SizeType type of size used in row pointer
*/
template<typename IndexType, typename SizeType = size_t>
struct SparseCSRFileBuilder {
public:
explicit SparseCSRFileBuilder(utils::ISeekStream *fo, size_t buffer_size)
: fo(fo), buffer_size(buffer_size) {
}
/*!
* \brief step 1: initialize the number of rows in the data, not necessary exact
* \nrows number of rows in the matrix, can be smaller than expected
*/
inline void InitBudget(size_t nrows = 0) {
rptr.clear();
rptr.resize(nrows + 1, 0);
}
/*!
* \brief step 2: add budget to each rows
* \param row_id the id of the row
* \param nelem number of element budget add to this row
*/
inline void AddBudget(size_t row_id, SizeType nelem = 1) {
if (rptr.size() < row_id + 2) {
rptr.resize(row_id + 2, 0);
}
rptr[row_id + 1] += nelem;
}
/*! \brief step 3: initialize the necessary storage */
inline void InitStorage(void) {
SizeType nelem = 0;
for (size_t i = 1; i < rptr.size(); i++) {
nelem += rptr[i];
rptr[i] = nelem;
}
begin_data = static_cast<SizeType>(fo->Tell()) + sizeof(SizeType);
SizeType begin_meta = begin_data + nelem * sizeof(IndexType);
fo->Write(&begin_meta, sizeof(begin_meta));
fo->Seek(begin_meta);
fo->Write(rptr);
// setup buffer space
buffer_rptr.resize(rptr.size());
buffer_temp.reserve(buffer_size);
buffer_data.resize(buffer_size);
saved_offset = rptr;
saved_offset.resize(rptr.size() - 1);
this->ClearBuffer();
}
/*! \brief step 4: push element into buffer */
inline void PushElem(SizeType row_id, IndexType col_id) {
if (buffer_temp.size() == buffer_size) {
this->WriteBuffer();
this->ClearBuffer();
}
buffer_rptr[row_id + 1] += 1;
buffer_temp.push_back(std::make_pair(row_id, col_id));
}
/*! \brief finalize the construction */
inline void Finalize(void) {
this->WriteBuffer();
for (size_t i = 0; i < saved_offset.size(); ++i) {
utils::Assert(saved_offset[i] == rptr[i+1], "some block not write out");
}
}
/*! \brief content must be in wb+ */
template<typename Comparator>
inline void SortRows(Comparator comp, size_t step) {
for (size_t i = 0; i < rptr.size() - 1; i += step) {
bst_omp_uint begin = static_cast<bst_omp_uint>(i);
bst_omp_uint end = static_cast<bst_omp_uint>(std::min(rptr.size() - 1, i + step));
if (rptr[end] != rptr[begin]) {
fo->Seek(begin_data + rptr[begin] * sizeof(IndexType));
buffer_data.resize(rptr[end] - rptr[begin]);
fo->Read(BeginPtr(buffer_data), (rptr[end] - rptr[begin]) * sizeof(IndexType));
// do parallel sorting
#pragma omp parallel for schedule(static)
for (bst_omp_uint j = begin; j < end; ++j) {
std::sort(&buffer_data[0] + rptr[j] - rptr[begin],
&buffer_data[0] + rptr[j+1] - rptr[begin],
comp);
}
fo->Seek(begin_data + rptr[begin] * sizeof(IndexType));
fo->Write(BeginPtr(buffer_data), (rptr[end] - rptr[begin]) * sizeof(IndexType));
}
}
}
protected:
inline void WriteBuffer(void) {
SizeType start = 0;
for (size_t i = 1; i < buffer_rptr.size(); ++i) {
size_t rlen = buffer_rptr[i];
buffer_rptr[i] = start;
start += rlen;
}
for (size_t i = 0; i < buffer_temp.size(); ++i) {
SizeType &rp = buffer_rptr[buffer_temp[i].first + 1];
buffer_data[rp++] = buffer_temp[i].second;
}
// write out
for (size_t i = 0; i < buffer_rptr.size() - 1; ++i) {
size_t nelem = buffer_rptr[i+1] - buffer_rptr[i];
if (nelem != 0) {
utils::Assert(saved_offset[i] + nelem <= rptr[i+1], "data exceed bound");
fo->Seek(saved_offset[i] * sizeof(IndexType) + begin_data);
fo->Write(&buffer_data[0] + buffer_rptr[i], nelem * sizeof(IndexType));
saved_offset[i] += nelem;
}
}
}
inline void ClearBuffer(void) {
buffer_temp.clear();
std::fill(buffer_rptr.begin(), buffer_rptr.end(), 0);
}
private:
/*! \brief output file pointer the data */
utils::ISeekStream *fo;
/*! \brief pointer to each of the row */
std::vector<SizeType> rptr;
/*! \brief saved top space of each item */
std::vector<SizeType> saved_offset;
/*! \brief beginning position of data */
size_t begin_data;
// ----- the following are buffer space
/*! \brief maximum size of content buffer*/
size_t buffer_size;
/*! \brief store the data content */
std::vector< std::pair<SizeType, IndexType> > buffer_temp;
/*! \brief saved top space of each item */
std::vector<SizeType> buffer_rptr;
/*! \brief saved top space of each item */
std::vector<IndexType> buffer_data;
};
} // namespace utils
} // namespace xgboost
#endif