application.cpp 9.78 KB
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#include <LightGBM/application.h>

#include <LightGBM/utils/common.h>
#include <LightGBM/utils/text_reader.h>

#include <LightGBM/network.h>
#include <LightGBM/dataset.h>
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#include <LightGBM/dataset_loader.h>
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#include <LightGBM/boosting.h>
#include <LightGBM/objective_function.h>
#include <LightGBM/metric.h>

#include "predictor.hpp"

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#include <LightGBM/utils/openmp_wrapper.h>
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#include <cstdio>
#include <ctime>

#include <chrono>
#include <fstream>
#include <sstream>
#include <string>
#include <utility>
#include <vector>

namespace LightGBM {

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Application::Application(int argc, char** argv) {
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  LoadParameters(argc, argv);
  // set number of threads for openmp
  if (config_.num_threads > 0) {
    omp_set_num_threads(config_.num_threads);
  }
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  if (config_.io_config.data_filename.size() == 0) {
	  Log::Fatal("No training/prediction data, application quit");
  }
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}

Application::~Application() {
  if (config_.is_parallel) {
    Network::Dispose();
  }
}

void Application::LoadParameters(int argc, char** argv) {
  std::unordered_map<std::string, std::string> params;
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  for (int i = 1; i < argc; ++i) {
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    std::vector<std::string> tmp_strs = Common::Split(argv[i], '=');
    if (tmp_strs.size() == 2) {
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      std::string key = Common::RemoveQuotationSymbol(Common::Trim(tmp_strs[0]));
      std::string value = Common::RemoveQuotationSymbol(Common::Trim(tmp_strs[1]));
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      if (key.size() <= 0) {
        continue;
      }
      params[key] = value;
    }
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    else {
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      Log::Warning("Unknown parameter in command line: %s", argv[i]);
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    }
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  }
  // check for alias
  ParameterAlias::KeyAliasTransform(&params);
  // read parameters from config file
  if (params.count("config_file") > 0) {
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    TextReader<size_t> config_reader(params["config_file"].c_str(), false);
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    config_reader.ReadAllLines();
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    if (!config_reader.Lines().empty()) {
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      for (auto& line : config_reader.Lines()) {
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        // remove str after "#"
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        if (line.size() > 0 && std::string::npos != line.find_first_of("#")) {
          line.erase(line.find_first_of("#"));
        }
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        line = Common::Trim(line);
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        if (line.size() == 0) {
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          continue;
        }
        std::vector<std::string> tmp_strs = Common::Split(line.c_str(), '=');
        if (tmp_strs.size() == 2) {
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          std::string key = Common::RemoveQuotationSymbol(Common::Trim(tmp_strs[0]));
          std::string value = Common::RemoveQuotationSymbol(Common::Trim(tmp_strs[1]));
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          if (key.size() <= 0) {
            continue;
          }
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          // Command-line has higher priority
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          if (params.count(key) == 0) {
            params[key] = value;
          }
        }
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        else {
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          Log::Warning("Unknown parameter in config file: %s", line.c_str());
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        }
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      }
    } else {
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      Log::Warning("Config file %s doesn't exist, will ignore",
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                                params["config_file"].c_str());
    }
  }
  // check for alias again
  ParameterAlias::KeyAliasTransform(&params);
  // load configs
  config_.Set(params);
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  Log::Info("Finished loading parameters");
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}

void Application::LoadData() {
  auto start_time = std::chrono::high_resolution_clock::now();
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  std::unique_ptr<Predictor> predictor;
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  // prediction is needed if using input initial model(continued train)
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  PredictFunction predict_fun = nullptr;
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  // need to continue training
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  if (boosting_->NumberOfTotalModel() > 0) {
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    predictor.reset(new Predictor(boosting_.get(), true, false));
    predict_fun = predictor->GetPredictFunction();
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  }
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  // sync up random seed for data partition
  if (config_.is_parallel_find_bin) {
    config_.io_config.data_random_seed =
       GlobalSyncUpByMin<int>(config_.io_config.data_random_seed);
  }
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  DatasetLoader dataset_loader(config_.io_config, predict_fun,
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    boosting_->NumberOfClasses(), config_.io_config.data_filename.c_str());
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  // load Training data
  if (config_.is_parallel_find_bin) {
    // load data for parallel training
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    train_data_.reset(dataset_loader.LoadFromFile(config_.io_config.data_filename.c_str(),
      Network::rank(), Network::num_machines()));
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  } else {
    // load data for single machine
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    train_data_.reset(dataset_loader.LoadFromFile(config_.io_config.data_filename.c_str(), 0, 1));
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  }
  // need save binary file
  if (config_.io_config.is_save_binary_file) {
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    train_data_->SaveBinaryFile(nullptr);
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  }
  // create training metric
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  if (config_.boosting_config.is_provide_training_metric) {
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    for (auto metric_type : config_.metric_types) {
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      auto metric = std::unique_ptr<Metric>(Metric::CreateMetric(metric_type, config_.metric_config));
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      if (metric == nullptr) { continue; }
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      metric->Init(train_data_->metadata(), train_data_->num_data());
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      train_metric_.push_back(std::move(metric));
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    }
  }
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  train_metric_.shrink_to_fit();
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  if (!config_.metric_types.empty()) {
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    // only when have metrics then need to construct validation data

    // Add validation data, if it exists
    for (size_t i = 0; i < config_.io_config.valid_data_filenames.size(); ++i) {
      // add
      auto new_dataset = std::unique_ptr<Dataset>(
        dataset_loader.LoadFromFileAlignWithOtherDataset(
          config_.io_config.valid_data_filenames[i].c_str(),
          train_data_.get())
        );
      valid_datas_.push_back(std::move(new_dataset));
      // need save binary file
      if (config_.io_config.is_save_binary_file) {
        valid_datas_.back()->SaveBinaryFile(nullptr);
      }

      // add metric for validation data
      valid_metrics_.emplace_back();
      for (auto metric_type : config_.metric_types) {
        auto metric = std::unique_ptr<Metric>(Metric::CreateMetric(metric_type, config_.metric_config));
        if (metric == nullptr) { continue; }
        metric->Init(valid_datas_.back()->metadata(),
          valid_datas_.back()->num_data());
        valid_metrics_.back().push_back(std::move(metric));
      }
      valid_metrics_.back().shrink_to_fit();
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    }
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    valid_datas_.shrink_to_fit();
    valid_metrics_.shrink_to_fit();
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  }
  auto end_time = std::chrono::high_resolution_clock::now();
  // output used time on each iteration
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  Log::Info("Finished loading data in %f seconds",
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    std::chrono::duration<double, std::milli>(end_time - start_time) * 1e-3);
}

void Application::InitTrain() {
  if (config_.is_parallel) {
    // need init network
    Network::Init(config_.network_config);
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    Log::Info("Finished initializing network");
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    // sync global random seed for feature patition
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    config_.boosting_config.tree_config.feature_fraction_seed =
      GlobalSyncUpByMin<int>(config_.boosting_config.tree_config.feature_fraction_seed);
    config_.boosting_config.tree_config.feature_fraction =
      GlobalSyncUpByMin<double>(config_.boosting_config.tree_config.feature_fraction);
    config_.boosting_config.drop_seed =
      GlobalSyncUpByMin<int>(config_.boosting_config.drop_seed);
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  }
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  // create boosting
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  boosting_.reset(
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    Boosting::CreateBoosting(config_.boosting_type,
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      config_.io_config.input_model.c_str()));
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  // create objective function
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  objective_fun_.reset(
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    ObjectiveFunction::CreateObjectiveFunction(config_.objective_type,
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      config_.objective_config));
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  // load training data
  LoadData();
  // initialize the objective function
  objective_fun_->Init(train_data_->metadata(), train_data_->num_data());
  // initialize the boosting
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  boosting_->Init(&config_.boosting_config, train_data_.get(), objective_fun_.get(),
    Common::ConstPtrInVectorWrapper<Metric>(train_metric_));
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  // add validation data into boosting
  for (size_t i = 0; i < valid_datas_.size(); ++i) {
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    boosting_->AddValidDataset(valid_datas_[i].get(),
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      Common::ConstPtrInVectorWrapper<Metric>(valid_metrics_[i]));
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  }
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  Log::Info("Finished initializing training");
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}

void Application::Train() {
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  Log::Info("Started training...");
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  int total_iter = config_.boosting_config.num_iterations;
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  bool is_finished = false;
  bool need_eval = true;
  auto start_time = std::chrono::high_resolution_clock::now();
  for (int iter = 0; iter < total_iter && !is_finished; ++iter) {
    is_finished = boosting_->TrainOneIter(nullptr, nullptr, need_eval);
    auto end_time = std::chrono::high_resolution_clock::now();
    // output used time per iteration
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    Log::Info("%f seconds elapsed, finished iteration %d", std::chrono::duration<double,
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      std::milli>(end_time - start_time) * 1e-3, iter + 1);
  }
  // save model to file
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  boosting_->SaveModelToFile(-1, config_.io_config.output_model.c_str());
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  Log::Info("Finished training");
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}


void Application::Predict() {
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  boosting_->SetNumIterationForPred(config_.io_config.num_iteration_predict);
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  // create predictor
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  Predictor predictor(boosting_.get(), config_.io_config.is_predict_raw_score,
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    config_.io_config.is_predict_leaf_index);
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  predictor.Predict(config_.io_config.data_filename.c_str(),
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    config_.io_config.output_result.c_str(), config_.io_config.has_header);
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  Log::Info("Finished prediction");
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}

void Application::InitPredict() {
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  boosting_.reset(
    Boosting::CreateBoosting(config_.io_config.input_model.c_str()));
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  Log::Info("Finished initializing prediction");
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}

template<typename T>
T Application::GlobalSyncUpByMin(T& local) {
  T global = local;
  if (!config_.is_parallel) {
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    // no need to sync if not parallel learning
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    return global;
  }
  Network::Allreduce(reinterpret_cast<char*>(&local),
                         sizeof(local), sizeof(local),
                     reinterpret_cast<char*>(&global),
              [](const char* src, char* dst, int len) {
    int used_size = 0;
    const int type_size = sizeof(T);
    const T *p1;
    T *p2;
    while (used_size < len) {
      p1 = reinterpret_cast<const T *>(src);
      p2 = reinterpret_cast<T *>(dst);
      if (*p1 < *p2) {
        std::memcpy(dst, src, type_size);
      }
      src += type_size;
      dst += type_size;
      used_size += type_size;
    }
  });
  return global;
}

}  // namespace LightGBM