gbdt_model_proto.cpp 6.17 KB
Newer Older
wxchan's avatar
wxchan 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
187
188
189
190
191
#include "../boosting/gbdt.h"

#include <LightGBM/tree.h>
#include <LightGBM/utils/common.h>
#include <LightGBM/objective_function.h>
#include <iostream>
#include <fstream>

namespace LightGBM {

void GBDT::SaveModelToProto(int num_iteration, const char* filename) const {
    LightGBM::Model model;

    model.set_name(SubModelName());
    model.set_num_class(num_class_);
    model.set_num_tree_per_iteration(num_tree_per_iteration_);
    model.set_label_index(label_idx_);
    model.set_max_feature_idx(max_feature_idx_);
    if (objective_function_ != nullptr) {
        model.set_objective(objective_function_->ToString());
    }
    model.set_average_output(average_output_);
    for(auto feature_name: feature_names_) {
        model.add_feature_names(feature_name);
    }
    for(auto feature_info: feature_infos_) {
        model.add_feature_infos(feature_info);
    }
  
    int num_used_model = static_cast<int>(models_.size());
    if (num_iteration > 0) {
      num_used_model = std::min(num_iteration * num_tree_per_iteration_, num_used_model);
    }
    for (int i = 0; i < num_used_model; ++i) {
        models_[i]->ToProto(*model.add_trees());
    }

    std::filebuf fb;
    fb.open(filename, std::ios::out | std::ios::binary);
    std::ostream os(&fb);
    if (!model.SerializeToOstream(&os)) {
        Log::Fatal("Cannot serialize model to binary file.");
    }
    fb.close();
}

bool GBDT::LoadModelFromProto(const char* filename) {
    models_.clear();
    LightGBM::Model model;
    std::filebuf fb;
    if (fb.open(filename, std::ios::in | std::ios::binary))
    {
        std::istream is(&fb);
        if (!model.ParseFromIstream(&is)) {
            Log::Fatal("Cannot parse model from binary file.");
        }
        fb.close();
    } else {
        Log::Fatal("Cannot open file: %s.", filename);
    }

    num_class_ = model.num_class();
    num_tree_per_iteration_ = model.num_tree_per_iteration();
    label_idx_ = model.label_index();
    max_feature_idx_ = model.max_feature_idx();
    average_output_ = model.average_output();
    feature_names_.reserve(model.feature_names_size());
    for (auto feature_name: model.feature_names()) {
        feature_names_.push_back(feature_name);
    }
    feature_infos_.reserve(model.feature_infos_size());
    for (auto feature_info: model.feature_infos()) {
        feature_infos_.push_back(feature_info);
    }
    loaded_objective_.reset(ObjectiveFunction::CreateObjectiveFunction(model.objective()));
    objective_function_ = loaded_objective_.get();
    
    for (auto tree: model.trees()) {
        models_.emplace_back(new Tree(tree));
    }
    Log::Info("Finished loading %d models", models_.size());
    num_iteration_for_pred_ = static_cast<int>(models_.size()) / num_tree_per_iteration_;
    num_init_iteration_ = num_iteration_for_pred_;
    iter_ = 0;

    return true;
}

void Tree::ToProto(LightGBM::Model_Tree& model_tree) const {

    model_tree.set_num_leaves(num_leaves_);
    model_tree.set_num_cat(num_cat_);
    for (int i = 0; i < num_leaves_ - 1; ++i) {
        model_tree.add_split_feature(split_feature_[i]);
        model_tree.add_split_gain(split_gain_[i]);
        model_tree.add_threshold(threshold_[i]);
        model_tree.add_decision_type(decision_type_[i]);
        model_tree.add_left_child(left_child_[i]);
        model_tree.add_right_child(right_child_[i]);
        model_tree.add_internal_value(internal_value_[i]);
        model_tree.add_internal_count(internal_count_[i]);
    }

    for (int i = 0; i < num_leaves_; ++i) {
        model_tree.add_leaf_value(leaf_value_[i]);
        model_tree.add_leaf_count(leaf_count_[i]);
    }

    if (num_cat_ > 0) {
        for (int i = 0; i < num_cat_ + 1; ++i) {
            model_tree.add_cat_boundaries(cat_boundaries_[i]);
        }
        for (size_t i = 0; i < cat_threshold_.size(); ++i) {
            model_tree.add_cat_threshold(cat_threshold_[i]);
        }
    }
    model_tree.set_shrinkage(shrinkage_);
}

Tree::Tree(const LightGBM::Model_Tree& model_tree) {

    num_leaves_ = model_tree.num_leaves();
    if (num_leaves_ <= 1) { return; }
    num_cat_ = model_tree.num_cat();

    leaf_value_.reserve(model_tree.leaf_value_size());
    for(auto leaf_value: model_tree.leaf_value()) {
        leaf_value_.push_back(leaf_value);
    }

    left_child_.reserve(model_tree.left_child_size());
    for(auto left_child: model_tree.left_child()) {
        left_child_.push_back(left_child);
    }

    right_child_.reserve(model_tree.right_child_size());
    for(auto right_child: model_tree.right_child()) {
        right_child_.push_back(right_child);
    }

    split_feature_.reserve(model_tree.split_feature_size());
    for(auto split_feature: model_tree.split_feature()) {
        split_feature_.push_back(split_feature);
    }
    
    threshold_.reserve(model_tree.threshold_size());
    for(auto threshold: model_tree.threshold()) {
        threshold_.push_back(threshold);
    }

    split_gain_.reserve(model_tree.split_gain_size());
    for(auto split_gain: model_tree.split_gain()) {
        split_gain_.push_back(split_gain);
    }
    
    internal_count_.reserve(model_tree.internal_count_size());
    for(auto internal_count: model_tree.internal_count()) {
        internal_count_.push_back(internal_count);
    }
    
    internal_value_.reserve(model_tree.internal_value_size());
    for(auto internal_value: model_tree.internal_value()) {
        internal_value_.push_back(internal_value);
    }
    
    leaf_count_.reserve(model_tree.leaf_count_size());
    for(auto leaf_count: model_tree.leaf_count()) {
        leaf_count_.push_back(leaf_count);
    }

    decision_type_.reserve(model_tree.decision_type_size());
    for(auto decision_type: model_tree.decision_type()) {
        decision_type_.push_back(decision_type);
    }
    
    if (num_cat_ > 0) {
        cat_boundaries_.reserve(model_tree.cat_boundaries_size());
        for(auto cat_boundaries: model_tree.cat_boundaries()) {
            cat_boundaries_.push_back(cat_boundaries);
        }

        cat_threshold_.reserve(model_tree.cat_threshold_size());
        for(auto cat_threshold: model_tree.cat_threshold()) {
            cat_threshold_.push_back(cat_threshold);
        }
    }

    shrinkage_ = model_tree.shrinkage();
}

}  // namespace LightGBM