serial_tree_learner.h 6.14 KB
Newer Older
Guolin Ke's avatar
Guolin Ke committed
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
#ifndef LIGHTGBM_TREELEARNER_SERIAL_TREE_LEARNER_H_
#define LIGHTGBM_TREELEARNER_SERIAL_TREE_LEARNER_H_

#include <LightGBM/utils/random.h>
#include <LightGBM/utils/array_args.h>

#include <LightGBM/tree_learner.h>
#include <LightGBM/dataset.h>
#include <LightGBM/tree.h>
#include <LightGBM/feature.h>
#include "feature_histogram.hpp"
#include "data_partition.hpp"
#include "split_info.hpp"
#include "leaf_splits.hpp"

#include <cstdio>
#include <vector>
#include <random>
#include <cmath>

namespace LightGBM {

/*!
* \brief Used for learning a tree by single machine
*/
class SerialTreeLearner: public TreeLearner {
public:
  explicit SerialTreeLearner(const TreeConfig& tree_config);

  ~SerialTreeLearner();

  void Init(const Dataset* train_data) override;

  Tree* Train(const score_t* gradients, const score_t *hessians) override;

  void SetBaggingData(const data_size_t* used_indices, data_size_t num_data) override {
    data_partition_->SetUsedDataIndices(used_indices, num_data);
  }

  void AddPredictionToScore(score_t *out_score) const override {
    #pragma omp parallel for schedule(guided)
    for (int i = 0; i < data_partition_->num_leaves(); ++i) {
      double output = last_trained_tree_->LeafOutput(i);
      data_size_t* tmp_idx = nullptr;
      data_size_t cnt_leaf_data = data_partition_->GetIndexOnLeaf(i, &tmp_idx);
      for (data_size_t j = 0; j < cnt_leaf_data; ++j) {
        out_score[tmp_idx[j]] += static_cast<score_t>(output);
      }
    }
  }

protected:
  /*!
  * \brief Some initial works before training
  */
  virtual void BeforeTrain();

  /*!
  * \brief Some initial works before FindBestSplit
  */
  virtual bool BeforeFindBestSplit(int left_leaf, int right_leaf);


  /*!
  * \brief Find best thresholds for all features, using multi-threading.
  *  The result will be stored in smaller_leaf_splits_ and larger_leaf_splits_.
  *  This function will be called in FindBestSplit.
  */
  virtual void FindBestThresholds();

  /*!
  * \brief Find best features for leaves from smaller_leaf_splits_ and larger_leaf_splits_.
  *  This function will be called after FindBestThresholds.
  */
  inline virtual void FindBestSplitsForLeaves();

  /*!
  * \brief Partition tree and data according best split.
  * \param tree Current tree, will be splitted on this function.
  * \param best_leaf The index of leaf that will be splitted.
  * \param left_leaf The index of left leaf after splitted.
  * \param right_leaf The index of right leaf after splitted.
  */
  virtual void Split(Tree* tree, int best_leaf, int* left_leaf, int* right_leaf);

  /*!
  * \brief Get the number of data in a leaf
  * \param leaf_idx The index of leaf
  * \return The number of data in the leaf_idx leaf
  */
  inline virtual data_size_t GetGlobalDataCountInLeaf(int leaf_idx) const;

  /*!
  * \brief Find best features for leaf from leaf_splits
  * \param leaf_splits
  */
  inline void FindBestSplitForLeaf(LeafSplits* leaf_splits);

  /*! \brief Last trained decision tree */
  const Tree* last_trained_tree_;
  /*! \brief number of data */
  data_size_t num_data_;
  /*! \brief number of features */
  int num_features_;
  /*! \brief training data */
  const Dataset* train_data_;
  /*! \brief gradients of current iteration */
  const score_t* gradients_;
  /*! \brief hessians of current iteration */
  const score_t* hessians_;
  /*! \brief number of total leaves */
  int num_leaves_;
  /*! \brief mininal data on one leaf */
  data_size_t min_num_data_one_leaf_;
  /*! \brief mininal sum hessian on one leaf */
  score_t min_sum_hessian_one_leaf_;
  /*! \brief sub-feature fraction rate */
  double feature_fraction_;
  /*! \brief training data partition on leaves */
  DataPartition* data_partition_;
  /*! \brief used for generate used features */
  Random random_;
  /*! \brief used for sub feature training, is_feature_used_[i] = falase means don't used feature i */
  bool* is_feature_used_;
  /*! \brief cache historical histogram to speed up */
  FeatureHistogram** historical_histogram_array_;
  /*! \brief pointer to histograms array of smaller leaf */
  FeatureHistogram* smaller_leaf_histogram_array_;
  /*! \brief pointer to histograms array of larger leaf */
  FeatureHistogram* larger_leaf_histogram_array_;

  /*! \brief store best split points for all leaves */
  std::vector<SplitInfo> best_split_per_leaf_;

  /*! \brief stores best thresholds for all feature for smaller leaf */
  LeafSplits* smaller_leaf_splits_;
  /*! \brief stores best thresholds for all feature for larger leaf */
  LeafSplits* larger_leaf_splits_;

  /*! \brief gradients of current iteration, ordered for cache optimized */
  score_t* ordered_gradients_;
  /*! \brief hessians of current iteration, ordered for cache optimized */
  score_t* ordered_hessians_;

  /*! \brief Pointer to ordered_gradients_, use this to avoid copy at BeforeTrain */
  const score_t* ptr_to_ordered_gradients_;
  /*! \brief Pointer to ordered_hessians_, use this to avoid copy at BeforeTrain*/
  const score_t* ptr_to_ordered_hessians_;
  /*! \brief Store ordered bin */
  std::vector<OrderedBin*> ordered_bins_;
  /*! \brief True if has ordered bin */
  bool has_ordered_bin_ = false;
  /*! \brief  is_data_in_leaf_[i] != 0 means i-th data is marked */
  char* is_data_in_leaf_;
};



inline void SerialTreeLearner::FindBestSplitsForLeaves() {
  FindBestSplitForLeaf(smaller_leaf_splits_);
  FindBestSplitForLeaf(larger_leaf_splits_);
}

inline data_size_t SerialTreeLearner::GetGlobalDataCountInLeaf(int leafIdx) const {
  if (leafIdx >= 0) {
    return data_partition_->leaf_count(leafIdx);
  } else {
    return 0;
  }
}

inline void SerialTreeLearner::FindBestSplitForLeaf(LeafSplits* leaf_splits) {
  if (leaf_splits == nullptr || leaf_splits->LeafIndex() < 0) {
    return;
  }
  std::vector<double> gains;
  for (size_t i = 0; i < leaf_splits->BestSplitPerFeature().size(); ++i) {
    gains.push_back(leaf_splits->BestSplitPerFeature()[i].gain);
  }
  int best_feature = static_cast<int>(ArrayArgs<double>::ArgMax(gains));
  int leaf = leaf_splits->LeafIndex();
  best_split_per_leaf_[leaf] = leaf_splits->BestSplitPerFeature()[best_feature];
  best_split_per_leaf_[leaf].feature = best_feature;
}

}  // namespace LightGBM
Guolin Ke's avatar
Guolin Ke committed
187
#endif   // LightGBM_TREELEARNER_SERIAL_TREE_LEARNER_H_