sparse_bin.hpp 13.7 KB
Newer Older
Guolin Ke's avatar
Guolin Ke committed
1
2
3
4
5
6
7
#ifndef LIGHTGBM_IO_SPARSE_BIN_HPP_
#define LIGHTGBM_IO_SPARSE_BIN_HPP_

#include <LightGBM/utils/log.h>

#include <LightGBM/bin.h>

8
#include <LightGBM/utils/openmp_wrapper.h>
Guolin Ke's avatar
Guolin Ke committed
9
10
11

#include <cstring>
#include <cstdint>
12
#include <limits>
Guolin Ke's avatar
Guolin Ke committed
13
14
15
16
#include <vector>

namespace LightGBM {

17
template <typename VAL_T> class SparseBin;
18

Guolin Ke's avatar
Guolin Ke committed
19
20
const size_t kNumFastIndex = 64;

21
22
23
template <typename VAL_T>
class SparseBinIterator: public BinIterator {
public:
Guolin Ke's avatar
Guolin Ke committed
24
25
26
27
  SparseBinIterator(const SparseBin<VAL_T>* bin_data,
    uint32_t min_bin, uint32_t max_bin, uint32_t default_bin)
    : bin_data_(bin_data), min_bin_(static_cast<VAL_T>(min_bin)),
    max_bin_(static_cast<VAL_T>(max_bin)),
zhangyafeikimi's avatar
zhangyafeikimi committed
28
    default_bin_(static_cast<VAL_T>(default_bin)) {
Guolin Ke's avatar
Guolin Ke committed
29
30
31
32
33
34
35
    if (default_bin_ == 0) {
      bias_ = 1;
    } else {
      bias_ = 0;
    }
    Reset(0);
  }
36
37
38
39
40
  SparseBinIterator(const SparseBin<VAL_T>* bin_data, data_size_t start_idx)
    : bin_data_(bin_data) {
    Reset(start_idx);
  }

41
42
  inline uint32_t RawGet(data_size_t idx) override;
  inline VAL_T InnerRawGet(data_size_t idx);
43

Guolin Ke's avatar
Guolin Ke committed
44
  inline uint32_t Get( data_size_t idx) override {
Guolin Ke's avatar
Guolin Ke committed
45
    VAL_T ret = InnerRawGet(idx);
Guolin Ke's avatar
Guolin Ke committed
46
47
48
49
50
    if (ret >= min_bin_ && ret <= max_bin_) {
      return ret - min_bin_ + bias_;
    } else {
      return default_bin_;
    }
51
52
  }

Guolin Ke's avatar
Guolin Ke committed
53
  inline void Reset(data_size_t idx) override;
54
55
56
57
private:
  const SparseBin<VAL_T>* bin_data_;
  data_size_t cur_pos_;
  data_size_t i_delta_;
Guolin Ke's avatar
Guolin Ke committed
58
59
60
61
  VAL_T min_bin_;
  VAL_T max_bin_;
  VAL_T default_bin_;
  uint8_t bias_;
62
63
64
65
};

template <typename VAL_T>
class OrderedSparseBin;
Guolin Ke's avatar
Guolin Ke committed
66
67

template <typename VAL_T>
68
class SparseBin: public Bin {
Guolin Ke's avatar
Guolin Ke committed
69
70
public:
  friend class SparseBinIterator<VAL_T>;
71
  friend class OrderedSparseBin<VAL_T>;
Guolin Ke's avatar
Guolin Ke committed
72

Guolin Ke's avatar
Guolin Ke committed
73
  SparseBin(data_size_t num_data)
Guolin Ke's avatar
Guolin Ke committed
74
    : num_data_(num_data) {
Guolin Ke's avatar
Guolin Ke committed
75
    int num_threads = 1;
76
77
#pragma omp parallel
#pragma omp master
Guolin Ke's avatar
Guolin Ke committed
78
    {
Guolin Ke's avatar
Guolin Ke committed
79
      num_threads = omp_get_num_threads();
Guolin Ke's avatar
Guolin Ke committed
80
    }
Guolin Ke's avatar
Guolin Ke committed
81
    push_buffers_.resize(num_threads);
Guolin Ke's avatar
Guolin Ke committed
82
83
84
  }

  ~SparseBin() {
Guolin Ke's avatar
Guolin Ke committed
85
86
87
88
89

  }

  void ReSize(data_size_t num_data) override {
    num_data_ = num_data;
Guolin Ke's avatar
Guolin Ke committed
90
91
92
  }

  void Push(int tid, data_size_t idx, uint32_t value) override {
93
    auto cur_bin = static_cast<VAL_T>(value);
Guolin Ke's avatar
Guolin Ke committed
94
    if (cur_bin != 0) {
95
96
      push_buffers_[tid].emplace_back(idx, cur_bin);
    }
Guolin Ke's avatar
Guolin Ke committed
97
98
  }

Guolin Ke's avatar
Guolin Ke committed
99
  BinIterator* GetIterator(uint32_t min_bin, uint32_t max_bin, uint32_t default_bin) const override;
Guolin Ke's avatar
Guolin Ke committed
100

101
102
  void ConstructHistogram(const data_size_t*, data_size_t, const score_t*,
    const score_t*, HistogramBinEntry*) const override {
Guolin Ke's avatar
Guolin Ke committed
103
    // Will use OrderedSparseBin->ConstructHistogram() instead
Guolin Ke's avatar
Guolin Ke committed
104
    Log::Fatal("Using OrderedSparseBin->ConstructHistogram() instead");
Guolin Ke's avatar
Guolin Ke committed
105
106
  }

107
108
109
110
111
112
  void ConstructHistogram(data_size_t, const score_t*,
                          const score_t*, HistogramBinEntry*) const override {
    // Will use OrderedSparseBin->ConstructHistogram() instead
    Log::Fatal("Using OrderedSparseBin->ConstructHistogram() instead");
  }

113
  void ConstructHistogram(const data_size_t*, data_size_t, const score_t*,
114
115
                          HistogramBinEntry*) const override {
    // Will use OrderedSparseBin->ConstructHistogram() instead
116
117
118
119
120
121
    Log::Fatal("Using OrderedSparseBin->ConstructHistogram() instead");
  }

  void ConstructHistogram(data_size_t, const score_t*,
                          HistogramBinEntry*) const override {
    // Will use OrderedSparseBin->ConstructHistogram() instead
122
123
124
    Log::Fatal("Using OrderedSparseBin->ConstructHistogram() instead");
  }

125
  inline bool NextNonzero(data_size_t* i_delta,
Guolin Ke's avatar
Guolin Ke committed
126
                          data_size_t* cur_pos) const {
127
    ++(*i_delta);
128
129
    data_size_t shift = 0;
    data_size_t delta = deltas_[*i_delta];
Guolin Ke's avatar
Guolin Ke committed
130
    while (*i_delta < num_vals_ && vals_[*i_delta] == 0) {
131
      ++(*i_delta);
132
      shift += 8;
Guolin Ke's avatar
Guolin Ke committed
133
      delta |= static_cast<data_size_t>(deltas_[*i_delta]) << shift;
134
    }
135
136
    *cur_pos += delta;
    if (*i_delta < num_vals_) {
137
138
      return true;
    } else {
139
      *cur_pos = num_data_;
140
141
142
143
      return false;
    }
  }

Guolin Ke's avatar
Guolin Ke committed
144
  virtual data_size_t Split(
Guolin Ke's avatar
Guolin Ke committed
145
    uint32_t min_bin, uint32_t max_bin, uint32_t default_bin, MissingType missing_type, bool default_left,
Guolin Ke's avatar
Guolin Ke committed
146
    uint32_t threshold, data_size_t* data_indices, data_size_t num_data,
147
    data_size_t* lte_indices, data_size_t* gt_indices, BinType bin_type) const override {
148
149
    // not need to split
    if (num_data <= 0) { return 0; }
Guolin Ke's avatar
Guolin Ke committed
150
151
152
    VAL_T th = static_cast<VAL_T>(threshold + min_bin);
    VAL_T minb = static_cast<VAL_T>(min_bin);
    VAL_T maxb = static_cast<VAL_T>(max_bin);
Guolin Ke's avatar
Guolin Ke committed
153
    VAL_T t_default_bin = static_cast<VAL_T>(min_bin + default_bin);
Guolin Ke's avatar
Guolin Ke committed
154
155
    if (default_bin == 0) {
      th -= 1;
Guolin Ke's avatar
Guolin Ke committed
156
      t_default_bin -= 1;
Guolin Ke's avatar
Guolin Ke committed
157
    }
158
    SparseBinIterator<VAL_T> iterator(this, data_indices[0]);
Guolin Ke's avatar
Guolin Ke committed
159
160
    data_size_t lte_count = 0;
    data_size_t gt_count = 0;
Guolin Ke's avatar
Guolin Ke committed
161
162
    data_size_t* default_indices = gt_indices;
    data_size_t* default_count = &gt_count;
163
    if (bin_type == BinType::NumericalBin) {
Guolin Ke's avatar
Guolin Ke committed
164
      if (missing_type != MissingType::Zero && default_bin <= threshold) {
165
166
167
        default_indices = lte_indices;
        default_count = &lte_count;
      }
Guolin Ke's avatar
Guolin Ke committed
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
      if (default_left && missing_type == MissingType::Zero) {
        default_indices = lte_indices;
        default_count = &lte_count;
      }
      if (missing_type == MissingType::NaN) {
        data_size_t* missing_default_indices = gt_indices;
        data_size_t* missing_default_count = &gt_count;
        if (default_left) {
          missing_default_indices = lte_indices;
          missing_default_count = &lte_count;
        }
        for (data_size_t i = 0; i < num_data; ++i) {
          const data_size_t idx = data_indices[i];
          VAL_T bin = iterator.InnerRawGet(idx);
          if (bin < minb || bin > maxb || t_default_bin == bin) {
            default_indices[(*default_count)++] = idx;
          } else if (bin == maxb) {
            missing_default_indices[(*missing_default_count)++] = idx;
          } else if (bin > th) {
            gt_indices[gt_count++] = idx;
          } else {
            lte_indices[lte_count++] = idx;
          }
        }
      } else {
        for (data_size_t i = 0; i < num_data; ++i) {
          const data_size_t idx = data_indices[i];
          VAL_T bin = iterator.InnerRawGet(idx);
          if (bin < minb || bin > maxb || t_default_bin == bin) {
            default_indices[(*default_count)++] = idx;
          } else if (bin > th) {
            gt_indices[gt_count++] = idx;
          } else {
            lte_indices[lte_count++] = idx;
          }
203
204
205
        }
      }
    } else {
Guolin Ke's avatar
Guolin Ke committed
206
      if (default_bin == threshold) {
207
208
209
210
211
        default_indices = lte_indices;
        default_count = &lte_count;
      }
      for (data_size_t i = 0; i < num_data; ++i) {
        const data_size_t idx = data_indices[i];
212
        VAL_T bin = iterator.InnerRawGet(idx);
Guolin Ke's avatar
Guolin Ke committed
213
        if (bin < minb || bin > maxb || t_default_bin == bin) {
214
215
216
217
218
219
          default_indices[(*default_count)++] = idx;
        } else if (bin != th) {
          gt_indices[gt_count++] = idx;
        } else {
          lte_indices[lte_count++] = idx;
        }
Guolin Ke's avatar
Guolin Ke committed
220
221
222
223
224
225
226
      }
    }
    return lte_count;
  }

  data_size_t num_data() const override { return num_data_; }

227
  OrderedBin* CreateOrderedBin() const override;
Guolin Ke's avatar
Guolin Ke committed
228
229
230

  void FinishLoad() override {
    // get total non zero size
231
    size_t pair_cnt = 0;
232
    for (size_t i = 0; i < push_buffers_.size(); ++i) {
233
      pair_cnt += push_buffers_[i].size();
Guolin Ke's avatar
Guolin Ke committed
234
    }
Guolin Ke's avatar
Guolin Ke committed
235
    std::vector<std::pair<data_size_t, VAL_T>>& idx_val_pairs = push_buffers_[0];
236
    idx_val_pairs.reserve(pair_cnt);
Guolin Ke's avatar
Guolin Ke committed
237
238

    for (size_t i = 1; i < push_buffers_.size(); ++i) {
239
      idx_val_pairs.insert(idx_val_pairs.end(), push_buffers_[i].begin(), push_buffers_[i].end());
Guolin Ke's avatar
Guolin Ke committed
240
241
242
243
      push_buffers_[i].clear();
      push_buffers_[i].shrink_to_fit();
    }
    // sort by data index
244
    std::sort(idx_val_pairs.begin(), idx_val_pairs.end(),
Guolin Ke's avatar
Guolin Ke committed
245
246
247
      [](const std::pair<data_size_t, VAL_T>& a, const std::pair<data_size_t, VAL_T>& b) {
      return a.first < b.first;
    });
zhangyafeikimi's avatar
zhangyafeikimi committed
248
    // load delta array
249
    LoadFromPair(idx_val_pairs);
Guolin Ke's avatar
Guolin Ke committed
250
251
  }

252
  void LoadFromPair(const std::vector<std::pair<data_size_t, VAL_T>>& idx_val_pairs) {
253
    deltas_.clear();
Guolin Ke's avatar
Guolin Ke committed
254
255
256
    vals_.clear();
    // transform to delta array
    data_size_t last_idx = 0;
257
258
259
    for (size_t i = 0; i < idx_val_pairs.size(); ++i) {
      const data_size_t cur_idx = idx_val_pairs[i].first;
      const VAL_T bin = idx_val_pairs[i].second;
Guolin Ke's avatar
Guolin Ke committed
260
      data_size_t cur_delta = cur_idx - last_idx;
Guolin Ke's avatar
Guolin Ke committed
261
      if (i > 0 && cur_delta == 0) { continue; }
262
263
      while (cur_delta >= 256) {
        deltas_.push_back(cur_delta & 0xff);
Guolin Ke's avatar
Guolin Ke committed
264
        vals_.push_back(0);
265
        cur_delta >>= 8;
Guolin Ke's avatar
Guolin Ke committed
266
      }
267
      deltas_.push_back(static_cast<uint8_t>(cur_delta));
Guolin Ke's avatar
Guolin Ke committed
268
269
270
271
      vals_.push_back(bin);
      last_idx = cur_idx;
    }
    // avoid out of range
272
    deltas_.push_back(0);
Guolin Ke's avatar
Guolin Ke committed
273
274
275
    num_vals_ = static_cast<data_size_t>(vals_.size());

    // reduce memory cost
276
    deltas_.shrink_to_fit();
Guolin Ke's avatar
Guolin Ke committed
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
    vals_.shrink_to_fit();

    // generate fast index
    GetFastIndex();
  }

  void GetFastIndex() {
    fast_index_.clear();
    // get shift cnt
    data_size_t mod_size = (num_data_ + kNumFastIndex - 1) / kNumFastIndex;
    data_size_t pow2_mod_size = 1;
    fast_index_shift_ = 0;
    while (pow2_mod_size < mod_size) {
      pow2_mod_size <<= 1;
      ++fast_index_shift_;
    }
    // build fast index
294
    data_size_t i_delta = -1;
Guolin Ke's avatar
Guolin Ke committed
295
    data_size_t cur_pos = 0;
296
297
    data_size_t next_threshold = 0;
    while (NextNonzero(&i_delta, &cur_pos)) {
Guolin Ke's avatar
Guolin Ke committed
298
      while (next_threshold <= cur_pos) {
299
300
        fast_index_.emplace_back(i_delta, cur_pos);
        next_threshold += pow2_mod_size;
Guolin Ke's avatar
Guolin Ke committed
301
302
303
      }
    }
    // avoid out of range
304
    while (next_threshold < num_data_) {
Guolin Ke's avatar
Guolin Ke committed
305
      fast_index_.emplace_back(num_vals_ - 1, cur_pos);
306
      next_threshold += pow2_mod_size;
Guolin Ke's avatar
Guolin Ke committed
307
308
309
310
311
312
    }
    fast_index_.shrink_to_fit();
  }

  void SaveBinaryToFile(FILE* file) const override {
    fwrite(&num_vals_, sizeof(num_vals_), 1, file);
313
    fwrite(deltas_.data(), sizeof(uint8_t), num_vals_ + 1, file);
Guolin Ke's avatar
Guolin Ke committed
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
    fwrite(vals_.data(), sizeof(VAL_T), num_vals_, file);
  }

  size_t SizesInByte() const override {
    return sizeof(num_vals_) + sizeof(uint8_t) * (num_vals_ + 1)
      + sizeof(VAL_T) * num_vals_;
  }

  void LoadFromMemory(const void* memory, const std::vector<data_size_t>& local_used_indices) override {
    const char* mem_ptr = reinterpret_cast<const char*>(memory);
    data_size_t tmp_num_vals = *(reinterpret_cast<const data_size_t*>(mem_ptr));
    mem_ptr += sizeof(tmp_num_vals);
    const uint8_t* tmp_delta = reinterpret_cast<const uint8_t*>(mem_ptr);
    mem_ptr += sizeof(uint8_t) * (tmp_num_vals + 1);
    const VAL_T* tmp_vals = reinterpret_cast<const VAL_T*>(mem_ptr);

330
331
332
333
334
335
336
337
338
339
340
    deltas_.clear();
    vals_.clear();
    num_vals_ = tmp_num_vals;
    for (data_size_t i = 0; i < num_vals_; ++i) {
      deltas_.push_back(tmp_delta[i]);
      vals_.push_back(tmp_vals[i]);
    }
    deltas_.push_back(0);
    // reduce memory cost
    deltas_.shrink_to_fit();
    vals_.shrink_to_fit();
Guolin Ke's avatar
Guolin Ke committed
341

Guolin Ke's avatar
Guolin Ke committed
342
    if (local_used_indices.empty()) {
Guolin Ke's avatar
Guolin Ke committed
343
344
345
346
      // generate fast index
      GetFastIndex();
    } else {
      std::vector<std::pair<data_size_t, VAL_T>> tmp_pair;
347
348
      data_size_t cur_pos = 0;
      data_size_t j = -1;
Guolin Ke's avatar
Guolin Ke committed
349
350
      for (data_size_t i = 0; i < static_cast<data_size_t>(local_used_indices.size()); ++i) {
        const data_size_t idx = local_used_indices[i];
351
352
        while (cur_pos < idx && j < num_vals_) {
          NextNonzero(&j, &cur_pos);
Guolin Ke's avatar
Guolin Ke committed
353
        }
354
        if (cur_pos == idx && j < num_vals_) {
Guolin Ke's avatar
Guolin Ke committed
355
          // new row index is i
356
          tmp_pair.emplace_back(i, vals_[j]);
Guolin Ke's avatar
Guolin Ke committed
357
358
359
360
        }
      }
      LoadFromPair(tmp_pair);
    }
361
  }
Guolin Ke's avatar
Guolin Ke committed
362

363
  void CopySubset(const Bin* full_bin, const data_size_t* used_indices, data_size_t num_used_indices) override {
Guolin Ke's avatar
Guolin Ke committed
364
    auto other_bin = dynamic_cast<const SparseBin<VAL_T>*>(full_bin);
Guolin Ke's avatar
Guolin Ke committed
365
366
    deltas_.clear();
    vals_.clear();
Guolin Ke's avatar
Guolin Ke committed
367
368
369
370
371
    data_size_t start = 0;
    if (num_used_indices > 0) {
      start = used_indices[0];
    }
    SparseBinIterator<VAL_T> iterator(other_bin, start);
372
373
    // transform to delta array
    data_size_t last_idx = 0;
374
    for (data_size_t i = 0; i < num_used_indices; ++i) {
375
      VAL_T bin = iterator.InnerRawGet(used_indices[i]);
Guolin Ke's avatar
Guolin Ke committed
376
      if (bin > 0) {
377
378
379
380
381
382
383
384
385
        data_size_t cur_delta = i - last_idx;
        while (cur_delta >= 256) {
          deltas_.push_back(cur_delta & 0xff);
          vals_.push_back(0);
          cur_delta >>= 8;
        }
        deltas_.push_back(static_cast<uint8_t>(cur_delta));
        vals_.push_back(bin);
        last_idx = i;
386
387
      }
    }
388
389
390
391
392
393
394
395
396
397
    // avoid out of range
    deltas_.push_back(0);
    num_vals_ = static_cast<data_size_t>(vals_.size());

    // reduce memory cost
    deltas_.shrink_to_fit();
    vals_.shrink_to_fit();

    // generate fast index
    GetFastIndex();
Guolin Ke's avatar
Guolin Ke committed
398
399
  }

Guolin Ke's avatar
Guolin Ke committed
400
protected:
Guolin Ke's avatar
Guolin Ke committed
401
  data_size_t num_data_;
402
  std::vector<uint8_t> deltas_;
Guolin Ke's avatar
Guolin Ke committed
403
404
405
406
407
408
409
410
  std::vector<VAL_T> vals_;
  data_size_t num_vals_;
  std::vector<std::vector<std::pair<data_size_t, VAL_T>>> push_buffers_;
  std::vector<std::pair<data_size_t, data_size_t>> fast_index_;
  data_size_t fast_index_shift_;
};

template <typename VAL_T>
411
412
413
414
415
416
inline uint32_t SparseBinIterator<VAL_T>::RawGet(data_size_t idx) {
  return InnerRawGet(idx);
}

template <typename VAL_T>
inline VAL_T SparseBinIterator<VAL_T>::InnerRawGet(data_size_t idx) {
417
  while (cur_pos_ < idx) {
418
    bin_data_->NextNonzero(&i_delta_, &cur_pos_);
Guolin Ke's avatar
Guolin Ke committed
419
  }
420
  if (cur_pos_ == idx) {
421
422
    return bin_data_->vals_[i_delta_];
  } else {
Guolin Ke's avatar
Guolin Ke committed
423
    return 0;
Guolin Ke's avatar
Guolin Ke committed
424
  }
425
}
Guolin Ke's avatar
Guolin Ke committed
426

427
428
template <typename VAL_T>
inline void SparseBinIterator<VAL_T>::Reset(data_size_t start_idx) {
Guolin Ke's avatar
Guolin Ke committed
429
430
431
432
433
434
435
436
437
  auto idx = start_idx >> bin_data_->fast_index_shift_;
  if (static_cast<size_t>(idx) < bin_data_->fast_index_.size()) {
    const auto fast_pair = bin_data_->fast_index_[start_idx >> bin_data_->fast_index_shift_];
    i_delta_ = fast_pair.first;
    cur_pos_ = fast_pair.second;
  } else {
    i_delta_ = -1;
    cur_pos_ = 0;
  }
438
}
Guolin Ke's avatar
Guolin Ke committed
439
440

template <typename VAL_T>
Guolin Ke's avatar
Guolin Ke committed
441
442
BinIterator* SparseBin<VAL_T>::GetIterator(uint32_t min_bin, uint32_t max_bin, uint32_t default_bin) const {
  return new SparseBinIterator<VAL_T>(this, min_bin, max_bin, default_bin);
Guolin Ke's avatar
Guolin Ke committed
443
444
445
}

}  // namespace LightGBM
zhangyafeikimi's avatar
zhangyafeikimi committed
446
#endif   // LightGBM_IO_SPARSE_BIN_HPP_