feature_group.h 14.1 KB
Newer Older
1
2
3
4
/*!
 * Copyright (c) 2017 Microsoft Corporation. All rights reserved.
 * Licensed under the MIT License. See LICENSE file in the project root for license information.
 */
Guolin Ke's avatar
Guolin Ke committed
5
6
7
#ifndef LIGHTGBM_FEATURE_GROUP_H_
#define LIGHTGBM_FEATURE_GROUP_H_

8
9
10
11
#include <LightGBM/bin.h>
#include <LightGBM/meta.h>
#include <LightGBM/utils/random.h>

12
13
14
15
#include <cstdio>
#include <memory>
#include <vector>

Guolin Ke's avatar
Guolin Ke committed
16
17
18
19
20
21
namespace LightGBM {

class Dataset;
class DatasetLoader;
/*! \brief Using to store data and providing some operations on one feature group*/
class FeatureGroup {
Nikita Titov's avatar
Nikita Titov committed
22
 public:
Guolin Ke's avatar
Guolin Ke committed
23
24
25
26
27
28
29
30
31
  friend Dataset;
  friend DatasetLoader;
  /*!
  * \brief Constructor
  * \param num_feature number of features of this group
  * \param bin_mappers Bin mapper for features
  * \param num_data Total number of data
  * \param is_enable_sparse True if enable sparse feature
  */
32
  FeatureGroup(int num_feature, bool is_multi_val,
Guolin Ke's avatar
Guolin Ke committed
33
    std::vector<std::unique_ptr<BinMapper>>* bin_mappers,
34
    data_size_t num_data) : num_feature_(num_feature), is_multi_val_(is_multi_val), is_sparse_(false) {
Nikita Titov's avatar
Nikita Titov committed
35
    CHECK_EQ(static_cast<int>(bin_mappers->size()), num_feature);
Guolin Ke's avatar
Guolin Ke committed
36
    // use bin at zero to store most_freq_bin
Guolin Ke's avatar
Guolin Ke committed
37
38
    num_total_bin_ = 1;
    bin_offsets_.emplace_back(num_total_bin_);
Guolin Ke's avatar
Guolin Ke committed
39
    auto& ref_bin_mappers = *bin_mappers;
Guolin Ke's avatar
Guolin Ke committed
40
    for (int i = 0; i < num_feature_; ++i) {
Guolin Ke's avatar
Guolin Ke committed
41
      bin_mappers_.emplace_back(ref_bin_mappers[i].release());
Guolin Ke's avatar
Guolin Ke committed
42
      auto num_bin = bin_mappers_[i]->num_bin();
Guolin Ke's avatar
Guolin Ke committed
43
      if (bin_mappers_[i]->GetMostFreqBin() == 0) {
Guolin Ke's avatar
Guolin Ke committed
44
45
46
47
48
        num_bin -= 1;
      }
      num_total_bin_ += num_bin;
      bin_offsets_.emplace_back(num_total_bin_);
    }
Guolin Ke's avatar
Guolin Ke committed
49
50
51
52
53
54
55
56
57
58
59
60
61
    CreateBinData(num_data, is_multi_val_, true, false);
  }

  FeatureGroup(const FeatureGroup& other, int num_data) {
    num_feature_ = other.num_feature_;
    is_multi_val_ = other.is_multi_val_;
    is_sparse_ = other.is_sparse_;
    num_total_bin_ = other.num_total_bin_;
    bin_offsets_ = other.bin_offsets_;

    bin_mappers_.reserve(other.bin_mappers_.size());
    for (auto& bin_mapper : other.bin_mappers_) {
      bin_mappers_.emplace_back(new BinMapper(*bin_mapper));
62
    }
Guolin Ke's avatar
Guolin Ke committed
63
    CreateBinData(num_data, is_multi_val_, !is_sparse_, is_sparse_);
Guolin Ke's avatar
Guolin Ke committed
64
  }
Guolin Ke's avatar
Guolin Ke committed
65

66
67
  FeatureGroup(std::vector<std::unique_ptr<BinMapper>>* bin_mappers,
    data_size_t num_data) : num_feature_(1), is_multi_val_(false) {
Nikita Titov's avatar
Nikita Titov committed
68
    CHECK_EQ(static_cast<int>(bin_mappers->size()), 1);
69
    // use bin at zero to store default_bin
Guolin Ke's avatar
Guolin Ke committed
70
71
    num_total_bin_ = 1;
    bin_offsets_.emplace_back(num_total_bin_);
Guolin Ke's avatar
Guolin Ke committed
72
    auto& ref_bin_mappers = *bin_mappers;
Guolin Ke's avatar
Guolin Ke committed
73
    for (int i = 0; i < num_feature_; ++i) {
Guolin Ke's avatar
Guolin Ke committed
74
      bin_mappers_.emplace_back(ref_bin_mappers[i].release());
Guolin Ke's avatar
Guolin Ke committed
75
      auto num_bin = bin_mappers_[i]->num_bin();
Guolin Ke's avatar
Guolin Ke committed
76
      if (bin_mappers_[i]->GetMostFreqBin() == 0) {
Guolin Ke's avatar
Guolin Ke committed
77
78
79
80
81
        num_bin -= 1;
      }
      num_total_bin_ += num_bin;
      bin_offsets_.emplace_back(num_total_bin_);
    }
Guolin Ke's avatar
Guolin Ke committed
82
    CreateBinData(num_data, false, false, false);
Guolin Ke's avatar
Guolin Ke committed
83
  }
84

Guolin Ke's avatar
Guolin Ke committed
85
86
87
88
89
90
91
92
93
94
  /*!
  * \brief Constructor from memory
  * \param memory Pointer of memory
  * \param num_all_data Number of global data
  * \param local_used_indices Local used indices, empty means using all data
  */
  FeatureGroup(const void* memory, data_size_t num_all_data,
    const std::vector<data_size_t>& local_used_indices) {
    const char* memory_ptr = reinterpret_cast<const char*>(memory);
    // get is_sparse
95
96
    is_multi_val_ = *(reinterpret_cast<const bool*>(memory_ptr));
    memory_ptr += sizeof(is_multi_val_);
Guolin Ke's avatar
Guolin Ke committed
97
98
99
100
101
102
103
104
105
106
107
108
109
    is_sparse_ = *(reinterpret_cast<const bool*>(memory_ptr));
    memory_ptr += sizeof(is_sparse_);
    num_feature_ = *(reinterpret_cast<const int*>(memory_ptr));
    memory_ptr += sizeof(num_feature_);
    // get bin mapper
    bin_mappers_.clear();
    bin_offsets_.clear();
    // start from 1, due to need to store zero bin in this slot
    num_total_bin_ = 1;
    bin_offsets_.emplace_back(num_total_bin_);
    for (int i = 0; i < num_feature_; ++i) {
      bin_mappers_.emplace_back(new BinMapper(memory_ptr));
      auto num_bin = bin_mappers_[i]->num_bin();
Guolin Ke's avatar
Guolin Ke committed
110
      if (bin_mappers_[i]->GetMostFreqBin() == 0) {
Guolin Ke's avatar
Guolin Ke committed
111
112
113
114
115
116
117
118
119
120
        num_bin -= 1;
      }
      num_total_bin_ += num_bin;
      bin_offsets_.emplace_back(num_total_bin_);
      memory_ptr += bin_mappers_[i]->SizesInByte();
    }
    data_size_t num_data = num_all_data;
    if (!local_used_indices.empty()) {
      num_data = static_cast<data_size_t>(local_used_indices.size());
    }
121
122
123
124
125
126
127
128
129
130
131
    if (is_multi_val_) {
      for (int i = 0; i < num_feature_; ++i) {
        int addi = bin_mappers_[i]->GetMostFreqBin() == 0 ? 0 : 1;
        if (bin_mappers_[i]->sparse_rate() >= kSparseThreshold) {
          multi_bin_data_.emplace_back(Bin::CreateSparseBin(num_data, bin_mappers_[i]->num_bin() + addi));
        } else {
          multi_bin_data_.emplace_back(Bin::CreateDenseBin(num_data, bin_mappers_[i]->num_bin() + addi));
        }
        multi_bin_data_.back()->LoadFromMemory(memory_ptr, local_used_indices);
        memory_ptr += multi_bin_data_.back()->SizesInByte();
      }
Guolin Ke's avatar
Guolin Ke committed
132
    } else {
133
134
135
136
137
138
139
      if (is_sparse_) {
        bin_data_.reset(Bin::CreateSparseBin(num_data, num_total_bin_));
      } else {
        bin_data_.reset(Bin::CreateDenseBin(num_data, num_total_bin_));
      }
      // get bin data
      bin_data_->LoadFromMemory(memory_ptr, local_used_indices);
Guolin Ke's avatar
Guolin Ke committed
140
141
    }
  }
142

Guolin Ke's avatar
Guolin Ke committed
143
144
145
146
147
148
149
150
151
152
153
154
  /*! \brief Destructor */
  ~FeatureGroup() {
  }

  /*!
  * \brief Push one record, will auto convert to bin and push to bin data
  * \param tid Thread id
  * \param idx Index of record
  * \param value feature value of record
  */
  inline void PushData(int tid, int sub_feature_idx, data_size_t line_idx, double value) {
    uint32_t bin = bin_mappers_[sub_feature_idx]->ValueToBin(value);
Guolin Ke's avatar
Guolin Ke committed
155
156
    if (bin == bin_mappers_[sub_feature_idx]->GetMostFreqBin()) { return; }
    if (bin_mappers_[sub_feature_idx]->GetMostFreqBin() == 0) {
Guolin Ke's avatar
Guolin Ke committed
157
158
      bin -= 1;
    }
159
160
161
162
163
164
    if (is_multi_val_) {
      multi_bin_data_[sub_feature_idx]->Push(tid, line_idx, bin + 1);
    } else {
      bin += bin_offsets_[sub_feature_idx];
      bin_data_->Push(tid, line_idx, bin);
    }
Guolin Ke's avatar
Guolin Ke committed
165
166
  }

Guolin Ke's avatar
Guolin Ke committed
167
168
169
170
171
172
173
174
175
176
  void ReSize(int num_data) {
    if (!is_multi_val_) {
      bin_data_->ReSize(num_data);
    } else {
      for (int i = 0; i < num_feature_; ++i) {
        multi_bin_data_[i]->ReSize(num_data);
      }
    }
  }

177
  inline void CopySubrow(const FeatureGroup* full_feature, const data_size_t* used_indices, data_size_t num_used_indices) {
178
    if (!is_multi_val_) {
179
      bin_data_->CopySubrow(full_feature->bin_data_.get(), used_indices, num_used_indices);
180
181
    } else {
      for (int i = 0; i < num_feature_; ++i) {
182
        multi_bin_data_[i]->CopySubrow(full_feature->multi_bin_data_[i].get(), used_indices, num_used_indices);
183
184
      }
    }
Guolin Ke's avatar
Guolin Ke committed
185
186
  }

zhangyafeikimi's avatar
zhangyafeikimi committed
187
  inline BinIterator* SubFeatureIterator(int sub_feature) {
Guolin Ke's avatar
Guolin Ke committed
188
    uint32_t most_freq_bin = bin_mappers_[sub_feature]->GetMostFreqBin();
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
    if (!is_multi_val_) {
      uint32_t min_bin = bin_offsets_[sub_feature];
      uint32_t max_bin = bin_offsets_[sub_feature + 1] - 1;
      return bin_data_->GetIterator(min_bin, max_bin, most_freq_bin);
    } else {
      int addi = bin_mappers_[sub_feature]->GetMostFreqBin() == 0 ? 0 : 1;
      uint32_t min_bin = 1;
      uint32_t max_bin = bin_mappers_[sub_feature]->num_bin() - 1 + addi;
      return multi_bin_data_[sub_feature]->GetIterator(min_bin, max_bin, most_freq_bin);
    }
  }

  inline void FinishLoad() {
    if (is_multi_val_) {
      OMP_INIT_EX();
      #pragma omp parallel for schedule(guided)
      for (int i = 0; i < num_feature_; ++i) {
        OMP_LOOP_EX_BEGIN();
        multi_bin_data_[i]->FinishLoad();
        OMP_LOOP_EX_END();
      }
      OMP_THROW_EX();
    } else {
      bin_data_->FinishLoad();
    }
Guolin Ke's avatar
Guolin Ke committed
214
  }
215

216
217
218
219
220
221
  /*!
   * \brief Returns a BinIterator that can access the entire feature group's raw data.
   *        The RawGet() function of the iterator should be called for best efficiency.
   * \return A pointer to the BinIterator object
   */
  inline BinIterator* FeatureGroupIterator() {
222
223
224
    if (is_multi_val_) {
      return nullptr;
    }
225
226
    uint32_t min_bin = bin_offsets_[0];
    uint32_t max_bin = bin_offsets_.back() - 1;
Guolin Ke's avatar
Guolin Ke committed
227
228
    uint32_t most_freq_bin = 0;
    return bin_data_->GetIterator(min_bin, max_bin, most_freq_bin);
229
  }
Guolin Ke's avatar
Guolin Ke committed
230

231
232
233
234
235
  inline data_size_t Split(int sub_feature, const uint32_t* threshold,
                           int num_threshold, bool default_left,
                           const data_size_t* data_indices, data_size_t cnt,
                           data_size_t* lte_indices,
                           data_size_t* gt_indices) const {
Guolin Ke's avatar
Guolin Ke committed
236
    uint32_t default_bin = bin_mappers_[sub_feature]->GetDefaultBin();
Guolin Ke's avatar
Guolin Ke committed
237
    uint32_t most_freq_bin = bin_mappers_[sub_feature]->GetMostFreqBin();
238
239
240
241
242
    if (!is_multi_val_) {
      uint32_t min_bin = bin_offsets_[sub_feature];
      uint32_t max_bin = bin_offsets_[sub_feature + 1] - 1;
      if (bin_mappers_[sub_feature]->bin_type() == BinType::NumericalBin) {
        auto missing_type = bin_mappers_[sub_feature]->missing_type();
243
244
245
246
247
248
249
250
251
        if (num_feature_ == 1) {
          return bin_data_->Split(max_bin, default_bin, most_freq_bin,
                                  missing_type, default_left, *threshold,
                                  data_indices, cnt, lte_indices, gt_indices);
        } else {
          return bin_data_->Split(min_bin, max_bin, default_bin, most_freq_bin,
                                  missing_type, default_left, *threshold,
                                  data_indices, cnt, lte_indices, gt_indices);
        }
252
      } else {
253
254
255
256
257
258
259
260
261
        if (num_feature_ == 1) {
          return bin_data_->SplitCategorical(max_bin, most_freq_bin, threshold,
                                             num_threshold, data_indices, cnt,
                                             lte_indices, gt_indices);
        } else {
          return bin_data_->SplitCategorical(
              min_bin, max_bin, most_freq_bin, threshold, num_threshold,
              data_indices, cnt, lte_indices, gt_indices);
        }
262
      }
263
    } else {
264
265
266
267
      int addi = bin_mappers_[sub_feature]->GetMostFreqBin() == 0 ? 0 : 1;
      uint32_t max_bin = bin_mappers_[sub_feature]->num_bin() - 1 + addi;
      if (bin_mappers_[sub_feature]->bin_type() == BinType::NumericalBin) {
        auto missing_type = bin_mappers_[sub_feature]->missing_type();
268
269
270
        return multi_bin_data_[sub_feature]->Split(
            max_bin, default_bin, most_freq_bin, missing_type, default_left,
            *threshold, data_indices, cnt, lte_indices, gt_indices);
271
      } else {
272
273
274
        return multi_bin_data_[sub_feature]->SplitCategorical(
            max_bin, most_freq_bin, threshold, num_threshold, data_indices, cnt,
            lte_indices, gt_indices);
275
      }
276
    }
Guolin Ke's avatar
Guolin Ke committed
277
  }
278

Guolin Ke's avatar
Guolin Ke committed
279
280
281
282
283
284
285
286
287
288
289
290
291
  /*!
  * \brief From bin to feature value
  * \param bin
  * \return FeatureGroup value of this bin
  */
  inline double BinToValue(int sub_feature_idx, uint32_t bin) const {
    return bin_mappers_[sub_feature_idx]->BinToValue(bin);
  }

  /*!
  * \brief Save binary data to file
  * \param file File want to write
  */
292
  void SaveBinaryToFile(const VirtualFileWriter* writer) const {
293
    writer->Write(&is_multi_val_, sizeof(is_multi_val_));
294
295
    writer->Write(&is_sparse_, sizeof(is_sparse_));
    writer->Write(&num_feature_, sizeof(num_feature_));
Guolin Ke's avatar
Guolin Ke committed
296
    for (int i = 0; i < num_feature_; ++i) {
297
      bin_mappers_[i]->SaveBinaryToFile(writer);
Guolin Ke's avatar
Guolin Ke committed
298
    }
299
300
301
302
303
304
305
    if (is_multi_val_) {
      for (int i = 0; i < num_feature_; ++i) {
        multi_bin_data_[i]->SaveBinaryToFile(writer);
      }
    } else {
      bin_data_->SaveBinaryToFile(writer);
    }
Guolin Ke's avatar
Guolin Ke committed
306
  }
307

Guolin Ke's avatar
Guolin Ke committed
308
309
310
311
  /*!
  * \brief Get sizes in byte of this object
  */
  size_t SizesInByte() const {
312
    size_t ret = sizeof(is_multi_val_) + sizeof(is_sparse_) + sizeof(num_feature_);
Guolin Ke's avatar
Guolin Ke committed
313
314
315
    for (int i = 0; i < num_feature_; ++i) {
      ret += bin_mappers_[i]->SizesInByte();
    }
316
317
318
319
320
321
322
    if (!is_multi_val_) {
      ret += bin_data_->SizesInByte();
    } else {
      for (int i = 0; i < num_feature_; ++i) {
        ret += multi_bin_data_[i]->SizesInByte();
      }
    }
Guolin Ke's avatar
Guolin Ke committed
323
324
    return ret;
  }
325

Guolin Ke's avatar
Guolin Ke committed
326
327
  /*! \brief Disable copy */
  FeatureGroup& operator=(const FeatureGroup&) = delete;
328

329
  /*! \brief Deep copy */
330
  FeatureGroup(const FeatureGroup& other) {
331
    num_feature_ = other.num_feature_;
332
    is_multi_val_ = other.is_multi_val_;
333
334
335
336
337
    is_sparse_ = other.is_sparse_;
    num_total_bin_ = other.num_total_bin_;
    bin_offsets_ = other.bin_offsets_;

    bin_mappers_.reserve(other.bin_mappers_.size());
338
    for (auto& bin_mapper : other.bin_mappers_) {
339
340
      bin_mappers_.emplace_back(new BinMapper(*bin_mapper));
    }
341
342
343
344
345
346
347
348
    if (!is_multi_val_) {
      bin_data_.reset(other.bin_data_->Clone());
    } else {
      multi_bin_data_.clear();
      for (int i = 0; i < num_feature_; ++i) {
        multi_bin_data_.emplace_back(other.multi_bin_data_[i]->Clone());
      }
    }
349
  }
Guolin Ke's avatar
Guolin Ke committed
350

Nikita Titov's avatar
Nikita Titov committed
351
 private:
Guolin Ke's avatar
Guolin Ke committed
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
  void CreateBinData(int num_data, bool is_multi_val, bool force_dense, bool force_sparse) {
    if (is_multi_val) {
      multi_bin_data_.clear();
      for (int i = 0; i < num_feature_; ++i) {
        int addi = bin_mappers_[i]->GetMostFreqBin() == 0 ? 0 : 1;
        if (bin_mappers_[i]->sparse_rate() >= kSparseThreshold) {
          multi_bin_data_.emplace_back(Bin::CreateSparseBin(
              num_data, bin_mappers_[i]->num_bin() + addi));
        } else {
          multi_bin_data_.emplace_back(
              Bin::CreateDenseBin(num_data, bin_mappers_[i]->num_bin() + addi));
        }
      }
      is_multi_val_ = true;
    } else {
      if (force_sparse || (!force_dense && num_feature_ == 1 &&
                           bin_mappers_[0]->sparse_rate() >= kSparseThreshold)) {
        is_sparse_ = true;
        bin_data_.reset(Bin::CreateSparseBin(num_data, num_total_bin_));
      } else {
        is_sparse_ = false;
        bin_data_.reset(Bin::CreateDenseBin(num_data, num_total_bin_));
      }
      is_multi_val_ = false;
    }
  }

Guolin Ke's avatar
Guolin Ke committed
379
380
381
382
383
384
385
386
  /*! \brief Number of features */
  int num_feature_;
  /*! \brief Bin mapper for sub features */
  std::vector<std::unique_ptr<BinMapper>> bin_mappers_;
  /*! \brief Bin offsets for sub features */
  std::vector<uint32_t> bin_offsets_;
  /*! \brief Bin data of this feature */
  std::unique_ptr<Bin> bin_data_;
387
  std::vector<std::unique_ptr<Bin>> multi_bin_data_;
Guolin Ke's avatar
Guolin Ke committed
388
  /*! \brief True if this feature is sparse */
389
  bool is_multi_val_;
Guolin Ke's avatar
Guolin Ke committed
390
391
392
393
394
395
396
397
  bool is_sparse_;
  int num_total_bin_;
};


}  // namespace LightGBM

#endif   // LIGHTGBM_FEATURE_GROUP_H_