210 lines
7.6 KiB
C
210 lines
7.6 KiB
C
#ifndef XGBOOST_WRAPPER_H_
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#define XGBOOST_WRAPPER_H_
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/*!
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* \file xgboost_wrapperh
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* \author Tianqi Chen
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* \brief a C style wrapper of xgboost
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* can be used to create wrapper of other languages
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*/
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#include <cstdio>
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#ifdef _MSC_VER
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#define XGB_DLL __declspec(dllexport)
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#else
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#define XGB_DLL
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#endif
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// manually define unsign long
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typedef unsigned long bst_ulong;
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extern "C" {
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/*!
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* \brief load a data matrix
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* \return a loaded data matrix
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*/
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XGB_DLL void* XGDMatrixCreateFromFile(const char *fname, int silent);
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/*!
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* \brief create a matrix content from csr format
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* \param indptr pointer to row headers
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* \param indices findex
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* \param data fvalue
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* \param nindptr number of rows in the matix + 1
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* \param nelem number of nonzero elements in the matrix
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* \return created dmatrix
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*/
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XGB_DLL void* XGDMatrixCreateFromCSR(const bst_ulong *indptr,
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const unsigned *indices,
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const float *data,
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bst_ulong nindptr,
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bst_ulong nelem);
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/*!
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* \brief create a matrix content from CSC format
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* \param col_ptr pointer to col headers
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* \param indices findex
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* \param data fvalue
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* \param nindptr number of rows in the matix + 1
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* \param nelem number of nonzero elements in the matrix
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* \return created dmatrix
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*/
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XGB_DLL void* XGDMatrixCreateFromCSC(const bst_ulong *col_ptr,
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const unsigned *indices,
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const float *data,
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bst_ulong nindptr,
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bst_ulong nelem);
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/*!
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* \brief create matrix content from dense matrix
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* \param data pointer to the data space
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* \param nrow number of rows
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* \param ncol number columns
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* \param missing which value to represent missing value
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* \return created dmatrix
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*/
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XGB_DLL void* XGDMatrixCreateFromMat(const float *data,
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bst_ulong nrow,
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bst_ulong ncol,
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float missing);
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/*!
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* \brief create a new dmatrix from sliced content of existing matrix
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* \param handle instance of data matrix to be sliced
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* \param idxset index set
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* \param len length of index set
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* \return a sliced new matrix
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*/
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XGB_DLL void* XGDMatrixSliceDMatrix(void *handle,
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const int *idxset,
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bst_ulong len);
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/*!
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* \brief free space in data matrix
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*/
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XGB_DLL void XGDMatrixFree(void *handle);
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/*!
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* \brief load a data matrix into binary file
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* \param handle a instance of data matrix
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* \param fname file name
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* \param silent print statistics when saving
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*/
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XGB_DLL void XGDMatrixSaveBinary(void *handle, const char *fname, int silent);
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/*!
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* \brief set float vector to a content in info
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* \param handle a instance of data matrix
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* \param field field name, can be label, weight
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* \param array pointer to float vector
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* \param len length of array
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*/
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XGB_DLL void XGDMatrixSetFloatInfo(void *handle, const char *field, const float *array, bst_ulong len);
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/*!
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* \brief set uint32 vector to a content in info
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* \param handle a instance of data matrix
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* \param field field name
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* \param array pointer to float vector
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* \param len length of array
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*/
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XGB_DLL void XGDMatrixSetUIntInfo(void *handle, const char *field, const unsigned *array, bst_ulong len);
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/*!
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* \brief set label of the training matrix
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* \param handle a instance of data matrix
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* \param group pointer to group size
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* \param len length of array
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*/
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XGB_DLL void XGDMatrixSetGroup(void *handle, const unsigned *group, bst_ulong len);
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/*!
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* \brief get float info vector from matrix
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* \param handle a instance of data matrix
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* \param field field name
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* \param out_len used to set result length
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* \return pointer to the result
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*/
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XGB_DLL const float* XGDMatrixGetFloatInfo(const void *handle, const char *field, bst_ulong* out_len);
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/*!
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* \brief get uint32 info vector from matrix
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* \param handle a instance of data matrix
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* \param field field name
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* \param out_len used to set result length
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* \return pointer to the result
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*/
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XGB_DLL const unsigned* XGDMatrixGetUIntInfo(const void *handle, const char *field, bst_ulong* out_len);
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/*!
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* \brief return number of rows
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*/
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XGB_DLL bst_ulong XGDMatrixNumRow(const void *handle);
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// --- start XGBoost class
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/*!
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* \brief create xgboost learner
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* \param dmats matrices that are set to be cached
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* \param len length of dmats
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*/
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XGB_DLL void *XGBoosterCreate(void* dmats[], bst_ulong len);
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/*!
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* \brief free obj in handle
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* \param handle handle to be freed
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*/
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XGB_DLL void XGBoosterFree(void* handle);
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/*!
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* \brief set parameters
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* \param handle handle
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* \param name parameter name
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* \param val value of parameter
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*/
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XGB_DLL void XGBoosterSetParam(void *handle, const char *name, const char *value);
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/*!
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* \brief update the model in one round using dtrain
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* \param handle handle
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* \param iter current iteration rounds
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* \param dtrain training data
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*/
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XGB_DLL void XGBoosterUpdateOneIter(void *handle, int iter, void *dtrain);
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/*!
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* \brief update the model, by directly specify gradient and second order gradient,
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* this can be used to replace UpdateOneIter, to support customized loss function
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* \param handle handle
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* \param dtrain training data
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* \param grad gradient statistics
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* \param hess second order gradient statistics
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* \param len length of grad/hess array
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*/
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XGB_DLL void XGBoosterBoostOneIter(void *handle, void *dtrain,
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float *grad, float *hess, bst_ulong len);
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/*!
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* \brief get evaluation statistics for xgboost
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* \param handle handle
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* \param iter current iteration rounds
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* \param dmats pointers to data to be evaluated
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* \param evnames pointers to names of each data
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* \param len length of dmats
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* \return the string containing evaluation stati
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*/
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XGB_DLL const char *XGBoosterEvalOneIter(void *handle, int iter, void *dmats[],
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const char *evnames[], bst_ulong len);
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/*!
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* \brief make prediction based on dmat
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* \param handle handle
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* \param dmat data matrix
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* \param output_margin whether only output raw margin value
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* \param ntree_limit limit number of trees used for prediction, this is only valid for boosted trees
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* when the parameter is set to 0, we will use all the trees
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* \param len used to store length of returning result
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*/
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XGB_DLL const float *XGBoosterPredict(void *handle, void *dmat, int output_margin, unsigned ntree_limit, bst_ulong *len);
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/*!
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* \brief load model from existing file
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* \param handle handle
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* \param fname file name
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*/
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XGB_DLL void XGBoosterLoadModel(void *handle, const char *fname);
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/*!
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* \brief save model into existing file
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* \param handle handle
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* \param fname file name
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*/
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XGB_DLL void XGBoosterSaveModel(const void *handle, const char *fname);
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/*!
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* \brief dump model, return array of strings representing model dump
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* \param handle handle
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* \param fmap name to fmap can be empty string
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* \param out_len length of output array
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* \return char *data[], representing dump of each model
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*/
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XGB_DLL const char **XGBoosterDumpModel(void *handle, const char *fmap,
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bst_ulong *out_len);
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}
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#endif // XGBOOST_WRAPPER_H_
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