97abcc7ee2
* Extract interaction constraints from split evaluator. The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win. * Enable inc for approx tree method. As now the implementation is spited up from evaluator class, it's also enabled for approx method. * Removing obsoleted code in colmaker. They are never documented nor actually used in real world. Also there isn't a single test for those code blocks. * Unifying the types used for row and column. As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
263 lines
8.2 KiB
C++
263 lines
8.2 KiB
C++
/*!
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* Copyright (c) 2015 by Contributors
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* \file base.h
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* \brief defines configuration macros of xgboost.
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*/
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#ifndef XGBOOST_BASE_H_
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#define XGBOOST_BASE_H_
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#include <dmlc/base.h>
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#include <dmlc/omp.h>
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#include <cmath>
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#include <iostream>
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#include <vector>
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#include <string>
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#include <utility>
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/*!
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* \brief string flag for R library, to leave hooks when needed.
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*/
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#ifndef XGBOOST_STRICT_R_MODE
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#define XGBOOST_STRICT_R_MODE 0
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#endif // XGBOOST_STRICT_R_MODE
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/*!
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* \brief Whether always log console message with time.
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* It will display like, with timestamp appended to head of the message.
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* "[21:47:50] 6513x126 matrix with 143286 entries loaded from
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* ../data/agaricus.txt.train"
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*/
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#ifndef XGBOOST_LOG_WITH_TIME
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#define XGBOOST_LOG_WITH_TIME 1
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#endif // XGBOOST_LOG_WITH_TIME
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/*!
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* \brief Whether customize the logger outputs.
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*/
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#ifndef XGBOOST_CUSTOMIZE_LOGGER
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#define XGBOOST_CUSTOMIZE_LOGGER XGBOOST_STRICT_R_MODE
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#endif // XGBOOST_CUSTOMIZE_LOGGER
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/*!
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* \brief Whether to customize global PRNG.
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*/
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#ifndef XGBOOST_CUSTOMIZE_GLOBAL_PRNG
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#define XGBOOST_CUSTOMIZE_GLOBAL_PRNG XGBOOST_STRICT_R_MODE
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#endif // XGBOOST_CUSTOMIZE_GLOBAL_PRNG
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/*!
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* \brief Check if alignas(*) keyword is supported. (g++ 4.8 or higher)
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*/
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#if defined(__GNUC__) && ((__GNUC__ == 4 && __GNUC_MINOR__ >= 8) || __GNUC__ > 4)
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#define XGBOOST_ALIGNAS(X) alignas(X)
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#else
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#define XGBOOST_ALIGNAS(X)
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#endif // defined(__GNUC__) && ((__GNUC__ == 4 && __GNUC_MINOR__ >= 8) || __GNUC__ > 4)
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#if defined(__GNUC__) && ((__GNUC__ == 4 && __GNUC_MINOR__ >= 8) || __GNUC__ > 4) && \
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!defined(__CUDACC__)
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#include <parallel/algorithm>
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#define XGBOOST_PARALLEL_SORT(X, Y, Z) __gnu_parallel::sort((X), (Y), (Z))
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#define XGBOOST_PARALLEL_STABLE_SORT(X, Y, Z) \
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__gnu_parallel::stable_sort((X), (Y), (Z))
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#elif defined(_MSC_VER) && (!__INTEL_COMPILER)
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#include <ppl.h>
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#define XGBOOST_PARALLEL_SORT(X, Y, Z) concurrency::parallel_sort((X), (Y), (Z))
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#define XGBOOST_PARALLEL_STABLE_SORT(X, Y, Z) std::stable_sort((X), (Y), (Z))
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#else
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#define XGBOOST_PARALLEL_SORT(X, Y, Z) std::sort((X), (Y), (Z))
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#define XGBOOST_PARALLEL_STABLE_SORT(X, Y, Z) std::stable_sort((X), (Y), (Z))
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#endif // GLIBC VERSION
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#if defined(__GNUC__)
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#define XGBOOST_EXPECT(cond, ret) __builtin_expect((cond), (ret))
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#else
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#define XGBOOST_EXPECT(cond, ret) (cond)
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#endif // defined(__GNUC__)
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/*!
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* \brief Tag function as usable by device
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*/
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#if defined (__CUDA__) || defined(__NVCC__)
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#define XGBOOST_DEVICE __host__ __device__
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#else
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#define XGBOOST_DEVICE
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#endif // defined (__CUDA__) || defined(__NVCC__)
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// These check are for Makefile.
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#if !defined(XGBOOST_MM_PREFETCH_PRESENT) && !defined(XGBOOST_BUILTIN_PREFETCH_PRESENT)
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/* default logic for software pre-fetching */
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#if (defined(_MSC_VER) && (defined(_M_IX86) || defined(_M_AMD64))) || defined(__INTEL_COMPILER)
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// Enable _mm_prefetch for Intel compiler and MSVC+x86
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#define XGBOOST_MM_PREFETCH_PRESENT
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#define XGBOOST_BUILTIN_PREFETCH_PRESENT
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#elif defined(__GNUC__)
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// Enable __builtin_prefetch for GCC
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#define XGBOOST_BUILTIN_PREFETCH_PRESENT
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#endif // GUARDS
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#endif // !defined(XGBOOST_MM_PREFETCH_PRESENT) && !defined()
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/*! \brief namespace of xgboost*/
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namespace xgboost {
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/*! \brief unsigned integer type used for feature index. */
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using bst_uint = uint32_t; // NOLINT
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/*! \brief integer type. */
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using bst_int = int32_t; // NOLINT
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/*! \brief unsigned long integers */
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using bst_ulong = uint64_t;
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/*! \brief float type, used for storing statistics */
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using bst_float = float; // NOLINT
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/*! \brief Type for data column (feature) index. */
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using bst_feature_t = uint32_t; // NOLINT
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/*! \breif Type for data row index.
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*
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* Be careful `std::size_t' is implementation-defined. Meaning that the binary
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* representation of DMatrix might not be portable across platform. Booster model should
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* be portable as parameters are floating points.
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*/
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using bst_row_t = std::size_t; // NOLINT
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/*! \brief Type for tree node index. */
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using bst_node_t = int32_t; // NOLINT
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/*! \brief Type for ranking group index. */
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using bst_group_t = uint32_t; // NOLINT
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namespace detail {
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/*! \brief Implementation of gradient statistics pair. Template specialisation
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* may be used to overload different gradients types e.g. low precision, high
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* precision, integer, floating point. */
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template <typename T>
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class GradientPairInternal {
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/*! \brief gradient statistics */
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T grad_;
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/*! \brief second order gradient statistics */
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T hess_;
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XGBOOST_DEVICE void SetGrad(float g) { grad_ = g; }
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XGBOOST_DEVICE void SetHess(float h) { hess_ = h; }
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public:
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using ValueT = T;
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XGBOOST_DEVICE GradientPairInternal() : grad_(0), hess_(0) {}
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XGBOOST_DEVICE GradientPairInternal(float grad, float hess) {
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SetGrad(grad);
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SetHess(hess);
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}
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// Copy constructor if of same value type
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XGBOOST_DEVICE GradientPairInternal(const GradientPairInternal<T> &g)
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: grad_(g.grad_), hess_(g.hess_) {} // NOLINT
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// Copy constructor if different value type - use getters and setters to
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// perform conversion
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template <typename T2>
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XGBOOST_DEVICE explicit GradientPairInternal(const GradientPairInternal<T2> &g) {
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SetGrad(g.GetGrad());
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SetHess(g.GetHess());
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}
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XGBOOST_DEVICE float GetGrad() const { return grad_; }
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XGBOOST_DEVICE float GetHess() const { return hess_; }
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XGBOOST_DEVICE GradientPairInternal<T> &operator+=(
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const GradientPairInternal<T> &rhs) {
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grad_ += rhs.grad_;
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hess_ += rhs.hess_;
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return *this;
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}
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XGBOOST_DEVICE GradientPairInternal<T> operator+(
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const GradientPairInternal<T> &rhs) const {
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GradientPairInternal<T> g;
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g.grad_ = grad_ + rhs.grad_;
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g.hess_ = hess_ + rhs.hess_;
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return g;
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}
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XGBOOST_DEVICE GradientPairInternal<T> &operator-=(
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const GradientPairInternal<T> &rhs) {
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grad_ -= rhs.grad_;
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hess_ -= rhs.hess_;
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return *this;
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}
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XGBOOST_DEVICE GradientPairInternal<T> operator-(
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const GradientPairInternal<T> &rhs) const {
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GradientPairInternal<T> g;
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g.grad_ = grad_ - rhs.grad_;
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g.hess_ = hess_ - rhs.hess_;
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return g;
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}
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XGBOOST_DEVICE explicit GradientPairInternal(int value) {
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*this = GradientPairInternal<T>(static_cast<float>(value),
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static_cast<float>(value));
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}
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friend std::ostream &operator<<(std::ostream &os,
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const GradientPairInternal<T> &g) {
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os << g.GetGrad() << "/" << g.GetHess();
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return os;
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}
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};
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template<>
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inline XGBOOST_DEVICE float GradientPairInternal<int64_t>::GetGrad() const {
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return grad_ * 1e-4f;
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}
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template<>
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inline XGBOOST_DEVICE float GradientPairInternal<int64_t>::GetHess() const {
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return hess_ * 1e-4f;
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}
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template<>
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inline XGBOOST_DEVICE void GradientPairInternal<int64_t>::SetGrad(float g) {
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grad_ = static_cast<int64_t>(std::round(g * 1e4));
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}
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template<>
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inline XGBOOST_DEVICE void GradientPairInternal<int64_t>::SetHess(float h) {
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hess_ = static_cast<int64_t>(std::round(h * 1e4));
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}
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} // namespace detail
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/*! \brief gradient statistics pair usually needed in gradient boosting */
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using GradientPair = detail::GradientPairInternal<float>;
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/*! \brief High precision gradient statistics pair */
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using GradientPairPrecise = detail::GradientPairInternal<double>;
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/*! \brief High precision gradient statistics pair with integer backed
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* storage. Operators are associative where floating point versions are not
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* associative. */
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using GradientPairInteger = detail::GradientPairInternal<int64_t>;
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using Args = std::vector<std::pair<std::string, std::string> >;
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/*! \brief small eps gap for minimum split decision. */
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constexpr bst_float kRtEps = 1e-6f;
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/*! \brief define unsigned long for openmp loop */
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using omp_ulong = dmlc::omp_ulong; // NOLINT
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/*! \brief define unsigned int for openmp loop */
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using bst_omp_uint = dmlc::omp_uint; // NOLINT
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/*! \brief Type used for representing version number in binary form.*/
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using XGBoostVersionT = int32_t;
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/*!
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* \brief define compatible keywords in g++
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* Used to support g++-4.6 and g++4.7
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*/
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#if DMLC_USE_CXX11 && defined(__GNUC__) && !defined(__clang_version__)
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#if __GNUC__ == 4 && __GNUC_MINOR__ < 8
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#define override
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#define final
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#endif // __GNUC__ == 4 && __GNUC_MINOR__ < 8
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#endif // DMLC_USE_CXX11 && defined(__GNUC__) && !defined(__clang_version__)
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} // namespace xgboost
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#endif // XGBOOST_BASE_H_
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