c_api.cpp 29.1 KB
Newer Older
Guolin Ke's avatar
Guolin Ke committed
1
2
3
4
#include <omp.h>

#include <LightGBM/utils/common.h>
#include <LightGBM/utils/random.h>
Guolin Ke's avatar
Guolin Ke committed
5
#include <LightGBM/c_api.h>
Guolin Ke's avatar
Guolin Ke committed
6
#include <LightGBM/dataset_loader.h>
Guolin Ke's avatar
Guolin Ke committed
7
8
9
10
11
12
13
14
15
16
#include <LightGBM/dataset.h>
#include <LightGBM/boosting.h>
#include <LightGBM/objective_function.h>
#include <LightGBM/metric.h>
#include <LightGBM/config.h>

#include <cstdio>
#include <vector>
#include <string>
#include <cstring>
Guolin Ke's avatar
Guolin Ke committed
17
#include <memory>
Guolin Ke's avatar
Guolin Ke committed
18
#include <stdexcept>
Guolin Ke's avatar
Guolin Ke committed
19

Guolin Ke's avatar
Guolin Ke committed
20
21
#include "./application/predictor.hpp"

Guolin Ke's avatar
Guolin Ke committed
22
23
24
25
namespace LightGBM {

class Booster {
public:
Guolin Ke's avatar
Guolin Ke committed
26
27
  explicit Booster(const char* filename) {
    boosting_.reset(Boosting::CreateBoosting(filename));
Guolin Ke's avatar
Guolin Ke committed
28
29
30
  }

  Booster(const Dataset* train_data, 
31
    const char* parameters) {
Guolin Ke's avatar
Guolin Ke committed
32
33
34
    config_.LoadFromString(parameters);
    // create boosting
    if (config_.io_config.input_model.size() > 0) {
Guolin Ke's avatar
Guolin Ke committed
35
      Log::Warning("continued train from model is not support for c_api, \
Guolin Ke's avatar
Guolin Ke committed
36
37
        please use continued train with input score");
    }
Guolin Ke's avatar
Guolin Ke committed
38
    boosting_.reset(Boosting::CreateBoosting(config_.boosting_type, ""));
39
40
41
42
43
44
45
46
47
48
49
    ConstructObjectAndTrainingMetrics(train_data);
    // initialize the boosting
    boosting_->Init(&config_.boosting_config, train_data, objective_fun_.get(),
      Common::ConstPtrInVectorWrapper<Metric>(train_metric_));
  }

  ~Booster() {

  }

  void ConstructObjectAndTrainingMetrics(const Dataset* train_data) {
Guolin Ke's avatar
Guolin Ke committed
50
    // create objective function
Guolin Ke's avatar
Guolin Ke committed
51
52
53
54
55
    objective_fun_.reset(ObjectiveFunction::CreateObjectiveFunction(config_.objective_type,
      config_.objective_config));
    if (objective_fun_ == nullptr) {
      Log::Warning("Using self-defined objective functions");
    }
Guolin Ke's avatar
Guolin Ke committed
56
    // create training metric
57
    train_metric_.clear();
Guolin Ke's avatar
Guolin Ke committed
58
    for (auto metric_type : config_.metric_types) {
Guolin Ke's avatar
Guolin Ke committed
59
60
      auto metric = std::unique_ptr<Metric>(
        Metric::CreateMetric(metric_type, config_.metric_config));
Guolin Ke's avatar
Guolin Ke committed
61
      if (metric == nullptr) { continue; }
62
      metric->Init(train_data->metadata(), train_data->num_data());
Guolin Ke's avatar
Guolin Ke committed
63
      train_metric_.push_back(std::move(metric));
Guolin Ke's avatar
Guolin Ke committed
64
    }
Guolin Ke's avatar
Guolin Ke committed
65
    train_metric_.shrink_to_fit();
Guolin Ke's avatar
Guolin Ke committed
66
    // initialize the objective function
Guolin Ke's avatar
Guolin Ke committed
67
    if (objective_fun_ != nullptr) {
68
      objective_fun_->Init(train_data->metadata(), train_data->num_data());
Guolin Ke's avatar
Guolin Ke committed
69
70
    }
  }
Guolin Ke's avatar
Guolin Ke committed
71

72
73
74
75
  void ResetTrainingData(const Dataset* train_data) {
    ConstructObjectAndTrainingMetrics(train_data);
    // initialize the boosting
    boosting_->ResetTrainingData(train_data, objective_fun_.get(), Common::ConstPtrInVectorWrapper<Metric>(train_metric_));
76
  }
Guolin Ke's avatar
Guolin Ke committed
77

78
79
80
81
82
83
84
85
86
87
88
  void AddValidData(const Dataset* valid_data) {
    valid_metrics_.emplace_back();
    for (auto metric_type : config_.metric_types) {
      auto metric = std::unique_ptr<Metric>(Metric::CreateMetric(metric_type, config_.metric_config));
      if (metric == nullptr) { continue; }
      metric->Init(valid_data->metadata(), valid_data->num_data());
      valid_metrics_.back().push_back(std::move(metric));
    }
    valid_metrics_.back().shrink_to_fit();
    boosting_->AddValidDataset(valid_data,
      Common::ConstPtrInVectorWrapper<Metric>(valid_metrics_.back()));
Guolin Ke's avatar
Guolin Ke committed
89
  }
90
91
92
93
94
95
96
97
  bool TrainOneIter() {
    return boosting_->TrainOneIter(nullptr, nullptr, false);
  }

  bool TrainOneIter(const float* gradients, const float* hessians) {
    return boosting_->TrainOneIter(gradients, hessians, false);
  }

Guolin Ke's avatar
Guolin Ke committed
98
99
  void PrepareForPrediction(int num_iteration, int predict_type) {
    boosting_->SetNumIterationForPred(num_iteration);
Guolin Ke's avatar
Guolin Ke committed
100
101
    bool is_predict_leaf = false;
    bool is_raw_score = false;
Guolin Ke's avatar
Guolin Ke committed
102
    if (predict_type == C_API_PREDICT_LEAF_INDEX) {
Guolin Ke's avatar
Guolin Ke committed
103
      is_predict_leaf = true;
Guolin Ke's avatar
Guolin Ke committed
104
    } else if (predict_type == C_API_PREDICT_RAW_SCORE) {
Guolin Ke's avatar
Guolin Ke committed
105
      is_raw_score = true;
Guolin Ke's avatar
Guolin Ke committed
106
107
    } else {
      is_raw_score = false;
Guolin Ke's avatar
Guolin Ke committed
108
    }
Guolin Ke's avatar
Guolin Ke committed
109
    predictor_.reset(new Predictor(boosting_.get(), is_raw_score, is_predict_leaf));
Guolin Ke's avatar
Guolin Ke committed
110
111
  }

Guolin Ke's avatar
Guolin Ke committed
112
113
114
115
  void GetPredictAt(int data_idx, score_t* out_result, data_size_t* out_len) {
    boosting_->GetPredictAt(data_idx, out_result, out_len);
  }

Guolin Ke's avatar
Guolin Ke committed
116
117
  std::vector<double> Predict(const std::vector<std::pair<int, double>>& features) {
    return predictor_->GetPredictFunction()(features);
118
119
  }

120
121
122
123
  void PredictForFile(const char* data_filename, const char* result_filename, bool data_has_header) {
    predictor_->Predict(data_filename, result_filename, data_has_header);
  }

Guolin Ke's avatar
Guolin Ke committed
124
125
  void SaveModelToFile(int num_iteration, const char* filename) {
    boosting_->SaveModelToFile(num_iteration, true, filename);
Guolin Ke's avatar
Guolin Ke committed
126
  }
Guolin Ke's avatar
Guolin Ke committed
127
128
129
130
131
132
133
134
135

  int GetEvalCounts() const {
    int ret = 0;
    for (const auto& metric : train_metric_) {
      ret += static_cast<int>(metric->GetName().size());
    }
    return ret;
  }

Guolin Ke's avatar
Guolin Ke committed
136
  int GetEvalNames(char** out_strs) const {
Guolin Ke's avatar
Guolin Ke committed
137
138
139
    int idx = 0;
    for (const auto& metric : train_metric_) {
      for (const auto& name : metric->GetName()) {
Guolin Ke's avatar
Guolin Ke committed
140
141
142
143
144
145
146
147
        int j = 0;
        auto name_cstr = name.c_str();
        while (name_cstr[j] != '\0') {
          out_strs[idx][j] = name_cstr[j];
          ++j;
        }
        out_strs[idx][j] = '\0';
        ++idx;
Guolin Ke's avatar
Guolin Ke committed
148
149
150
151
152
      }
    }
    return idx;
  }

153
  void ResetBoostingConfig(const char* parameters) {
154
    config_.LoadFromString(parameters);
155
156
157
158
159
160
161
    boosting_->ResetConfig(&config_.boosting_config);
  }

  void RollbackOneIter() {
    boosting_->RollbackOneIter();
  }

Guolin Ke's avatar
Guolin Ke committed
162
  const Boosting* GetBoosting() const { return boosting_.get(); }
Guolin Ke's avatar
Guolin Ke committed
163
  
Guolin Ke's avatar
Guolin Ke committed
164
private:
Guolin Ke's avatar
Guolin Ke committed
165
  std::unique_ptr<Boosting> boosting_;
Guolin Ke's avatar
Guolin Ke committed
166
167
168
  /*! \brief All configs */
  OverallConfig config_;
  /*! \brief Metric for training data */
Guolin Ke's avatar
Guolin Ke committed
169
  std::vector<std::unique_ptr<Metric>> train_metric_;
Guolin Ke's avatar
Guolin Ke committed
170
  /*! \brief Metrics for validation data */
Guolin Ke's avatar
Guolin Ke committed
171
  std::vector<std::vector<std::unique_ptr<Metric>>> valid_metrics_;
Guolin Ke's avatar
Guolin Ke committed
172
  /*! \brief Training objective function */
Guolin Ke's avatar
Guolin Ke committed
173
  std::unique_ptr<ObjectiveFunction> objective_fun_;
Guolin Ke's avatar
Guolin Ke committed
174
  /*! \brief Using predictor for prediction task */
Guolin Ke's avatar
Guolin Ke committed
175
  std::unique_ptr<Predictor> predictor_;
176

Guolin Ke's avatar
Guolin Ke committed
177
178
179
};

}
Guolin Ke's avatar
Guolin Ke committed
180
181
182

using namespace LightGBM;

Guolin Ke's avatar
Guolin Ke committed
183
DllExport const char* LGBM_GetLastError() {
184
  return LastErrorMsg().c_str();
Guolin Ke's avatar
Guolin Ke committed
185
186
187
188
189
190
}

DllExport int LGBM_CreateDatasetFromFile(const char* filename,
  const char* parameters,
  const DatesetHandle* reference,
  DatesetHandle* out) {
191
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
192
193
194
  OverallConfig config;
  config.LoadFromString(parameters);
  DatasetLoader loader(config.io_config, nullptr);
195
  loader.SetHeader(filename);
Guolin Ke's avatar
Guolin Ke committed
196
  if (reference == nullptr) {
Guolin Ke's avatar
Guolin Ke committed
197
    *out = loader.LoadFromFile(filename);
Guolin Ke's avatar
Guolin Ke committed
198
  } else {
Guolin Ke's avatar
Guolin Ke committed
199
200
    *out = loader.LoadFromFileAlignWithOtherDataset(filename,
      reinterpret_cast<const Dataset*>(*reference));
Guolin Ke's avatar
Guolin Ke committed
201
  }
202
  API_END();
Guolin Ke's avatar
Guolin Ke committed
203
204
205
206
}

DllExport int LGBM_CreateDatasetFromBinaryFile(const char* filename,
  DatesetHandle* out) {
207
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
208
209
  OverallConfig config;
  DatasetLoader loader(config.io_config, nullptr);
Guolin Ke's avatar
Guolin Ke committed
210
  *out = loader.LoadFromBinFile(filename, 0, 1);
211
  API_END();
Guolin Ke's avatar
Guolin Ke committed
212
213
214
}

DllExport int LGBM_CreateDatasetFromMat(const void* data,
215
  int data_type,
Guolin Ke's avatar
Guolin Ke committed
216
217
218
219
220
221
  int32_t nrow,
  int32_t ncol,
  int is_row_major,
  const char* parameters,
  const DatesetHandle* reference,
  DatesetHandle* out) {
222
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
223
224
225
  OverallConfig config;
  config.LoadFromString(parameters);
  DatasetLoader loader(config.io_config, nullptr);
Guolin Ke's avatar
Guolin Ke committed
226
  std::unique_ptr<Dataset> ret;
227
  auto get_row_fun = RowFunctionFromDenseMatric(data, nrow, ncol, data_type, is_row_major);
Guolin Ke's avatar
Guolin Ke committed
228
229
230
  if (reference == nullptr) {
    // sample data first
    Random rand(config.io_config.data_random_seed);
231
    const int sample_cnt = static_cast<int>(nrow < config.io_config.bin_construct_sample_cnt ? nrow : config.io_config.bin_construct_sample_cnt);
Guolin Ke's avatar
Guolin Ke committed
232
    auto sample_indices = rand.Sample(nrow, sample_cnt);
233
    std::vector<std::vector<double>> sample_values(ncol);
Guolin Ke's avatar
Guolin Ke committed
234
    for (size_t i = 0; i < sample_indices.size(); ++i) {
Guolin Ke's avatar
Guolin Ke committed
235
      auto idx = sample_indices[i];
236
      auto row = get_row_fun(static_cast<int>(idx));
Guolin Ke's avatar
Guolin Ke committed
237
      for (size_t j = 0; j < row.size(); ++j) {
Guolin Ke's avatar
Guolin Ke committed
238
239
240
        if (std::fabs(row[j]) > 1e-15) {
          sample_values[j].push_back(row[j]);
        }
Guolin Ke's avatar
Guolin Ke committed
241
242
      }
    }
Guolin Ke's avatar
Guolin Ke committed
243
    ret.reset(loader.CostructFromSampleData(sample_values, sample_cnt, nrow));
Guolin Ke's avatar
Guolin Ke committed
244
  } else {
Guolin Ke's avatar
Guolin Ke committed
245
246
    ret.reset(new Dataset(nrow, config.io_config.num_class));
    ret->CopyFeatureMapperFrom(
Guolin Ke's avatar
Guolin Ke committed
247
      reinterpret_cast<const Dataset*>(*reference),
Guolin Ke's avatar
Guolin Ke committed
248
      config.io_config.is_enable_sparse);
Guolin Ke's avatar
Guolin Ke committed
249
250
251
252
253
  }

#pragma omp parallel for schedule(guided)
  for (int i = 0; i < nrow; ++i) {
    const int tid = omp_get_thread_num();
254
    auto one_row = get_row_fun(i);
Guolin Ke's avatar
Guolin Ke committed
255
256
257
    ret->PushOneRow(tid, i, one_row);
  }
  ret->FinishLoad();
Guolin Ke's avatar
Guolin Ke committed
258
  *out = ret.release();
259
  API_END();
260
261
}

262
263
DllExport int LGBM_CreateDatasetFromCSR(const void* indptr,
  int indptr_type,
264
265
  const int32_t* indices,
  const void* data,
266
267
268
269
  int data_type,
  int64_t nindptr,
  int64_t nelem,
  int64_t num_col,
270
271
272
  const char* parameters,
  const DatesetHandle* reference,
  DatesetHandle* out) {
273
  API_BEGIN();
274
275
276
  OverallConfig config;
  config.LoadFromString(parameters);
  DatasetLoader loader(config.io_config, nullptr);
Guolin Ke's avatar
Guolin Ke committed
277
  std::unique_ptr<Dataset> ret;
278
  auto get_row_fun = RowFunctionFromCSR(indptr, indptr_type, indices, data, data_type, nindptr, nelem);
279
280
281
282
  int32_t nrow = static_cast<int32_t>(nindptr - 1);
  if (reference == nullptr) {
    // sample data first
    Random rand(config.io_config.data_random_seed);
283
    const int sample_cnt = static_cast<int>(nrow < config.io_config.bin_construct_sample_cnt ? nrow : config.io_config.bin_construct_sample_cnt);
284
285
286
287
288
289
    auto sample_indices = rand.Sample(nrow, sample_cnt);
    std::vector<std::vector<double>> sample_values;
    for (size_t i = 0; i < sample_indices.size(); ++i) {
      auto idx = sample_indices[i];
      auto row = get_row_fun(static_cast<int>(idx));
      for (std::pair<int, double>& inner_data : row) {
Guolin Ke's avatar
Guolin Ke committed
290
291
292
293
294
295
296
        if (std::fabs(inner_data.second) > 1e-15) {
          if (static_cast<size_t>(inner_data.first) >= sample_values.size()) {
            // if need expand feature set
            size_t need_size = inner_data.first - sample_values.size() + 1;
            for (size_t j = 0; j < need_size; ++j) {
              sample_values.emplace_back();
            }
297
          }
Guolin Ke's avatar
Guolin Ke committed
298
299
          // edit the feature value
          sample_values[inner_data.first].push_back(inner_data.second);
300
301
302
        }
      }
    }
303
    CHECK(num_col >= static_cast<int>(sample_values.size()));
Guolin Ke's avatar
Guolin Ke committed
304
    ret.reset(loader.CostructFromSampleData(sample_values, sample_cnt, nrow));
305
  } else {
Guolin Ke's avatar
Guolin Ke committed
306
307
    ret.reset(new Dataset(nrow, config.io_config.num_class));
    ret->CopyFeatureMapperFrom(
Guolin Ke's avatar
Guolin Ke committed
308
      reinterpret_cast<const Dataset*>(*reference),
Guolin Ke's avatar
Guolin Ke committed
309
      config.io_config.is_enable_sparse);
310
311
312
313
314
315
316
317
318
  }

#pragma omp parallel for schedule(guided)
  for (int i = 0; i < nindptr - 1; ++i) {
    const int tid = omp_get_thread_num();
    auto one_row = get_row_fun(i);
    ret->PushOneRow(tid, i, one_row);
  }
  ret->FinishLoad();
Guolin Ke's avatar
Guolin Ke committed
319
  *out = ret.release();
320
  API_END();
321
322
}

323
324
DllExport int LGBM_CreateDatasetFromCSC(const void* col_ptr,
  int col_ptr_type,
Guolin Ke's avatar
Guolin Ke committed
325
326
  const int32_t* indices,
  const void* data,
327
328
329
330
  int data_type,
  int64_t ncol_ptr,
  int64_t nelem,
  int64_t num_row,
Guolin Ke's avatar
Guolin Ke committed
331
332
333
  const char* parameters,
  const DatesetHandle* reference,
  DatesetHandle* out) {
334
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
335
336
337
  OverallConfig config;
  config.LoadFromString(parameters);
  DatasetLoader loader(config.io_config, nullptr);
Guolin Ke's avatar
Guolin Ke committed
338
  std::unique_ptr<Dataset> ret;
339
  auto get_col_fun = ColumnFunctionFromCSC(col_ptr, col_ptr_type, indices, data, data_type, ncol_ptr, nelem);
Guolin Ke's avatar
Guolin Ke committed
340
341
342
343
344
  int32_t nrow = static_cast<int32_t>(num_row);
  if (reference == nullptr) {
    Log::Warning("Construct from CSC format is not efficient");
    // sample data first
    Random rand(config.io_config.data_random_seed);
345
    const int sample_cnt = static_cast<int>(nrow < config.io_config.bin_construct_sample_cnt ? nrow : config.io_config.bin_construct_sample_cnt);
Guolin Ke's avatar
Guolin Ke committed
346
347
348
349
350
    auto sample_indices = rand.Sample(nrow, sample_cnt);
    std::vector<std::vector<double>> sample_values(ncol_ptr - 1);
#pragma omp parallel for schedule(guided)
    for (int i = 0; i < static_cast<int>(sample_values.size()); ++i) {
      auto cur_col = get_col_fun(i);
351
      sample_values[i] = SampleFromOneColumn(cur_col, sample_indices);
Guolin Ke's avatar
Guolin Ke committed
352
    }
Guolin Ke's avatar
Guolin Ke committed
353
    ret.reset(loader.CostructFromSampleData(sample_values, sample_cnt, nrow));
Guolin Ke's avatar
Guolin Ke committed
354
  } else {
Guolin Ke's avatar
Guolin Ke committed
355
356
    ret.reset(new Dataset(nrow, config.io_config.num_class));
    ret->CopyFeatureMapperFrom(
Guolin Ke's avatar
Guolin Ke committed
357
      reinterpret_cast<const Dataset*>(*reference),
Guolin Ke's avatar
Guolin Ke committed
358
      config.io_config.is_enable_sparse);
Guolin Ke's avatar
Guolin Ke committed
359
360
361
362
363
364
  }

#pragma omp parallel for schedule(guided)
  for (int i = 0; i < ncol_ptr - 1; ++i) {
    const int tid = omp_get_thread_num();
    auto one_col = get_col_fun(i);
Guolin Ke's avatar
Guolin Ke committed
365
    ret->PushOneColumn(tid, i, one_col);
Guolin Ke's avatar
Guolin Ke committed
366
367
  }
  ret->FinishLoad();
Guolin Ke's avatar
Guolin Ke committed
368
  *out = ret.release();
369
  API_END();
Guolin Ke's avatar
Guolin Ke committed
370
371
}

372
DllExport int LGBM_DatasetFree(DatesetHandle handle) {
373
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
374
  delete reinterpret_cast<Dataset*>(handle);
375
  API_END();
376
377
378
379
}

DllExport int LGBM_DatasetSaveBinary(DatesetHandle handle,
  const char* filename) {
380
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
381
382
  auto dataset = reinterpret_cast<Dataset*>(handle);
  dataset->SaveBinaryFile(filename);
383
  API_END();
384
385
386
387
388
}

DllExport int LGBM_DatasetSetField(DatesetHandle handle,
  const char* field_name,
  const void* field_data,
389
  int64_t num_element,
390
  int type) {
391
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
392
  auto dataset = reinterpret_cast<Dataset*>(handle);
393
  bool is_success = false;
Guolin Ke's avatar
Guolin Ke committed
394
  if (type == C_API_DTYPE_FLOAT32) {
Guolin Ke's avatar
Guolin Ke committed
395
    is_success = dataset->SetFloatField(field_name, reinterpret_cast<const float*>(field_data), static_cast<int32_t>(num_element));
Guolin Ke's avatar
Guolin Ke committed
396
  } else if (type == C_API_DTYPE_INT32) {
Guolin Ke's avatar
Guolin Ke committed
397
    is_success = dataset->SetIntField(field_name, reinterpret_cast<const int*>(field_data), static_cast<int32_t>(num_element));
398
  }
399
400
  if (!is_success) { throw std::runtime_error("Input data type erorr or field not found"); }
  API_END();
401
402
403
404
}

DllExport int LGBM_DatasetGetField(DatesetHandle handle,
  const char* field_name,
405
  int64_t* out_len,
406
407
  const void** out_ptr,
  int* out_type) {
408
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
409
  auto dataset = reinterpret_cast<Dataset*>(handle);
410
  bool is_success = false;
Guolin Ke's avatar
Guolin Ke committed
411
  if (dataset->GetFloatField(field_name, out_len, reinterpret_cast<const float**>(out_ptr))) {
Guolin Ke's avatar
Guolin Ke committed
412
    *out_type = C_API_DTYPE_FLOAT32;
413
    is_success = true;
Guolin Ke's avatar
Guolin Ke committed
414
  } else if (dataset->GetIntField(field_name, out_len, reinterpret_cast<const int**>(out_ptr))) {
Guolin Ke's avatar
Guolin Ke committed
415
    *out_type = C_API_DTYPE_INT32;
416
    is_success = true;
417
  }
Guolin Ke's avatar
Guolin Ke committed
418
  if (!is_success) { throw std::runtime_error("Field not found or not exist"); }
419
  API_END();
420
421
422
}

DllExport int LGBM_DatasetGetNumData(DatesetHandle handle,
423
  int64_t* out) {
424
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
425
426
  auto dataset = reinterpret_cast<Dataset*>(handle);
  *out = dataset->num_data();
427
  API_END();
428
429
430
}

DllExport int LGBM_DatasetGetNumFeature(DatesetHandle handle,
431
  int64_t* out) {
432
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
433
434
  auto dataset = reinterpret_cast<Dataset*>(handle);
  *out = dataset->num_total_features();
435
  API_END();
Guolin Ke's avatar
Guolin Ke committed
436
}
437
438
439
440
441
442
443


// ---- start of booster

DllExport int LGBM_BoosterCreate(const DatesetHandle train_data,
  const char* parameters,
  BoosterHandle* out) {
444
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
445
  const Dataset* p_train_data = reinterpret_cast<const Dataset*>(train_data);
446
  auto ret = std::unique_ptr<Booster>(new Booster(p_train_data, parameters));
447
  *out = ret.release();
448
  API_END();
449
450
}

451
DllExport int LGBM_BoosterCreateFromModelfile(
452
  const char* filename,
Guolin Ke's avatar
Guolin Ke committed
453
  int64_t* num_total_model,
454
  BoosterHandle* out) {
455
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
456
457
458
  auto ret = std::unique_ptr<Booster>(new Booster(filename));
  *num_total_model = static_cast<int64_t>(ret->GetBoosting()->NumberOfTotalModel());
  *out = ret.release();
459
  API_END();
460
461
462
}

DllExport int LGBM_BoosterFree(BoosterHandle handle) {
463
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
464
  delete reinterpret_cast<Booster*>(handle);
465
  API_END();
466
467
}

468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486

DllExport int LGBM_BoosterAddValidData(BoosterHandle handle,
  const DatesetHandle valid_data) {
  API_BEGIN();
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
  const Dataset* p_dataset = reinterpret_cast<const Dataset*>(valid_data);
  ref_booster->AddValidData(p_dataset);
  API_END();
}

DllExport int LGBM_BoosterResetTrainingData(BoosterHandle handle,
  const DatesetHandle train_data) {
  API_BEGIN();
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
  const Dataset* p_dataset = reinterpret_cast<const Dataset*>(train_data);
  ref_booster->ResetTrainingData(p_dataset);
  API_END();
}

487
488
489
490
491
492
493
DllExport int LGBM_BoosterResetParameter(BoosterHandle handle, const char* parameters) {
  API_BEGIN();
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
  ref_booster->ResetBoostingConfig(parameters);
  API_END();
}

Guolin Ke's avatar
Guolin Ke committed
494
495
496
497
498
499
500
DllExport int LGBM_BoosterGetNumClasses(BoosterHandle handle, int64_t* out_len) {
  API_BEGIN();
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
  *out_len = ref_booster->GetBoosting()->NumberOfClasses();
  API_END();
}

501
DllExport int LGBM_BoosterUpdateOneIter(BoosterHandle handle, int* is_finished) {
502
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
503
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
504
505
506
507
508
  if (ref_booster->TrainOneIter()) {
    *is_finished = 1;
  } else {
    *is_finished = 0;
  }
509
  API_END();
510
511
512
513
514
515
}

DllExport int LGBM_BoosterUpdateOneIterCustom(BoosterHandle handle,
  const float* grad,
  const float* hess,
  int* is_finished) {
516
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
517
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
518
519
520
521
522
  if (ref_booster->TrainOneIter(grad, hess)) {
    *is_finished = 1;
  } else {
    *is_finished = 0;
  }
523
  API_END();
524
525
}

526
527
528
529
530
531
532
533
534
535
536
537
538
DllExport int LGBM_BoosterRollbackOneIter(BoosterHandle handle) {
  API_BEGIN();
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
  ref_booster->RollbackOneIter();
  API_END();
}

DllExport int LGBM_BoosterGetCurrentIteration(BoosterHandle handle, int64_t* out_iteration) {
  API_BEGIN();
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
  *out_iteration = ref_booster->GetBoosting()->GetCurrentIteration();
  API_END();
}
Guolin Ke's avatar
Guolin Ke committed
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
/*!
* \brief Get number of eval
* \return total number of eval result
*/
DllExport int LGBM_BoosterGetEvalCounts(BoosterHandle handle, int64_t* out_len) {
  API_BEGIN();
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
  *out_len = ref_booster->GetEvalCounts();
  API_END();
}

/*!
* \brief Get number of eval
* \return total number of eval result
*/
Guolin Ke's avatar
Guolin Ke committed
554
DllExport int LGBM_BoosterGetEvalNames(BoosterHandle handle, int64_t* out_len, char** out_strs) {
Guolin Ke's avatar
Guolin Ke committed
555
556
557
558
559
560
561
562
  API_BEGIN();
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
  *out_len = ref_booster->GetEvalNames(out_strs);
  API_END();
}


DllExport int LGBM_BoosterGetEval(BoosterHandle handle,
563
  int data,
564
  int64_t* out_len,
Guolin Ke's avatar
Guolin Ke committed
565
  float* out_results) {
566
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
567
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
568
569
  auto boosting = ref_booster->GetBoosting();
  auto result_buf = boosting->GetEvalAt(data);
570
  *out_len = static_cast<int64_t>(result_buf.size());
571
  for (size_t i = 0; i < result_buf.size(); ++i) {
Guolin Ke's avatar
Guolin Ke committed
572
    (out_results)[i] = static_cast<float>(result_buf[i]);
573
  }
574
  API_END();
575
576
}

Guolin Ke's avatar
Guolin Ke committed
577
578
DllExport int LGBM_BoosterGetPredict(BoosterHandle handle,
  int data,
579
  int64_t* out_len,
Guolin Ke's avatar
Guolin Ke committed
580
  float* out_result) {
581
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
582
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
Guolin Ke's avatar
Guolin Ke committed
583
  int len = 0;
Guolin Ke's avatar
Guolin Ke committed
584
  ref_booster->GetPredictAt(data, out_result, &len);
585
  *out_len = static_cast<int64_t>(len);
586
  API_END();
Guolin Ke's avatar
Guolin Ke committed
587
588
}

589
590
DllExport int LGBM_BoosterPredictForFile(BoosterHandle handle,
  const char* data_filename,
Guolin Ke's avatar
Guolin Ke committed
591
592
593
  int data_has_header,
  int predict_type,
  int64_t num_iteration,
594
  const char* result_filename) {
595
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
596
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
Guolin Ke's avatar
Guolin Ke committed
597
  ref_booster->PrepareForPrediction(static_cast<int>(num_iteration), predict_type);
598
599
  bool bool_data_has_header = data_has_header > 0 ? true : false;
  ref_booster->PredictForFile(data_filename, result_filename, bool_data_has_header);
600
  API_END();
601
602
}

603
DllExport int LGBM_BoosterPredictForCSR(BoosterHandle handle,
604
605
  const void* indptr,
  int indptr_type,
606
607
  const int32_t* indices,
  const void* data,
608
609
610
611
  int data_type,
  int64_t nindptr,
  int64_t nelem,
  int64_t,
612
  int predict_type,
Guolin Ke's avatar
Guolin Ke committed
613
614
615
  int64_t num_iteration,
  int64_t* out_len,
  float* out_result) {
616
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
617
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
Guolin Ke's avatar
Guolin Ke committed
618
  ref_booster->PrepareForPrediction(static_cast<int>(num_iteration), predict_type);
Guolin Ke's avatar
Guolin Ke committed
619

620
  auto get_row_fun = RowFunctionFromCSR(indptr, indptr_type, indices, data, data_type, nindptr, nelem);
Guolin Ke's avatar
Guolin Ke committed
621
622
623
624
625
626
627
628
  int num_preb_in_one_row = ref_booster->GetBoosting()->NumberOfClasses();
  if (predict_type == C_API_PREDICT_LEAF_INDEX) {
    if (num_iteration > 0) {
      num_preb_in_one_row *= static_cast<int>(num_iteration);
    } else {
      num_preb_in_one_row *= ref_booster->GetBoosting()->NumberOfTotalModel() / num_preb_in_one_row;
    }
  }
Guolin Ke's avatar
Guolin Ke committed
629
630
631
632
633
  int nrow = static_cast<int>(nindptr - 1);
#pragma omp parallel for schedule(guided)
  for (int i = 0; i < nrow; ++i) {
    auto one_row = get_row_fun(i);
    auto predicton_result = ref_booster->Predict(one_row);
Guolin Ke's avatar
Guolin Ke committed
634
635
    for (int j = 0; j < static_cast<int>(predicton_result.size()); ++j) {
      out_result[i * num_preb_in_one_row + j] = static_cast<float>(predicton_result[j]);
Guolin Ke's avatar
Guolin Ke committed
636
637
    }
  }
Guolin Ke's avatar
Guolin Ke committed
638
  *out_len = nrow * num_preb_in_one_row;
639
  API_END();
Guolin Ke's avatar
Guolin Ke committed
640
}
641
642
643

DllExport int LGBM_BoosterPredictForMat(BoosterHandle handle,
  const void* data,
644
  int data_type,
645
646
  int32_t nrow,
  int32_t ncol,
Guolin Ke's avatar
Guolin Ke committed
647
  int is_row_major,
648
  int predict_type,
Guolin Ke's avatar
Guolin Ke committed
649
650
651
  int64_t num_iteration,
  int64_t* out_len,
  float* out_result) {
652
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
653
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
Guolin Ke's avatar
Guolin Ke committed
654
  ref_booster->PrepareForPrediction(static_cast<int>(num_iteration), predict_type);
Guolin Ke's avatar
Guolin Ke committed
655

656
  auto get_row_fun = RowPairFunctionFromDenseMatric(data, nrow, ncol, data_type, is_row_major);
Guolin Ke's avatar
Guolin Ke committed
657
658
659
660
661
662
663
664
  int num_preb_in_one_row = ref_booster->GetBoosting()->NumberOfClasses();
  if (predict_type == C_API_PREDICT_LEAF_INDEX) {
    if (num_iteration > 0) {
      num_preb_in_one_row *= static_cast<int>(num_iteration);
    } else {
      num_preb_in_one_row *= ref_booster->GetBoosting()->NumberOfTotalModel() / num_preb_in_one_row;
    }
  }
Guolin Ke's avatar
Guolin Ke committed
665
666
667
668
#pragma omp parallel for schedule(guided)
  for (int i = 0; i < nrow; ++i) {
    auto one_row = get_row_fun(i);
    auto predicton_result = ref_booster->Predict(one_row);
Guolin Ke's avatar
Guolin Ke committed
669
670
    for (int j = 0; j < static_cast<int>(predicton_result.size()); ++j) {
      out_result[i * num_preb_in_one_row + j] = static_cast<float>(predicton_result[j]);
Guolin Ke's avatar
Guolin Ke committed
671
672
    }
  }
Guolin Ke's avatar
Guolin Ke committed
673
  *out_len = nrow * num_preb_in_one_row;
674
  API_END();
Guolin Ke's avatar
Guolin Ke committed
675
}
676
677

DllExport int LGBM_BoosterSaveModel(BoosterHandle handle,
Guolin Ke's avatar
Guolin Ke committed
678
  int num_iteration,
Guolin Ke's avatar
Guolin Ke committed
679
  const char* filename) {
680
  API_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
681
  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
Guolin Ke's avatar
Guolin Ke committed
682
  ref_booster->SaveModelToFile(num_iteration, filename);
683
  API_END();
Guolin Ke's avatar
Guolin Ke committed
684
}
685

Guolin Ke's avatar
Guolin Ke committed
686
// ---- start of some help functions
687
688
689

std::function<std::vector<double>(int row_idx)>
RowFunctionFromDenseMatric(const void* data, int num_row, int num_col, int data_type, int is_row_major) {
Guolin Ke's avatar
Guolin Ke committed
690
  if (data_type == C_API_DTYPE_FLOAT32) {
691
692
693
    const float* data_ptr = reinterpret_cast<const float*>(data);
    if (is_row_major) {
      return [data_ptr, num_col, num_row](int row_idx) {
Guolin Ke's avatar
Guolin Ke committed
694
        std::vector<double> ret(num_col);
695
696
        auto tmp_ptr = data_ptr + num_col * row_idx;
        for (int i = 0; i < num_col; ++i) {
Guolin Ke's avatar
Guolin Ke committed
697
          ret[i] = static_cast<double>(*(tmp_ptr + i));
698
699
700
701
702
        }
        return ret;
      };
    } else {
      return [data_ptr, num_col, num_row](int row_idx) {
Guolin Ke's avatar
Guolin Ke committed
703
        std::vector<double> ret(num_col);
704
        for (int i = 0; i < num_col; ++i) {
Guolin Ke's avatar
Guolin Ke committed
705
          ret[i] = static_cast<double>(*(data_ptr + num_row * i + row_idx));
706
707
708
709
        }
        return ret;
      };
    }
Guolin Ke's avatar
Guolin Ke committed
710
  } else if (data_type == C_API_DTYPE_FLOAT64) {
711
712
713
    const double* data_ptr = reinterpret_cast<const double*>(data);
    if (is_row_major) {
      return [data_ptr, num_col, num_row](int row_idx) {
Guolin Ke's avatar
Guolin Ke committed
714
        std::vector<double> ret(num_col);
715
716
        auto tmp_ptr = data_ptr + num_col * row_idx;
        for (int i = 0; i < num_col; ++i) {
Guolin Ke's avatar
Guolin Ke committed
717
          ret[i] = static_cast<double>(*(tmp_ptr + i));
718
719
720
721
722
        }
        return ret;
      };
    } else {
      return [data_ptr, num_col, num_row](int row_idx) {
Guolin Ke's avatar
Guolin Ke committed
723
        std::vector<double> ret(num_col);
724
        for (int i = 0; i < num_col; ++i) {
Guolin Ke's avatar
Guolin Ke committed
725
          ret[i] = static_cast<double>(*(data_ptr + num_row * i + row_idx));
726
727
728
729
730
        }
        return ret;
      };
    }
  }
Guolin Ke's avatar
Guolin Ke committed
731
  throw std::runtime_error("unknown data type in RowFunctionFromDenseMatric");
732
733
734
735
}

std::function<std::vector<std::pair<int, double>>(int row_idx)>
RowPairFunctionFromDenseMatric(const void* data, int num_row, int num_col, int data_type, int is_row_major) {
Guolin Ke's avatar
Guolin Ke committed
736
737
738
739
740
741
742
743
  auto inner_function = RowFunctionFromDenseMatric(data, num_row, num_col, data_type, is_row_major);
  if (inner_function != nullptr) {
    return [inner_function](int row_idx) {
      auto raw_values = inner_function(row_idx);
      std::vector<std::pair<int, double>> ret;
      for (int i = 0; i < static_cast<int>(raw_values.size()); ++i) {
        if (std::fabs(raw_values[i]) > 1e-15) {
          ret.emplace_back(i, raw_values[i]);
744
        }
Guolin Ke's avatar
Guolin Ke committed
745
746
747
      }
      return ret;
    };
748
  }
Guolin Ke's avatar
Guolin Ke committed
749
  return nullptr;
750
751
752
753
}

std::function<std::vector<std::pair<int, double>>(int idx)>
RowFunctionFromCSR(const void* indptr, int indptr_type, const int32_t* indices, const void* data, int data_type, int64_t nindptr, int64_t nelem) {
Guolin Ke's avatar
Guolin Ke committed
754
  if (data_type == C_API_DTYPE_FLOAT32) {
755
    const float* data_ptr = reinterpret_cast<const float*>(data);
Guolin Ke's avatar
Guolin Ke committed
756
    if (indptr_type == C_API_DTYPE_INT32) {
757
758
759
760
761
      const int32_t* ptr_indptr = reinterpret_cast<const int32_t*>(indptr);
      return [ptr_indptr, indices, data_ptr, nindptr, nelem](int idx) {
        std::vector<std::pair<int, double>> ret;
        int64_t start = ptr_indptr[idx];
        int64_t end = ptr_indptr[idx + 1];
Guolin Ke's avatar
Guolin Ke committed
762
        for (int64_t i = start; i < end; ++i) {
763
764
765
766
          ret.emplace_back(indices[i], data_ptr[i]);
        }
        return ret;
      };
Guolin Ke's avatar
Guolin Ke committed
767
    } else if (indptr_type == C_API_DTYPE_INT64) {
768
769
770
771
772
      const int64_t* ptr_indptr = reinterpret_cast<const int64_t*>(indptr);
      return [ptr_indptr, indices, data_ptr, nindptr, nelem](int idx) {
        std::vector<std::pair<int, double>> ret;
        int64_t start = ptr_indptr[idx];
        int64_t end = ptr_indptr[idx + 1];
Guolin Ke's avatar
Guolin Ke committed
773
        for (int64_t i = start; i < end; ++i) {
774
775
776
777
778
          ret.emplace_back(indices[i], data_ptr[i]);
        }
        return ret;
      };
    }
Guolin Ke's avatar
Guolin Ke committed
779
  } else if (data_type == C_API_DTYPE_FLOAT64) {
780
    const double* data_ptr = reinterpret_cast<const double*>(data);
Guolin Ke's avatar
Guolin Ke committed
781
    if (indptr_type == C_API_DTYPE_INT32) {
782
783
784
785
786
      const int32_t* ptr_indptr = reinterpret_cast<const int32_t*>(indptr);
      return [ptr_indptr, indices, data_ptr, nindptr, nelem](int idx) {
        std::vector<std::pair<int, double>> ret;
        int64_t start = ptr_indptr[idx];
        int64_t end = ptr_indptr[idx + 1];
Guolin Ke's avatar
Guolin Ke committed
787
        for (int64_t i = start; i < end; ++i) {
788
789
790
791
          ret.emplace_back(indices[i], data_ptr[i]);
        }
        return ret;
      };
Guolin Ke's avatar
Guolin Ke committed
792
    } else if (indptr_type == C_API_DTYPE_INT64) {
793
794
795
796
797
      const int64_t* ptr_indptr = reinterpret_cast<const int64_t*>(indptr);
      return [ptr_indptr, indices, data_ptr, nindptr, nelem](int idx) {
        std::vector<std::pair<int, double>> ret;
        int64_t start = ptr_indptr[idx];
        int64_t end = ptr_indptr[idx + 1];
Guolin Ke's avatar
Guolin Ke committed
798
        for (int64_t i = start; i < end; ++i) {
799
800
801
802
          ret.emplace_back(indices[i], data_ptr[i]);
        }
        return ret;
      };
Guolin Ke's avatar
Guolin Ke committed
803
804
805
    } 
  } 
  throw std::runtime_error("unknown data type in RowFunctionFromCSR");
806
807
808
809
}

std::function<std::vector<std::pair<int, double>>(int idx)>
ColumnFunctionFromCSC(const void* col_ptr, int col_ptr_type, const int32_t* indices, const void* data, int data_type, int64_t ncol_ptr, int64_t nelem) {
Guolin Ke's avatar
Guolin Ke committed
810
  if (data_type == C_API_DTYPE_FLOAT32) {
811
    const float* data_ptr = reinterpret_cast<const float*>(data);
Guolin Ke's avatar
Guolin Ke committed
812
    if (col_ptr_type == C_API_DTYPE_INT32) {
813
814
815
816
817
818
819
820
821
822
      const int32_t* ptr_col_ptr = reinterpret_cast<const int32_t*>(col_ptr);
      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem](int idx) {
        std::vector<std::pair<int, double>> ret;
        int64_t start = ptr_col_ptr[idx];
        int64_t end = ptr_col_ptr[idx + 1];
        for (int64_t i = start; i < end; ++i) {
          ret.emplace_back(indices[i], data_ptr[i]);
        }
        return ret;
      };
Guolin Ke's avatar
Guolin Ke committed
823
    } else if (col_ptr_type == C_API_DTYPE_INT64) {
824
825
826
827
828
829
830
831
832
833
      const int64_t* ptr_col_ptr = reinterpret_cast<const int64_t*>(col_ptr);
      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem](int idx) {
        std::vector<std::pair<int, double>> ret;
        int64_t start = ptr_col_ptr[idx];
        int64_t end = ptr_col_ptr[idx + 1];
        for (int64_t i = start; i < end; ++i) {
          ret.emplace_back(indices[i], data_ptr[i]);
        }
        return ret;
      };
Guolin Ke's avatar
Guolin Ke committed
834
    } 
Guolin Ke's avatar
Guolin Ke committed
835
  } else if (data_type == C_API_DTYPE_FLOAT64) {
836
    const double* data_ptr = reinterpret_cast<const double*>(data);
Guolin Ke's avatar
Guolin Ke committed
837
    if (col_ptr_type == C_API_DTYPE_INT32) {
838
839
840
841
842
843
844
845
846
847
      const int32_t* ptr_col_ptr = reinterpret_cast<const int32_t*>(col_ptr);
      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem](int idx) {
        std::vector<std::pair<int, double>> ret;
        int64_t start = ptr_col_ptr[idx];
        int64_t end = ptr_col_ptr[idx + 1];
        for (int64_t i = start; i < end; ++i) {
          ret.emplace_back(indices[i], data_ptr[i]);
        }
        return ret;
      };
Guolin Ke's avatar
Guolin Ke committed
848
    } else if (col_ptr_type == C_API_DTYPE_INT64) {
849
850
851
852
853
854
855
856
857
858
      const int64_t* ptr_col_ptr = reinterpret_cast<const int64_t*>(col_ptr);
      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem](int idx) {
        std::vector<std::pair<int, double>> ret;
        int64_t start = ptr_col_ptr[idx];
        int64_t end = ptr_col_ptr[idx + 1];
        for (int64_t i = start; i < end; ++i) {
          ret.emplace_back(indices[i], data_ptr[i]);
        }
        return ret;
      };
Guolin Ke's avatar
Guolin Ke committed
859
860
861
    } 
  } 
  throw std::runtime_error("unknown data type in ColumnFunctionFromCSC");
862
863
}

864
std::vector<double> SampleFromOneColumn(const std::vector<std::pair<int, double>>& data, const std::vector<int>& indices) {
865
866
867
868
869
870
871
872
873
874
875
  size_t j = 0;
  std::vector<double> ret;
  for (auto row_idx : indices) {
    while (j < data.size() && data[j].first < static_cast<int>(row_idx)) {
      ++j;
    }
    if (j < data.size() && data[j].first == static_cast<int>(row_idx)) {
      ret.push_back(data[j].second);
    }
  }
  return ret;
Guolin Ke's avatar
Guolin Ke committed
876
}