"src/vscode:/vscode.git/clone" did not exist on "432c8214698102d361ac03e82e436491dcf88b41"
dataset.cpp 56.4 KB
Newer Older
1
2
/*!
 * Copyright (c) 2016 Microsoft Corporation. All rights reserved.
Guolin Ke's avatar
Guolin Ke committed
3
4
 * Licensed under the MIT License. See LICENSE file in the project root for
 * license information.
5
 */
Guolin Ke's avatar
Guolin Ke committed
6
#include <LightGBM/dataset.h>
7

Guolin Ke's avatar
Guolin Ke committed
8
#include <LightGBM/feature_group.h>
9
#include <LightGBM/utils/array_args.h>
10
#include <LightGBM/utils/openmp_wrapper.h>
Guolin Ke's avatar
Guolin Ke committed
11
#include <LightGBM/utils/threading.h>
Guolin Ke's avatar
Guolin Ke committed
12

zhangyafeikimi's avatar
zhangyafeikimi committed
13
#include <chrono>
Guolin Ke's avatar
Guolin Ke committed
14
#include <cstdio>
Guolin Ke's avatar
Guolin Ke committed
15
#include <limits>
Guolin Ke's avatar
Guolin Ke committed
16
#include <sstream>
17
#include <unordered_map>
Guolin Ke's avatar
Guolin Ke committed
18
19
20

namespace LightGBM {

Guolin Ke's avatar
Guolin Ke committed
21
22
const char* Dataset::binary_file_token =
    "______LightGBM_Binary_File_Token______\n";
Guolin Ke's avatar
Guolin Ke committed
23

Guolin Ke's avatar
Guolin Ke committed
24
Dataset::Dataset() {
25
  data_filename_ = "noname";
Guolin Ke's avatar
Guolin Ke committed
26
  num_data_ = 0;
Guolin Ke's avatar
Guolin Ke committed
27
  is_finish_load_ = false;
Guolin Ke's avatar
Guolin Ke committed
28
29
}

30
Dataset::Dataset(data_size_t num_data) {
31
  CHECK_GT(num_data, 0);
Guolin Ke's avatar
Guolin Ke committed
32
  data_filename_ = "noname";
Guolin Ke's avatar
Guolin Ke committed
33
  num_data_ = num_data;
Guolin Ke's avatar
Guolin Ke committed
34
  metadata_.Init(num_data_, NO_SPECIFIC, NO_SPECIFIC);
Guolin Ke's avatar
Guolin Ke committed
35
  is_finish_load_ = false;
Guolin Ke's avatar
Guolin Ke committed
36
  group_bin_boundaries_.push_back(0);
Guolin Ke's avatar
Guolin Ke committed
37
38
}

Guolin Ke's avatar
Guolin Ke committed
39
Dataset::~Dataset() {}
Guolin Ke's avatar
Guolin Ke committed
40

Guolin Ke's avatar
Guolin Ke committed
41
std::vector<std::vector<int>> NoGroup(const std::vector<int>& used_features) {
Guolin Ke's avatar
Guolin Ke committed
42
43
44
45
46
47
48
49
  std::vector<std::vector<int>> features_in_group;
  features_in_group.resize(used_features.size());
  for (size_t i = 0; i < used_features.size(); ++i) {
    features_in_group[i].emplace_back(used_features[i]);
  }
  return features_in_group;
}

Guolin Ke's avatar
Guolin Ke committed
50
51
int GetConfilctCount(const std::vector<bool>& mark, const int* indices,
                     int num_indices, data_size_t max_cnt) {
Guolin Ke's avatar
Guolin Ke committed
52
53
54
55
  int ret = 0;
  for (int i = 0; i < num_indices; ++i) {
    if (mark[indices[i]]) {
      ++ret;
56
57
58
    }
    if (ret > max_cnt) {
      return -1;
Guolin Ke's avatar
Guolin Ke committed
59
60
61
62
    }
  }
  return ret;
}
63

Guolin Ke's avatar
Guolin Ke committed
64
65
void MarkUsed(std::vector<bool>* mark, const int* indices,
              data_size_t num_indices) {
Guolin Ke's avatar
Guolin Ke committed
66
  auto& ref_mark = *mark;
Guolin Ke's avatar
Guolin Ke committed
67
  for (int i = 0; i < num_indices; ++i) {
Guolin Ke's avatar
Guolin Ke committed
68
    ref_mark[indices[i]] = true;
Guolin Ke's avatar
Guolin Ke committed
69
70
71
  }
}

Guolin Ke's avatar
Guolin Ke committed
72
73
74
75
std::vector<int> FixSampleIndices(const BinMapper* bin_mapper,
                                  int num_total_samples, int num_indices,
                                  const int* sample_indices,
                                  const double* sample_values) {
Guolin Ke's avatar
Guolin Ke committed
76
77
78
79
80
81
82
83
84
  std::vector<int> ret;
  if (bin_mapper->GetDefaultBin() == bin_mapper->GetMostFreqBin()) {
    return ret;
  }
  int i = 0, j = 0;
  while (i < num_total_samples) {
    if (j < num_indices && sample_indices[j] < i) {
      ++j;
    } else if (j < num_indices && sample_indices[j] == i) {
Guolin Ke's avatar
Guolin Ke committed
85
86
      if (bin_mapper->ValueToBin(sample_values[j]) !=
          bin_mapper->GetMostFreqBin()) {
Guolin Ke's avatar
Guolin Ke committed
87
88
89
90
91
92
93
94
95
96
        ret.push_back(i);
      }
      ++i;
    } else {
      ret.push_back(i++);
    }
  }
  return ret;
}

Guolin Ke's avatar
Guolin Ke committed
97
98
99
100
101
102
std::vector<std::vector<int>> FindGroups(
    const std::vector<std::unique_ptr<BinMapper>>& bin_mappers,
    const std::vector<int>& find_order, int** sample_indices,
    const int* num_per_col, int num_sample_col, data_size_t total_sample_cnt,
    data_size_t num_data, bool is_use_gpu, bool is_sparse,
    std::vector<int8_t>* multi_val_group) {
Guolin Ke's avatar
Guolin Ke committed
103
  const int max_search_group = 100;
104
  const int max_bin_per_group = 256;
Guolin Ke's avatar
Guolin Ke committed
105
106
  const data_size_t single_val_max_conflict_cnt =
      static_cast<data_size_t>(total_sample_cnt / 10000);
107
108
  multi_val_group->clear();

Guolin Ke's avatar
Guolin Ke committed
109
110
111
  Random rand(num_data);
  std::vector<std::vector<int>> features_in_group;
  std::vector<std::vector<bool>> conflict_marks;
112
113
  std::vector<data_size_t> group_used_row_cnt;
  std::vector<data_size_t> group_total_data_cnt;
Guolin Ke's avatar
Guolin Ke committed
114
115
  std::vector<int> group_num_bin;

116
  // first round: fill the single val group
Guolin Ke's avatar
Guolin Ke committed
117
  for (auto fidx : find_order) {
118
    bool is_filtered_feature = fidx >= num_sample_col;
Guolin Ke's avatar
Guolin Ke committed
119
120
    const data_size_t cur_non_zero_cnt =
        is_filtered_feature ? 0 : num_per_col[fidx];
Guolin Ke's avatar
Guolin Ke committed
121
122
    std::vector<int> available_groups;
    for (int gid = 0; gid < static_cast<int>(features_in_group.size()); ++gid) {
Guolin Ke's avatar
Guolin Ke committed
123
124
125
126
      auto cur_num_bin = group_num_bin[gid] + bin_mappers[fidx]->num_bin() +
                         (bin_mappers[fidx]->GetDefaultBin() == 0 ? -1 : 0);
      if (group_total_data_cnt[gid] + cur_non_zero_cnt <=
          total_sample_cnt + single_val_max_conflict_cnt) {
127
        if (!is_use_gpu || cur_num_bin <= max_bin_per_group) {
Guolin Ke's avatar
Guolin Ke committed
128
129
          available_groups.push_back(gid);
        }
Guolin Ke's avatar
Guolin Ke committed
130
131
132
133
134
135
      }
    }
    std::vector<int> search_groups;
    if (!available_groups.empty()) {
      int last = static_cast<int>(available_groups.size()) - 1;
      auto indices = rand.Sample(last, std::min(last, max_search_group - 1));
136
      // always push the last group
Guolin Ke's avatar
Guolin Ke committed
137
138
139
140
141
      search_groups.push_back(available_groups.back());
      for (auto idx : indices) {
        search_groups.push_back(available_groups[idx]);
      }
    }
142
143
    int best_gid = -1;
    int best_conflict_cnt = -1;
Guolin Ke's avatar
Guolin Ke committed
144
    for (auto gid : search_groups) {
Guolin Ke's avatar
Guolin Ke committed
145
146
147
148
149
150
151
152
      const data_size_t rest_max_cnt = single_val_max_conflict_cnt -
                                       group_total_data_cnt[gid] +
                                       group_used_row_cnt[gid];
      const data_size_t cnt =
          is_filtered_feature
              ? 0
              : GetConfilctCount(conflict_marks[gid], sample_indices[fidx],
                                 num_per_col[fidx], rest_max_cnt);
153
154
155
      if (cnt >= 0 && cnt <= rest_max_cnt && cnt <= cur_non_zero_cnt / 2) {
        best_gid = gid;
        best_conflict_cnt = cnt;
Guolin Ke's avatar
Guolin Ke committed
156
157
158
        break;
      }
    }
159
160
161
162
163
    if (best_gid >= 0) {
      features_in_group[best_gid].push_back(fidx);
      group_total_data_cnt[best_gid] += cur_non_zero_cnt;
      group_used_row_cnt[best_gid] += cur_non_zero_cnt - best_conflict_cnt;
      if (!is_filtered_feature) {
Guolin Ke's avatar
Guolin Ke committed
164
165
        MarkUsed(&conflict_marks[best_gid], sample_indices[fidx],
                 num_per_col[fidx]);
166
      }
Guolin Ke's avatar
Guolin Ke committed
167
168
169
      group_num_bin[best_gid] +=
          bin_mappers[fidx]->num_bin() +
          (bin_mappers[fidx]->GetDefaultBin() == 0 ? -1 : 0);
170
    } else {
Guolin Ke's avatar
Guolin Ke committed
171
172
173
      features_in_group.emplace_back();
      features_in_group.back().push_back(fidx);
      conflict_marks.emplace_back(total_sample_cnt, false);
174
      if (!is_filtered_feature) {
Guolin Ke's avatar
Guolin Ke committed
175
176
        MarkUsed(&(conflict_marks.back()), sample_indices[fidx],
                 num_per_col[fidx]);
177
      }
178
179
      group_total_data_cnt.emplace_back(cur_non_zero_cnt);
      group_used_row_cnt.emplace_back(cur_non_zero_cnt);
Guolin Ke's avatar
Guolin Ke committed
180
181
182
      group_num_bin.push_back(
          1 + bin_mappers[fidx]->num_bin() +
          (bin_mappers[fidx]->GetDefaultBin() == 0 ? -1 : 0));
183
184
    }
  }
Guolin Ke's avatar
Guolin Ke committed
185
186
187
188
  if (!is_sparse) {
    multi_val_group->resize(features_in_group.size(), false);
    return features_in_group;
  }
189
190
191
192
193
194
  std::vector<int> second_round_features;
  std::vector<std::vector<int>> features_in_group2;
  std::vector<std::vector<bool>> conflict_marks2;

  const double dense_threshold = 0.4;
  for (int gid = 0; gid < static_cast<int>(features_in_group.size()); ++gid) {
Guolin Ke's avatar
Guolin Ke committed
195
196
    const double dense_rate =
        static_cast<double>(group_used_row_cnt[gid]) / total_sample_cnt;
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
    if (dense_rate >= dense_threshold) {
      features_in_group2.push_back(std::move(features_in_group[gid]));
      conflict_marks2.push_back(std::move(conflict_marks[gid]));
    } else {
      for (auto fidx : features_in_group[gid]) {
        second_round_features.push_back(fidx);
      }
    }
  }

  features_in_group = features_in_group2;
  conflict_marks = conflict_marks2;
  multi_val_group->resize(features_in_group.size(), false);
  if (!second_round_features.empty()) {
    features_in_group.emplace_back();
    conflict_marks.emplace_back(total_sample_cnt, false);
    bool is_multi_val = is_use_gpu ? true : false;
    int conflict_cnt = 0;
    for (auto fidx : second_round_features) {
      features_in_group.back().push_back(fidx);
      if (!is_multi_val) {
        const int rest_max_cnt = single_val_max_conflict_cnt - conflict_cnt;
Guolin Ke's avatar
Guolin Ke committed
219
220
221
        const auto cnt =
            GetConfilctCount(conflict_marks.back(), sample_indices[fidx],
                             num_per_col[fidx], rest_max_cnt);
222
223
224
225
226
        conflict_cnt += cnt;
        if (cnt < 0 || conflict_cnt > single_val_max_conflict_cnt) {
          is_multi_val = true;
          continue;
        }
Guolin Ke's avatar
Guolin Ke committed
227
228
        MarkUsed(&(conflict_marks.back()), sample_indices[fidx],
                 num_per_col[fidx]);
Guolin Ke's avatar
Guolin Ke committed
229
      }
Guolin Ke's avatar
Guolin Ke committed
230
    }
231
    multi_val_group->push_back(is_multi_val);
Guolin Ke's avatar
Guolin Ke committed
232
233
234
235
  }
  return features_in_group;
}

Guolin Ke's avatar
Guolin Ke committed
236
237
238
239
240
241
std::vector<std::vector<int>> FastFeatureBundling(
    const std::vector<std::unique_ptr<BinMapper>>& bin_mappers,
    int** sample_indices, double** sample_values, const int* num_per_col,
    int num_sample_col, data_size_t total_sample_cnt,
    const std::vector<int>& used_features, data_size_t num_data,
    bool is_use_gpu, bool is_sparse, std::vector<int8_t>* multi_val_group) {
242
  Common::FunctionTimer fun_timer("Dataset::FastFeatureBundling", global_timer);
Guolin Ke's avatar
Guolin Ke committed
243
  std::vector<size_t> feature_non_zero_cnt;
244
  feature_non_zero_cnt.reserve(used_features.size());
Guolin Ke's avatar
Guolin Ke committed
245
246
  // put dense feature first
  for (auto fidx : used_features) {
247
248
249
250
251
    if (fidx < num_sample_col) {
      feature_non_zero_cnt.emplace_back(num_per_col[fidx]);
    } else {
      feature_non_zero_cnt.emplace_back(0);
    }
Guolin Ke's avatar
Guolin Ke committed
252
253
254
  }
  // sort by non zero cnt
  std::vector<int> sorted_idx;
255
  sorted_idx.reserve(used_features.size());
256
  for (int i = 0; i < static_cast<int>(used_features.size()); ++i) {
Guolin Ke's avatar
Guolin Ke committed
257
258
259
    sorted_idx.emplace_back(i);
  }
  // sort by non zero cnt, bigger first
260
261
  std::stable_sort(sorted_idx.begin(), sorted_idx.end(),
                   [&feature_non_zero_cnt](int a, int b) {
Guolin Ke's avatar
Guolin Ke committed
262
263
                     return feature_non_zero_cnt[a] > feature_non_zero_cnt[b];
                   });
Guolin Ke's avatar
Guolin Ke committed
264
265

  std::vector<int> feature_order_by_cnt;
266
  feature_order_by_cnt.reserve(sorted_idx.size());
Guolin Ke's avatar
Guolin Ke committed
267
268
269
  for (auto sidx : sorted_idx) {
    feature_order_by_cnt.push_back(used_features[sidx]);
  }
270

Guolin Ke's avatar
Guolin Ke committed
271
272
273
274
275
276
  std::vector<std::vector<int>> tmp_indices;
  std::vector<int> tmp_num_per_col(num_sample_col, 0);
  for (auto fidx : used_features) {
    if (fidx >= num_sample_col) {
      continue;
    }
Guolin Ke's avatar
Guolin Ke committed
277
278
279
    auto ret = FixSampleIndices(
        bin_mappers[fidx].get(), static_cast<int>(total_sample_cnt),
        num_per_col[fidx], sample_indices[fidx], sample_values[fidx]);
Guolin Ke's avatar
Guolin Ke committed
280
281
282
283
284
285
286
287
    if (!ret.empty()) {
      tmp_indices.push_back(ret);
      tmp_num_per_col[fidx] = static_cast<int>(ret.size());
      sample_indices[fidx] = tmp_indices.back().data();
    } else {
      tmp_num_per_col[fidx] = num_per_col[fidx];
    }
  }
288
  std::vector<int8_t> group_is_multi_val, group_is_multi_val2;
Guolin Ke's avatar
Guolin Ke committed
289
290
291
292
293
294
295
296
  auto features_in_group =
      FindGroups(bin_mappers, used_features, sample_indices,
                 tmp_num_per_col.data(), num_sample_col, total_sample_cnt,
                 num_data, is_use_gpu, is_sparse, &group_is_multi_val);
  auto group2 =
      FindGroups(bin_mappers, feature_order_by_cnt, sample_indices,
                 tmp_num_per_col.data(), num_sample_col, total_sample_cnt,
                 num_data, is_use_gpu, is_sparse, &group_is_multi_val2);
297

Guolin Ke's avatar
Guolin Ke committed
298
299
  if (features_in_group.size() > group2.size()) {
    features_in_group = group2;
300
    group_is_multi_val = group_is_multi_val2;
Guolin Ke's avatar
Guolin Ke committed
301
302
  }
  // shuffle groups
303
304
  int num_group = static_cast<int>(features_in_group.size());
  Random tmp_rand(num_data);
Guolin Ke's avatar
Guolin Ke committed
305
306
  for (int i = 0; i < num_group - 1; ++i) {
    int j = tmp_rand.NextShort(i + 1, num_group);
307
    std::swap(features_in_group[i], features_in_group[j]);
308
    // Using std::swap for vector<bool> will cause the wrong result.
309
    std::swap(group_is_multi_val[i], group_is_multi_val[j]);
Guolin Ke's avatar
Guolin Ke committed
310
  }
311
312
  *multi_val_group = group_is_multi_val;
  return features_in_group;
Guolin Ke's avatar
Guolin Ke committed
313
314
}

Guolin Ke's avatar
Guolin Ke committed
315
316
317
318
319
320
void Dataset::Construct(std::vector<std::unique_ptr<BinMapper>>* bin_mappers,
                        int num_total_features,
                        const std::vector<std::vector<double>>& forced_bins,
                        int** sample_non_zero_indices, double** sample_values,
                        const int* num_per_col, int num_sample_col,
                        size_t total_sample_cnt, const Config& io_config) {
321
322
  num_total_features_ = num_total_features;
  CHECK(num_total_features_ == static_cast<int>(bin_mappers->size()));
Guolin Ke's avatar
Guolin Ke committed
323
324
  // get num_features
  std::vector<int> used_features;
Guolin Ke's avatar
Guolin Ke committed
325
  auto& ref_bin_mappers = *bin_mappers;
Guolin Ke's avatar
Guolin Ke committed
326
  for (int i = 0; i < static_cast<int>(bin_mappers->size()); ++i) {
Guolin Ke's avatar
Guolin Ke committed
327
    if (ref_bin_mappers[i] != nullptr && !ref_bin_mappers[i]->is_trivial()) {
Guolin Ke's avatar
Guolin Ke committed
328
      used_features.emplace_back(i);
Guolin Ke's avatar
Guolin Ke committed
329
    }
Guolin Ke's avatar
Guolin Ke committed
330
  }
Guolin Ke's avatar
Guolin Ke committed
331
  if (used_features.empty()) {
Guolin Ke's avatar
Guolin Ke committed
332
333
334
    Log::Warning(
        "There are no meaningful features, as all feature values are "
        "constant.");
Guolin Ke's avatar
Guolin Ke committed
335
  }
Guolin Ke's avatar
Guolin Ke committed
336
  auto features_in_group = NoGroup(used_features);
337
  std::vector<int8_t> group_is_multi_val(used_features.size(), 0);
338
  if (io_config.enable_bundle && !used_features.empty()) {
Guolin Ke's avatar
Guolin Ke committed
339
340
341
342
343
    features_in_group = FastFeatureBundling(
        *bin_mappers, sample_non_zero_indices, sample_values, num_per_col,
        num_sample_col, static_cast<data_size_t>(total_sample_cnt),
        used_features, num_data_, io_config.device_type == std::string("gpu"),
        io_config.is_enable_sparse, &group_is_multi_val);
Guolin Ke's avatar
Guolin Ke committed
344
345
  }

Guolin Ke's avatar
Guolin Ke committed
346
347
348
349
350
351
352
353
354
355
  num_features_ = 0;
  for (const auto& fs : features_in_group) {
    num_features_ += static_cast<int>(fs.size());
  }
  int cur_fidx = 0;
  used_feature_map_ = std::vector<int>(num_total_features_, -1);
  num_groups_ = static_cast<int>(features_in_group.size());
  real_feature_idx_.resize(num_features_);
  feature2group_.resize(num_features_);
  feature2subfeature_.resize(num_features_);
356
  int num_multi_val_group = 0;
Guolin Ke's avatar
Guolin Ke committed
357
  feature_need_push_zeros_.clear();
Guolin Ke's avatar
Guolin Ke committed
358
359
360
  for (int i = 0; i < num_groups_; ++i) {
    auto cur_features = features_in_group[i];
    int cur_cnt_features = static_cast<int>(cur_features.size());
361
362
363
    if (group_is_multi_val[i]) {
      ++num_multi_val_group;
    }
Guolin Ke's avatar
Guolin Ke committed
364
365
366
367
368
369
370
371
    // get bin_mappers
    std::vector<std::unique_ptr<BinMapper>> cur_bin_mappers;
    for (int j = 0; j < cur_cnt_features; ++j) {
      int real_fidx = cur_features[j];
      used_feature_map_[real_fidx] = cur_fidx;
      real_feature_idx_[cur_fidx] = real_fidx;
      feature2group_[cur_fidx] = i;
      feature2subfeature_[cur_fidx] = j;
Guolin Ke's avatar
Guolin Ke committed
372
      cur_bin_mappers.emplace_back(ref_bin_mappers[real_fidx].release());
Guolin Ke's avatar
Guolin Ke committed
373
374
      if (cur_bin_mappers.back()->GetDefaultBin() !=
          cur_bin_mappers.back()->GetMostFreqBin()) {
Guolin Ke's avatar
Guolin Ke committed
375
376
        feature_need_push_zeros_.push_back(cur_fidx);
      }
Guolin Ke's avatar
Guolin Ke committed
377
378
      ++cur_fidx;
    }
Guolin Ke's avatar
Guolin Ke committed
379
380
    feature_groups_.emplace_back(std::unique_ptr<FeatureGroup>(new FeatureGroup(
        cur_cnt_features, group_is_multi_val[i], &cur_bin_mappers, num_data_)));
Guolin Ke's avatar
Guolin Ke committed
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
  }
  feature_groups_.shrink_to_fit();
  group_bin_boundaries_.clear();
  uint64_t num_total_bin = 0;
  group_bin_boundaries_.push_back(num_total_bin);
  for (int i = 0; i < num_groups_; ++i) {
    num_total_bin += feature_groups_[i]->num_total_bin_;
    group_bin_boundaries_.push_back(num_total_bin);
  }
  int last_group = 0;
  group_feature_start_.reserve(num_groups_);
  group_feature_cnt_.reserve(num_groups_);
  group_feature_start_.push_back(0);
  group_feature_cnt_.push_back(1);
  for (int i = 1; i < num_features_; ++i) {
    const int group = feature2group_[i];
    if (group == last_group) {
      group_feature_cnt_.back() = group_feature_cnt_.back() + 1;
    } else {
      group_feature_start_.push_back(i);
      group_feature_cnt_.push_back(1);
      last_group = group;
    }
  }
Belinda Trotta's avatar
Belinda Trotta committed
405
  if (!io_config.max_bin_by_feature.empty()) {
406
407
408
409
    CHECK_EQ(static_cast<size_t>(num_total_features_),
             io_config.max_bin_by_feature.size());
    CHECK_GT(*(std::min_element(io_config.max_bin_by_feature.begin(),
                                io_config.max_bin_by_feature.end())), 1);
Belinda Trotta's avatar
Belinda Trotta committed
410
    max_bin_by_feature_.resize(num_total_features_);
Guolin Ke's avatar
Guolin Ke committed
411
412
    max_bin_by_feature_.assign(io_config.max_bin_by_feature.begin(),
                               io_config.max_bin_by_feature.end());
Belinda Trotta's avatar
Belinda Trotta committed
413
  }
414
  forced_bin_bounds_ = forced_bins;
415
416
417
418
419
420
421
  max_bin_ = io_config.max_bin;
  min_data_in_bin_ = io_config.min_data_in_bin;
  bin_construct_sample_cnt_ = io_config.bin_construct_sample_cnt;
  use_missing_ = io_config.use_missing;
  zero_as_missing_ = io_config.zero_as_missing;
}

Guolin Ke's avatar
Guolin Ke committed
422
void Dataset::FinishLoad() {
Guolin Ke's avatar
Guolin Ke committed
423
424
425
  if (is_finish_load_) {
    return;
  }
426
427
  if (num_groups_ > 0) {
    for (int i = 0; i < num_groups_; ++i) {
428
      feature_groups_[i]->FinishLoad();
429
    }
Guolin Ke's avatar
Guolin Ke committed
430
  }
Guolin Ke's avatar
Guolin Ke committed
431
  is_finish_load_ = true;
Guolin Ke's avatar
Guolin Ke committed
432
}
Guolin Ke's avatar
Guolin Ke committed
433

434
void PushDataToMultiValBin(
Guolin Ke's avatar
Guolin Ke committed
435
    data_size_t num_data, const std::vector<uint32_t> most_freq_bins,
436
437
438
439
440
    const std::vector<uint32_t> offsets,
    std::vector<std::vector<std::unique_ptr<BinIterator>>>& iters,
    MultiValBin* ret) {
  Common::FunctionTimer fun_time("Dataset::PushDataToMultiValBin",
                                 global_timer);
441
  if (ret->IsSparse()) {
Guolin Ke's avatar
Guolin Ke committed
442
443
444
445
446
447
    Threading::For<data_size_t>(
        0, num_data, 1024, [&](int tid, data_size_t start, data_size_t end) {
          std::vector<uint32_t> cur_data;
          cur_data.reserve(most_freq_bins.size());
          for (size_t j = 0; j < most_freq_bins.size(); ++j) {
            iters[tid][j]->Reset(start);
448
          }
Guolin Ke's avatar
Guolin Ke committed
449
450
451
452
453
454
455
456
457
458
459
460
461
462
          for (data_size_t i = start; i < end; ++i) {
            cur_data.clear();
            for (size_t j = 0; j < most_freq_bins.size(); ++j) {
              auto cur_bin = iters[tid][j]->Get(i);
              if (cur_bin == most_freq_bins[j]) {
                continue;
              }
              cur_bin += offsets[j];
              if (most_freq_bins[j] == 0) {
                cur_bin -= 1;
              }
              cur_data.push_back(cur_bin);
            }
            ret->PushOneRow(tid, i, cur_data);
463
          }
Guolin Ke's avatar
Guolin Ke committed
464
        });
465
  } else {
Guolin Ke's avatar
Guolin Ke committed
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
    Threading::For<data_size_t>(
        0, num_data, 1024, [&](int tid, data_size_t start, data_size_t end) {
          std::vector<uint32_t> cur_data(most_freq_bins.size(), 0);
          for (size_t j = 0; j < most_freq_bins.size(); ++j) {
            iters[tid][j]->Reset(start);
          }
          for (data_size_t i = start; i < end; ++i) {
            for (size_t j = 0; j < most_freq_bins.size(); ++j) {
              auto cur_bin = iters[tid][j]->Get(i);
              if (cur_bin == most_freq_bins[j]) {
                cur_bin = 0;
              } else {
                cur_bin += offsets[j];
                if (most_freq_bins[j] == 0) {
                  cur_bin -= 1;
                }
              }
              cur_data[j] = cur_bin;
484
            }
Guolin Ke's avatar
Guolin Ke committed
485
            ret->PushOneRow(tid, i, cur_data);
486
          }
Guolin Ke's avatar
Guolin Ke committed
487
        });
488
489
490
491
  }
}

MultiValBin* Dataset::GetMultiBinFromSparseFeatures() const {
492
493
  Common::FunctionTimer fun_time("Dataset::GetMultiBinFromSparseFeatures",
                                 global_timer);
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
  int multi_group_id = -1;
  for (int i = 0; i < num_groups_; ++i) {
    if (feature_groups_[i]->is_multi_val_) {
      if (multi_group_id < 0) {
        multi_group_id = i;
      } else {
        Log::Fatal("Bug. There should be only one multi-val group.");
      }
    }
  }
  if (multi_group_id < 0) {
    return nullptr;
  }
  const auto& offsets = feature_groups_[multi_group_id]->bin_offsets_;
  const int num_feature = feature_groups_[multi_group_id]->num_feature_;
509
  int num_threads = OMP_NUM_THREADS();
510
511
512
513
514

  std::vector<std::vector<std::unique_ptr<BinIterator>>> iters(num_threads);
  std::vector<uint32_t> most_freq_bins;
  double sum_sparse_rate = 0;
  for (int i = 0; i < num_feature; ++i) {
Guolin Ke's avatar
Guolin Ke committed
515
#pragma omp parallel for schedule(static)
516
    for (int tid = 0; tid < num_threads; ++tid) {
517
518
      iters[tid].emplace_back(
          feature_groups_[multi_group_id]->SubFeatureIterator(i));
519
    }
520
521
522
523
    most_freq_bins.push_back(
        feature_groups_[multi_group_id]->bin_mappers_[i]->GetMostFreqBin());
    sum_sparse_rate +=
        feature_groups_[multi_group_id]->bin_mappers_[i]->sparse_rate();
524
525
  }
  sum_sparse_rate /= num_feature;
526
527
  Log::Debug("Dataset::GetMultiBinFromSparseFeatures: sparse rate %f",
             sum_sparse_rate);
528
  std::unique_ptr<MultiValBin> ret;
529
530
  ret.reset(MultiValBin::CreateMultiValBin(num_data_, offsets.back(),
                                           num_feature, sum_sparse_rate));
Guolin Ke's avatar
Guolin Ke committed
531
  PushDataToMultiValBin(num_data_, most_freq_bins, offsets, iters, ret.get());
532
533
534
535
536
  ret->FinishLoad();
  return ret.release();
}

MultiValBin* Dataset::GetMultiBinFromAllFeatures() const {
537
538
  Common::FunctionTimer fun_time("Dataset::GetMultiBinFromAllFeatures",
                                 global_timer);
539
  int num_threads = OMP_NUM_THREADS();
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
  double sum_dense_ratio = 0;

  std::unique_ptr<MultiValBin> ret;
  std::vector<std::vector<std::unique_ptr<BinIterator>>> iters(num_threads);
  std::vector<uint32_t> most_freq_bins;
  std::vector<uint32_t> offsets;
  int num_total_bin = 1;
  offsets.push_back(num_total_bin);
  for (int gid = 0; gid < num_groups_; ++gid) {
    if (feature_groups_[gid]->is_multi_val_) {
      for (int fid = 0; fid < feature_groups_[gid]->num_feature_; ++fid) {
        const auto& bin_mapper = feature_groups_[gid]->bin_mappers_[fid];
        sum_dense_ratio += 1.0f - bin_mapper->sparse_rate();
        most_freq_bins.push_back(bin_mapper->GetMostFreqBin());
        num_total_bin += bin_mapper->num_bin();
        if (most_freq_bins.back() == 0) {
          num_total_bin -= 1;
        }
        offsets.push_back(num_total_bin);
Guolin Ke's avatar
Guolin Ke committed
559
#pragma omp parallel for schedule(static)
560
        for (int tid = 0; tid < num_threads; ++tid) {
561
562
          iters[tid].emplace_back(
              feature_groups_[gid]->SubFeatureIterator(fid));
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
        }
      }
    } else {
      most_freq_bins.push_back(0);
      num_total_bin += feature_groups_[gid]->bin_offsets_.back() - 1;
      for (int tid = 0; tid < num_threads; ++tid) {
        iters[tid].emplace_back(feature_groups_[gid]->FeatureGroupIterator());
      }
      offsets.push_back(num_total_bin);
      for (int fid = 0; fid < feature_groups_[gid]->num_feature_; ++fid) {
        const auto& bin_mapper = feature_groups_[gid]->bin_mappers_[fid];
        sum_dense_ratio += 1.0f - bin_mapper->sparse_rate();
      }
    }
  }
  sum_dense_ratio /= static_cast<double>(most_freq_bins.size());
579
580
581
582
583
  Log::Debug("Dataset::GetMultiBinFromAllFeatures: sparse rate %f",
             1.0 - sum_dense_ratio);
  ret.reset(MultiValBin::CreateMultiValBin(
      num_data_, num_total_bin, static_cast<int>(most_freq_bins.size()),
      1.0 - sum_dense_ratio));
Guolin Ke's avatar
Guolin Ke committed
584
  PushDataToMultiValBin(num_data_, most_freq_bins, offsets, iters, ret.get());
585
586
587
588
  ret->FinishLoad();
  return ret.release();
}

589
590
591
592
593
594
TrainingTempState* Dataset::TestMultiThreadingMethod(
    score_t* gradients, score_t* hessians,
    const std::vector<int8_t>& is_feature_used, bool is_constant_hessian,
    bool force_colwise, bool force_rowwise, bool* is_hist_col_wise) const {
  Common::FunctionTimer fun_timer("Dataset::TestMultiThreadingMethod",
                                  global_timer);
595
  if (force_colwise && force_rowwise) {
596
597
598
    Log::Fatal(
        "Cannot set both `force_col_wise` and `force_row_wise` to `true` at "
        "the same time");
599
600
601
602
603
604
  }
  if (num_groups_ <= 0) {
    return nullptr;
  }
  if (force_colwise) {
    *is_hist_col_wise = true;
605
606
607
    TrainingTempState* temp_state = new TrainingTempState();
    temp_state->SetMultiValBin(GetMultiBinFromSparseFeatures());
    return temp_state;
608
609
  } else if (force_rowwise) {
    *is_hist_col_wise = false;
610
611
612
    TrainingTempState* temp_state = new TrainingTempState();
    temp_state->SetMultiValBin(GetMultiBinFromAllFeatures());
    return temp_state;
613
614
615
  } else {
    std::unique_ptr<MultiValBin> sparse_bin;
    std::unique_ptr<MultiValBin> all_bin;
616
617
618
619
620
621
622
    std::unique_ptr<TrainingTempState> colwise_state;
    std::unique_ptr<TrainingTempState> rowwise_state;
    colwise_state.reset(new TrainingTempState());
    rowwise_state.reset(new TrainingTempState());

    std::chrono::duration<double, std::milli> col_wise_init_time,
        row_wise_init_time;
623
    auto start_time = std::chrono::steady_clock::now();
624
    colwise_state->SetMultiValBin(GetMultiBinFromSparseFeatures());
625
    col_wise_init_time = std::chrono::steady_clock::now() - start_time;
626

627
    start_time = std::chrono::steady_clock::now();
628
629
630
631
    rowwise_state->SetMultiValBin(GetMultiBinFromAllFeatures());
    std::vector<hist_t, Common::AlignmentAllocator<hist_t, kAlignedSize>>
        hist_data(NumTotalBin() * 2);

632
    row_wise_init_time = std::chrono::steady_clock::now() - start_time;
633
634
635
636
637
    Log::Debug(
        "init for col-wise cost %f seconds, init for row-wise cost %f seconds",
        col_wise_init_time * 1e-3, row_wise_init_time * 1e-3);
    InitTrain(is_feature_used, true, colwise_state.get());
    InitTrain(is_feature_used, false, rowwise_state.get());
638
    std::chrono::duration<double, std::milli> col_wise_time, row_wise_time;
639
    start_time = std::chrono::steady_clock::now();
640
641
642
    ConstructHistograms(is_feature_used, nullptr, num_data_, gradients,
                        hessians, gradients, hessians, is_constant_hessian,
                        true, colwise_state.get(), hist_data.data());
643
644
    col_wise_time = std::chrono::steady_clock::now() - start_time;
    start_time = std::chrono::steady_clock::now();
645
646
647
    ConstructHistogramsMultiVal(nullptr, num_data_, gradients, hessians,
                                is_constant_hessian, rowwise_state.get(),
                                hist_data.data());
648
    row_wise_time = std::chrono::steady_clock::now() - start_time;
649
    Log::Debug("col-wise cost %f seconds, row-wise cost %f seconds",
650
               col_wise_time * 1e-3, row_wise_time * 1e-3);
651
652
    if (col_wise_time < row_wise_time) {
      *is_hist_col_wise = true;
653
654
      auto overhead_cost = row_wise_init_time + row_wise_time + col_wise_time;
      Log::Warning(
655
          "Auto-choosing col-wise multi-threading, the overhead of testing was "
Nikita Titov's avatar
Nikita Titov committed
656
657
          "%f seconds.\n"
          "You can set `force_col_wise=true` to remove the overhead.",
658
          overhead_cost * 1e-3);
659
      return colwise_state.release();
660
661
    } else {
      *is_hist_col_wise = false;
662
663
      auto overhead_cost = col_wise_init_time + row_wise_time + col_wise_time;
      Log::Warning(
664
          "Auto-choosing row-wise multi-threading, the overhead of testing was "
Nikita Titov's avatar
Nikita Titov committed
665
666
667
          "%f seconds.\n"
          "You can set `force_row_wise=true` to remove the overhead.\n"
          "And if memory is not enough, you can set `force_col_wise=true`.",
668
          overhead_cost * 1e-3);
669
      if (rowwise_state->multi_val_bin->IsSparse()) {
670
        Log::Debug("Using Sparse Multi-Val Bin");
671
      } else {
672
        Log::Debug("Using Dense Multi-Val Bin");
673
      }
674
      return rowwise_state.release();
675
676
677
678
    }
  }
}

679
void Dataset::CopyFeatureMapperFrom(const Dataset* dataset) {
Guolin Ke's avatar
Guolin Ke committed
680
  feature_groups_.clear();
Guolin Ke's avatar
Guolin Ke committed
681
  num_features_ = dataset->num_features_;
Guolin Ke's avatar
Guolin Ke committed
682
  num_groups_ = dataset->num_groups_;
Guolin Ke's avatar
Guolin Ke committed
683
  // copy feature bin mapper data
Guolin Ke's avatar
Guolin Ke committed
684
  for (int i = 0; i < num_groups_; ++i) {
Guolin Ke's avatar
Guolin Ke committed
685
686
    feature_groups_.emplace_back(
        new FeatureGroup(*dataset->feature_groups_[i], num_data_));
Guolin Ke's avatar
Guolin Ke committed
687
  }
Guolin Ke's avatar
Guolin Ke committed
688
  feature_groups_.shrink_to_fit();
Guolin Ke's avatar
Guolin Ke committed
689
690
691
  used_feature_map_ = dataset->used_feature_map_;
  num_total_features_ = dataset->num_total_features_;
  feature_names_ = dataset->feature_names_;
Guolin Ke's avatar
Guolin Ke committed
692
  label_idx_ = dataset->label_idx_;
Guolin Ke's avatar
Guolin Ke committed
693
694
695
696
697
698
  real_feature_idx_ = dataset->real_feature_idx_;
  feature2group_ = dataset->feature2group_;
  feature2subfeature_ = dataset->feature2subfeature_;
  group_bin_boundaries_ = dataset->group_bin_boundaries_;
  group_feature_start_ = dataset->group_feature_start_;
  group_feature_cnt_ = dataset->group_feature_cnt_;
699
  forced_bin_bounds_ = dataset->forced_bin_bounds_;
Guolin Ke's avatar
Guolin Ke committed
700
  feature_need_push_zeros_ = dataset->feature_need_push_zeros_;
Guolin Ke's avatar
Guolin Ke committed
701
702
703
704
705
706
707
708
709
}

void Dataset::CreateValid(const Dataset* dataset) {
  feature_groups_.clear();
  num_features_ = dataset->num_features_;
  num_groups_ = num_features_;
  feature2group_.clear();
  feature2subfeature_.clear();
  // copy feature bin mapper data
Guolin Ke's avatar
Guolin Ke committed
710
  feature_need_push_zeros_.clear();
Guolin Ke's avatar
Guolin Ke committed
711
712
713
  for (int i = 0; i < num_features_; ++i) {
    std::vector<std::unique_ptr<BinMapper>> bin_mappers;
    bin_mappers.emplace_back(new BinMapper(*(dataset->FeatureBinMapper(i))));
Guolin Ke's avatar
Guolin Ke committed
714
715
    if (bin_mappers.back()->GetDefaultBin() !=
        bin_mappers.back()->GetMostFreqBin()) {
Guolin Ke's avatar
Guolin Ke committed
716
717
      feature_need_push_zeros_.push_back(i);
    }
718
    feature_groups_.emplace_back(new FeatureGroup(&bin_mappers, num_data_));
Guolin Ke's avatar
Guolin Ke committed
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
    feature2group_.push_back(i);
    feature2subfeature_.push_back(0);
  }

  feature_groups_.shrink_to_fit();
  used_feature_map_ = dataset->used_feature_map_;
  num_total_features_ = dataset->num_total_features_;
  feature_names_ = dataset->feature_names_;
  label_idx_ = dataset->label_idx_;
  real_feature_idx_ = dataset->real_feature_idx_;
  group_bin_boundaries_.clear();
  uint64_t num_total_bin = 0;
  group_bin_boundaries_.push_back(num_total_bin);
  for (int i = 0; i < num_groups_; ++i) {
    num_total_bin += feature_groups_[i]->num_total_bin_;
    group_bin_boundaries_.push_back(num_total_bin);
  }
  int last_group = 0;
  group_feature_start_.reserve(num_groups_);
  group_feature_cnt_.reserve(num_groups_);
  group_feature_start_.push_back(0);
  group_feature_cnt_.push_back(1);
  for (int i = 1; i < num_features_; ++i) {
    const int group = feature2group_[i];
    if (group == last_group) {
      group_feature_cnt_.back() = group_feature_cnt_.back() + 1;
    } else {
      group_feature_start_.push_back(i);
      group_feature_cnt_.push_back(1);
      last_group = group;
    }
  }
751
  forced_bin_bounds_ = dataset->forced_bin_bounds_;
Guolin Ke's avatar
Guolin Ke committed
752
753
}

Guolin Ke's avatar
Guolin Ke committed
754
755
756
void Dataset::ReSize(data_size_t num_data) {
  if (num_data_ != num_data) {
    num_data_ = num_data;
757
    OMP_INIT_EX();
Guolin Ke's avatar
Guolin Ke committed
758
#pragma omp parallel for schedule(static)
Guolin Ke's avatar
Guolin Ke committed
759
    for (int group = 0; group < num_groups_; ++group) {
760
      OMP_LOOP_EX_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
761
      feature_groups_[group]->ReSize(num_data_);
762
      OMP_LOOP_EX_END();
Guolin Ke's avatar
Guolin Ke committed
763
    }
764
    OMP_THROW_EX();
Guolin Ke's avatar
Guolin Ke committed
765
766
767
  }
}

Guolin Ke's avatar
Guolin Ke committed
768
769
770
void Dataset::CopySubset(const Dataset* fullset,
                         const data_size_t* used_indices,
                         data_size_t num_used_indices, bool need_meta_data) {
Guolin Ke's avatar
Guolin Ke committed
771
  CHECK(num_used_indices == num_data_);
772
  OMP_INIT_EX();
Guolin Ke's avatar
Guolin Ke committed
773
#pragma omp parallel for schedule(static)
Guolin Ke's avatar
Guolin Ke committed
774
  for (int group = 0; group < num_groups_; ++group) {
775
    OMP_LOOP_EX_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
776
777
    feature_groups_[group]->CopySubset(fullset->feature_groups_[group].get(),
                                       used_indices, num_used_indices);
778
    OMP_LOOP_EX_END();
Guolin Ke's avatar
Guolin Ke committed
779
  }
780
  OMP_THROW_EX();
Guolin Ke's avatar
Guolin Ke committed
781
  if (need_meta_data) {
Guolin Ke's avatar
Guolin Ke committed
782
    metadata_.Init(fullset->metadata_, used_indices, num_used_indices);
Guolin Ke's avatar
Guolin Ke committed
783
  }
Guolin Ke's avatar
Guolin Ke committed
784
  is_finish_load_ = true;
Guolin Ke's avatar
Guolin Ke committed
785
786
}

Guolin Ke's avatar
Guolin Ke committed
787
788
bool Dataset::SetFloatField(const char* field_name, const float* field_data,
                            data_size_t num_element) {
Guolin Ke's avatar
Guolin Ke committed
789
790
791
  std::string name(field_name);
  name = Common::Trim(name);
  if (name == std::string("label") || name == std::string("target")) {
Guolin Ke's avatar
Guolin Ke committed
792
#ifdef LABEL_T_USE_DOUBLE
793
    Log::Fatal("Don't support LABEL_T_USE_DOUBLE");
Guolin Ke's avatar
Guolin Ke committed
794
#else
795
    metadata_.SetLabel(field_data, num_element);
Guolin Ke's avatar
Guolin Ke committed
796
#endif
Guolin Ke's avatar
Guolin Ke committed
797
  } else if (name == std::string("weight") || name == std::string("weights")) {
Guolin Ke's avatar
Guolin Ke committed
798
#ifdef LABEL_T_USE_DOUBLE
799
    Log::Fatal("Don't support LABEL_T_USE_DOUBLE");
Guolin Ke's avatar
Guolin Ke committed
800
#else
801
    metadata_.SetWeights(field_data, num_element);
Guolin Ke's avatar
Guolin Ke committed
802
#endif
Guolin Ke's avatar
Guolin Ke committed
803
804
805
806
807
808
  } else {
    return false;
  }
  return true;
}

Guolin Ke's avatar
Guolin Ke committed
809
810
bool Dataset::SetDoubleField(const char* field_name, const double* field_data,
                             data_size_t num_element) {
Guolin Ke's avatar
Guolin Ke committed
811
812
813
  std::string name(field_name);
  name = Common::Trim(name);
  if (name == std::string("init_score")) {
814
    metadata_.SetInitScore(field_data, num_element);
Guolin Ke's avatar
Guolin Ke committed
815
  } else {
816
    return false;
Guolin Ke's avatar
Guolin Ke committed
817
  }
818
  return true;
Guolin Ke's avatar
Guolin Ke committed
819
820
}

Guolin Ke's avatar
Guolin Ke committed
821
822
bool Dataset::SetIntField(const char* field_name, const int* field_data,
                          data_size_t num_element) {
823
824
825
  std::string name(field_name);
  name = Common::Trim(name);
  if (name == std::string("query") || name == std::string("group")) {
Guolin Ke's avatar
Guolin Ke committed
826
    metadata_.SetQuery(field_data, num_element);
827
828
829
830
831
832
  } else {
    return false;
  }
  return true;
}

Guolin Ke's avatar
Guolin Ke committed
833
834
bool Dataset::GetFloatField(const char* field_name, data_size_t* out_len,
                            const float** out_ptr) {
835
836
837
  std::string name(field_name);
  name = Common::Trim(name);
  if (name == std::string("label") || name == std::string("target")) {
Guolin Ke's avatar
Guolin Ke committed
838
#ifdef LABEL_T_USE_DOUBLE
839
    Log::Fatal("Don't support LABEL_T_USE_DOUBLE");
Guolin Ke's avatar
Guolin Ke committed
840
#else
841
842
    *out_ptr = metadata_.label();
    *out_len = num_data_;
Guolin Ke's avatar
Guolin Ke committed
843
#endif
844
  } else if (name == std::string("weight") || name == std::string("weights")) {
Guolin Ke's avatar
Guolin Ke committed
845
#ifdef LABEL_T_USE_DOUBLE
846
    Log::Fatal("Don't support LABEL_T_USE_DOUBLE");
Guolin Ke's avatar
Guolin Ke committed
847
#else
848
849
    *out_ptr = metadata_.weights();
    *out_len = num_data_;
Guolin Ke's avatar
Guolin Ke committed
850
#endif
Guolin Ke's avatar
Guolin Ke committed
851
852
853
854
855
856
  } else {
    return false;
  }
  return true;
}

Guolin Ke's avatar
Guolin Ke committed
857
858
bool Dataset::GetDoubleField(const char* field_name, data_size_t* out_len,
                             const double** out_ptr) {
Guolin Ke's avatar
Guolin Ke committed
859
860
861
  std::string name(field_name);
  name = Common::Trim(name);
  if (name == std::string("init_score")) {
862
    *out_ptr = metadata_.init_score();
Guolin Ke's avatar
Guolin Ke committed
863
    *out_len = static_cast<data_size_t>(metadata_.num_init_score());
864
  } else {
865
866
    return false;
  }
867
  return true;
868
869
}

Guolin Ke's avatar
Guolin Ke committed
870
871
bool Dataset::GetIntField(const char* field_name, data_size_t* out_len,
                          const int** out_ptr) {
872
873
874
  std::string name(field_name);
  name = Common::Trim(name);
  if (name == std::string("query") || name == std::string("group")) {
875
    *out_ptr = metadata_.query_boundaries();
Guolin Ke's avatar
Guolin Ke committed
876
    *out_len = metadata_.num_queries() + 1;
Guolin Ke's avatar
Guolin Ke committed
877
878
879
  } else {
    return false;
  }
880
  return true;
881
882
}

Guolin Ke's avatar
Guolin Ke committed
883
void Dataset::SaveBinaryFile(const char* bin_filename) {
Guolin Ke's avatar
Guolin Ke committed
884
  if (bin_filename != nullptr && std::string(bin_filename) == data_filename_) {
885
    Log::Warning("Bianry file %s already exists", bin_filename);
Guolin Ke's avatar
Guolin Ke committed
886
887
    return;
  }
Guolin Ke's avatar
Guolin Ke committed
888
  // if not pass a filename, just append ".bin" of original file
Guolin Ke's avatar
Guolin Ke committed
889
  std::string bin_filename_str(data_filename_);
Guolin Ke's avatar
Guolin Ke committed
890
891
892
893
  if (bin_filename == nullptr || bin_filename[0] == '\0') {
    bin_filename_str.append(".bin");
    bin_filename = bin_filename_str.c_str();
  }
Guolin Ke's avatar
Guolin Ke committed
894
  bool is_file_existed = false;
895
896

  if (VirtualFileWriter::Exists(bin_filename)) {
Guolin Ke's avatar
Guolin Ke committed
897
    is_file_existed = true;
898
    Log::Warning("File %s exists, cannot save binary to it", bin_filename);
Guolin Ke's avatar
Guolin Ke committed
899
  }
Guolin Ke's avatar
Guolin Ke committed
900

Guolin Ke's avatar
Guolin Ke committed
901
  if (!is_file_existed) {
902
903
    auto writer = VirtualFileWriter::Make(bin_filename);
    if (!writer->Init()) {
Guolin Ke's avatar
Guolin Ke committed
904
      Log::Fatal("Cannot write binary data to %s ", bin_filename);
Guolin Ke's avatar
Guolin Ke committed
905
    }
906
    Log::Info("Saving data to binary file %s", bin_filename);
907
    size_t size_of_token = std::strlen(binary_file_token);
908
    writer->Write(binary_file_token, size_of_token);
Guolin Ke's avatar
Guolin Ke committed
909
    // get size of header
Guolin Ke's avatar
Guolin Ke committed
910
    size_t size_of_header = sizeof(num_data_) + sizeof(num_features_) + sizeof(num_total_features_)
911
      + sizeof(int) * num_total_features_ + sizeof(label_idx_) + sizeof(num_groups_)
912
913
      + 3 * sizeof(int) * num_features_ + sizeof(uint64_t) * (num_groups_ + 1) + 2 * sizeof(int) * num_groups_
      + sizeof(int32_t) * num_total_features_ + sizeof(int) * 3 + sizeof(bool) * 2;
Guolin Ke's avatar
Guolin Ke committed
914

915
916
917
918
    // size of feature names
    for (int i = 0; i < num_total_features_; ++i) {
      size_of_header += feature_names_[i].size() + sizeof(int);
    }
919
920
    // size of forced bins
    for (int i = 0; i < num_total_features_; ++i) {
Guolin Ke's avatar
Guolin Ke committed
921
922
      size_of_header +=
          forced_bin_bounds_[i].size() * sizeof(double) + sizeof(int);
923
    }
924
    writer->Write(&size_of_header, sizeof(size_of_header));
Guolin Ke's avatar
Guolin Ke committed
925
    // write header
926
927
928
929
    writer->Write(&num_data_, sizeof(num_data_));
    writer->Write(&num_features_, sizeof(num_features_));
    writer->Write(&num_total_features_, sizeof(num_total_features_));
    writer->Write(&label_idx_, sizeof(label_idx_));
930
    writer->Write(&max_bin_, sizeof(max_bin_));
Guolin Ke's avatar
Guolin Ke committed
931
932
    writer->Write(&bin_construct_sample_cnt_,
                  sizeof(bin_construct_sample_cnt_));
933
934
935
    writer->Write(&min_data_in_bin_, sizeof(min_data_in_bin_));
    writer->Write(&use_missing_, sizeof(use_missing_));
    writer->Write(&zero_as_missing_, sizeof(zero_as_missing_));
936
937
938
939
940
    writer->Write(used_feature_map_.data(), sizeof(int) * num_total_features_);
    writer->Write(&num_groups_, sizeof(num_groups_));
    writer->Write(real_feature_idx_.data(), sizeof(int) * num_features_);
    writer->Write(feature2group_.data(), sizeof(int) * num_features_);
    writer->Write(feature2subfeature_.data(), sizeof(int) * num_features_);
Guolin Ke's avatar
Guolin Ke committed
941
942
    writer->Write(group_bin_boundaries_.data(),
                  sizeof(uint64_t) * (num_groups_ + 1));
943
944
    writer->Write(group_feature_start_.data(), sizeof(int) * num_groups_);
    writer->Write(group_feature_cnt_.data(), sizeof(int) * num_groups_);
Belinda Trotta's avatar
Belinda Trotta committed
945
946
947
    if (max_bin_by_feature_.empty()) {
      ArrayArgs<int32_t>::Assign(&max_bin_by_feature_, -1, num_total_features_);
    }
Guolin Ke's avatar
Guolin Ke committed
948
949
    writer->Write(max_bin_by_feature_.data(),
                  sizeof(int32_t) * num_total_features_);
Belinda Trotta's avatar
Belinda Trotta committed
950
951
952
    if (ArrayArgs<int32_t>::CheckAll(max_bin_by_feature_, -1)) {
      max_bin_by_feature_.clear();
    }
953
954
955
    // write feature names
    for (int i = 0; i < num_total_features_; ++i) {
      int str_len = static_cast<int>(feature_names_[i].size());
956
      writer->Write(&str_len, sizeof(int));
957
      const char* c_str = feature_names_[i].c_str();
958
      writer->Write(c_str, sizeof(char) * str_len);
959
    }
960
961
962
963
    // write forced bins
    for (int i = 0; i < num_total_features_; ++i) {
      int num_bounds = static_cast<int>(forced_bin_bounds_[i].size());
      writer->Write(&num_bounds, sizeof(int));
964

965
966
967
968
      for (size_t j = 0; j < forced_bin_bounds_[i].size(); ++j) {
        writer->Write(&forced_bin_bounds_[i][j], sizeof(double));
      }
    }
969

Guolin Ke's avatar
Guolin Ke committed
970
971
    // get size of meta data
    size_t size_of_metadata = metadata_.SizesInByte();
972
    writer->Write(&size_of_metadata, sizeof(size_of_metadata));
Guolin Ke's avatar
Guolin Ke committed
973
    // write meta data
974
    metadata_.SaveBinaryToFile(writer.get());
Guolin Ke's avatar
Guolin Ke committed
975
976

    // write feature data
Guolin Ke's avatar
Guolin Ke committed
977
    for (int i = 0; i < num_groups_; ++i) {
Guolin Ke's avatar
Guolin Ke committed
978
      // get size of feature
Guolin Ke's avatar
Guolin Ke committed
979
      size_t size_of_feature = feature_groups_[i]->SizesInByte();
980
      writer->Write(&size_of_feature, sizeof(size_of_feature));
Guolin Ke's avatar
Guolin Ke committed
981
      // write feature
982
      feature_groups_[i]->SaveBinaryToFile(writer.get());
Guolin Ke's avatar
Guolin Ke committed
983
984
985
986
    }
  }
}

987
void Dataset::DumpTextFile(const char* text_filename) {
Guolin Ke's avatar
Guolin Ke committed
988
989
990
991
992
993
  FILE* file = NULL;
#if _MSC_VER
  fopen_s(&file, text_filename, "wt");
#else
  file = fopen(text_filename, "wt");
#endif
994
995
996
997
998
  fprintf(file, "num_features: %d\n", num_features_);
  fprintf(file, "num_total_features: %d\n", num_total_features_);
  fprintf(file, "num_groups: %d\n", num_groups_);
  fprintf(file, "num_data: %d\n", num_data_);
  fprintf(file, "feature_names: ");
999
  for (auto n : feature_names_) {
1000
1001
    fprintf(file, "%s, ", n.c_str());
  }
Belinda Trotta's avatar
Belinda Trotta committed
1002
1003
1004
1005
  fprintf(file, "\nmax_bin_by_feature: ");
  for (auto i : max_bin_by_feature_) {
    fprintf(file, "%d, ", i);
  }
1006
  fprintf(file, "\n");
1007
  for (auto n : feature_names_) {
1008
1009
    fprintf(file, "%s, ", n.c_str());
  }
1010
1011
1012
1013
1014
1015
1016
  fprintf(file, "\nforced_bins: ");
  for (int i = 0; i < num_total_features_; ++i) {
    fprintf(file, "\nfeature %d: ", i);
    for (size_t j = 0; j < forced_bin_bounds_[i].size(); ++j) {
      fprintf(file, "%lf, ", forced_bin_bounds_[i][j]);
    }
  }
1017
1018
  std::vector<std::unique_ptr<BinIterator>> iterators;
  iterators.reserve(num_features_);
1019
  for (int j = 0; j < num_features_; ++j) {
1020
1021
    auto group_idx = feature2group_[j];
    auto sub_idx = feature2subfeature_[j];
Guolin Ke's avatar
Guolin Ke committed
1022
1023
    iterators.emplace_back(
        feature_groups_[group_idx]->SubFeatureIterator(sub_idx));
1024
  }
1025
  for (data_size_t i = 0; i < num_data_; ++i) {
1026
    fprintf(file, "\n");
1027
    for (int j = 0; j < num_total_features_; ++j) {
1028
      auto inner_feature_idx = used_feature_map_[j];
1029
1030
      if (inner_feature_idx < 0) {
        fprintf(file, "NA, ");
1031
      } else {
Guolin Ke's avatar
Guolin Ke committed
1032
        fprintf(file, "%d, ", iterators[inner_feature_idx]->Get(i));
1033
1034
1035
1036
1037
1038
      }
    }
  }
  fclose(file);
}

1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
void Dataset::InitTrain(const std::vector<int8_t>& is_feature_used,
                        bool is_colwise, TrainingTempState* temp_state) const {
  Common::FunctionTimer fun_time("Dataset::InitTrain", global_timer);
  temp_state->use_subfeature = false;
  if (temp_state->multi_val_bin == nullptr) {
    return;
  }
  global_timer.Start("Dataset::InitTrain.Prep");
  double sum_used_dense_ratio = 0.0;
  double sum_dense_ratio = 0.0;
  int num_used = 0;
  int total = 0;
  std::vector<int> used_feature_index;
  for (int i = 0; i < num_groups_; ++i) {
    int f_start = group_feature_start_[i];
Nikita Titov's avatar
Nikita Titov committed
1054
    if (feature_groups_[i]->is_multi_val_) {
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
      for (int j = 0; j < feature_groups_[i]->num_feature_; ++j) {
        const auto dense_rate =
            1.0 - feature_groups_[i]->bin_mappers_[j]->sparse_rate();
        if (is_feature_used[f_start + j]) {
          ++num_used;
          used_feature_index.push_back(total);
          sum_used_dense_ratio += dense_rate;
        }
        sum_dense_ratio += dense_rate;
        ++total;
      }
    } else if (!is_colwise) {
      bool is_group_used = false;
      double dense_rate = 0;
      for (int j = 0; j < feature_groups_[i]->num_feature_; ++j) {
        if (is_feature_used[f_start + j]) {
          is_group_used = true;
        }
        dense_rate += 1.0 - feature_groups_[i]->bin_mappers_[j]->sparse_rate();
      }
      if (is_group_used) {
        ++num_used;
        used_feature_index.push_back(total);
        sum_used_dense_ratio += dense_rate;
      }
      sum_dense_ratio += dense_rate;
      ++total;
    }
  }
  global_timer.Stop("Dataset::InitTrain.Prep");
  const double k_subfeature_threshold = 0.6;
  if (sum_used_dense_ratio >= sum_dense_ratio * k_subfeature_threshold) {
    return;
  }
  temp_state->use_subfeature = true;
  global_timer.Start("Dataset::InitTrain.Prep");
  std::vector<uint32_t> upper_bound;
  std::vector<uint32_t> lower_bound;
  std::vector<uint32_t> delta;
  temp_state->hist_move_src.clear();
  temp_state->hist_move_dest.clear();
  temp_state->hist_move_size.clear();

  int num_total_bin = 1;
  int new_num_total_bin = 1;

  for (int i = 0; i < num_groups_; ++i) {
    int f_start = group_feature_start_[i];
    if (feature_groups_[i]->is_multi_val_) {
      for (int j = 0; j < feature_groups_[i]->num_feature_; ++j) {
        const auto& bin_mapper = feature_groups_[i]->bin_mappers_[j];
        int cur_num_bin = bin_mapper->num_bin();
        if (bin_mapper->GetMostFreqBin() == 0) {
          cur_num_bin -= 1;
        }
        num_total_bin += cur_num_bin;
        if (is_feature_used[f_start + j]) {
          new_num_total_bin += cur_num_bin;

          lower_bound.push_back(num_total_bin - cur_num_bin);
          upper_bound.push_back(num_total_bin);
Nikita Titov's avatar
Nikita Titov committed
1116

1117
1118
          temp_state->hist_move_src.push_back(
              (new_num_total_bin - cur_num_bin) * 2);
Nikita Titov's avatar
Nikita Titov committed
1119
1120
          temp_state->hist_move_dest.push_back(
              (num_total_bin - cur_num_bin) * 2);
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
          temp_state->hist_move_size.push_back(cur_num_bin * 2);
          delta.push_back(num_total_bin - new_num_total_bin);
        }
      }
    } else if (!is_colwise) {
      bool is_group_used = false;
      for (int j = 0; j < feature_groups_[i]->num_feature_; ++j) {
        if (is_feature_used[f_start + j]) {
          is_group_used = true;
          break;
        }
      }
      int cur_num_bin = feature_groups_[i]->bin_offsets_.back() - 1;
      num_total_bin += cur_num_bin;
      if (is_group_used) {
        new_num_total_bin += cur_num_bin;

        lower_bound.push_back(num_total_bin - cur_num_bin);
        upper_bound.push_back(num_total_bin);

Nikita Titov's avatar
Nikita Titov committed
1141
1142
        temp_state->hist_move_src.push_back(
            (new_num_total_bin - cur_num_bin) * 2);
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
        temp_state->hist_move_dest.push_back((num_total_bin - cur_num_bin) * 2);
        temp_state->hist_move_size.push_back(cur_num_bin * 2);
        delta.push_back(num_total_bin - new_num_total_bin);
      }
    }
  }
  // avoid out of range
  lower_bound.push_back(num_total_bin);
  upper_bound.push_back(num_total_bin);
  global_timer.Stop("Dataset::InitTrain.Prep");
  global_timer.Start("Dataset::InitTrain.Resize");
  if (temp_state->multi_val_bin_subfeature == nullptr) {
    temp_state->multi_val_bin_subfeature.reset(
        temp_state->multi_val_bin->CreateLike(new_num_total_bin, num_used,
                                              sum_used_dense_ratio));
  } else {
    temp_state->multi_val_bin_subfeature->ReSizeForSubFeature(
        new_num_total_bin, num_used, sum_used_dense_ratio);
  }
  global_timer.Stop("Dataset::InitTrain.Resize");
  global_timer.Start("Dataset::InitTrain.CopySubFeature");
  temp_state->multi_val_bin_subfeature->CopySubFeature(
      temp_state->multi_val_bin.get(), used_feature_index, lower_bound,
      upper_bound, delta);
  global_timer.Stop("Dataset::InitTrain.CopySubFeature");
}

void Dataset::ConstructHistogramsMultiVal(
    const data_size_t* data_indices, data_size_t num_data,
    const score_t* gradients, const score_t* hessians, bool is_constant_hessian,
    TrainingTempState* temp_state, hist_t* hist_data) const {
  Common::FunctionTimer fun_time("Dataset::ConstructHistogramsMultiVal",
                                 global_timer);
  const auto multi_val_bin = temp_state->use_subfeature
                                 ? temp_state->multi_val_bin_subfeature.get()
                                 : temp_state->multi_val_bin.get();
1179
1180
1181
  if (multi_val_bin == nullptr) {
    return;
  }
1182
  int num_threads = OMP_NUM_THREADS();
1183
1184
1185

  global_timer.Start("Dataset::sparse_bin_histogram");
  const int num_bin = multi_val_bin->num_bin();
1186
1187
  const int num_bin_aligned =
      (num_bin + kAlignedSize - 1) / kAlignedSize * kAlignedSize;
Guolin Ke's avatar
Guolin Ke committed
1188
1189
1190
1191
  int n_data_block = 1;
  int data_block_size = num_data;
  Threading::BlockInfo<data_size_t>(num_threads, num_data, 1024,
                                    &n_data_block, &data_block_size);
1192
1193
1194
1195
  const size_t buf_size =
      static_cast<size_t>(n_data_block - 1) * num_bin_aligned * 2;
  if (temp_state->hist_buf.size() < buf_size) {
    temp_state->hist_buf.resize(buf_size);
1196
  }
1197
1198
1199
1200
  auto origin_hist_data = hist_data;
  if (temp_state->use_subfeature) {
    hist_data = temp_state->TempBuf();
  }
Guolin Ke's avatar
Guolin Ke committed
1201
  OMP_INIT_EX();
1202
#pragma omp parallel for schedule(static)
1203
  for (int tid = 0; tid < n_data_block; ++tid) {
Guolin Ke's avatar
Guolin Ke committed
1204
    OMP_LOOP_EX_BEGIN();
1205
1206
1207
1208
    data_size_t start = tid * data_block_size;
    data_size_t end = std::min(start + data_block_size, num_data);
    auto data_ptr = hist_data;
    if (tid > 0) {
1209
1210
      data_ptr = temp_state->hist_buf.data() +
                 static_cast<size_t>(num_bin_aligned) * 2 * (tid - 1);
1211
    }
1212
    std::memset(reinterpret_cast<void*>(data_ptr), 0, num_bin * kHistEntrySize);
1213
1214
    if (data_indices != nullptr && num_data < num_data_) {
      if (!is_constant_hessian) {
1215
1216
        multi_val_bin->ConstructHistogram(data_indices, start, end, gradients,
                                          hessians, data_ptr);
1217
      } else {
1218
1219
        multi_val_bin->ConstructHistogram(data_indices, start, end, gradients,
                                          data_ptr);
1220
1221
1222
      }
    } else {
      if (!is_constant_hessian) {
1223
1224
        multi_val_bin->ConstructHistogram(start, end, gradients, hessians,
                                          data_ptr);
1225
1226
1227
1228
      } else {
        multi_val_bin->ConstructHistogram(start, end, gradients, data_ptr);
      }
    }
Guolin Ke's avatar
Guolin Ke committed
1229
    OMP_LOOP_EX_END();
1230
  }
Guolin Ke's avatar
Guolin Ke committed
1231
  OMP_THROW_EX();
1232
1233
1234
  global_timer.Stop("Dataset::sparse_bin_histogram");

  global_timer.Start("Dataset::sparse_bin_histogram_merge");
Guolin Ke's avatar
Guolin Ke committed
1235
1236
1237
1238
  int n_bin_block = 1;
  int bin_block_size = num_bin;
  Threading::BlockInfo<data_size_t>(num_threads, num_bin, 512, &n_bin_block,
                                    &bin_block_size);
1239
  if (!is_constant_hessian) {
1240
#pragma omp parallel for schedule(static)
1241
1242
1243
1244
    for (int t = 0; t < n_bin_block; ++t) {
      const int start = t * bin_block_size;
      const int end = std::min(start + bin_block_size, num_bin);
      for (int tid = 1; tid < n_data_block; ++tid) {
1245
1246
        auto src_ptr = temp_state->hist_buf.data() +
                       static_cast<size_t>(num_bin_aligned) * 2 * (tid - 1);
1247
1248
1249
1250
1251
1252
        for (int i = start * 2; i < end * 2; ++i) {
          hist_data[i] += src_ptr[i];
        }
      }
    }
  } else {
1253
#pragma omp parallel for schedule(static)
1254
1255
1256
1257
    for (int t = 0; t < n_bin_block; ++t) {
      const int start = t * bin_block_size;
      const int end = std::min(start + bin_block_size, num_bin);
      for (int tid = 1; tid < n_data_block; ++tid) {
1258
1259
        auto src_ptr = temp_state->hist_buf.data() +
                       static_cast<size_t>(num_bin_aligned) * 2 * (tid - 1);
1260
1261
1262
1263
        for (int i = start * 2; i < end * 2; ++i) {
          hist_data[i] += src_ptr[i];
        }
      }
1264
      for (int i = start; i < end; ++i) {
1265
1266
1267
1268
1269
        GET_HESS(hist_data, i) = GET_HESS(hist_data, i) * hessians[0];
      }
    }
  }
  global_timer.Stop("Dataset::sparse_bin_histogram_merge");
1270
1271
1272
  global_timer.Start("Dataset::sparse_bin_histogram_move");
  temp_state->HistMove(hist_data, origin_hist_data);
  global_timer.Stop("Dataset::sparse_bin_histogram_move");
1273
1274
}

1275
1276
1277
1278
1279
1280
void Dataset::ConstructHistograms(
    const std::vector<int8_t>& is_feature_used, const data_size_t* data_indices,
    data_size_t num_data, const score_t* gradients, const score_t* hessians,
    score_t* ordered_gradients, score_t* ordered_hessians,
    bool is_constant_hessian, bool is_colwise, TrainingTempState* temp_state,
    hist_t* hist_data) const {
1281
1282
  Common::FunctionTimer fun_timer("Dataset::ConstructHistograms", global_timer);
  if (num_data < 0 || hist_data == nullptr) {
Guolin Ke's avatar
Guolin Ke committed
1283
1284
    return;
  }
1285
  if (!is_colwise) {
1286
1287
1288
    return ConstructHistogramsMultiVal(data_indices, num_data, gradients,
                                       hessians, is_constant_hessian,
                                       temp_state, hist_data);
1289
1290
1291
1292
1293
  }
  global_timer.Start("Dataset::Get used group");
  std::vector<int> used_dense_group;
  int multi_val_groud_id = -1;
  used_dense_group.reserve(num_groups_);
Guolin Ke's avatar
Guolin Ke committed
1294
1295
  for (int group = 0; group < num_groups_; ++group) {
    const int f_cnt = group_feature_cnt_[group];
1296
    bool is_group_used = false;
Guolin Ke's avatar
Guolin Ke committed
1297
1298
1299
    for (int j = 0; j < f_cnt; ++j) {
      const int fidx = group_feature_start_[group] + j;
      if (is_feature_used[fidx]) {
1300
        is_group_used = true;
Guolin Ke's avatar
Guolin Ke committed
1301
1302
1303
        break;
      }
    }
1304
    if (is_group_used) {
1305
1306
1307
1308
      if (feature_groups_[group]->is_multi_val_) {
        multi_val_groud_id = group;
      } else {
        used_dense_group.push_back(group);
1309
      }
Guolin Ke's avatar
Guolin Ke committed
1310
    }
1311
1312
1313
1314
1315
1316
1317
1318
1319
  }
  int num_used_dense_group = static_cast<int>(used_dense_group.size());
  global_timer.Stop("Dataset::Get used group");
  global_timer.Start("Dataset::dense_bin_histogram");
  if (num_used_dense_group > 0) {
    auto ptr_ordered_grad = gradients;
    auto ptr_ordered_hess = hessians;
    if (data_indices != nullptr && num_data < num_data_) {
      if (!is_constant_hessian) {
Guolin Ke's avatar
Guolin Ke committed
1320
#pragma omp parallel for schedule(static, 512) if (num_data >= 1024)
1321
1322
1323
1324
1325
        for (data_size_t i = 0; i < num_data; ++i) {
          ordered_gradients[i] = gradients[data_indices[i]];
          ordered_hessians[i] = hessians[data_indices[i]];
        }
      } else {
Guolin Ke's avatar
Guolin Ke committed
1326
#pragma omp parallel for schedule(static, 512) if (num_data >= 1024)
1327
1328
        for (data_size_t i = 0; i < num_data; ++i) {
          ordered_gradients[i] = gradients[data_indices[i]];
1329
1330
        }
      }
1331
1332
1333
1334
      ptr_ordered_grad = ordered_gradients;
      ptr_ordered_hess = ordered_hessians;
      if (!is_constant_hessian) {
        OMP_INIT_EX();
1335
#pragma omp parallel for schedule(static)
1336
1337
1338
1339
1340
1341
1342
        for (int gi = 0; gi < num_used_dense_group; ++gi) {
          OMP_LOOP_EX_BEGIN();
          int group = used_dense_group[gi];
          // feature is not used
          auto data_ptr = hist_data + group_bin_boundaries_[group] * 2;
          const int num_bin = feature_groups_[group]->num_total_bin_;
          std::memset(reinterpret_cast<void*>(data_ptr), 0,
1343
                      num_bin * kHistEntrySize);
1344
          // construct histograms for smaller leaf
1345
          feature_groups_[group]->bin_data_->ConstructHistogram(
1346
1347
              data_indices, 0, num_data, ptr_ordered_grad, ptr_ordered_hess,
              data_ptr);
1348
          OMP_LOOP_EX_END();
1349
        }
1350
1351
1352
1353
        OMP_THROW_EX();

      } else {
        OMP_INIT_EX();
1354
#pragma omp parallel for schedule(static)
1355
1356
1357
1358
1359
1360
1361
        for (int gi = 0; gi < num_used_dense_group; ++gi) {
          OMP_LOOP_EX_BEGIN();
          int group = used_dense_group[gi];
          // feature is not used
          auto data_ptr = hist_data + group_bin_boundaries_[group] * 2;
          const int num_bin = feature_groups_[group]->num_total_bin_;
          std::memset(reinterpret_cast<void*>(data_ptr), 0,
1362
                      num_bin * kHistEntrySize);
1363
          // construct histograms for smaller leaf
1364
          feature_groups_[group]->bin_data_->ConstructHistogram(
1365
1366
1367
1368
1369
1370
              data_indices, 0, num_data, ptr_ordered_grad, data_ptr);
          // fixed hessian.
          for (int i = 0; i < num_bin; ++i) {
            GET_HESS(data_ptr, i) = GET_HESS(data_ptr, i) * hessians[0];
          }
          OMP_LOOP_EX_END();
1371
        }
1372
        OMP_THROW_EX();
1373
      }
1374
    } else {
1375
1376
      if (!is_constant_hessian) {
        OMP_INIT_EX();
1377
#pragma omp parallel for schedule(static)
1378
1379
1380
1381
1382
1383
1384
        for (int gi = 0; gi < num_used_dense_group; ++gi) {
          OMP_LOOP_EX_BEGIN();
          int group = used_dense_group[gi];
          // feature is not used
          auto data_ptr = hist_data + group_bin_boundaries_[group] * 2;
          const int num_bin = feature_groups_[group]->num_total_bin_;
          std::memset(reinterpret_cast<void*>(data_ptr), 0,
1385
                      num_bin * kHistEntrySize);
1386
          // construct histograms for smaller leaf
1387
          feature_groups_[group]->bin_data_->ConstructHistogram(
1388
1389
              0, num_data, ptr_ordered_grad, ptr_ordered_hess, data_ptr);
          OMP_LOOP_EX_END();
1390
        }
1391
1392
1393
        OMP_THROW_EX();
      } else {
        OMP_INIT_EX();
1394
#pragma omp parallel for schedule(static)
1395
1396
1397
1398
1399
1400
1401
        for (int gi = 0; gi < num_used_dense_group; ++gi) {
          OMP_LOOP_EX_BEGIN();
          int group = used_dense_group[gi];
          // feature is not used
          auto data_ptr = hist_data + group_bin_boundaries_[group] * 2;
          const int num_bin = feature_groups_[group]->num_total_bin_;
          std::memset(reinterpret_cast<void*>(data_ptr), 0,
1402
                      num_bin * kHistEntrySize);
1403
1404
1405
1406
1407
1408
1409
1410
          // construct histograms for smaller leaf
          feature_groups_[group]->bin_data_->ConstructHistogram(
              0, num_data, ptr_ordered_grad, data_ptr);
          // fixed hessian.
          for (int i = 0; i < num_bin; ++i) {
            GET_HESS(data_ptr, i) = GET_HESS(data_ptr, i) * hessians[0];
          }
          OMP_LOOP_EX_END();
1411
        }
1412
        OMP_THROW_EX();
1413
      }
Guolin Ke's avatar
Guolin Ke committed
1414
1415
    }
  }
1416
1417
  global_timer.Stop("Dataset::dense_bin_histogram");
  if (multi_val_groud_id >= 0) {
1418
1419
1420
    ConstructHistogramsMultiVal(
        data_indices, num_data, gradients, hessians, is_constant_hessian,
        temp_state, hist_data + group_bin_boundaries_[multi_val_groud_id] * 2);
1421
  }
Guolin Ke's avatar
Guolin Ke committed
1422
1423
}

Guolin Ke's avatar
Guolin Ke committed
1424
1425
void Dataset::FixHistogram(int feature_idx, double sum_gradient,
                           double sum_hessian, hist_t* data) const {
Guolin Ke's avatar
Guolin Ke committed
1426
1427
  const int group = feature2group_[feature_idx];
  const int sub_feature = feature2subfeature_[feature_idx];
Guolin Ke's avatar
Guolin Ke committed
1428
1429
  const BinMapper* bin_mapper =
      feature_groups_[group]->bin_mappers_[sub_feature].get();
Guolin Ke's avatar
Guolin Ke committed
1430
1431
  const int most_freq_bin = bin_mapper->GetMostFreqBin();
  if (most_freq_bin > 0) {
Guolin Ke's avatar
Guolin Ke committed
1432
    const int num_bin = bin_mapper->num_bin();
1433
1434
    GET_GRAD(data, most_freq_bin) = sum_gradient;
    GET_HESS(data, most_freq_bin) = sum_hessian;
Guolin Ke's avatar
Guolin Ke committed
1435
    for (int i = 0; i < num_bin; ++i) {
Guolin Ke's avatar
Guolin Ke committed
1436
      if (i != most_freq_bin) {
1437
1438
        GET_GRAD(data, most_freq_bin) -= GET_GRAD(data, i);
        GET_HESS(data, most_freq_bin) -= GET_HESS(data, i);
Guolin Ke's avatar
Guolin Ke committed
1439
1440
1441
1442
1443
      }
    }
  }
}

Guolin Ke's avatar
Guolin Ke committed
1444
template <typename T>
Guolin Ke's avatar
Guolin Ke committed
1445
1446
void PushVector(std::vector<T>* dest, const std::vector<T>& src) {
  dest->reserve(dest->size() + src.size());
1447
  for (auto i : src) {
Guolin Ke's avatar
Guolin Ke committed
1448
    dest->push_back(i);
1449
1450
1451
  }
}

Guolin Ke's avatar
Guolin Ke committed
1452
1453
1454
template <typename T>
void PushOffset(std::vector<T>* dest, const std::vector<T>& src,
                const T& offset) {
Guolin Ke's avatar
Guolin Ke committed
1455
  dest->reserve(dest->size() + src.size());
1456
  for (auto i : src) {
Guolin Ke's avatar
Guolin Ke committed
1457
    dest->push_back(i + offset);
1458
1459
1460
  }
}

Guolin Ke's avatar
Guolin Ke committed
1461
1462
1463
1464
template <typename T>
void PushClearIfEmpty(std::vector<T>* dest, const size_t dest_len,
                      const std::vector<T>& src, const size_t src_len,
                      const T& deflt) {
Guolin Ke's avatar
Guolin Ke committed
1465
  if (!dest->empty() && !src.empty()) {
1466
    PushVector(dest, src);
Guolin Ke's avatar
Guolin Ke committed
1467
  } else if (!dest->empty() && src.empty()) {
1468
    for (size_t i = 0; i < src_len; ++i) {
Guolin Ke's avatar
Guolin Ke committed
1469
      dest->push_back(deflt);
1470
    }
Guolin Ke's avatar
Guolin Ke committed
1471
  } else if (dest->empty() && !src.empty()) {
1472
    for (size_t i = 0; i < dest_len; ++i) {
Guolin Ke's avatar
Guolin Ke committed
1473
      dest->push_back(deflt);
1474
1475
1476
1477
1478
    }
    PushVector(dest, src);
  }
}

1479
void Dataset::AddFeaturesFrom(Dataset* other) {
1480
  if (other->num_data_ != num_data_) {
1481
    Log::Fatal(
Guolin Ke's avatar
Guolin Ke committed
1482
1483
        "Cannot add features from other Dataset with a different number of "
        "rows");
1484
  }
Guolin Ke's avatar
Guolin Ke committed
1485
1486
1487
  PushVector(&feature_names_, other->feature_names_);
  PushVector(&feature2subfeature_, other->feature2subfeature_);
  PushVector(&group_feature_cnt_, other->group_feature_cnt_);
1488
  PushVector(&forced_bin_bounds_, other->forced_bin_bounds_);
1489
  feature_groups_.reserve(other->feature_groups_.size());
Guolin Ke's avatar
Guolin Ke committed
1490
1491
  // FIXME: fix the multiple multi-val feature groups, they need to be merged
  // into one multi-val group
1492
  for (auto& fg : other->feature_groups_) {
1493
1494
    feature_groups_.emplace_back(new FeatureGroup(*fg));
  }
1495
1496
  for (auto feature_idx : other->used_feature_map_) {
    if (feature_idx >= 0) {
1497
1498
1499
1500
1501
      used_feature_map_.push_back(feature_idx + num_features_);
    } else {
      used_feature_map_.push_back(-1);  // Unused feature.
    }
  }
Guolin Ke's avatar
Guolin Ke committed
1502
1503
  PushOffset(&real_feature_idx_, other->real_feature_idx_, num_total_features_);
  PushOffset(&feature2group_, other->feature2group_, num_groups_);
1504
1505
  auto bin_offset = group_bin_boundaries_.back();
  // Skip the leading 0 when copying group_bin_boundaries.
Guolin Ke's avatar
Guolin Ke committed
1506
1507
  for (auto i = other->group_bin_boundaries_.begin() + 1;
       i < other->group_bin_boundaries_.end(); ++i) {
1508
1509
    group_bin_boundaries_.push_back(*i + bin_offset);
  }
Guolin Ke's avatar
Guolin Ke committed
1510
  PushOffset(&group_feature_start_, other->group_feature_start_, num_features_);
1511
  PushClearIfEmpty(&max_bin_by_feature_, num_total_features_, other->max_bin_by_feature_, other->num_total_features_, -1);
1512

1513
1514
1515
1516
1517
  num_features_ += other->num_features_;
  num_total_features_ += other->num_total_features_;
  num_groups_ += other->num_groups_;
}

Guolin Ke's avatar
Guolin Ke committed
1518
}  // namespace LightGBM