334 lines
11 KiB
C++
334 lines
11 KiB
C++
#include <vector>
|
|
#include <string>
|
|
#include <utility>
|
|
#include <cstring>
|
|
#include <cstdio>
|
|
#include <sstream>
|
|
#include "wrapper/xgboost_wrapper.h"
|
|
#include "src/utils/utils.h"
|
|
#include "src/utils/omp.h"
|
|
#include "xgboost_R.h"
|
|
|
|
using namespace std;
|
|
using namespace xgboost;
|
|
|
|
extern "C" {
|
|
void XGBoostAssert_R(int exp, const char *fmt, ...);
|
|
void XGBoostCheck_R(int exp, const char *fmt, ...);
|
|
int XGBoostSPrintf_R(char *buf, size_t size, const char *fmt, ...);
|
|
}
|
|
|
|
// implements error handling
|
|
namespace xgboost {
|
|
namespace utils {
|
|
extern "C" {
|
|
void (*Printf)(const char *fmt, ...) = Rprintf;
|
|
int (*SPrintf)(char *buf, size_t size, const char *fmt, ...) = XGBoostSPrintf_R;
|
|
void (*Assert)(int exp, const char *fmt, ...) = XGBoostAssert_R;
|
|
void (*Check)(int exp, const char *fmt, ...) = XGBoostCheck_R;
|
|
void (*Error)(const char *fmt, ...) = error;
|
|
}
|
|
} // namespace utils
|
|
|
|
namespace wrapper {
|
|
bool CheckNAN(float v) {
|
|
return ISNAN(v);
|
|
}
|
|
} // namespace wrapper
|
|
|
|
namespace random {
|
|
void Seed(unsigned seed) {
|
|
warning("parameter seed is ignored, please set random seed using set.seed");
|
|
}
|
|
double Uniform(void) {
|
|
return unif_rand();
|
|
}
|
|
double Normal(void) {
|
|
return norm_rand();
|
|
}
|
|
} // namespace random
|
|
} // namespace xgboost
|
|
|
|
// call before wrapper starts
|
|
inline void _WrapperBegin(void) {
|
|
GetRNGstate();
|
|
}
|
|
// call after wrapper starts
|
|
inline void _WrapperEnd(void) {
|
|
PutRNGstate();
|
|
}
|
|
|
|
extern "C" {
|
|
SEXP XGCheckNullPtr_R(SEXP handle) {
|
|
return ScalarLogical(R_ExternalPtrAddr(handle) == NULL);
|
|
}
|
|
void _DMatrixFinalizer(SEXP ext) {
|
|
if (R_ExternalPtrAddr(ext) == NULL) return;
|
|
XGDMatrixFree(R_ExternalPtrAddr(ext));
|
|
R_ClearExternalPtr(ext);
|
|
}
|
|
SEXP XGDMatrixCreateFromFile_R(SEXP fname, SEXP silent) {
|
|
_WrapperBegin();
|
|
void *handle = XGDMatrixCreateFromFile(CHAR(asChar(fname)), asInteger(silent));
|
|
SEXP ret = PROTECT(R_MakeExternalPtr(handle, R_NilValue, R_NilValue));
|
|
R_RegisterCFinalizerEx(ret, _DMatrixFinalizer, TRUE);
|
|
UNPROTECT(1);
|
|
_WrapperEnd();
|
|
return ret;
|
|
}
|
|
SEXP XGDMatrixCreateCache_R(SEXP fname, SEXP cache_file, SEXP silent) {
|
|
_WrapperBegin();
|
|
void *handle = XGDMatrixCreateCache(CHAR(asChar(fname)),
|
|
CHAR(asChar(cache_file)),
|
|
asInteger(silent));
|
|
SEXP ret = PROTECT(R_MakeExternalPtr(handle, R_NilValue, R_NilValue));
|
|
R_RegisterCFinalizerEx(ret, _DMatrixFinalizer, TRUE);
|
|
UNPROTECT(1);
|
|
_WrapperEnd();
|
|
return ret;
|
|
}
|
|
SEXP XGDMatrixCreateFromMat_R(SEXP mat,
|
|
SEXP missing) {
|
|
_WrapperBegin();
|
|
SEXP dim = getAttrib(mat, R_DimSymbol);
|
|
size_t nrow = static_cast<size_t>(INTEGER(dim)[0]);
|
|
size_t ncol = static_cast<size_t>(INTEGER(dim)[1]);
|
|
double *din = REAL(mat);
|
|
std::vector<float> data(nrow * ncol);
|
|
#pragma omp parallel for schedule(static)
|
|
for (bst_omp_uint i = 0; i < nrow; ++i) {
|
|
for (size_t j = 0; j < ncol; ++j) {
|
|
data[i * ncol +j] = din[i + nrow * j];
|
|
}
|
|
}
|
|
void *handle = XGDMatrixCreateFromMat(BeginPtr(data), nrow, ncol, asReal(missing));
|
|
SEXP ret = PROTECT(R_MakeExternalPtr(handle, R_NilValue, R_NilValue));
|
|
R_RegisterCFinalizerEx(ret, _DMatrixFinalizer, TRUE);
|
|
UNPROTECT(1);
|
|
_WrapperEnd();
|
|
return ret;
|
|
}
|
|
SEXP XGDMatrixCreateFromCSC_R(SEXP indptr,
|
|
SEXP indices,
|
|
SEXP data) {
|
|
_WrapperBegin();
|
|
const int *p_indptr = INTEGER(indptr);
|
|
const int *p_indices = INTEGER(indices);
|
|
const double *p_data = REAL(data);
|
|
int nindptr = length(indptr);
|
|
int ndata = length(data);
|
|
std::vector<bst_ulong> col_ptr_(nindptr);
|
|
std::vector<unsigned> indices_(ndata);
|
|
std::vector<float> data_(ndata);
|
|
|
|
for (int i = 0; i < nindptr; ++i) {
|
|
col_ptr_[i] = static_cast<bst_ulong>(p_indptr[i]);
|
|
}
|
|
#pragma omp parallel for schedule(static)
|
|
for (int i = 0; i < ndata; ++i) {
|
|
indices_[i] = static_cast<unsigned>(p_indices[i]);
|
|
data_[i] = static_cast<float>(p_data[i]);
|
|
}
|
|
void *handle = XGDMatrixCreateFromCSC(BeginPtr(col_ptr_), BeginPtr(indices_),
|
|
BeginPtr(data_), nindptr, ndata);
|
|
SEXP ret = PROTECT(R_MakeExternalPtr(handle, R_NilValue, R_NilValue));
|
|
R_RegisterCFinalizerEx(ret, _DMatrixFinalizer, TRUE);
|
|
UNPROTECT(1);
|
|
_WrapperEnd();
|
|
return ret;
|
|
}
|
|
SEXP XGDMatrixSliceDMatrix_R(SEXP handle, SEXP idxset) {
|
|
_WrapperBegin();
|
|
int len = length(idxset);
|
|
std::vector<int> idxvec(len);
|
|
for (int i = 0; i < len; ++i) {
|
|
idxvec[i] = INTEGER(idxset)[i] - 1;
|
|
}
|
|
void *res = XGDMatrixSliceDMatrix(R_ExternalPtrAddr(handle), BeginPtr(idxvec), len);
|
|
SEXP ret = PROTECT(R_MakeExternalPtr(res, R_NilValue, R_NilValue));
|
|
R_RegisterCFinalizerEx(ret, _DMatrixFinalizer, TRUE);
|
|
UNPROTECT(1);
|
|
_WrapperEnd();
|
|
return ret;
|
|
}
|
|
void XGDMatrixSaveBinary_R(SEXP handle, SEXP fname, SEXP silent) {
|
|
_WrapperBegin();
|
|
XGDMatrixSaveBinary(R_ExternalPtrAddr(handle),
|
|
CHAR(asChar(fname)), asInteger(silent));
|
|
_WrapperEnd();
|
|
}
|
|
void XGDMatrixSetInfo_R(SEXP handle, SEXP field, SEXP array) {
|
|
_WrapperBegin();
|
|
int len = length(array);
|
|
const char *name = CHAR(asChar(field));
|
|
if (!strcmp("group", name)) {
|
|
std::vector<unsigned> vec(len);
|
|
#pragma omp parallel for schedule(static)
|
|
for (int i = 0; i < len; ++i) {
|
|
vec[i] = static_cast<unsigned>(INTEGER(array)[i]);
|
|
}
|
|
XGDMatrixSetGroup(R_ExternalPtrAddr(handle), BeginPtr(vec), len);
|
|
_WrapperEnd();
|
|
return;
|
|
}
|
|
{
|
|
std::vector<float> vec(len);
|
|
#pragma omp parallel for schedule(static)
|
|
for (int i = 0; i < len; ++i) {
|
|
vec[i] = REAL(array)[i];
|
|
}
|
|
XGDMatrixSetFloatInfo(R_ExternalPtrAddr(handle),
|
|
CHAR(asChar(field)),
|
|
BeginPtr(vec), len);
|
|
}
|
|
_WrapperEnd();
|
|
}
|
|
SEXP XGDMatrixGetInfo_R(SEXP handle, SEXP field) {
|
|
_WrapperBegin();
|
|
bst_ulong olen;
|
|
const float *res = XGDMatrixGetFloatInfo(R_ExternalPtrAddr(handle),
|
|
CHAR(asChar(field)), &olen);
|
|
SEXP ret = PROTECT(allocVector(REALSXP, olen));
|
|
for (size_t i = 0; i < olen; ++i) {
|
|
REAL(ret)[i] = res[i];
|
|
}
|
|
UNPROTECT(1);
|
|
_WrapperEnd();
|
|
return ret;
|
|
}
|
|
SEXP XGDMatrixNumRow_R(SEXP handle) {
|
|
bst_ulong nrow = XGDMatrixNumRow(R_ExternalPtrAddr(handle));
|
|
return ScalarInteger(static_cast<int>(nrow));
|
|
}
|
|
// functions related to booster
|
|
void _BoosterFinalizer(SEXP ext) {
|
|
if (R_ExternalPtrAddr(ext) == NULL) return;
|
|
XGBoosterFree(R_ExternalPtrAddr(ext));
|
|
R_ClearExternalPtr(ext);
|
|
}
|
|
SEXP XGBoosterCreate_R(SEXP dmats) {
|
|
_WrapperBegin();
|
|
int len = length(dmats);
|
|
std::vector<void*> dvec;
|
|
for (int i = 0; i < len; ++i){
|
|
dvec.push_back(R_ExternalPtrAddr(VECTOR_ELT(dmats, i)));
|
|
}
|
|
void *handle = XGBoosterCreate(BeginPtr(dvec), dvec.size());
|
|
SEXP ret = PROTECT(R_MakeExternalPtr(handle, R_NilValue, R_NilValue));
|
|
R_RegisterCFinalizerEx(ret, _BoosterFinalizer, TRUE);
|
|
UNPROTECT(1);
|
|
_WrapperEnd();
|
|
return ret;
|
|
}
|
|
void XGBoosterSetParam_R(SEXP handle, SEXP name, SEXP val) {
|
|
_WrapperBegin();
|
|
XGBoosterSetParam(R_ExternalPtrAddr(handle),
|
|
CHAR(asChar(name)),
|
|
CHAR(asChar(val)));
|
|
_WrapperEnd();
|
|
}
|
|
void XGBoosterUpdateOneIter_R(SEXP handle, SEXP iter, SEXP dtrain) {
|
|
_WrapperBegin();
|
|
XGBoosterUpdateOneIter(R_ExternalPtrAddr(handle),
|
|
asInteger(iter),
|
|
R_ExternalPtrAddr(dtrain));
|
|
_WrapperEnd();
|
|
}
|
|
void XGBoosterBoostOneIter_R(SEXP handle, SEXP dtrain, SEXP grad, SEXP hess) {
|
|
_WrapperBegin();
|
|
utils::Check(length(grad) == length(hess), "gradient and hess must have same length");
|
|
int len = length(grad);
|
|
std::vector<float> tgrad(len), thess(len);
|
|
#pragma omp parallel for schedule(static)
|
|
for (int j = 0; j < len; ++j) {
|
|
tgrad[j] = REAL(grad)[j];
|
|
thess[j] = REAL(hess)[j];
|
|
}
|
|
XGBoosterBoostOneIter(R_ExternalPtrAddr(handle),
|
|
R_ExternalPtrAddr(dtrain),
|
|
BeginPtr(tgrad), BeginPtr(thess), len);
|
|
_WrapperEnd();
|
|
}
|
|
SEXP XGBoosterEvalOneIter_R(SEXP handle, SEXP iter, SEXP dmats, SEXP evnames) {
|
|
_WrapperBegin();
|
|
utils::Check(length(dmats) == length(evnames), "dmats and evnams must have same length");
|
|
int len = length(dmats);
|
|
std::vector<void*> vec_dmats;
|
|
std::vector<std::string> vec_names;
|
|
std::vector<const char*> vec_sptr;
|
|
for (int i = 0; i < len; ++i) {
|
|
vec_dmats.push_back(R_ExternalPtrAddr(VECTOR_ELT(dmats, i)));
|
|
vec_names.push_back(std::string(CHAR(asChar(VECTOR_ELT(evnames, i)))));
|
|
}
|
|
for (int i = 0; i < len; ++i) {
|
|
vec_sptr.push_back(vec_names[i].c_str());
|
|
}
|
|
_WrapperEnd();
|
|
return mkString(XGBoosterEvalOneIter(R_ExternalPtrAddr(handle),
|
|
asInteger(iter),
|
|
BeginPtr(vec_dmats), BeginPtr(vec_sptr), len));
|
|
}
|
|
SEXP XGBoosterPredict_R(SEXP handle, SEXP dmat, SEXP option_mask, SEXP ntree_limit) {
|
|
_WrapperBegin();
|
|
bst_ulong olen;
|
|
const float *res = XGBoosterPredict(R_ExternalPtrAddr(handle),
|
|
R_ExternalPtrAddr(dmat),
|
|
asInteger(option_mask),
|
|
asInteger(ntree_limit),
|
|
&olen);
|
|
SEXP ret = PROTECT(allocVector(REALSXP, olen));
|
|
for (size_t i = 0; i < olen; ++i) {
|
|
REAL(ret)[i] = res[i];
|
|
}
|
|
UNPROTECT(1);
|
|
_WrapperEnd();
|
|
return ret;
|
|
}
|
|
void XGBoosterLoadModel_R(SEXP handle, SEXP fname) {
|
|
_WrapperBegin();
|
|
XGBoosterLoadModel(R_ExternalPtrAddr(handle), CHAR(asChar(fname)));
|
|
_WrapperEnd();
|
|
}
|
|
void XGBoosterSaveModel_R(SEXP handle, SEXP fname) {
|
|
_WrapperBegin();
|
|
XGBoosterSaveModel(R_ExternalPtrAddr(handle), CHAR(asChar(fname)));
|
|
_WrapperEnd();
|
|
}
|
|
void XGBoosterLoadModelFromRaw_R(SEXP handle, SEXP raw) {
|
|
_WrapperBegin();
|
|
XGBoosterLoadModelFromBuffer(R_ExternalPtrAddr(handle),
|
|
RAW(raw),
|
|
length(raw));
|
|
_WrapperEnd();
|
|
}
|
|
SEXP XGBoosterModelToRaw_R(SEXP handle) {
|
|
bst_ulong olen;
|
|
_WrapperBegin();
|
|
const char *raw = XGBoosterGetModelRaw(R_ExternalPtrAddr(handle), &olen);
|
|
_WrapperEnd();
|
|
SEXP ret = PROTECT(allocVector(RAWSXP, olen));
|
|
if (olen != 0) {
|
|
memcpy(RAW(ret), raw, olen);
|
|
}
|
|
UNPROTECT(1);
|
|
return ret;
|
|
}
|
|
SEXP XGBoosterDumpModel_R(SEXP handle, SEXP fmap, SEXP with_stats) {
|
|
_WrapperBegin();
|
|
bst_ulong olen;
|
|
const char **res = XGBoosterDumpModel(R_ExternalPtrAddr(handle),
|
|
CHAR(asChar(fmap)),
|
|
asInteger(with_stats),
|
|
&olen);
|
|
SEXP out = PROTECT(allocVector(STRSXP, olen));
|
|
for (size_t i = 0; i < olen; ++i) {
|
|
stringstream stream;
|
|
stream << "booster["<<i<<"]\n" << res[i];
|
|
SET_STRING_ELT(out, i, mkChar(stream.str().c_str()));
|
|
}
|
|
_WrapperEnd();
|
|
UNPROTECT(1);
|
|
return out;
|
|
}
|
|
}
|