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xgboost/src/tree/updater_basemaker-inl.h
Jiaming Yuan 7ea5675679
Add PushCSC for SparsePage. (#4193) 
* Add PushCSC for SparsePage.

* Move Push* definitions into cc file.
* Add std:: prefix to `size_t` make clang++ happy.
* Address monitor count == 0.
2019-03-02 01:58:08 +08:00

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/*!
* Copyright 2014 by Contributors
* \file updater_basemaker-inl.h
* \brief implement a common tree constructor
* \author Tianqi Chen
*/
#ifndef XGBOOST_TREE_UPDATER_BASEMAKER_INL_H_
#define XGBOOST_TREE_UPDATER_BASEMAKER_INL_H_
#include <rabit/rabit.h>
#include <xgboost/base.h>
#include <xgboost/tree_updater.h>
#include <vector>
#include <algorithm>
#include <string>
#include <limits>
#include <utility>
#include "./param.h"
#include "../common/io.h"
#include "../common/random.h"
#include "../common/quantile.h"
namespace xgboost {
namespace tree {
/*!
* \brief base tree maker class that defines common operation
* needed in tree making
*/
class BaseMaker: public TreeUpdater {
public:
void Init(const std::vector<std::pair<std::string, std::string> >& args) override {
param_.InitAllowUnknown(args);
}
protected:
// helper to collect and query feature meta information
struct FMetaHelper {
public:
/*! \brief find type of each feature, use column format */
inline void InitByCol(DMatrix* p_fmat,
const RegTree& tree) {
fminmax_.resize(tree.param.num_feature * 2);
std::fill(fminmax_.begin(), fminmax_.end(),
-std::numeric_limits<bst_float>::max());
// start accumulating statistics
for (const auto &batch : p_fmat->GetSortedColumnBatches()) {
for (bst_uint fid = 0; fid < batch.Size(); ++fid) {
auto c = batch[fid];
if (c.size() != 0) {
CHECK_LT(fid * 2, fminmax_.size());
fminmax_[fid * 2 + 0] =
std::max(-c[0].fvalue, fminmax_[fid * 2 + 0]);
fminmax_[fid * 2 + 1] =
std::max(c[c.size() - 1].fvalue, fminmax_[fid * 2 + 1]);
}
}
}
}
/*! \brief synchronize the information */
inline void SyncInfo() {
rabit::Allreduce<rabit::op::Max>(dmlc::BeginPtr(fminmax_), fminmax_.size());
}
// get feature type, 0:empty 1:binary 2:real
inline int Type(bst_uint fid) const {
CHECK_LT(fid * 2 + 1, fminmax_.size())
<< "FeatHelper fid exceed query bound ";
bst_float a = fminmax_[fid * 2];
bst_float b = fminmax_[fid * 2 + 1];
if (a == -std::numeric_limits<bst_float>::max()) return 0;
if (-a == b) {
return 1;
} else {
return 2;
}
}
inline bst_float MaxValue(bst_uint fid) const {
return fminmax_[fid *2 + 1];
}
inline void SampleCol(float p, std::vector<bst_uint> *p_findex) const {
std::vector<bst_uint> &findex = *p_findex;
findex.clear();
for (size_t i = 0; i < fminmax_.size(); i += 2) {
const auto fid = static_cast<bst_uint>(i / 2);
if (this->Type(fid) != 0) findex.push_back(fid);
}
auto n = static_cast<unsigned>(p * findex.size());
std::shuffle(findex.begin(), findex.end(), common::GlobalRandom());
findex.resize(n);
// sync the findex if it is subsample
std::string s_cache;
common::MemoryBufferStream fc(&s_cache);
dmlc::Stream& fs = fc;
if (rabit::GetRank() == 0) {
fs.Write(findex);
}
rabit::Broadcast(&s_cache, 0);
fs.Read(&findex);
}
private:
std::vector<bst_float> fminmax_;
};
// ------static helper functions ------
// helper function to get to next level of the tree
/*! \brief this is helper function for row based data*/
inline static int NextLevel(const SparsePage::Inst &inst, const RegTree &tree, int nid) {
const RegTree::Node &n = tree[nid];
bst_uint findex = n.SplitIndex();
for (const auto& ins : inst) {
if (findex == ins.index) {
if (ins.fvalue < n.SplitCond()) {
return n.LeftChild();
} else {
return n.RightChild();
}
}
}
return n.DefaultChild();
}
// ------class member helpers---------
/*! \brief initialize temp data structure */
inline void InitData(const std::vector<GradientPair> &gpair,
const DMatrix &fmat,
const RegTree &tree) {
CHECK_EQ(tree.param.num_nodes, tree.param.num_roots)
<< "TreeMaker: can only grow new tree";
const std::vector<unsigned> &root_index = fmat.Info().root_index_;
{
// setup position
position_.resize(gpair.size());
if (root_index.size() == 0) {
std::fill(position_.begin(), position_.end(), 0);
} else {
for (size_t i = 0; i < position_.size(); ++i) {
position_[i] = root_index[i];
CHECK_LT(root_index[i], (unsigned)tree.param.num_roots)
<< "root index exceed setting";
}
}
// mark delete for the deleted datas
for (size_t i = 0; i < position_.size(); ++i) {
if (gpair[i].GetHess() < 0.0f) position_[i] = ~position_[i];
}
// mark subsample
if (param_.subsample < 1.0f) {
std::bernoulli_distribution coin_flip(param_.subsample);
auto& rnd = common::GlobalRandom();
for (size_t i = 0; i < position_.size(); ++i) {
if (gpair[i].GetHess() < 0.0f) continue;
if (!coin_flip(rnd)) position_[i] = ~position_[i];
}
}
}
{
// expand query
qexpand_.reserve(256); qexpand_.clear();
for (int i = 0; i < tree.param.num_roots; ++i) {
qexpand_.push_back(i);
}
this->UpdateNode2WorkIndex(tree);
}
}
/*! \brief update queue expand add in new leaves */
inline void UpdateQueueExpand(const RegTree &tree) {
std::vector<int> newnodes;
for (int nid : qexpand_) {
if (!tree[nid].IsLeaf()) {
newnodes.push_back(tree[nid].LeftChild());
newnodes.push_back(tree[nid].RightChild());
}
}
// use new nodes for qexpand
qexpand_ = newnodes;
this->UpdateNode2WorkIndex(tree);
}
// return decoded position
inline int DecodePosition(bst_uint ridx) const {
const int pid = position_[ridx];
return pid < 0 ? ~pid : pid;
}
// encode the encoded position value for ridx
inline void SetEncodePosition(bst_uint ridx, int nid) {
if (position_[ridx] < 0) {
position_[ridx] = ~nid;
} else {
position_[ridx] = nid;
}
}
/*!
* \brief this is helper function uses column based data structure,
* reset the positions to the lastest one
* \param nodes the set of nodes that contains the split to be used
* \param p_fmat feature matrix needed for tree construction
* \param tree the regression tree structure
*/
inline void ResetPositionCol(const std::vector<int> &nodes,
DMatrix *p_fmat,
const RegTree &tree) {
// set the positions in the nondefault
this->SetNonDefaultPositionCol(nodes, p_fmat, tree);
this->SetDefaultPostion(p_fmat, tree);
}
/*!
* \brief helper function to set the non-leaf positions to default direction.
* This function can be applied multiple times and will get the same result.
* \param p_fmat feature matrix needed for tree construction
* \param tree the regression tree structure
*/
inline void SetDefaultPostion(DMatrix *p_fmat,
const RegTree &tree) {
// set default direct nodes to default
// for leaf nodes that are not fresh, mark then to ~nid,
// so that they are ignored in future statistics collection
const auto ndata = static_cast<bst_omp_uint>(p_fmat->Info().num_row_);
#pragma omp parallel for schedule(static)
for (bst_omp_uint ridx = 0; ridx < ndata; ++ridx) {
const int nid = this->DecodePosition(ridx);
if (tree[nid].IsLeaf()) {
// mark finish when it is not a fresh leaf
if (tree[nid].RightChild() == -1) {
position_[ridx] = ~nid;
}
} else {
// push to default branch
if (tree[nid].DefaultLeft()) {
this->SetEncodePosition(ridx, tree[nid].LeftChild());
} else {
this->SetEncodePosition(ridx, tree[nid].RightChild());
}
}
}
}
/*!
* \brief this is helper function uses column based data structure,
* to CORRECT the positions of non-default directions that WAS set to default
* before calling this function.
* \param batch The column batch
* \param sorted_split_set The set of index that contains split solutions.
* \param tree the regression tree structure
*/
inline void CorrectNonDefaultPositionByBatch(
const SparsePage &batch, const std::vector<bst_uint> &sorted_split_set,
const RegTree &tree) {
for (size_t fid = 0; fid < batch.Size(); ++fid) {
auto col = batch[fid];
auto it = std::lower_bound(sorted_split_set.begin(), sorted_split_set.end(), fid);
if (it != sorted_split_set.end() && *it == fid) {
const auto ndata = static_cast<bst_omp_uint>(col.size());
#pragma omp parallel for schedule(static)
for (bst_omp_uint j = 0; j < ndata; ++j) {
const bst_uint ridx = col[j].index;
const bst_float fvalue = col[j].fvalue;
const int nid = this->DecodePosition(ridx);
CHECK(tree[nid].IsLeaf());
int pid = tree[nid].Parent();
// go back to parent, correct those who are not default
if (!tree[nid].IsRoot() && tree[pid].SplitIndex() == fid) {
if (fvalue < tree[pid].SplitCond()) {
this->SetEncodePosition(ridx, tree[pid].LeftChild());
} else {
this->SetEncodePosition(ridx, tree[pid].RightChild());
}
}
}
}
}
}
/*!
* \brief this is helper function uses column based data structure,
* \param nodes the set of nodes that contains the split to be used
* \param tree the regression tree structure
* \param out_split_set The split index set
*/
inline void GetSplitSet(const std::vector<int> &nodes,
const RegTree &tree,
std::vector<unsigned>* out_split_set) {
std::vector<unsigned>& fsplits = *out_split_set;
fsplits.clear();
// step 1, classify the non-default data into right places
for (int nid : nodes) {
if (!tree[nid].IsLeaf()) {
fsplits.push_back(tree[nid].SplitIndex());
}
}
std::sort(fsplits.begin(), fsplits.end());
fsplits.resize(std::unique(fsplits.begin(), fsplits.end()) - fsplits.begin());
}
/*!
* \brief this is helper function uses column based data structure,
* update all positions into nondefault branch, if any, ignore the default branch
* \param nodes the set of nodes that contains the split to be used
* \param p_fmat feature matrix needed for tree construction
* \param tree the regression tree structure
*/
virtual void SetNonDefaultPositionCol(const std::vector<int> &nodes,
DMatrix *p_fmat,
const RegTree &tree) {
std::vector<unsigned> fsplits;
this->GetSplitSet(nodes, tree, &fsplits);
for (const auto &batch : p_fmat->GetSortedColumnBatches()) {
for (auto fid : fsplits) {
auto col = batch[fid];
const auto ndata = static_cast<bst_omp_uint>(col.size());
#pragma omp parallel for schedule(static)
for (bst_omp_uint j = 0; j < ndata; ++j) {
const bst_uint ridx = col[j].index;
const bst_float fvalue = col[j].fvalue;
const int nid = this->DecodePosition(ridx);
// go back to parent, correct those who are not default
if (!tree[nid].IsLeaf() && tree[nid].SplitIndex() == fid) {
if (fvalue < tree[nid].SplitCond()) {
this->SetEncodePosition(ridx, tree[nid].LeftChild());
} else {
this->SetEncodePosition(ridx, tree[nid].RightChild());
}
}
}
}
}
}
/*! \brief helper function to get statistics from a tree */
template<typename TStats>
inline void GetNodeStats(const std::vector<GradientPair> &gpair,
const DMatrix &fmat,
const RegTree &tree,
std::vector< std::vector<TStats> > *p_thread_temp,
std::vector<TStats> *p_node_stats) {
std::vector< std::vector<TStats> > &thread_temp = *p_thread_temp;
const MetaInfo &info = fmat.Info();
thread_temp.resize(omp_get_max_threads());
p_node_stats->resize(tree.param.num_nodes);
#pragma omp parallel
{
const int tid = omp_get_thread_num();
thread_temp[tid].resize(tree.param.num_nodes, TStats());
for (unsigned int nid : qexpand_) {
thread_temp[tid][nid] = TStats();
}
}
// setup position
const auto ndata = static_cast<bst_omp_uint>(fmat.Info().num_row_);
#pragma omp parallel for schedule(static)
for (bst_omp_uint ridx = 0; ridx < ndata; ++ridx) {
const int nid = position_[ridx];
const int tid = omp_get_thread_num();
if (nid >= 0) {
thread_temp[tid][nid].Add(gpair[ridx]);
}
}
// sum the per thread statistics together
for (int nid : qexpand_) {
TStats &s = (*p_node_stats)[nid];
s = TStats();
for (size_t tid = 0; tid < thread_temp.size(); ++tid) {
s.Add(thread_temp[tid][nid]);
}
}
}
/*! \brief common helper data structure to build sketch */
struct SketchEntry {
/*! \brief total sum of amount to be met */
double sum_total;
/*! \brief statistics used in the sketch */
double rmin, wmin;
/*! \brief last seen feature value */
bst_float last_fvalue;
/*! \brief current size of sketch */
double next_goal;
// pointer to the sketch to put things in
common::WXQuantileSketch<bst_float, bst_float> *sketch;
// initialize the space
inline void Init(unsigned max_size) {
next_goal = -1.0f;
rmin = wmin = 0.0f;
sketch->temp.Reserve(max_size + 1);
sketch->temp.size = 0;
}
/*!
* \brief push a new element to sketch
* \param fvalue feature value, comes in sorted ascending order
* \param w weight
* \param max_size
*/
inline void Push(bst_float fvalue, bst_float w, unsigned max_size) {
if (next_goal == -1.0f) {
next_goal = 0.0f;
last_fvalue = fvalue;
wmin = w;
return;
}
if (last_fvalue != fvalue) {
double rmax = rmin + wmin;
if (rmax >= next_goal && sketch->temp.size != max_size) {
if (sketch->temp.size == 0 ||
last_fvalue > sketch->temp.data[sketch->temp.size-1].value) {
// push to sketch
sketch->temp.data[sketch->temp.size] =
common::WXQuantileSketch<bst_float, bst_float>::
Entry(static_cast<bst_float>(rmin),
static_cast<bst_float>(rmax),
static_cast<bst_float>(wmin), last_fvalue);
CHECK_LT(sketch->temp.size, max_size)
<< "invalid maximum size max_size=" << max_size
<< ", stemp.size" << sketch->temp.size;
++sketch->temp.size;
}
if (sketch->temp.size == max_size) {
next_goal = sum_total * 2.0f + 1e-5f;
} else {
next_goal = static_cast<bst_float>(sketch->temp.size * sum_total / max_size);
}
} else {
if (rmax >= next_goal) {
LOG(TRACKER) << "INFO: rmax=" << rmax
<< ", sum_total=" << sum_total
<< ", naxt_goal=" << next_goal
<< ", size=" << sketch->temp.size;
}
}
rmin = rmax;
wmin = w;
last_fvalue = fvalue;
} else {
wmin += w;
}
}
/*! \brief push final unfinished value to the sketch */
inline void Finalize(unsigned max_size) {
double rmax = rmin + wmin;
if (sketch->temp.size == 0 || last_fvalue > sketch->temp.data[sketch->temp.size-1].value) {
CHECK_LE(sketch->temp.size, max_size)
<< "Finalize: invalid maximum size, max_size=" << max_size
<< ", stemp.size=" << sketch->temp.size;
// push to sketch
sketch->temp.data[sketch->temp.size] =
common::WXQuantileSketch<bst_float, bst_float>::
Entry(static_cast<bst_float>(rmin),
static_cast<bst_float>(rmax),
static_cast<bst_float>(wmin), last_fvalue);
++sketch->temp.size;
}
sketch->PushTemp();
}
};
/*! \brief training parameter of tree grower */
TrainParam param_;
/*! \brief queue of nodes to be expanded */
std::vector<int> qexpand_;
/*!
* \brief map active node to is working index offset in qexpand,
* can be -1, which means the node is node actively expanding
*/
std::vector<int> node2workindex_;
/*!
* \brief position of each instance in the tree
* can be negative, which means this position is no longer expanding
* see also Decode/EncodePosition
*/
std::vector<int> position_;
private:
inline void UpdateNode2WorkIndex(const RegTree &tree) {
// update the node2workindex
std::fill(node2workindex_.begin(), node2workindex_.end(), -1);
node2workindex_.resize(tree.param.num_nodes);
for (size_t i = 0; i < qexpand_.size(); ++i) {
node2workindex_[qexpand_[i]] = static_cast<int>(i);
}
}
};
} // namespace tree
} // namespace xgboost
#endif // XGBOOST_TREE_UPDATER_BASEMAKER_INL_H_
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