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feature_histogram.hpp 49.5 KB
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/*!
 * Copyright (c) 2016 Microsoft Corporation. All rights reserved.
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 * Licensed under the MIT License. See LICENSE file in the project root for
 * license information.
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 */
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#ifndef LIGHTGBM_TREELEARNER_FEATURE_HISTOGRAM_HPP_
#define LIGHTGBM_TREELEARNER_FEATURE_HISTOGRAM_HPP_

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#include <LightGBM/bin.h>
#include <LightGBM/dataset.h>
#include <LightGBM/utils/array_args.h>

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#include <algorithm>
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#include <cmath>
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#include <cstring>
#include <memory>
#include <utility>
#include <vector>

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#include "monotone_constraints.hpp"
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#include "split_info.hpp"
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namespace LightGBM {
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class FeatureMetainfo {
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 public:
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  int num_bin;
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  MissingType missing_type;
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  int8_t offset = 0;
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  uint32_t default_bin;
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  int8_t monotone_type = 0;
  double penalty = 1.0;
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  /*! \brief pointer of tree config */
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  const Config* config;
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  BinType bin_type;
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  /*! \brief random number generator for extremely randomized trees */
  mutable Random rand;
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};
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/*!
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 * \brief FeatureHistogram is used to construct and store a histogram for a
 * feature.
 */
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class FeatureHistogram {
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 public:
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  FeatureHistogram() { data_ = nullptr; }
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  ~FeatureHistogram() {}
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  /*! \brief Disable copy */
  FeatureHistogram& operator=(const FeatureHistogram&) = delete;
  /*! \brief Disable copy */
  FeatureHistogram(const FeatureHistogram&) = delete;

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  /*!
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   * \brief Init the feature histogram
   * \param feature the feature data for this histogram
   * \param min_num_data_one_leaf minimal number of data in one leaf
   */
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  void Init(hist_t* data, const FeatureMetainfo* meta) {
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    meta_ = meta;
    data_ = data;
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    ResetFunc();
  }

  void ResetFunc() {
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    if (meta_->bin_type == BinType::NumericalBin) {
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      FuncForNumrical();
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    } else {
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      FuncForCategorical();
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    }
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  }

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  hist_t* RawData() { return data_; }
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  /*!
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   * \brief Subtract current histograms with other
   * \param other The histogram that want to subtract
   */
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  void Subtract(const FeatureHistogram& other) {
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    for (int i = 0; i < (meta_->num_bin - meta_->offset) * 2; ++i) {
      data_[i] -= other.data_[i];
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    }
  }
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  void FindBestThreshold(double sum_gradient, double sum_hessian,
                         data_size_t num_data,
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                         const FeatureConstraint* constraints,
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                         double parent_output,
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                         SplitInfo* output) {
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    output->default_left = true;
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    output->gain = kMinScore;
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    find_best_threshold_fun_(sum_gradient, sum_hessian + 2 * kEpsilon, num_data,
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                             constraints, parent_output, output);
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    output->gain *= meta_->penalty;
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  }

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  template <bool USE_RAND, bool USE_L1, bool USE_MAX_OUTPUT, bool USE_SMOOTHING>
  double BeforeNumercal(double sum_gradient, double sum_hessian, double parent_output, data_size_t num_data,
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                        SplitInfo* output, int* rand_threshold) {
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    is_splittable_ = false;
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    output->monotone_type = meta_->monotone_type;
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    double gain_shift = GetLeafGain<USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
        sum_gradient, sum_hessian, meta_->config->lambda_l1, meta_->config->lambda_l2,
        meta_->config->max_delta_step, meta_->config->path_smooth, num_data, parent_output);
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    *rand_threshold = 0;
    if (USE_RAND) {
      if (meta_->num_bin - 2 > 0) {
        *rand_threshold = meta_->rand.NextInt(0, meta_->num_bin - 2);
      }
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    }
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    return gain_shift + meta_->config->min_gain_to_split;
  }

  void FuncForNumrical() {
    if (meta_->config->extra_trees) {
      if (meta_->config->monotone_constraints.empty()) {
        FuncForNumricalL1<true, false>();
      } else {
        FuncForNumricalL1<true, true>();
      }
    } else {
      if (meta_->config->monotone_constraints.empty()) {
        FuncForNumricalL1<false, false>();
      } else {
        FuncForNumricalL1<false, true>();
      }
    }
  }
  template <bool USE_RAND, bool USE_MC>
  void FuncForNumricalL1() {
    if (meta_->config->lambda_l1 > 0) {
      if (meta_->config->max_delta_step > 0) {
        FuncForNumricalL2<USE_RAND, USE_MC, true, true>();
      } else {
        FuncForNumricalL2<USE_RAND, USE_MC, true, false>();
      }
    } else {
      if (meta_->config->max_delta_step > 0) {
        FuncForNumricalL2<USE_RAND, USE_MC, false, true>();
      } else {
        FuncForNumricalL2<USE_RAND, USE_MC, false, false>();
      }
    }
  }

  template <bool USE_RAND, bool USE_MC, bool USE_L1, bool USE_MAX_OUTPUT>
  void FuncForNumricalL2() {
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    if (meta_->config->path_smooth > kEpsilon) {
      FuncForNumricalL3<USE_RAND, USE_MC, USE_L1, USE_MAX_OUTPUT, true>();
    } else {
      FuncForNumricalL3<USE_RAND, USE_MC, USE_L1, USE_MAX_OUTPUT, false>();
    }
  }

  template <bool USE_RAND, bool USE_MC, bool USE_L1, bool USE_MAX_OUTPUT, bool USE_SMOOTHING>
  void FuncForNumricalL3() {
#define TEMPLATE_PREFIX USE_RAND, USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING
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#define LAMBDA_ARGUMENTS                                         \
  double sum_gradient, double sum_hessian, data_size_t num_data, \
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      const FeatureConstraint* constraints, double parent_output, SplitInfo *output
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#define BEFORE_ARGUMENTS sum_gradient, sum_hessian, parent_output, num_data, output, &rand_threshold
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#define FUNC_ARGUMENTS                                                      \
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  sum_gradient, sum_hessian, num_data, constraints, min_gain_shift, \
      output, rand_threshold, parent_output
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    if (meta_->num_bin > 2 && meta_->missing_type != MissingType::None) {
      if (meta_->missing_type == MissingType::Zero) {
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        find_best_threshold_fun_ = [=](LAMBDA_ARGUMENTS) {
          int rand_threshold = 0;
          double min_gain_shift =
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              BeforeNumercal<USE_RAND, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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                  BEFORE_ARGUMENTS);
          FindBestThresholdSequentially<TEMPLATE_PREFIX, true, true, false>(
              FUNC_ARGUMENTS);
          FindBestThresholdSequentially<TEMPLATE_PREFIX, false, true, false>(
              FUNC_ARGUMENTS);
        };
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      } else {
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        find_best_threshold_fun_ = [=](LAMBDA_ARGUMENTS) {
          int rand_threshold = 0;
          double min_gain_shift =
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              BeforeNumercal<USE_RAND, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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                  BEFORE_ARGUMENTS);
          FindBestThresholdSequentially<TEMPLATE_PREFIX, true, false, true>(
              FUNC_ARGUMENTS);
          FindBestThresholdSequentially<TEMPLATE_PREFIX, false, false, true>(
              FUNC_ARGUMENTS);
        };
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      }
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    } else {
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      if (meta_->missing_type != MissingType::NaN) {
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        find_best_threshold_fun_ = [=](LAMBDA_ARGUMENTS) {
          int rand_threshold = 0;
          double min_gain_shift =
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              BeforeNumercal<USE_RAND, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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                  BEFORE_ARGUMENTS);
          FindBestThresholdSequentially<TEMPLATE_PREFIX, true, false, false>(
              FUNC_ARGUMENTS);
        };
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      } else {
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        find_best_threshold_fun_ = [=](LAMBDA_ARGUMENTS) {
          int rand_threshold = 0;
          double min_gain_shift =
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              BeforeNumercal<USE_RAND, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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                  BEFORE_ARGUMENTS);
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          FindBestThresholdSequentially<TEMPLATE_PREFIX, true, false, false>(
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              FUNC_ARGUMENTS);
          output->default_left = false;
        };
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      }
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    }
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#undef TEMPLATE_PREFIX
#undef LAMBDA_ARGUMENTS
#undef BEFORE_ARGUMENTS
#undef FUNC_ARGURMENTS
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  }
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  void FuncForCategorical() {
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    if (meta_->config->extra_trees) {
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      if (meta_->config->monotone_constraints.empty()) {
        FuncForCategoricalL1<true, false>();
      } else {
        FuncForCategoricalL1<true, true>();
      }
    } else {
      if (meta_->config->monotone_constraints.empty()) {
        FuncForCategoricalL1<false, false>();
      } else {
        FuncForCategoricalL1<false, true>();
      }
    }
  }
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  template <bool USE_RAND, bool USE_MC>
  void FuncForCategoricalL1() {
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    if (meta_->config->path_smooth > kEpsilon) {
      FuncForCategoricalL2<USE_RAND, USE_MC, true>();
    } else {
      FuncForCategoricalL2<USE_RAND, USE_MC, false>();
    }
  }

  template <bool USE_RAND, bool USE_MC, bool USE_SMOOTHING>
  void FuncForCategoricalL2() {
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#define ARGUMENTS                                                      \
  std::placeholders::_1, std::placeholders::_2, std::placeholders::_3, \
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      std::placeholders::_4, std::placeholders::_5, std::placeholders::_6
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    if (meta_->config->lambda_l1 > 0) {
      if (meta_->config->max_delta_step > 0) {
        find_best_threshold_fun_ =
            std::bind(&FeatureHistogram::FindBestThresholdCategoricalInner<
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                          USE_RAND, USE_MC, true, true, USE_SMOOTHING>,
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                      this, ARGUMENTS);
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      } else {
        find_best_threshold_fun_ =
            std::bind(&FeatureHistogram::FindBestThresholdCategoricalInner<
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                          USE_RAND, USE_MC, true, false, USE_SMOOTHING>,
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                      this, ARGUMENTS);
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      }
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    } else {
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      if (meta_->config->max_delta_step > 0) {
        find_best_threshold_fun_ =
            std::bind(&FeatureHistogram::FindBestThresholdCategoricalInner<
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                          USE_RAND, USE_MC, false, true, USE_SMOOTHING>,
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                      this, ARGUMENTS);
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      } else {
        find_best_threshold_fun_ =
            std::bind(&FeatureHistogram::FindBestThresholdCategoricalInner<
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                          USE_RAND, USE_MC, false, false, USE_SMOOTHING>,
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                      this, ARGUMENTS);
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      }
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    }
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#undef ARGUMENTS
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  }

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  template <bool USE_RAND, bool USE_MC, bool USE_L1, bool USE_MAX_OUTPUT, bool USE_SMOOTHING>
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  void FindBestThresholdCategoricalInner(double sum_gradient,
                                         double sum_hessian,
                                         data_size_t num_data,
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                                         const FeatureConstraint* constraints,
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                                         double parent_output,
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                                         SplitInfo* output) {
    is_splittable_ = false;
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    output->default_left = false;
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    double best_gain = kMinScore;
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    data_size_t best_left_count = 0;
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    double best_sum_left_gradient = 0;
    double best_sum_left_hessian = 0;
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    double gain_shift;
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    if (USE_MC) {
      constraints->InitCumulativeConstraints(true);
    }
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    if (USE_SMOOTHING) {
      gain_shift = GetLeafGainGivenOutput<USE_L1>(
          sum_gradient, sum_hessian, meta_->config->lambda_l1, meta_->config->lambda_l2, parent_output);
    } else {
      // Need special case for no smoothing to preserve existing behaviour. If no smoothing, the parent output is calculated
      // with the larger categorical l2, whereas min_split_gain uses the original l2.
      gain_shift = GetLeafGain<USE_L1, USE_MAX_OUTPUT, false>(sum_gradient, sum_hessian,
          meta_->config->lambda_l1, meta_->config->lambda_l2, meta_->config->max_delta_step, 0,
          num_data, 0);
    }
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    double min_gain_shift = gain_shift + meta_->config->min_gain_to_split;
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    const int8_t offset = meta_->offset;
    const int bin_start = 1 - offset;
    const int bin_end = meta_->num_bin - offset;
    int used_bin = -1;
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    std::vector<int> sorted_idx;
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    double l2 = meta_->config->lambda_l2;
    bool use_onehot = meta_->num_bin <= meta_->config->max_cat_to_onehot;
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    int best_threshold = -1;
    int best_dir = 1;
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    const double cnt_factor = num_data / sum_hessian;
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    int rand_threshold = 0;
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    if (use_onehot) {
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      if (USE_RAND) {
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        if (bin_end - bin_start > 0) {
          rand_threshold = meta_->rand.NextInt(bin_start, bin_end);
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        }
      }
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      for (int t = bin_start; t < bin_end; ++t) {
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        const auto grad = GET_GRAD(data_, t);
        const auto hess = GET_HESS(data_, t);
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        data_size_t cnt =
            static_cast<data_size_t>(Common::RoundInt(hess * cnt_factor));
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        // if data not enough, or sum hessian too small
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        if (cnt < meta_->config->min_data_in_leaf ||
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            hess < meta_->config->min_sum_hessian_in_leaf) {
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          continue;
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        }
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        data_size_t other_count = num_data - cnt;
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        // if data not enough
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        if (other_count < meta_->config->min_data_in_leaf) {
          continue;
        }
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        double sum_other_hessian = sum_hessian - hess - kEpsilon;
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        // if sum hessian too small
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        if (sum_other_hessian < meta_->config->min_sum_hessian_in_leaf) {
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          continue;
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        }
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        double sum_other_gradient = sum_gradient - grad;
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        if (USE_RAND) {
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          if (t != rand_threshold) {
            continue;
          }
        }
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        // current split gain
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        double current_gain = GetSplitGains<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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            sum_other_gradient, sum_other_hessian, grad, hess + kEpsilon,
            meta_->config->lambda_l1, l2, meta_->config->max_delta_step,
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            constraints, 0, meta_->config->path_smooth, other_count, cnt, parent_output);
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        // gain with split is worse than without split
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        if (current_gain <= min_gain_shift) {
          continue;
        }
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        // mark to is splittable
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        is_splittable_ = true;
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        // better split point
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        if (current_gain > best_gain) {
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          best_threshold = t;
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          best_sum_left_gradient = grad;
          best_sum_left_hessian = hess + kEpsilon;
          best_left_count = cnt;
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          best_gain = current_gain;
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        }
      }
    } else {
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      for (int i = bin_start; i < bin_end; ++i) {
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        if (Common::RoundInt(GET_HESS(data_, i) * cnt_factor) >=
            meta_->config->cat_smooth) {
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          sorted_idx.push_back(i);
        }
      }
      used_bin = static_cast<int>(sorted_idx.size());

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      l2 += meta_->config->cat_l2;
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      auto ctr_fun = [this](double sum_grad, double sum_hess) {
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        return (sum_grad) / (sum_hess + meta_->config->cat_smooth);
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      };
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      std::stable_sort(
          sorted_idx.begin(), sorted_idx.end(), [this, &ctr_fun](int i, int j) {
            return ctr_fun(GET_GRAD(data_, i), GET_HESS(data_, i)) <
                   ctr_fun(GET_GRAD(data_, j), GET_HESS(data_, j));
          });
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      std::vector<int> find_direction(1, 1);
      std::vector<int> start_position(1, 0);
      find_direction.push_back(-1);
      start_position.push_back(used_bin - 1);
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      const int max_num_cat =
          std::min(meta_->config->max_cat_threshold, (used_bin + 1) / 2);
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      int max_threshold = std::max(std::min(max_num_cat, used_bin) - 1, 0);
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      if (USE_RAND) {
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        if (max_threshold > 0) {
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          rand_threshold = meta_->rand.NextInt(0, max_threshold);
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        }
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      }
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      is_splittable_ = false;
      for (size_t out_i = 0; out_i < find_direction.size(); ++out_i) {
        auto dir = find_direction[out_i];
        auto start_pos = start_position[out_i];
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        data_size_t min_data_per_group = meta_->config->min_data_per_group;
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        data_size_t cnt_cur_group = 0;
        double sum_left_gradient = 0.0f;
        double sum_left_hessian = kEpsilon;
        data_size_t left_count = 0;
        for (int i = 0; i < used_bin && i < max_num_cat; ++i) {
          auto t = sorted_idx[start_pos];
          start_pos += dir;
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          const auto grad = GET_GRAD(data_, t);
          const auto hess = GET_HESS(data_, t);
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          data_size_t cnt =
              static_cast<data_size_t>(Common::RoundInt(hess * cnt_factor));
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          sum_left_gradient += grad;
          sum_left_hessian += hess;
          left_count += cnt;
          cnt_cur_group += cnt;
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          if (left_count < meta_->config->min_data_in_leaf ||
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              sum_left_hessian < meta_->config->min_sum_hessian_in_leaf) {
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            continue;
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          }
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          data_size_t right_count = num_data - left_count;
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          if (right_count < meta_->config->min_data_in_leaf ||
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              right_count < min_data_per_group) {
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            break;
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          }
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          double sum_right_hessian = sum_hessian - sum_left_hessian;
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          if (sum_right_hessian < meta_->config->min_sum_hessian_in_leaf) {
            break;
          }
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          if (cnt_cur_group < min_data_per_group) {
            continue;
          }
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          cnt_cur_group = 0;

          double sum_right_gradient = sum_gradient - sum_left_gradient;
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          if (USE_RAND) {
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            if (i != rand_threshold) {
              continue;
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            }
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          }
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          double current_gain = GetSplitGains<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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              sum_left_gradient, sum_left_hessian, sum_right_gradient,
              sum_right_hessian, meta_->config->lambda_l1, l2,
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              meta_->config->max_delta_step, constraints, 0, meta_->config->path_smooth,
              left_count, right_count, parent_output);
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          if (current_gain <= min_gain_shift) {
            continue;
          }
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          is_splittable_ = true;
          if (current_gain > best_gain) {
            best_left_count = left_count;
            best_sum_left_gradient = sum_left_gradient;
            best_sum_left_hessian = sum_left_hessian;
            best_threshold = i;
            best_gain = current_gain;
            best_dir = dir;
          }
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        }
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      }
    }
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    if (is_splittable_) {
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      output->left_output = CalculateSplittedLeafOutput<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
          best_sum_left_gradient, best_sum_left_hessian,
          meta_->config->lambda_l1, l2, meta_->config->max_delta_step,
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          constraints->LeftToBasicConstraint(), meta_->config->path_smooth, best_left_count, parent_output);
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      output->left_count = best_left_count;
      output->left_sum_gradient = best_sum_left_gradient;
      output->left_sum_hessian = best_sum_left_hessian - kEpsilon;
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      output->right_output = CalculateSplittedLeafOutput<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
          sum_gradient - best_sum_left_gradient,
          sum_hessian - best_sum_left_hessian, meta_->config->lambda_l1, l2,
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          meta_->config->max_delta_step, constraints->RightToBasicConstraint(), meta_->config->path_smooth,
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          num_data - best_left_count, parent_output);
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      output->right_count = num_data - best_left_count;
      output->right_sum_gradient = sum_gradient - best_sum_left_gradient;
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      output->right_sum_hessian =
          sum_hessian - best_sum_left_hessian - kEpsilon;
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      output->gain = best_gain - min_gain_shift;
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      if (use_onehot) {
        output->num_cat_threshold = 1;
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        output->cat_threshold =
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            std::vector<uint32_t>(1, static_cast<uint32_t>(best_threshold + offset));
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      } else {
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        output->num_cat_threshold = best_threshold + 1;
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        output->cat_threshold =
            std::vector<uint32_t>(output->num_cat_threshold);
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        if (best_dir == 1) {
          for (int i = 0; i < output->num_cat_threshold; ++i) {
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            auto t = sorted_idx[i] + offset;
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            output->cat_threshold[i] = t;
          }
        } else {
          for (int i = 0; i < output->num_cat_threshold; ++i) {
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            auto t = sorted_idx[used_bin - 1 - i] + offset;
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            output->cat_threshold[i] = t;
          }
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        }
      }
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      output->monotone_type = 0;
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    }
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  }

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  void GatherInfoForThreshold(double sum_gradient, double sum_hessian,
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                              uint32_t threshold, data_size_t num_data,
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                              double parent_output, SplitInfo* output) {
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    if (meta_->bin_type == BinType::NumericalBin) {
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      GatherInfoForThresholdNumerical(sum_gradient, sum_hessian, threshold,
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                                      num_data, parent_output, output);
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    } else {
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      GatherInfoForThresholdCategorical(sum_gradient, sum_hessian, threshold,
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                                        num_data, parent_output, output);
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    }
  }

  void GatherInfoForThresholdNumerical(double sum_gradient, double sum_hessian,
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                                       uint32_t threshold, data_size_t num_data,
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                                       double parent_output, SplitInfo* output) {
    bool use_smoothing = meta_->config->path_smooth > kEpsilon;
    if (use_smoothing) {
      GatherInfoForThresholdNumericalInner<true>(sum_gradient, sum_hessian,
                                                 threshold, num_data,
                                                 parent_output, output);
    } else {
      GatherInfoForThresholdNumericalInner<false>(sum_gradient, sum_hessian,
                                                  threshold, num_data,
                                                  parent_output, output);
    }
  }

  template<bool USE_SMOOTHING>
  void GatherInfoForThresholdNumericalInner(double sum_gradient, double sum_hessian,
                                            uint32_t threshold, data_size_t num_data,
                                            double parent_output, SplitInfo* output) {
    double gain_shift = GetLeafGainGivenOutput<true>(
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        sum_gradient, sum_hessian, meta_->config->lambda_l1,
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        meta_->config->lambda_l2, parent_output);
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    double min_gain_shift = gain_shift + meta_->config->min_gain_to_split;
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    // do stuff here
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    const int8_t offset = meta_->offset;
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    double sum_right_gradient = 0.0f;
    double sum_right_hessian = kEpsilon;
    data_size_t right_count = 0;

    // set values
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    bool use_na_as_missing = false;
    bool skip_default_bin = false;
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    if (meta_->missing_type == MissingType::Zero) {
      skip_default_bin = true;
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    } else if (meta_->missing_type == MissingType::NaN) {
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      use_na_as_missing = true;
    }

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    int t = meta_->num_bin - 1 - offset - use_na_as_missing;
    const int t_end = 1 - offset;
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    const double cnt_factor = num_data / sum_hessian;
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    // from right to left, and we don't need data in bin0
    for (; t >= t_end; --t) {
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      if (static_cast<uint32_t>(t + offset) < threshold) {
        break;
      }
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      // need to skip default bin
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      if (skip_default_bin &&
          (t + offset) == static_cast<int>(meta_->default_bin)) {
        continue;
      }
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      const auto grad = GET_GRAD(data_, t);
      const auto hess = GET_HESS(data_, t);
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      data_size_t cnt =
          static_cast<data_size_t>(Common::RoundInt(hess * cnt_factor));
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      sum_right_gradient += grad;
      sum_right_hessian += hess;
      right_count += cnt;
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    }
    double sum_left_gradient = sum_gradient - sum_right_gradient;
    double sum_left_hessian = sum_hessian - sum_right_hessian;
    data_size_t left_count = num_data - right_count;
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    double current_gain =
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        GetLeafGain<true, true, USE_SMOOTHING>(
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            sum_left_gradient, sum_left_hessian, meta_->config->lambda_l1,
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            meta_->config->lambda_l2, meta_->config->max_delta_step,
            meta_->config->path_smooth, left_count, parent_output) +
        GetLeafGain<true, true, USE_SMOOTHING>(
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            sum_right_gradient, sum_right_hessian, meta_->config->lambda_l1,
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            meta_->config->lambda_l2, meta_->config->max_delta_step,
            meta_->config->path_smooth, right_count, parent_output);
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    // gain with split is worse than without split
    if (std::isnan(current_gain) || current_gain <= min_gain_shift) {
      output->gain = kMinScore;
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      Log::Warning(
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          "'Forced Split' will be ignored since the gain getting worse.");
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      return;
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    }
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    // update split information
    output->threshold = threshold;
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    output->left_output = CalculateSplittedLeafOutput<true, true, USE_SMOOTHING>(
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        sum_left_gradient, sum_left_hessian, meta_->config->lambda_l1,
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        meta_->config->lambda_l2, meta_->config->max_delta_step,
        meta_->config->path_smooth, left_count, parent_output);
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    output->left_count = left_count;
    output->left_sum_gradient = sum_left_gradient;
    output->left_sum_hessian = sum_left_hessian - kEpsilon;
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    output->right_output = CalculateSplittedLeafOutput<true, true, USE_SMOOTHING>(
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        sum_gradient - sum_left_gradient, sum_hessian - sum_left_hessian,
        meta_->config->lambda_l1, meta_->config->lambda_l2,
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        meta_->config->max_delta_step, meta_->config->path_smooth,
        right_count, parent_output);
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    output->right_count = num_data - left_count;
    output->right_sum_gradient = sum_gradient - sum_left_gradient;
    output->right_sum_hessian = sum_hessian - sum_left_hessian - kEpsilon;
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    output->gain = current_gain - min_gain_shift;
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    output->default_left = true;
  }

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  void GatherInfoForThresholdCategorical(double sum_gradient,  double sum_hessian,
                                         uint32_t threshold, data_size_t num_data,
                                         double parent_output, SplitInfo* output) {
    bool use_smoothing = meta_->config->path_smooth > kEpsilon;
    if (use_smoothing) {
      GatherInfoForThresholdCategoricalInner<true>(sum_gradient, sum_hessian, threshold,
                                                   num_data, parent_output, output);
    } else {
      GatherInfoForThresholdCategoricalInner<false>(sum_gradient, sum_hessian, threshold,
                                                    num_data, parent_output, output);
    }
  }

  template<bool USE_SMOOTHING>
  void GatherInfoForThresholdCategoricalInner(double sum_gradient,
                                              double sum_hessian, uint32_t threshold,
                                              data_size_t num_data, double parent_output,
                                              SplitInfo* output) {
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    // get SplitInfo for a given one-hot categorical split.
    output->default_left = false;
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    double gain_shift = GetLeafGainGivenOutput<true>(
        sum_gradient, sum_hessian, meta_->config->lambda_l1, meta_->config->lambda_l2, parent_output);
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    double min_gain_shift = gain_shift + meta_->config->min_gain_to_split;
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    if (threshold >= static_cast<uint32_t>(meta_->num_bin) || threshold == 0) {
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      output->gain = kMinScore;
      Log::Warning("Invalid categorical threshold split");
      return;
    }
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    const double cnt_factor = num_data / sum_hessian;
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    const auto grad = GET_GRAD(data_, threshold - meta_->offset);
    const auto hess = GET_HESS(data_, threshold - meta_->offset);
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    data_size_t cnt =
        static_cast<data_size_t>(Common::RoundInt(hess * cnt_factor));
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    double l2 = meta_->config->lambda_l2;
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    data_size_t left_count = cnt;
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    data_size_t right_count = num_data - left_count;
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    double sum_left_hessian = hess + kEpsilon;
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    double sum_right_hessian = sum_hessian - sum_left_hessian;
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    double sum_left_gradient = grad;
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    double sum_right_gradient = sum_gradient - sum_left_gradient;
    // current split gain
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    double current_gain =
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        GetLeafGain<true, true, USE_SMOOTHING>(sum_right_gradient, sum_right_hessian,
                                      meta_->config->lambda_l1, l2,
                                      meta_->config->max_delta_step,
                                      meta_->config->path_smooth, right_count,
                                      parent_output) +
        GetLeafGain<true, true, USE_SMOOTHING>(sum_left_gradient, sum_left_hessian,
                                      meta_->config->lambda_l1, l2,
                                      meta_->config->max_delta_step,
                                      meta_->config->path_smooth, left_count,
                                      parent_output);
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    if (std::isnan(current_gain) || current_gain <= min_gain_shift) {
      output->gain = kMinScore;
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      Log::Warning(
          "'Forced Split' will be ignored since the gain getting worse.");
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      return;
    }
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    output->left_output = CalculateSplittedLeafOutput<true, true, USE_SMOOTHING>(
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        sum_left_gradient, sum_left_hessian, meta_->config->lambda_l1, l2,
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        meta_->config->max_delta_step, meta_->config->path_smooth, left_count,
        parent_output);
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    output->left_count = left_count;
    output->left_sum_gradient = sum_left_gradient;
    output->left_sum_hessian = sum_left_hessian - kEpsilon;
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    output->right_output = CalculateSplittedLeafOutput<true, true, USE_SMOOTHING>(
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        sum_right_gradient, sum_right_hessian, meta_->config->lambda_l1, l2,
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        meta_->config->max_delta_step, meta_->config->path_smooth, right_count,
        parent_output);
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    output->right_count = right_count;
    output->right_sum_gradient = sum_gradient - sum_left_gradient;
    output->right_sum_hessian = sum_right_hessian - kEpsilon;
    output->gain = current_gain - min_gain_shift;
    output->num_cat_threshold = 1;
    output->cat_threshold = std::vector<uint32_t>(1, threshold);
  }

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  /*!
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   * \brief Binary size of this histogram
   */
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  int SizeOfHistgram() const {
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    return (meta_->num_bin - meta_->offset) * kHistEntrySize;
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  }

  /*!
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   * \brief Restore histogram from memory
   */
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  void FromMemory(char* memory_data) {
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    std::memcpy(data_, memory_data,
                (meta_->num_bin - meta_->offset) * kHistEntrySize);
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  }

  /*!
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   * \brief True if this histogram can be splitted
   */
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  bool is_splittable() { return is_splittable_; }

  /*!
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   * \brief Set splittable to this histogram
   */
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  void set_is_splittable(bool val) { is_splittable_ = val; }

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  static double ThresholdL1(double s, double l1) {
    const double reg_s = std::max(0.0, std::fabs(s) - l1);
    return Common::Sign(s) * reg_s;
  }

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  template <bool USE_L1, bool USE_MAX_OUTPUT, bool USE_SMOOTHING>
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  static double CalculateSplittedLeafOutput(double sum_gradients,
                                            double sum_hessians, double l1,
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                                            double l2, double max_delta_step,
                                            double smoothing, data_size_t num_data,
                                            double parent_output) {
    double ret;
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    if (USE_L1) {
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      ret = -ThresholdL1(sum_gradients, l1) / (sum_hessians + l2);
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    } else {
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      ret = -sum_gradients / (sum_hessians + l2);
    }
    if (USE_MAX_OUTPUT) {
      if (max_delta_step > 0 && std::fabs(ret) > max_delta_step) {
        ret = Common::Sign(ret) * max_delta_step;
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      }
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    }
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    if (USE_SMOOTHING) {
      ret = ret * (num_data / smoothing) / (num_data / smoothing + 1) \
          + parent_output / (num_data / smoothing + 1);
    }
    return ret;
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  }

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  template <bool USE_MC, bool USE_L1, bool USE_MAX_OUTPUT, bool USE_SMOOTHING>
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  static double CalculateSplittedLeafOutput(
      double sum_gradients, double sum_hessians, double l1, double l2,
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      double max_delta_step, const BasicConstraint& constraints,
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      double smoothing, data_size_t num_data, double parent_output) {
    double ret = CalculateSplittedLeafOutput<USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
        sum_gradients, sum_hessians, l1, l2, max_delta_step, smoothing, num_data, parent_output);
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    if (USE_MC) {
      if (ret < constraints.min) {
        ret = constraints.min;
      } else if (ret > constraints.max) {
        ret = constraints.max;
      }
    }
    return ret;
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  }

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 private:
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  template <bool USE_MC, bool USE_L1, bool USE_MAX_OUTPUT, bool USE_SMOOTHING>
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  static double GetSplitGains(double sum_left_gradients,
                              double sum_left_hessians,
                              double sum_right_gradients,
                              double sum_right_hessians, double l1, double l2,
                              double max_delta_step,
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                              const FeatureConstraint* constraints,
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                              int8_t monotone_constraint,
                              double smoothing,
                              data_size_t left_count,
                              data_size_t right_count,
                              double parent_output) {
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    if (!USE_MC) {
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      return GetLeafGain<USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(sum_left_gradients,
                                                                sum_left_hessians, l1, l2,
                                                                max_delta_step, smoothing,
                                                                left_count, parent_output) +
             GetLeafGain<USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(sum_right_gradients,
                                                                sum_right_hessians, l1, l2,
                                                                max_delta_step, smoothing,
                                                                right_count, parent_output);
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    } else {
      double left_output =
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          CalculateSplittedLeafOutput<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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              sum_left_gradients, sum_left_hessians, l1, l2, max_delta_step,
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              constraints->LeftToBasicConstraint(), smoothing, left_count, parent_output);
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      double right_output =
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          CalculateSplittedLeafOutput<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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              sum_right_gradients, sum_right_hessians, l1, l2, max_delta_step,
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              constraints->RightToBasicConstraint(), smoothing, right_count, parent_output);
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      if (((monotone_constraint > 0) && (left_output > right_output)) ||
          ((monotone_constraint < 0) && (left_output < right_output))) {
        return 0;
      }
      return GetLeafGainGivenOutput<USE_L1>(
                 sum_left_gradients, sum_left_hessians, l1, l2, left_output) +
             GetLeafGainGivenOutput<USE_L1>(
                 sum_right_gradients, sum_right_hessians, l1, l2, right_output);
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    }
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  }
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  template <bool USE_L1, bool USE_MAX_OUTPUT, bool USE_SMOOTHING>
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  static double GetLeafGain(double sum_gradients, double sum_hessians,
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                            double l1, double l2, double max_delta_step,
                            double smoothing, data_size_t num_data, double parent_output) {
    if (!USE_MAX_OUTPUT && !USE_SMOOTHING) {
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      if (USE_L1) {
        const double sg_l1 = ThresholdL1(sum_gradients, l1);
        return (sg_l1 * sg_l1) / (sum_hessians + l2);
      } else {
        return (sum_gradients * sum_gradients) / (sum_hessians + l2);
      }
    } else {
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      double output = CalculateSplittedLeafOutput<USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
          sum_gradients, sum_hessians, l1, l2, max_delta_step, smoothing, num_data, parent_output);
      return GetLeafGainGivenOutput<USE_L1>(sum_gradients, sum_hessians, l1, l2, output);
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    }
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  }

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  template <bool USE_L1>
  static double GetLeafGainGivenOutput(double sum_gradients,
                                       double sum_hessians, double l1,
                                       double l2, double output) {
    if (USE_L1) {
      const double sg_l1 = ThresholdL1(sum_gradients, l1);
      return -(2.0 * sg_l1 * output + (sum_hessians + l2) * output * output);
    } else {
      return -(2.0 * sum_gradients * output +
               (sum_hessians + l2) * output * output);
    }
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  }
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  template <bool USE_RAND, bool USE_MC, bool USE_L1, bool USE_MAX_OUTPUT, bool USE_SMOOTHING,
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            bool REVERSE, bool SKIP_DEFAULT_BIN, bool NA_AS_MISSING>
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  void FindBestThresholdSequentially(double sum_gradient, double sum_hessian,
                                     data_size_t num_data,
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                                     const FeatureConstraint* constraints,
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                                     double min_gain_shift, SplitInfo* output,
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                                     int rand_threshold, double parent_output) {
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    const int8_t offset = meta_->offset;
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    double best_sum_left_gradient = NAN;
    double best_sum_left_hessian = NAN;
    double best_gain = kMinScore;
    data_size_t best_left_count = 0;
    uint32_t best_threshold = static_cast<uint32_t>(meta_->num_bin);
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    const double cnt_factor = num_data / sum_hessian;
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    BasicConstraint best_right_constraints;
    BasicConstraint best_left_constraints;
    bool constraint_update_necessary =
        USE_MC && constraints->ConstraintDifferentDependingOnThreshold();

    if (USE_MC) {
      constraints->InitCumulativeConstraints(REVERSE);
    }

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    if (REVERSE) {
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      double sum_right_gradient = 0.0f;
      double sum_right_hessian = kEpsilon;
      data_size_t right_count = 0;

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      int t = meta_->num_bin - 1 - offset - NA_AS_MISSING;
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      const int t_end = 1 - offset;
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      // from right to left, and we don't need data in bin0
      for (; t >= t_end; --t) {
        // need to skip default bin
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        if (SKIP_DEFAULT_BIN) {
          if ((t + offset) == static_cast<int>(meta_->default_bin)) {
            continue;
          }
        }
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        const auto grad = GET_GRAD(data_, t);
        const auto hess = GET_HESS(data_, t);
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        data_size_t cnt =
            static_cast<data_size_t>(Common::RoundInt(hess * cnt_factor));
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        sum_right_gradient += grad;
        sum_right_hessian += hess;
        right_count += cnt;
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        // if data not enough, or sum hessian too small
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        if (right_count < meta_->config->min_data_in_leaf ||
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            sum_right_hessian < meta_->config->min_sum_hessian_in_leaf) {
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          continue;
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        }
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        data_size_t left_count = num_data - right_count;
        // if data not enough
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        if (left_count < meta_->config->min_data_in_leaf) {
          break;
        }
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        double sum_left_hessian = sum_hessian - sum_right_hessian;
        // if sum hessian too small
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        if (sum_left_hessian < meta_->config->min_sum_hessian_in_leaf) {
          break;
        }
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        double sum_left_gradient = sum_gradient - sum_right_gradient;
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        if (USE_RAND) {
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          if (t - 1 + offset != rand_threshold) {
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            continue;
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          }
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        }
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        if (USE_MC && constraint_update_necessary) {
          constraints->Update(t + offset);
        }

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        // current split gain
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        double current_gain = GetSplitGains<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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            sum_left_gradient, sum_left_hessian, sum_right_gradient,
            sum_right_hessian, meta_->config->lambda_l1,
            meta_->config->lambda_l2, meta_->config->max_delta_step,
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            constraints, meta_->monotone_type, meta_->config->path_smooth,
            left_count, right_count, parent_output);
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        // gain with split is worse than without split
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        if (current_gain <= min_gain_shift) {
          continue;
        }
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        // mark to is splittable
        is_splittable_ = true;
        // better split point
        if (current_gain > best_gain) {
          best_left_count = left_count;
          best_sum_left_gradient = sum_left_gradient;
          best_sum_left_hessian = sum_left_hessian;
          // left is <= threshold, right is > threshold.  so this is t-1
          best_threshold = static_cast<uint32_t>(t - 1 + offset);
          best_gain = current_gain;
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          if (USE_MC) {
            best_right_constraints = constraints->RightToBasicConstraint();
            best_left_constraints = constraints->LeftToBasicConstraint();
          }
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        }
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      }
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    } else {
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      double sum_left_gradient = 0.0f;
      double sum_left_hessian = kEpsilon;
      data_size_t left_count = 0;

      int t = 0;
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      const int t_end = meta_->num_bin - 2 - offset;
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      if (NA_AS_MISSING) {
        if (offset == 1) {
          sum_left_gradient = sum_gradient;
          sum_left_hessian = sum_hessian - kEpsilon;
          left_count = num_data;
          for (int i = 0; i < meta_->num_bin - offset; ++i) {
            const auto grad = GET_GRAD(data_, i);
            const auto hess = GET_HESS(data_, i);
            data_size_t cnt =
                static_cast<data_size_t>(Common::RoundInt(hess * cnt_factor));
            sum_left_gradient -= grad;
            sum_left_hessian -= hess;
            left_count -= cnt;
          }
          t = -1;
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        }
      }

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      for (; t <= t_end; ++t) {
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        if (SKIP_DEFAULT_BIN) {
          if ((t + offset) == static_cast<int>(meta_->default_bin)) {
            continue;
          }
        }
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        if (t >= 0) {
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          sum_left_gradient += GET_GRAD(data_, t);
          sum_left_hessian += GET_HESS(data_, t);
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          left_count += static_cast<data_size_t>(
              Common::RoundInt(GET_HESS(data_, t) * cnt_factor));
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        }
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        // if data not enough, or sum hessian too small
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        if (left_count < meta_->config->min_data_in_leaf ||
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            sum_left_hessian < meta_->config->min_sum_hessian_in_leaf) {
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          continue;
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        }
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        data_size_t right_count = num_data - left_count;
        // if data not enough
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        if (right_count < meta_->config->min_data_in_leaf) {
          break;
        }
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        double sum_right_hessian = sum_hessian - sum_left_hessian;
        // if sum hessian too small
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        if (sum_right_hessian < meta_->config->min_sum_hessian_in_leaf) {
          break;
        }
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        double sum_right_gradient = sum_gradient - sum_left_gradient;
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        if (USE_RAND) {
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          if (t + offset != rand_threshold) {
            continue;
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          }
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        }
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        // current split gain
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        double current_gain = GetSplitGains<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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            sum_left_gradient, sum_left_hessian, sum_right_gradient,
            sum_right_hessian, meta_->config->lambda_l1,
            meta_->config->lambda_l2, meta_->config->max_delta_step,
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            constraints, meta_->monotone_type, meta_->config->path_smooth, left_count,
            right_count, parent_output);
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        // gain with split is worse than without split
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        if (current_gain <= min_gain_shift) {
          continue;
        }
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        // mark to is splittable
        is_splittable_ = true;
        // better split point
        if (current_gain > best_gain) {
          best_left_count = left_count;
          best_sum_left_gradient = sum_left_gradient;
          best_sum_left_hessian = sum_left_hessian;
          best_threshold = static_cast<uint32_t>(t + offset);
          best_gain = current_gain;
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          if (USE_MC) {
            best_right_constraints = constraints->RightToBasicConstraint();
            best_left_constraints = constraints->LeftToBasicConstraint();
          }
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        }
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      }
    }

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    if (is_splittable_ && best_gain > output->gain + min_gain_shift) {
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      // update split information
      output->threshold = best_threshold;
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      output->left_output =
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          CalculateSplittedLeafOutput<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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              best_sum_left_gradient, best_sum_left_hessian,
              meta_->config->lambda_l1, meta_->config->lambda_l2,
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              meta_->config->max_delta_step, best_left_constraints, meta_->config->path_smooth,
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              best_left_count, parent_output);
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      output->left_count = best_left_count;
      output->left_sum_gradient = best_sum_left_gradient;
      output->left_sum_hessian = best_sum_left_hessian - kEpsilon;
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      output->right_output =
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          CalculateSplittedLeafOutput<USE_MC, USE_L1, USE_MAX_OUTPUT, USE_SMOOTHING>(
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              sum_gradient - best_sum_left_gradient,
              sum_hessian - best_sum_left_hessian, meta_->config->lambda_l1,
              meta_->config->lambda_l2, meta_->config->max_delta_step,
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              best_right_constraints, meta_->config->path_smooth, num_data - best_left_count,
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              parent_output);
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      output->right_count = num_data - best_left_count;
      output->right_sum_gradient = sum_gradient - best_sum_left_gradient;
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      output->right_sum_hessian =
          sum_hessian - best_sum_left_hessian - kEpsilon;
      output->gain = best_gain - min_gain_shift;
      output->default_left = REVERSE;
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    }
  }

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  const FeatureMetainfo* meta_;
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  /*! \brief sum of gradient of each bin */
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  hist_t* data_;
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  bool is_splittable_ = true;
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  std::function<void(double, double, data_size_t, const FeatureConstraint*,
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                     double, SplitInfo*)>
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      find_best_threshold_fun_;
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};
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class HistogramPool {
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 public:
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  /*!
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   * \brief Constructor
   */
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  HistogramPool() {
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    cache_size_ = 0;
    total_size_ = 0;
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  }
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  /*!
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   * \brief Destructor
   */
  ~HistogramPool() {}
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  /*!
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   * \brief Reset pool size
   * \param cache_size Max cache size
   * \param total_size Total size will be used
   */
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  void Reset(int cache_size, int total_size) {
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    cache_size_ = cache_size;
    // at least need 2 bucket to store smaller leaf and larger leaf
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    CHECK_GE(cache_size_, 2);
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    total_size_ = total_size;
    if (cache_size_ > total_size_) {
      cache_size_ = total_size_;
    }
    is_enough_ = (cache_size_ == total_size_);
    if (!is_enough_) {
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      mapper_.resize(total_size_);
      inverse_mapper_.resize(cache_size_);
      last_used_time_.resize(cache_size_);
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      ResetMap();
    }
  }
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  /*!
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   * \brief Reset mapper
   */
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  void ResetMap() {
    if (!is_enough_) {
      cur_time_ = 0;
      std::fill(mapper_.begin(), mapper_.end(), -1);
      std::fill(inverse_mapper_.begin(), inverse_mapper_.end(), -1);
      std::fill(last_used_time_.begin(), last_used_time_.end(), 0);
    }
  }
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  template <bool USE_DATA, bool USE_CONFIG>
  static void SetFeatureInfo(const Dataset* train_data, const Config* config,
                             std::vector<FeatureMetainfo>* feature_meta) {
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    auto& ref_feature_meta = *feature_meta;
    const int num_feature = train_data->num_features();
    ref_feature_meta.resize(num_feature);
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#pragma omp parallel for schedule(static, 512) if (num_feature >= 1024)
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    for (int i = 0; i < num_feature; ++i) {
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      if (USE_DATA) {
        ref_feature_meta[i].num_bin = train_data->FeatureNumBin(i);
        ref_feature_meta[i].default_bin =
            train_data->FeatureBinMapper(i)->GetDefaultBin();
        ref_feature_meta[i].missing_type =
            train_data->FeatureBinMapper(i)->missing_type();
        if (train_data->FeatureBinMapper(i)->GetMostFreqBin() == 0) {
          ref_feature_meta[i].offset = 1;
        } else {
          ref_feature_meta[i].offset = 0;
        }
        ref_feature_meta[i].bin_type =
            train_data->FeatureBinMapper(i)->bin_type();
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      }
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      if (USE_CONFIG) {
        const int real_fidx = train_data->RealFeatureIndex(i);
        if (!config->monotone_constraints.empty()) {
          ref_feature_meta[i].monotone_type =
              config->monotone_constraints[real_fidx];
        } else {
          ref_feature_meta[i].monotone_type = 0;
        }
        if (!config->feature_contri.empty()) {
          ref_feature_meta[i].penalty = config->feature_contri[real_fidx];
        } else {
          ref_feature_meta[i].penalty = 1.0;
        }
        ref_feature_meta[i].rand = Random(config->extra_seed + i);
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      }
      ref_feature_meta[i].config = config;
    }
  }

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  void DynamicChangeSize(const Dataset* train_data, int num_total_bin,
                        const std::vector<uint32_t>& offsets, const Config* config,
                        int cache_size, int total_size) {
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    if (feature_metas_.empty()) {
      SetFeatureInfo<true, true>(train_data, config, &feature_metas_);
      uint64_t bin_cnt_over_features = 0;
      for (int i = 0; i < train_data->num_features(); ++i) {
        bin_cnt_over_features +=
            static_cast<uint64_t>(feature_metas_[i].num_bin);
      }
      Log::Info("Total Bins %d", bin_cnt_over_features);
    }
    int old_cache_size = static_cast<int>(pool_.size());
    Reset(cache_size, total_size);

    if (cache_size > old_cache_size) {
      pool_.resize(cache_size);
      data_.resize(cache_size);
    }
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    OMP_INIT_EX();
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#pragma omp parallel for schedule(static)
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    for (int i = old_cache_size; i < cache_size; ++i) {
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      OMP_LOOP_EX_BEGIN();
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      pool_[i].reset(new FeatureHistogram[train_data->num_features()]);
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      data_[i].resize(num_total_bin * 2);
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      for (int j = 0; j < train_data->num_features(); ++j) {
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        pool_[i][j].Init(data_[i].data() + offsets[j] * 2, &feature_metas_[j]);
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      }
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      OMP_LOOP_EX_END();
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    }
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    OMP_THROW_EX();
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  }

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  void ResetConfig(const Dataset* train_data, const Config* config) {
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    CHECK_GT(train_data->num_features(), 0);
    const Config* old_config = feature_metas_[0].config;
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    SetFeatureInfo<false, true>(train_data, config, &feature_metas_);
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    // if need to reset the function pointers
    if (old_config->lambda_l1 != config->lambda_l1 ||
        old_config->monotone_constraints != config->monotone_constraints ||
        old_config->extra_trees != config->extra_trees ||
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        old_config->max_delta_step != config->max_delta_step ||
        old_config->path_smooth != config->path_smooth) {
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#pragma omp parallel for schedule(static)
      for (int i = 0; i < cache_size_; ++i) {
        for (int j = 0; j < train_data->num_features(); ++j) {
          pool_[i][j].ResetFunc();
        }
      }
    }
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  }
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  /*!
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   * \brief Get data for the specific index
   * \param idx which index want to get
   * \param out output data will store into this
   * \return True if this index is in the pool, False if this index is not in
   * the pool
   */
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  bool Get(int idx, FeatureHistogram** out) {
    if (is_enough_) {
      *out = pool_[idx].get();
      return true;
    } else if (mapper_[idx] >= 0) {
      int slot = mapper_[idx];
      *out = pool_[slot].get();
      last_used_time_[slot] = ++cur_time_;
      return true;
    } else {
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      // choose the least used slot
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      int slot = static_cast<int>(ArrayArgs<int>::ArgMin(last_used_time_));
      *out = pool_[slot].get();
      last_used_time_[slot] = ++cur_time_;

      // reset previous mapper
      if (inverse_mapper_[slot] >= 0) mapper_[inverse_mapper_[slot]] = -1;

      // update current mapper
      mapper_[idx] = slot;
      inverse_mapper_[slot] = idx;
      return false;
    }
  }

  /*!
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   * \brief Move data from one index to another index
   * \param src_idx
   * \param dst_idx
   */
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  void Move(int src_idx, int dst_idx) {
    if (is_enough_) {
      std::swap(pool_[src_idx], pool_[dst_idx]);
      return;
    }
    if (mapper_[src_idx] < 0) {
      return;
    }
    // get slot of src idx
    int slot = mapper_[src_idx];
    // reset src_idx
    mapper_[src_idx] = -1;

    // move to dst idx
    mapper_[dst_idx] = slot;
    last_used_time_[slot] = ++cur_time_;
    inverse_mapper_[slot] = dst_idx;
  }
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 private:
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  std::vector<std::unique_ptr<FeatureHistogram[]>> pool_;
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  std::vector<
      std::vector<hist_t, Common::AlignmentAllocator<hist_t, kAlignedSize>>>
      data_;
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  std::vector<FeatureMetainfo> feature_metas_;
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  int cache_size_;
  int total_size_;
  bool is_enough_ = false;
  std::vector<int> mapper_;
  std::vector<int> inverse_mapper_;
  std::vector<int> last_used_time_;
  int cur_time_ = 0;
};

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}  // namespace LightGBM
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#endif  // LightGBM_TREELEARNER_FEATURE_HISTOGRAM_HPP_