972730cde0
- 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)
79 lines
2.1 KiB
C++
79 lines
2.1 KiB
C++
/*
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* Copyright 2018 by Contributors
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*/
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#pragma once
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#include <dmlc/registry.h>
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#include <xgboost/base.h>
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#include <xgboost/data.h>
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#include <xgboost/host_device_vector.h>
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#include <xgboost/model.h>
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#include <functional>
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#include <string>
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#include <utility>
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#include <vector>
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namespace xgboost {
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class Json;
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struct Context;
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namespace gbm {
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class GBLinearModel;
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} // namespace gbm
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/*!
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* \brief interface of linear updater
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*/
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class LinearUpdater : public Configurable {
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protected:
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Context const* ctx_;
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public:
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/*! \brief virtual destructor */
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~LinearUpdater() override = default;
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/*!
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* \brief Initialize the updater with given arguments.
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* \param args arguments to the objective function.
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*/
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virtual void Configure(
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const std::vector<std::pair<std::string, std::string> >& args) = 0;
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/**
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* \brief Updates linear model given gradients.
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*
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* \param in_gpair The gradient pair statistics of the data.
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* \param data Input data matrix.
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* \param model Model to be updated.
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* \param sum_instance_weight The sum instance weights, used to normalise l1/l2 penalty.
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*/
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virtual void Update(linalg::Matrix<GradientPair>* in_gpair, DMatrix* data,
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gbm::GBLinearModel* model, double sum_instance_weight) = 0;
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/*!
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* \brief Create a linear updater given name
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* \param name Name of the linear updater.
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*/
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static LinearUpdater* Create(const std::string& name, Context const*);
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};
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/*!
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* \brief Registry entry for linear updater.
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*/
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struct LinearUpdaterReg
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: public dmlc::FunctionRegEntryBase<LinearUpdaterReg,
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std::function<LinearUpdater*()> > {};
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/*!
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* \brief Macro to register linear updater.
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*/
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#define XGBOOST_REGISTER_LINEAR_UPDATER(UniqueId, Name) \
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static DMLC_ATTRIBUTE_UNUSED ::xgboost::LinearUpdaterReg& \
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__make_##LinearUpdaterReg##_##UniqueId##__ = \
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::dmlc::Registry< ::xgboost::LinearUpdaterReg>::Get()->__REGISTER__( \
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Name)
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} // namespace xgboost
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