xgboost/src/tree/tree_model.cc
Jiaming Yuan d3a0efbf16
Reorder includes. (#5749)
* Reorder includes.

* R.
2020-06-03 17:30:47 +12:00

1046 lines
39 KiB
C++

/*!
* Copyright 2015-2019 by Contributors
* \file tree_model.cc
* \brief model structure for tree
*/
#include <sstream>
#include <limits>
#include <cmath>
#include <iomanip>
#include <stack>
#include <dmlc/registry.h>
#include <dmlc/json.h>
#include <xgboost/tree_model.h>
#include <xgboost/logging.h>
#include <xgboost/json.h>
#include "param.h"
#include "../common/common.h"
namespace xgboost {
// register tree parameter
DMLC_REGISTER_PARAMETER(TreeParam);
namespace tree {
DMLC_REGISTER_PARAMETER(TrainParam);
}
/*!
* \brief Base class for dump model implementation, modeling closely after code generator.
*/
class TreeGenerator {
protected:
static int32_t constexpr kFloatMaxPrecision =
std::numeric_limits<bst_float>::max_digits10;
FeatureMap const& fmap_;
std::stringstream ss_;
bool const with_stats_;
template <typename Float>
static std::string ToStr(Float value) {
static_assert(std::is_floating_point<Float>::value,
"Use std::to_string instead for non-floating point values.");
std::stringstream ss;
ss << std::setprecision(kFloatMaxPrecision) << value;
return ss.str();
}
static std::string Tabs(uint32_t n) {
std::string res;
for (uint32_t i = 0; i < n; ++i) {
res += '\t';
}
return res;
}
/* \brief Find the first occurance of key in input and replace it with corresponding
* value.
*/
static std::string Match(std::string const& input,
std::map<std::string, std::string> const& replacements) {
std::string result = input;
for (auto const& kv : replacements) {
auto pos = result.find(kv.first);
CHECK_NE(pos, std::string::npos);
result.replace(pos, kv.first.length(), kv.second);
}
return result;
}
virtual std::string Indicator(RegTree const& tree, int32_t nid, uint32_t depth) const {
return "";
}
virtual std::string Integer(RegTree const& tree, int32_t nid, uint32_t depth) const {
return "";
}
virtual std::string Quantitive(RegTree const& tree, int32_t nid, uint32_t depth) const {
return "";
}
virtual std::string NodeStat(RegTree const& tree, int32_t nid) const {
return "";
}
virtual std::string PlainNode(RegTree const& tree, int32_t nid, uint32_t depth) const = 0;
virtual std::string SplitNode(RegTree const& tree, int32_t nid, uint32_t depth) {
auto const split_index = tree[nid].SplitIndex();
std::string result;
if (split_index < fmap_.Size()) {
switch (fmap_.TypeOf(split_index)) {
case FeatureMap::kIndicator: {
result = this->Indicator(tree, nid, depth);
break;
}
case FeatureMap::kInteger: {
result = this->Integer(tree, nid, depth);
break;
}
case FeatureMap::kFloat:
case FeatureMap::kQuantitive: {
result = this->Quantitive(tree, nid, depth);
break;
}
default:
LOG(FATAL) << "Unknown feature map type.";
}
} else {
result = this->PlainNode(tree, nid, depth);
}
return result;
}
virtual std::string LeafNode(RegTree const& tree, int32_t nid, uint32_t depth) const = 0;
virtual std::string BuildTree(RegTree const& tree, int32_t nid, uint32_t depth) = 0;
public:
TreeGenerator(FeatureMap const& _fmap, bool with_stats) :
fmap_{_fmap}, with_stats_{with_stats} {}
virtual ~TreeGenerator() = default;
virtual void BuildTree(RegTree const& tree) {
ss_ << this->BuildTree(tree, 0, 0);
}
std::string Str() const {
return ss_.str();
}
static TreeGenerator* Create(std::string const& attrs, FeatureMap const& fmap,
bool with_stats);
};
struct TreeGenReg : public dmlc::FunctionRegEntryBase<
TreeGenReg,
std::function<TreeGenerator* (
FeatureMap const& fmap, std::string attrs, bool with_stats)> > {
};
} // namespace xgboost
namespace dmlc {
DMLC_REGISTRY_ENABLE(::xgboost::TreeGenReg);
} // namespace dmlc
namespace xgboost {
TreeGenerator* TreeGenerator::Create(std::string const& attrs, FeatureMap const& fmap,
bool with_stats) {
auto pos = attrs.find(':');
std::string name;
std::string params;
if (pos != std::string::npos) {
name = attrs.substr(0, pos);
params = attrs.substr(pos+1, attrs.length() - pos - 1);
// Eliminate all occurances of single quote string.
size_t pos = std::string::npos;
while ((pos = params.find('\'')) != std::string::npos) {
params.replace(pos, 1, "\"");
}
} else {
name = attrs;
}
auto *e = ::dmlc::Registry< ::xgboost::TreeGenReg>::Get()->Find(name);
if (e == nullptr) {
LOG(FATAL) << "Unknown Model Builder:" << name;
}
auto p_io_builder = (e->body)(fmap, params, with_stats);
return p_io_builder;
}
#define XGBOOST_REGISTER_TREE_IO(UniqueId, Name) \
static DMLC_ATTRIBUTE_UNUSED ::xgboost::TreeGenReg& \
__make_ ## TreeGenReg ## _ ## UniqueId ## __ = \
::dmlc::Registry< ::xgboost::TreeGenReg>::Get()->__REGISTER__(Name)
class TextGenerator : public TreeGenerator {
using SuperT = TreeGenerator;
public:
TextGenerator(FeatureMap const& fmap, std::string const& attrs, bool with_stats) :
TreeGenerator(fmap, with_stats) {}
std::string LeafNode(RegTree const& tree, int32_t nid, uint32_t depth) const override {
static std::string kLeafTemplate = "{tabs}{nid}:leaf={leaf}{stats}";
static std::string kStatTemplate = ",cover={cover}";
std::string result = SuperT::Match(
kLeafTemplate,
{{"{tabs}", SuperT::Tabs(depth)},
{"{nid}", std::to_string(nid)},
{"{leaf}", SuperT::ToStr(tree[nid].LeafValue())},
{"{stats}", with_stats_ ?
SuperT::Match(kStatTemplate,
{{"{cover}", SuperT::ToStr(tree.Stat(nid).sum_hess)}}) : ""}});
return result;
}
std::string Indicator(RegTree const& tree, int32_t nid, uint32_t depth) const override {
static std::string const kIndicatorTemplate = "{nid}:[{fname}] yes={yes},no={no}";
int32_t nyes = tree[nid].DefaultLeft() ?
tree[nid].RightChild() : tree[nid].LeftChild();
auto split_index = tree[nid].SplitIndex();
std::string result = SuperT::Match(
kIndicatorTemplate,
{{"{nid}", std::to_string(nid)},
{"{fname}", fmap_.Name(split_index)},
{"{yes}", std::to_string(nyes)},
{"{no}", std::to_string(tree[nid].DefaultChild())}});
return result;
}
std::string SplitNodeImpl(
RegTree const& tree, int32_t nid, std::string const& template_str,
std::string cond, uint32_t depth) const {
auto split_index = tree[nid].SplitIndex();
std::string const result = SuperT::Match(
template_str,
{{"{tabs}", SuperT::Tabs(depth)},
{"{nid}", std::to_string(nid)},
{"{fname}", split_index < fmap_.Size() ? fmap_.Name(split_index) :
std::to_string(split_index)},
{"{cond}", cond},
{"{left}", std::to_string(tree[nid].LeftChild())},
{"{right}", std::to_string(tree[nid].RightChild())},
{"{missing}", std::to_string(tree[nid].DefaultChild())}});
return result;
}
std::string Integer(RegTree const& tree, int32_t nid, uint32_t depth) const override {
static std::string const kIntegerTemplate =
"{tabs}{nid}:[{fname}<{cond}] yes={left},no={right},missing={missing}";
auto cond = tree[nid].SplitCond();
const bst_float floored = std::floor(cond);
const int32_t integer_threshold
= (floored == cond) ? static_cast<int>(floored)
: static_cast<int>(floored) + 1;
return SplitNodeImpl(tree, nid, kIntegerTemplate,
std::to_string(integer_threshold), depth);
}
std::string Quantitive(RegTree const& tree, int32_t nid, uint32_t depth) const override {
static std::string const kQuantitiveTemplate =
"{tabs}{nid}:[{fname}<{cond}] yes={left},no={right},missing={missing}";
auto cond = tree[nid].SplitCond();
return SplitNodeImpl(tree, nid, kQuantitiveTemplate, SuperT::ToStr(cond), depth);
}
std::string PlainNode(RegTree const& tree, int32_t nid, uint32_t depth) const override {
auto cond = tree[nid].SplitCond();
static std::string const kNodeTemplate =
"{tabs}{nid}:[f{fname}<{cond}] yes={left},no={right},missing={missing}";
return SplitNodeImpl(tree, nid, kNodeTemplate, SuperT::ToStr(cond), depth);
}
std::string NodeStat(RegTree const& tree, int32_t nid) const override {
static std::string const kStatTemplate = ",gain={loss_chg},cover={sum_hess}";
std::string const result = SuperT::Match(
kStatTemplate,
{{"{loss_chg}", SuperT::ToStr(tree.Stat(nid).loss_chg)},
{"{sum_hess}", SuperT::ToStr(tree.Stat(nid).sum_hess)}});
return result;
}
std::string BuildTree(RegTree const& tree, int32_t nid, uint32_t depth) override {
if (tree[nid].IsLeaf()) {
return this->LeafNode(tree, nid, depth);
}
static std::string const kNodeTemplate = "{parent}{stat}\n{left}\n{right}";
auto result = SuperT::Match(
kNodeTemplate,
{{"{parent}", this->SplitNode(tree, nid, depth)},
{"{stat}", with_stats_ ? this->NodeStat(tree, nid) : ""},
{"{left}", this->BuildTree(tree, tree[nid].LeftChild(), depth+1)},
{"{right}", this->BuildTree(tree, tree[nid].RightChild(), depth+1)}});
return result;
}
void BuildTree(RegTree const& tree) override {
static std::string const& kTreeTemplate = "{nodes}\n";
auto result = SuperT::Match(
kTreeTemplate,
{{"{nodes}", this->BuildTree(tree, 0, 0)}});
ss_ << result;
}
};
XGBOOST_REGISTER_TREE_IO(TextGenerator, "text")
.describe("Dump text representation of tree")
.set_body([](FeatureMap const& fmap, std::string const& attrs, bool with_stats) {
return new TextGenerator(fmap, attrs, with_stats);
});
class JsonGenerator : public TreeGenerator {
using SuperT = TreeGenerator;
public:
JsonGenerator(FeatureMap const& fmap, std::string attrs, bool with_stats) :
TreeGenerator(fmap, with_stats) {}
std::string Indent(uint32_t depth) const {
std::string result;
for (uint32_t i = 0; i < depth + 1; ++i) {
result += " ";
}
return result;
}
std::string LeafNode(RegTree const& tree, int32_t nid, uint32_t depth) const override {
static std::string const kLeafTemplate =
R"L({ "nodeid": {nid}, "leaf": {leaf} {stat}})L";
static std::string const kStatTemplate =
R"S(, "cover": {sum_hess} )S";
std::string result = SuperT::Match(
kLeafTemplate,
{{"{nid}", std::to_string(nid)},
{"{leaf}", SuperT::ToStr(tree[nid].LeafValue())},
{"{stat}", with_stats_ ? SuperT::Match(
kStatTemplate,
{{"{sum_hess}",
SuperT::ToStr(tree.Stat(nid).sum_hess)}}) : ""}});
return result;
}
std::string Indicator(RegTree const& tree, int32_t nid, uint32_t depth) const override {
int32_t nyes = tree[nid].DefaultLeft() ?
tree[nid].RightChild() : tree[nid].LeftChild();
static std::string const kIndicatorTemplate =
R"ID( "nodeid": {nid}, "depth": {depth}, "split": "{fname}", "yes": {yes}, "no": {no})ID";
auto split_index = tree[nid].SplitIndex();
auto result = SuperT::Match(
kIndicatorTemplate,
{{"{nid}", std::to_string(nid)},
{"{depth}", std::to_string(depth)},
{"{fname}", fmap_.Name(split_index)},
{"{yes}", std::to_string(nyes)},
{"{no}", std::to_string(tree[nid].DefaultChild())}});
return result;
}
std::string SplitNodeImpl(RegTree const &tree, int32_t nid,
std::string const &template_str, std::string cond,
uint32_t depth) const {
auto split_index = tree[nid].SplitIndex();
std::string const result = SuperT::Match(
template_str,
{{"{nid}", std::to_string(nid)},
{"{depth}", std::to_string(depth)},
{"{fname}", split_index < fmap_.Size() ? fmap_.Name(split_index) :
std::to_string(split_index)},
{"{cond}", cond},
{"{left}", std::to_string(tree[nid].LeftChild())},
{"{right}", std::to_string(tree[nid].RightChild())},
{"{missing}", std::to_string(tree[nid].DefaultChild())}});
return result;
}
std::string Integer(RegTree const& tree, int32_t nid, uint32_t depth) const override {
auto cond = tree[nid].SplitCond();
const bst_float floored = std::floor(cond);
const int32_t integer_threshold
= (floored == cond) ? static_cast<int32_t>(floored)
: static_cast<int32_t>(floored) + 1;
static std::string const kIntegerTemplate =
R"I( "nodeid": {nid}, "depth": {depth}, "split": "{fname}", )I"
R"I("split_condition": {cond}, "yes": {left}, "no": {right}, )I"
R"I("missing": {missing})I";
return SplitNodeImpl(tree, nid, kIntegerTemplate,
std::to_string(integer_threshold), depth);
}
std::string Quantitive(RegTree const& tree, int32_t nid, uint32_t depth) const override {
static std::string const kQuantitiveTemplate =
R"I( "nodeid": {nid}, "depth": {depth}, "split": "{fname}", )I"
R"I("split_condition": {cond}, "yes": {left}, "no": {right}, )I"
R"I("missing": {missing})I";
bst_float cond = tree[nid].SplitCond();
return SplitNodeImpl(tree, nid, kQuantitiveTemplate, SuperT::ToStr(cond), depth);
}
std::string PlainNode(RegTree const& tree, int32_t nid, uint32_t depth) const override {
auto cond = tree[nid].SplitCond();
static std::string const kNodeTemplate =
R"I( "nodeid": {nid}, "depth": {depth}, "split": {fname}, )I"
R"I("split_condition": {cond}, "yes": {left}, "no": {right}, )I"
R"I("missing": {missing})I";
return SplitNodeImpl(tree, nid, kNodeTemplate, SuperT::ToStr(cond), depth);
}
std::string NodeStat(RegTree const& tree, int32_t nid) const override {
static std::string kStatTemplate =
R"S(, "gain": {loss_chg}, "cover": {sum_hess})S";
auto result = SuperT::Match(
kStatTemplate,
{{"{loss_chg}", SuperT::ToStr(tree.Stat(nid).loss_chg)},
{"{sum_hess}", SuperT::ToStr(tree.Stat(nid).sum_hess)}});
return result;
}
std::string SplitNode(RegTree const& tree, int32_t nid, uint32_t depth) override {
std::string properties = SuperT::SplitNode(tree, nid, depth);
static std::string const kSplitNodeTemplate =
"{{properties} {stat}, \"children\": [{left}, {right}\n{indent}]}";
auto result = SuperT::Match(
kSplitNodeTemplate,
{{"{properties}", properties},
{"{stat}", with_stats_ ? this->NodeStat(tree, nid) : ""},
{"{left}", this->BuildTree(tree, tree[nid].LeftChild(), depth+1)},
{"{right}", this->BuildTree(tree, tree[nid].RightChild(), depth+1)},
{"{indent}", this->Indent(depth)}});
return result;
}
std::string BuildTree(RegTree const& tree, int32_t nid, uint32_t depth) override {
static std::string const kNodeTemplate = "{newline}{indent}{nodes}";
auto result = SuperT::Match(
kNodeTemplate,
{{"{newline}", depth == 0 ? "" : "\n"},
{"{indent}", Indent(depth)},
{"{nodes}", tree[nid].IsLeaf() ? this->LeafNode(tree, nid, depth) :
this->SplitNode(tree, nid, depth)}});
return result;
}
};
XGBOOST_REGISTER_TREE_IO(JsonGenerator, "json")
.describe("Dump json representation of tree")
.set_body([](FeatureMap const& fmap, std::string const& attrs, bool with_stats) {
return new JsonGenerator(fmap, attrs, with_stats);
});
struct GraphvizParam : public XGBoostParameter<GraphvizParam> {
std::string yes_color;
std::string no_color;
std::string rankdir;
std::string condition_node_params;
std::string leaf_node_params;
std::string graph_attrs;
DMLC_DECLARE_PARAMETER(GraphvizParam){
DMLC_DECLARE_FIELD(yes_color)
.set_default("#0000FF")
.describe("Edge color when meets the node condition.");
DMLC_DECLARE_FIELD(no_color)
.set_default("#FF0000")
.describe("Edge color when doesn't meet the node condition.");
DMLC_DECLARE_FIELD(rankdir)
.set_default("TB")
.describe("Passed to graphiz via graph_attr.");
DMLC_DECLARE_FIELD(condition_node_params)
.set_default("")
.describe("Conditional node configuration");
DMLC_DECLARE_FIELD(leaf_node_params)
.set_default("")
.describe("Leaf node configuration");
DMLC_DECLARE_FIELD(graph_attrs)
.set_default("")
.describe("Any other extra attributes for graphviz `graph_attr`.");
}
};
DMLC_REGISTER_PARAMETER(GraphvizParam);
class GraphvizGenerator : public TreeGenerator {
using SuperT = TreeGenerator;
GraphvizParam param_;
public:
GraphvizGenerator(FeatureMap const& fmap, std::string const& attrs, bool with_stats) :
TreeGenerator(fmap, with_stats) {
param_.UpdateAllowUnknown(std::map<std::string, std::string>{});
using KwArg = std::map<std::string, std::map<std::string, std::string>>;
KwArg kwargs;
if (attrs.length() != 0) {
std::istringstream iss(attrs);
try {
dmlc::JSONReader reader(&iss);
reader.Read(&kwargs);
} catch(dmlc::Error const& e) {
LOG(FATAL) << "Failed to parse graphviz parameters:\n\t"
<< attrs << "\n"
<< "With error:\n"
<< e.what();
}
}
// This turns out to be tricky, as `dmlc::Parameter::Load(JSONReader*)` doesn't
// support loading nested json objects.
if (kwargs.find("condition_node_params") != kwargs.cend()) {
auto const& cnp = kwargs["condition_node_params"];
for (auto const& kv : cnp) {
param_.condition_node_params += kv.first + '=' + "\"" + kv.second + "\" ";
}
kwargs.erase("condition_node_params");
}
if (kwargs.find("leaf_node_params") != kwargs.cend()) {
auto const& lnp = kwargs["leaf_node_params"];
for (auto const& kv : lnp) {
param_.leaf_node_params += kv.first + '=' + "\"" + kv.second + "\" ";
}
kwargs.erase("leaf_node_params");
}
if (kwargs.find("edge") != kwargs.cend()) {
if (kwargs["edge"].find("yes_color") != kwargs["edge"].cend()) {
param_.yes_color = kwargs["edge"]["yes_color"];
}
if (kwargs["edge"].find("no_color") != kwargs["edge"].cend()) {
param_.no_color = kwargs["edge"]["no_color"];
}
kwargs.erase("edge");
}
auto const& extra = kwargs["graph_attrs"];
static std::string const kGraphTemplate = " graph [ {key}=\"{value}\" ]\n";
for (auto const& kv : extra) {
param_.graph_attrs += SuperT::Match(kGraphTemplate,
{{"{key}", kv.first},
{"{value}", kv.second}});
}
kwargs.erase("graph_attrs");
if (kwargs.size() != 0) {
std::stringstream ss;
ss << "The following parameters for graphviz are not recognized:\n";
for (auto kv : kwargs) {
ss << kv.first << ", ";
}
LOG(WARNING) << ss.str();
}
}
protected:
// Only indicator is different, so we combine all different node types into this
// function.
std::string PlainNode(RegTree const& tree, int32_t nid, uint32_t depth) const override {
auto split = tree[nid].SplitIndex();
auto cond = tree[nid].SplitCond();
static std::string const kNodeTemplate =
" {nid} [ label=\"{fname}{<}{cond}\" {params}]\n";
// Indicator only has fname.
bool has_less = (split >= fmap_.Size()) || fmap_.TypeOf(split) != FeatureMap::kIndicator;
std::string result = SuperT::Match(kNodeTemplate, {
{"{nid}", std::to_string(nid)},
{"{fname}", split < fmap_.Size() ? fmap_.Name(split) :
'f' + std::to_string(split)},
{"{<}", has_less ? "<" : ""},
{"{cond}", has_less ? SuperT::ToStr(cond) : ""},
{"{params}", param_.condition_node_params}});
static std::string const kEdgeTemplate =
" {nid} -> {child} [label=\"{is_missing}\" color=\"{color}\"]\n";
auto MatchFn = SuperT::Match; // mingw failed to capture protected fn.
auto BuildEdge =
[&tree, nid, MatchFn, this](int32_t child) {
bool is_missing = tree[nid].DefaultChild() == child;
std::string buffer = MatchFn(kEdgeTemplate, {
{"{nid}", std::to_string(nid)},
{"{child}", std::to_string(child)},
{"{color}", is_missing ? param_.yes_color : param_.no_color},
{"{is_missing}", is_missing ? "yes, missing": "no"}});
return buffer;
};
result += BuildEdge(tree[nid].LeftChild());
result += BuildEdge(tree[nid].RightChild());
return result;
};
std::string LeafNode(RegTree const& tree, int32_t nid, uint32_t depth) const override {
static std::string const kLeafTemplate =
" {nid} [ label=\"leaf={leaf-value}\" {params}]\n";
auto result = SuperT::Match(kLeafTemplate, {
{"{nid}", std::to_string(nid)},
{"{leaf-value}", ToStr(tree[nid].LeafValue())},
{"{params}", param_.leaf_node_params}});
return result;
};
std::string BuildTree(RegTree const& tree, int32_t nid, uint32_t depth) override {
if (tree[nid].IsLeaf()) {
return this->LeafNode(tree, nid, depth);
}
static std::string const kNodeTemplate = "{parent}\n{left}\n{right}";
auto result = SuperT::Match(
kNodeTemplate,
{{"{parent}", this->PlainNode(tree, nid, depth)},
{"{left}", this->BuildTree(tree, tree[nid].LeftChild(), depth+1)},
{"{right}", this->BuildTree(tree, tree[nid].RightChild(), depth+1)}});
return result;
}
void BuildTree(RegTree const& tree) override {
static std::string const kTreeTemplate =
"digraph {\n"
" graph [ rankdir={rankdir} ]\n"
"{graph_attrs}\n"
"{nodes}}";
auto result = SuperT::Match(
kTreeTemplate,
{{"{rankdir}", param_.rankdir},
{"{graph_attrs}", param_.graph_attrs},
{"{nodes}", this->BuildTree(tree, 0, 0)}});
ss_ << result;
};
};
XGBOOST_REGISTER_TREE_IO(GraphvizGenerator, "dot")
.describe("Dump graphviz representation of tree")
.set_body([](FeatureMap const& fmap, std::string attrs, bool with_stats) {
return new GraphvizGenerator(fmap, attrs, with_stats);
});
constexpr bst_node_t RegTree::kRoot;
std::string RegTree::DumpModel(const FeatureMap& fmap,
bool with_stats,
std::string format) const {
std::unique_ptr<TreeGenerator> builder {
TreeGenerator::Create(format, fmap, with_stats)
};
builder->BuildTree(*this);
std::string result = builder->Str();
return result;
}
bool RegTree::Equal(const RegTree& b) const {
if (NumExtraNodes() != b.NumExtraNodes()) {
return false;
}
auto const& self = *this;
bool ret { true };
this->WalkTree([&self, &b, &ret](bst_node_t nidx) {
if (!(self.nodes_.at(nidx) == b.nodes_.at(nidx))) {
ret = false;
return false;
}
return true;
});
return ret;
}
bst_node_t RegTree::GetNumLeaves() const {
bst_node_t leaves { 0 };
auto const& self = *this;
this->WalkTree([&leaves, &self](bst_node_t nidx) {
if (self[nidx].IsLeaf()) {
leaves++;
}
return true;
});
return leaves;
}
bst_node_t RegTree::GetNumSplitNodes() const {
bst_node_t splits { 0 };
auto const& self = *this;
this->WalkTree([&splits, &self](bst_node_t nidx) {
if (!self[nidx].IsLeaf()) {
splits++;
}
return true;
});
return splits;
}
void RegTree::Load(dmlc::Stream* fi) {
CHECK_EQ(fi->Read(&param, sizeof(TreeParam)), sizeof(TreeParam));
nodes_.resize(param.num_nodes);
stats_.resize(param.num_nodes);
CHECK_NE(param.num_nodes, 0);
CHECK_EQ(fi->Read(dmlc::BeginPtr(nodes_), sizeof(Node) * nodes_.size()),
sizeof(Node) * nodes_.size());
CHECK_EQ(fi->Read(dmlc::BeginPtr(stats_), sizeof(RTreeNodeStat) * stats_.size()),
sizeof(RTreeNodeStat) * stats_.size());
// chg deleted nodes
deleted_nodes_.resize(0);
for (int i = 1; i < param.num_nodes; ++i) {
if (nodes_[i].IsDeleted()) {
deleted_nodes_.push_back(i);
}
}
CHECK_EQ(static_cast<int>(deleted_nodes_.size()), param.num_deleted);
}
void RegTree::Save(dmlc::Stream* fo) const {
CHECK_EQ(param.num_nodes, static_cast<int>(nodes_.size()));
CHECK_EQ(param.num_nodes, static_cast<int>(stats_.size()));
fo->Write(&param, sizeof(TreeParam));
CHECK_EQ(param.deprecated_num_roots, 1);
CHECK_NE(param.num_nodes, 0);
fo->Write(dmlc::BeginPtr(nodes_), sizeof(Node) * nodes_.size());
fo->Write(dmlc::BeginPtr(stats_), sizeof(RTreeNodeStat) * nodes_.size());
}
void RegTree::LoadModel(Json const& in) {
FromJson(in["tree_param"], &param);
auto n_nodes = param.num_nodes;
CHECK_NE(n_nodes, 0);
// stats
auto const& loss_changes = get<Array const>(in["loss_changes"]);
CHECK_EQ(loss_changes.size(), n_nodes);
auto const& sum_hessian = get<Array const>(in["sum_hessian"]);
CHECK_EQ(sum_hessian.size(), n_nodes);
auto const& base_weights = get<Array const>(in["base_weights"]);
CHECK_EQ(base_weights.size(), n_nodes);
auto const& leaf_child_counts = get<Array const>(in["leaf_child_counts"]);
CHECK_EQ(leaf_child_counts.size(), n_nodes);
// nodes
auto const& lefts = get<Array const>(in["left_children"]);
CHECK_EQ(lefts.size(), n_nodes);
auto const& rights = get<Array const>(in["right_children"]);
CHECK_EQ(rights.size(), n_nodes);
auto const& parents = get<Array const>(in["parents"]);
CHECK_EQ(parents.size(), n_nodes);
auto const& indices = get<Array const>(in["split_indices"]);
CHECK_EQ(indices.size(), n_nodes);
auto const& conds = get<Array const>(in["split_conditions"]);
CHECK_EQ(conds.size(), n_nodes);
auto const& default_left = get<Array const>(in["default_left"]);
CHECK_EQ(default_left.size(), n_nodes);
stats_.clear();
nodes_.clear();
stats_.resize(n_nodes);
nodes_.resize(n_nodes);
for (int32_t i = 0; i < n_nodes; ++i) {
auto& s = stats_[i];
s.loss_chg = get<Number const>(loss_changes[i]);
s.sum_hess = get<Number const>(sum_hessian[i]);
s.base_weight = get<Number const>(base_weights[i]);
s.leaf_child_cnt = get<Integer const>(leaf_child_counts[i]);
auto& n = nodes_[i];
bst_node_t left = get<Integer const>(lefts[i]);
bst_node_t right = get<Integer const>(rights[i]);
bst_node_t parent = get<Integer const>(parents[i]);
bst_feature_t ind = get<Integer const>(indices[i]);
float cond { get<Number const>(conds[i]) };
bool dft_left { get<Boolean const>(default_left[i]) };
n = Node{left, right, parent, ind, cond, dft_left};
}
deleted_nodes_.clear();
for (bst_node_t i = 1; i < param.num_nodes; ++i) {
if (nodes_[i].IsDeleted()) {
deleted_nodes_.push_back(i);
}
}
auto& self = *this;
for (auto nid = 1; nid < n_nodes; ++nid) {
auto parent = self[nid].Parent();
CHECK_NE(parent, RegTree::kInvalidNodeId);
self[nid].SetParent(self[nid].Parent(), self[parent].LeftChild() == nid);
}
CHECK_EQ(static_cast<bst_node_t>(deleted_nodes_.size()), param.num_deleted);
}
void RegTree::SaveModel(Json* p_out) const {
auto& out = *p_out;
CHECK_EQ(param.num_nodes, static_cast<int>(nodes_.size()));
CHECK_EQ(param.num_nodes, static_cast<int>(stats_.size()));
out["tree_param"] = ToJson(param);
CHECK_EQ(get<String>(out["tree_param"]["num_nodes"]), std::to_string(param.num_nodes));
using I = Integer::Int;
auto n_nodes = param.num_nodes;
// stats
std::vector<Json> loss_changes(n_nodes);
std::vector<Json> sum_hessian(n_nodes);
std::vector<Json> base_weights(n_nodes);
std::vector<Json> leaf_child_counts(n_nodes);
// nodes
std::vector<Json> lefts(n_nodes);
std::vector<Json> rights(n_nodes);
std::vector<Json> parents(n_nodes);
std::vector<Json> indices(n_nodes);
std::vector<Json> conds(n_nodes);
std::vector<Json> default_left(n_nodes);
for (int32_t i = 0; i < n_nodes; ++i) {
auto const& s = stats_[i];
loss_changes[i] = s.loss_chg;
sum_hessian[i] = s.sum_hess;
base_weights[i] = s.base_weight;
leaf_child_counts[i] = static_cast<I>(s.leaf_child_cnt);
auto const& n = nodes_[i];
lefts[i] = static_cast<I>(n.LeftChild());
rights[i] = static_cast<I>(n.RightChild());
parents[i] = static_cast<I>(n.Parent());
indices[i] = static_cast<I>(n.SplitIndex());
conds[i] = n.SplitCond();
default_left[i] = n.DefaultLeft();
}
out["loss_changes"] = std::move(loss_changes);
out["sum_hessian"] = std::move(sum_hessian);
out["base_weights"] = std::move(base_weights);
out["leaf_child_counts"] = std::move(leaf_child_counts);
out["left_children"] = std::move(lefts);
out["right_children"] = std::move(rights);
out["parents"] = std::move(parents);
out["split_indices"] = std::move(indices);
out["split_conditions"] = std::move(conds);
out["default_left"] = std::move(default_left);
}
void RegTree::FillNodeMeanValues() {
size_t num_nodes = this->param.num_nodes;
if (this->node_mean_values_.size() == num_nodes) {
return;
}
this->node_mean_values_.resize(num_nodes);
this->FillNodeMeanValue(0);
}
bst_float RegTree::FillNodeMeanValue(int nid) {
bst_float result;
auto& node = (*this)[nid];
if (node.IsLeaf()) {
result = node.LeafValue();
} else {
result = this->FillNodeMeanValue(node.LeftChild()) * this->Stat(node.LeftChild()).sum_hess;
result += this->FillNodeMeanValue(node.RightChild()) * this->Stat(node.RightChild()).sum_hess;
result /= this->Stat(nid).sum_hess;
}
this->node_mean_values_[nid] = result;
return result;
}
void RegTree::CalculateContributionsApprox(const RegTree::FVec &feat,
bst_float *out_contribs) const {
CHECK_GT(this->node_mean_values_.size(), 0U);
// this follows the idea of http://blog.datadive.net/interpreting-random-forests/
unsigned split_index = 0;
// update bias value
bst_float node_value = this->node_mean_values_[0];
out_contribs[feat.Size()] += node_value;
if ((*this)[0].IsLeaf()) {
// nothing to do anymore
return;
}
bst_node_t nid = 0;
while (!(*this)[nid].IsLeaf()) {
split_index = (*this)[nid].SplitIndex();
nid = this->GetNext(nid, feat.GetFvalue(split_index), feat.IsMissing(split_index));
bst_float new_value = this->node_mean_values_[nid];
// update feature weight
out_contribs[split_index] += new_value - node_value;
node_value = new_value;
}
bst_float leaf_value = (*this)[nid].LeafValue();
// update leaf feature weight
out_contribs[split_index] += leaf_value - node_value;
}
// Used by TreeShap
// data we keep about our decision path
// note that pweight is included for convenience and is not tied with the other attributes
// the pweight of the i'th path element is the permuation weight of paths with i-1 ones in them
struct PathElement {
int feature_index;
bst_float zero_fraction;
bst_float one_fraction;
bst_float pweight;
PathElement() = default;
PathElement(int i, bst_float z, bst_float o, bst_float w) :
feature_index(i), zero_fraction(z), one_fraction(o), pweight(w) {}
};
// extend our decision path with a fraction of one and zero extensions
void ExtendPath(PathElement *unique_path, unsigned unique_depth,
bst_float zero_fraction, bst_float one_fraction,
int feature_index) {
unique_path[unique_depth].feature_index = feature_index;
unique_path[unique_depth].zero_fraction = zero_fraction;
unique_path[unique_depth].one_fraction = one_fraction;
unique_path[unique_depth].pweight = (unique_depth == 0 ? 1.0f : 0.0f);
for (int i = unique_depth - 1; i >= 0; i--) {
unique_path[i+1].pweight += one_fraction * unique_path[i].pweight * (i + 1)
/ static_cast<bst_float>(unique_depth + 1);
unique_path[i].pweight = zero_fraction * unique_path[i].pweight * (unique_depth - i)
/ static_cast<bst_float>(unique_depth + 1);
}
}
// undo a previous extension of the decision path
void UnwindPath(PathElement *unique_path, unsigned unique_depth,
unsigned path_index) {
const bst_float one_fraction = unique_path[path_index].one_fraction;
const bst_float zero_fraction = unique_path[path_index].zero_fraction;
bst_float next_one_portion = unique_path[unique_depth].pweight;
for (int i = unique_depth - 1; i >= 0; --i) {
if (one_fraction != 0) {
const bst_float tmp = unique_path[i].pweight;
unique_path[i].pweight = next_one_portion * (unique_depth + 1)
/ static_cast<bst_float>((i + 1) * one_fraction);
next_one_portion = tmp - unique_path[i].pweight * zero_fraction * (unique_depth - i)
/ static_cast<bst_float>(unique_depth + 1);
} else {
unique_path[i].pweight = (unique_path[i].pweight * (unique_depth + 1))
/ static_cast<bst_float>(zero_fraction * (unique_depth - i));
}
}
for (auto i = path_index; i < unique_depth; ++i) {
unique_path[i].feature_index = unique_path[i+1].feature_index;
unique_path[i].zero_fraction = unique_path[i+1].zero_fraction;
unique_path[i].one_fraction = unique_path[i+1].one_fraction;
}
}
// determine what the total permuation weight would be if
// we unwound a previous extension in the decision path
bst_float UnwoundPathSum(const PathElement *unique_path, unsigned unique_depth,
unsigned path_index) {
const bst_float one_fraction = unique_path[path_index].one_fraction;
const bst_float zero_fraction = unique_path[path_index].zero_fraction;
bst_float next_one_portion = unique_path[unique_depth].pweight;
bst_float total = 0;
for (int i = unique_depth - 1; i >= 0; --i) {
if (one_fraction != 0) {
const bst_float tmp = next_one_portion * (unique_depth + 1)
/ static_cast<bst_float>((i + 1) * one_fraction);
total += tmp;
next_one_portion = unique_path[i].pweight - tmp * zero_fraction * ((unique_depth - i)
/ static_cast<bst_float>(unique_depth + 1));
} else if (zero_fraction != 0) {
total += (unique_path[i].pweight / zero_fraction) / ((unique_depth - i)
/ static_cast<bst_float>(unique_depth + 1));
} else {
CHECK_EQ(unique_path[i].pweight, 0)
<< "Unique path " << i << " must have zero weight";
}
}
return total;
}
// recursive computation of SHAP values for a decision tree
void RegTree::TreeShap(const RegTree::FVec &feat, bst_float *phi,
unsigned node_index, unsigned unique_depth,
PathElement *parent_unique_path,
bst_float parent_zero_fraction,
bst_float parent_one_fraction, int parent_feature_index,
int condition, unsigned condition_feature,
bst_float condition_fraction) const {
const auto node = (*this)[node_index];
// stop if we have no weight coming down to us
if (condition_fraction == 0) return;
// extend the unique path
PathElement *unique_path = parent_unique_path + unique_depth + 1;
std::copy(parent_unique_path, parent_unique_path + unique_depth + 1, unique_path);
if (condition == 0 || condition_feature != static_cast<unsigned>(parent_feature_index)) {
ExtendPath(unique_path, unique_depth, parent_zero_fraction,
parent_one_fraction, parent_feature_index);
}
const unsigned split_index = node.SplitIndex();
// leaf node
if (node.IsLeaf()) {
for (unsigned i = 1; i <= unique_depth; ++i) {
const bst_float w = UnwoundPathSum(unique_path, unique_depth, i);
const PathElement &el = unique_path[i];
phi[el.feature_index] += w * (el.one_fraction - el.zero_fraction)
* node.LeafValue() * condition_fraction;
}
// internal node
} else {
// find which branch is "hot" (meaning x would follow it)
unsigned hot_index = 0;
if (feat.IsMissing(split_index)) {
hot_index = node.DefaultChild();
} else if (feat.GetFvalue(split_index) < node.SplitCond()) {
hot_index = node.LeftChild();
} else {
hot_index = node.RightChild();
}
const unsigned cold_index = (static_cast<int>(hot_index) == node.LeftChild() ?
node.RightChild() : node.LeftChild());
const bst_float w = this->Stat(node_index).sum_hess;
const bst_float hot_zero_fraction = this->Stat(hot_index).sum_hess / w;
const bst_float cold_zero_fraction = this->Stat(cold_index).sum_hess / w;
bst_float incoming_zero_fraction = 1;
bst_float incoming_one_fraction = 1;
// see if we have already split on this feature,
// if so we undo that split so we can redo it for this node
unsigned path_index = 0;
for (; path_index <= unique_depth; ++path_index) {
if (static_cast<unsigned>(unique_path[path_index].feature_index) == split_index) break;
}
if (path_index != unique_depth + 1) {
incoming_zero_fraction = unique_path[path_index].zero_fraction;
incoming_one_fraction = unique_path[path_index].one_fraction;
UnwindPath(unique_path, unique_depth, path_index);
unique_depth -= 1;
}
// divide up the condition_fraction among the recursive calls
bst_float hot_condition_fraction = condition_fraction;
bst_float cold_condition_fraction = condition_fraction;
if (condition > 0 && split_index == condition_feature) {
cold_condition_fraction = 0;
unique_depth -= 1;
} else if (condition < 0 && split_index == condition_feature) {
hot_condition_fraction *= hot_zero_fraction;
cold_condition_fraction *= cold_zero_fraction;
unique_depth -= 1;
}
TreeShap(feat, phi, hot_index, unique_depth + 1, unique_path,
hot_zero_fraction * incoming_zero_fraction, incoming_one_fraction,
split_index, condition, condition_feature, hot_condition_fraction);
TreeShap(feat, phi, cold_index, unique_depth + 1, unique_path,
cold_zero_fraction * incoming_zero_fraction, 0,
split_index, condition, condition_feature, cold_condition_fraction);
}
}
void RegTree::CalculateContributions(const RegTree::FVec &feat,
bst_float *out_contribs,
int condition,
unsigned condition_feature) const {
// find the expected value of the tree's predictions
if (condition == 0) {
bst_float node_value = this->node_mean_values_[0];
out_contribs[feat.Size()] += node_value;
}
// Preallocate space for the unique path data
const int maxd = this->MaxDepth(0) + 2;
std::vector<PathElement> unique_path_data((maxd * (maxd + 1)) / 2);
TreeShap(feat, out_contribs, 0, 0, unique_path_data.data(),
1, 1, -1, condition, condition_feature, 1);
}
} // namespace xgboost