b52db87d5c
* [gblinear] add features contribution prediction; fix DumpModel bug * [gbtree] minor changes to PredContrib * [R] add feature contribution prediction to R * [R] bump up version; update NEWS * [gblinear] fix the base_margin issue; fixes #1969 * [R] list of matrices as output of multiclass feature contributions * [gblinear] make order of DumpModel coefficients consistent: group index changes the fastest
207 lines
7.6 KiB
C++
207 lines
7.6 KiB
C++
/*!
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* Copyright 2015 by Contributors
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* \file learner.h
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* \brief Learner interface that integrates objective, gbm and evaluation together.
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* This is the user facing XGBoost training module.
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* \author Tianqi Chen
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*/
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#ifndef XGBOOST_LEARNER_H_
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#define XGBOOST_LEARNER_H_
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#include <rabit/rabit.h>
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#include <utility>
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#include <string>
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#include <vector>
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#include "./base.h"
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#include "./gbm.h"
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#include "./metric.h"
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#include "./objective.h"
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namespace xgboost {
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/*!
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* \brief Learner class that does training and prediction.
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* This is the user facing module of xgboost training.
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* The Load/Save function corresponds to the model used in python/R.
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* \code
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*
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* std::unique_ptr<Learner> learner(new Learner::Create(cache_mats));
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* learner.Configure(configs);
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*
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* for (int iter = 0; iter < max_iter; ++iter) {
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* learner->UpdateOneIter(iter, train_mat);
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* LOG(INFO) << learner->EvalOneIter(iter, data_sets, data_names);
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* }
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*
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* \endcode
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*/
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class Learner : public rabit::Serializable {
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public:
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/*! \brief virtual destructor */
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virtual ~Learner() {}
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/*!
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* \brief set configuration from pair iterators.
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* \param begin The beginning iterator.
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* \param end The end iterator.
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* \tparam PairIter iterator<std::pair<std::string, std::string> >
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*/
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template<typename PairIter>
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inline void Configure(PairIter begin, PairIter end);
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/*!
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* \brief Set the configuration of gradient boosting.
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* User must call configure once before InitModel and Training.
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*
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* \param cfg configurations on both training and model parameters.
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*/
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virtual void Configure(const std::vector<std::pair<std::string, std::string> >& cfg) = 0;
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/*!
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* \brief Initialize the model using the specified configurations via Configure.
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* An model have to be either Loaded or initialized before Update/Predict/Save can be called.
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*/
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virtual void InitModel() = 0;
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/*!
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* \brief load model from stream
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* \param fi input stream.
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*/
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virtual void Load(dmlc::Stream* fi) = 0;
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/*!
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* \brief save model to stream.
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* \param fo output stream
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*/
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virtual void Save(dmlc::Stream* fo) const = 0;
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/*!
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* \brief update the model for one iteration
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* With the specified objective function.
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* \param iter current iteration number
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* \param train reference to the data matrix.
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*/
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virtual void UpdateOneIter(int iter, DMatrix* train) = 0;
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/*!
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* \brief Do customized gradient boosting with in_gpair.
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* in_gair can be mutated after this call.
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* \param iter current iteration number
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* \param train reference to the data matrix.
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* \param in_gpair The input gradient statistics.
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*/
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virtual void BoostOneIter(int iter,
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DMatrix* train,
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std::vector<bst_gpair>* in_gpair) = 0;
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/*!
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* \brief evaluate the model for specific iteration using the configured metrics.
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* \param iter iteration number
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* \param data_sets datasets to be evaluated.
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* \param data_names name of each dataset
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* \return a string corresponding to the evaluation result
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*/
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virtual std::string EvalOneIter(int iter,
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const std::vector<DMatrix*>& data_sets,
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const std::vector<std::string>& data_names) = 0;
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/*!
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* \brief get prediction given the model.
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* \param data input data
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* \param output_margin whether to only predict margin value instead of transformed prediction
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* \param out_preds output vector that stores the prediction
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* \param ntree_limit limit number of trees used for boosted tree
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* predictor, when it equals 0, this means we are using all the trees
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* \param pred_leaf whether to only predict the leaf index of each tree in a boosted tree predictor
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* \param pred_contribs whether to only predict the feature contributions
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*/
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virtual void Predict(DMatrix* data,
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bool output_margin,
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std::vector<bst_float> *out_preds,
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unsigned ntree_limit = 0,
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bool pred_leaf = false,
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bool pred_contribs = false) const = 0;
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/*!
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* \brief Set additional attribute to the Booster.
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* The property will be saved along the booster.
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* \param key The key of the property.
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* \param value The value of the property.
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*/
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virtual void SetAttr(const std::string& key, const std::string& value) = 0;
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/*!
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* \brief Get attribute from the booster.
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* The property will be saved along the booster.
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* \param key The key of the attribute.
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* \param out The output value.
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* \return Whether the key exists among booster's attributes.
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*/
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virtual bool GetAttr(const std::string& key, std::string* out) const = 0;
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/*!
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* \brief Delete an attribute from the booster.
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* \param key The key of the attribute.
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* \return Whether the key was found among booster's attributes.
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*/
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virtual bool DelAttr(const std::string& key) = 0;
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/*!
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* \brief Get a vector of attribute names from the booster.
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* \return vector of attribute name strings.
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*/
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virtual std::vector<std::string> GetAttrNames() const = 0;
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/*!
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* \return whether the model allow lazy checkpoint in rabit.
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*/
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bool AllowLazyCheckPoint() const;
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/*!
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* \brief dump the model in the requested format
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* \param fmap feature map that may help give interpretations of feature
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* \param with_stats extra statistics while dumping model
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* \param format the format to dump the model in
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* \return a vector of dump for boosters.
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*/
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std::vector<std::string> DumpModel(const FeatureMap& fmap,
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bool with_stats,
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std::string format) const;
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/*!
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* \brief online prediction function, predict score for one instance at a time
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* NOTE: use the batch prediction interface if possible, batch prediction is usually
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* more efficient than online prediction
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* This function is NOT threadsafe, make sure you only call from one thread.
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*
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* \param inst the instance you want to predict
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* \param output_margin whether to only predict margin value instead of transformed prediction
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* \param out_preds output vector to hold the predictions
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* \param ntree_limit limit the number of trees used in prediction
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*/
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inline void Predict(const SparseBatch::Inst &inst,
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bool output_margin,
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std::vector<bst_float> *out_preds,
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unsigned ntree_limit = 0) const;
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/*!
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* \brief Create a new instance of learner.
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* \param cache_data The matrix to cache the prediction.
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* \return Created learner.
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*/
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static Learner* Create(const std::vector<std::shared_ptr<DMatrix> >& cache_data);
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protected:
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/*! \brief internal base score of the model */
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bst_float base_score_;
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/*! \brief objective function */
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std::unique_ptr<ObjFunction> obj_;
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/*! \brief The gradient booster used by the model*/
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std::unique_ptr<GradientBooster> gbm_;
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/*! \brief The evaluation metrics used to evaluate the model. */
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std::vector<std::unique_ptr<Metric> > metrics_;
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};
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// implementation of inline functions.
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inline void Learner::Predict(const SparseBatch::Inst& inst,
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bool output_margin,
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std::vector<bst_float>* out_preds,
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unsigned ntree_limit) const {
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gbm_->Predict(inst, out_preds, ntree_limit);
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if (!output_margin) {
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obj_->PredTransform(out_preds);
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}
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}
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// implementing configure.
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template<typename PairIter>
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inline void Learner::Configure(PairIter begin, PairIter end) {
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std::vector<std::pair<std::string, std::string> > vec(begin, end);
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this->Configure(vec);
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}
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} // namespace xgboost
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#endif // XGBOOST_LEARNER_H_
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