config.h 13.9 KB
Newer Older
Guolin Ke's avatar
Guolin Ke committed
1
2
3
4
5
6
#ifndef LIGHTGBM_CONFIG_H_
#define LIGHTGBM_CONFIG_H_

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

Guolin Ke's avatar
Guolin Ke committed
7
#include <LightGBM/meta.h>
8
#include <LightGBM/export.h>
Guolin Ke's avatar
Guolin Ke committed
9

Guolin Ke's avatar
Guolin Ke committed
10
11
12
13
#include <vector>
#include <string>
#include <unordered_map>
#include <algorithm>
Guolin Ke's avatar
Guolin Ke committed
14
#include <memory>
Guolin Ke's avatar
Guolin Ke committed
15
16
17
18
19
20
21
22
23
24
25
26

namespace LightGBM {

/*!
* \brief The interface for Config
*/
struct ConfigBase {
public:
  /*! \brief virtual destructor */
  virtual ~ConfigBase() {}

  /*!
Hui Xue's avatar
Hui Xue committed
27
  * \brief Set current config object by params
Guolin Ke's avatar
Guolin Ke committed
28
29
30
31
32
33
34
35
36
  * \param params Store the key and value for params
  */
  virtual void Set(
    const std::unordered_map<std::string, std::string>& params) = 0;

  /*!
  * \brief Get string value by specific name of key
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
37
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
38
39
40
41
42
43
44
45
46
47
  * \return True if key exists
  */
  inline bool GetString(
    const std::unordered_map<std::string, std::string>& params,
    const std::string& name, std::string* out);

  /*!
  * \brief Get int value by specific name of key
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
48
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
49
50
51
52
53
54
55
  * \return True if key exists
  */
  inline bool GetInt(
    const std::unordered_map<std::string, std::string>& params,
    const std::string& name, int* out);

  /*!
56
  * \brief Get double value by specific name of key
Guolin Ke's avatar
Guolin Ke committed
57
58
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
59
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
60
61
  * \return True if key exists
  */
62
  inline bool GetDouble(
Guolin Ke's avatar
Guolin Ke committed
63
    const std::unordered_map<std::string, std::string>& params,
64
    const std::string& name, double* out);
Guolin Ke's avatar
Guolin Ke committed
65
66
67
68
69

  /*!
  * \brief Get bool value by specific name of key
  * \param params Store the key and value for params
  * \param name Name of key
Hui Xue's avatar
Hui Xue committed
70
  * \param out Value will assign to out if key exists
Guolin Ke's avatar
Guolin Ke committed
71
72
73
74
75
  * \return True if key exists
  */
  inline bool GetBool(
    const std::unordered_map<std::string, std::string>& params,
    const std::string& name, bool* out);
76
77

  static std::unordered_map<std::string, std::string> Str2Map(const char* parameters);
Guolin Ke's avatar
Guolin Ke committed
78
79
80
81
82
83
84
85
86
87
};

/*! \brief Types of tasks */
enum TaskType {
  kTrain, kPredict
};

/*! \brief Config for input and output files */
struct IOConfig: public ConfigBase {
public:
88
  int max_bin = 255;
89
  int num_class = 1;
Guolin Ke's avatar
Guolin Ke committed
90
91
92
93
94
95
  int data_random_seed = 1;
  std::string data_filename = "";
  std::vector<std::string> valid_data_filenames;
  std::string output_model = "LightGBM_model.txt";
  std::string output_result = "LightGBM_predict_result.txt";
  std::string input_model = "";
Guolin Ke's avatar
Guolin Ke committed
96
  int verbosity = 1;
97
  int num_iteration_predict = -1;
Guolin Ke's avatar
Guolin Ke committed
98
99
100
101
  bool is_pre_partition = false;
  bool is_enable_sparse = true;
  bool use_two_round_loading = false;
  bool is_save_binary_file = false;
Guolin Ke's avatar
Guolin Ke committed
102
  bool enable_load_from_binary_file = true;
Guolin Ke's avatar
Guolin Ke committed
103
  int bin_construct_sample_cnt = 200000;
Guolin Ke's avatar
Guolin Ke committed
104
105
  bool is_predict_leaf_index = false;
  bool is_predict_raw_score = false;
Guolin Ke's avatar
Guolin Ke committed
106
107
108
109
110
  int min_data_in_leaf = 100;
  int min_data_in_bin = 5;
  double max_conflict_rate = 0.0000f;
  bool enable_bundle = true;
  bool adjacent_bundle = false;
Guolin Ke's avatar
Guolin Ke committed
111
112
113
114
115
  bool has_header = false;
  /*! \brief Index or column name of label, default is the first column
   * And add an prefix "name:" while using column name */
  std::string label_column = "";
  /*! \brief Index or column name of weight, < 0 means not used
Guolin Ke's avatar
Guolin Ke committed
116
  * And add an prefix "name:" while using column name 
117
  * Note: when using Index, it doesn't count the label index */
Guolin Ke's avatar
Guolin Ke committed
118
  std::string weight_column = "";
Guolin Ke's avatar
Guolin Ke committed
119
120
  /*! \brief Index or column name of group/query id, < 0 means not used
  * And add an prefix "name:" while using column name
121
  * Note: when using Index, it doesn't count the label index */
Guolin Ke's avatar
Guolin Ke committed
122
123
  std::string group_column = "";
  /*! \brief ignored features, separate by ','
Guolin Ke's avatar
Guolin Ke committed
124
  * And add an prefix "name:" while using column name
125
  * Note: when using Index, it doesn't count the label index */
Guolin Ke's avatar
Guolin Ke committed
126
  std::string ignore_column = "";
127
128
  /*! \brief specific categorical columns, Note:only support for integer type categorical
  * And add an prefix "name:" while using column name
129
  * Note: when using Index, it doesn't count the label index */
130
  std::string categorical_column = "";
131
  LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params) override;
Guolin Ke's avatar
Guolin Ke committed
132
133
134
135
136
137
};

/*! \brief Config for objective function */
struct ObjectiveConfig: public ConfigBase {
public:
  virtual ~ObjectiveConfig() {}
138
  double sigmoid = 1.0f;
Tsukasa OMOTO's avatar
Tsukasa OMOTO committed
139
  double huber_delta = 1.0f;
Tsukasa OMOTO's avatar
Tsukasa OMOTO committed
140
  double fair_c = 1.0f;
141
  // for Approximate Hessian With Gaussian
142
  double gaussian_eta = 1.0f;
143
  double poisson_max_delta_step = 0.7f;
Guolin Ke's avatar
Guolin Ke committed
144
  // for lambdarank
145
  std::vector<double> label_gain;
Guolin Ke's avatar
Guolin Ke committed
146
147
148
149
  // for lambdarank
  int max_position = 20;
  // for binary
  bool is_unbalance = false;
150
151
  // for multiclass
  int num_class = 1;
Guolin Ke's avatar
Guolin Ke committed
152
153
  // Balancing of positive and negative weights
  double scale_pos_weight = 1.0f;
154
  LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params) override;
Guolin Ke's avatar
Guolin Ke committed
155
156
157
158
159
160
};

/*! \brief Config for metrics interface*/
struct MetricConfig: public ConfigBase {
public:
  virtual ~MetricConfig() {}
161
  int num_class = 1;
162
  double sigmoid = 1.0f;
Tsukasa OMOTO's avatar
Tsukasa OMOTO committed
163
  double huber_delta = 1.0f;
Tsukasa OMOTO's avatar
Tsukasa OMOTO committed
164
  double fair_c = 1.0f;
165
  std::vector<double> label_gain;
Guolin Ke's avatar
Guolin Ke committed
166
  std::vector<int> eval_at;
167
  LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params) override;
Guolin Ke's avatar
Guolin Ke committed
168
169
170
171
172
173
174
};


/*! \brief Config for tree model */
struct TreeConfig: public ConfigBase {
public:
  int min_data_in_leaf = 100;
175
  double min_sum_hessian_in_leaf = 10.0f;
176
177
178
  double lambda_l1 = 0.0f;
  double lambda_l2 = 0.0f;
  double min_gain_to_split = 0.0f;
Guolin Ke's avatar
Guolin Ke committed
179
  // should > 1, only one leaf means not need to learning
Guolin Ke's avatar
Guolin Ke committed
180
181
  int num_leaves = 127;
  int feature_fraction_seed = 2;
182
  double feature_fraction = 1.0f;
tks's avatar
tks committed
183
  // max cache size(unit:MB) for historical histogram. < 0 means no limit
184
  double histogram_pool_size = -1.0f;
185
  // max depth of tree model.
Guolin Ke's avatar
Guolin Ke committed
186
  // Still grow tree by leaf-wise, but limit the max depth to avoid over-fitting
tks's avatar
tks committed
187
188
  // And the max leaves will be min(num_leaves, pow(2, max_depth))
  // max_depth < 0 means no limit
189
  int max_depth = -1;
Guolin Ke's avatar
Guolin Ke committed
190
  int top_k = 20;
191
  LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params) override;
Guolin Ke's avatar
Guolin Ke committed
192
193
194
195
196
197
};

/*! \brief Config for Boosting */
struct BoostingConfig: public ConfigBase {
public:
  virtual ~BoostingConfig() {}
Guolin Ke's avatar
Guolin Ke committed
198
  double sigmoid = 1.0f;
199
200
  int output_freq = 1;
  bool is_provide_training_metric = false;
Guolin Ke's avatar
Guolin Ke committed
201
  int num_iterations = 10;
202
203
  double learning_rate = 0.1f;
  double bagging_fraction = 1.0f;
Guolin Ke's avatar
Guolin Ke committed
204
205
  int bagging_seed = 3;
  int bagging_freq = 0;
wxchan's avatar
wxchan committed
206
  int early_stopping_round = 0;
207
  int num_class = 1;
208
209
210
211
212
  double drop_rate = 0.1;
  int max_drop = 50;
  double skip_drop = 0.5;
  bool xgboost_dart_mode = false;
  bool uniform_drop = false;
Guolin Ke's avatar
Guolin Ke committed
213
  int drop_seed = 4;
Guolin Ke's avatar
Guolin Ke committed
214
215
  double top_rate = 0.2f;
  double other_rate = 0.1f;
216
  // only used for the regression. Will boost from the average labels.
217
  bool boost_from_average = true;
218
  std::string tree_learner_type = "serial";
Guolin Ke's avatar
Guolin Ke committed
219
  TreeConfig tree_config;
220
  LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params) override;
Guolin Ke's avatar
Guolin Ke committed
221
222
private:
  void GetTreeLearnerType(const std::unordered_map<std::string,
Guolin Ke's avatar
Guolin Ke committed
223
    std::string>& params);
Guolin Ke's avatar
Guolin Ke committed
224
225
226
227
228
229
230
231
232
};

/*! \brief Config for Network */
struct NetworkConfig: public ConfigBase {
public:
  int num_machines = 1;
  int local_listen_port = 12400;
  int time_out = 120;  // in minutes
  std::string machine_list_filename = "";
233
  LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params) override;
Guolin Ke's avatar
Guolin Ke committed
234
235
236
237
238
239
240
241
};


/*! \brief Overall config, all configs will put on this class */
struct OverallConfig: public ConfigBase {
public:
  TaskType task_type = TaskType::kTrain;
  NetworkConfig network_config;
Guolin Ke's avatar
Guolin Ke committed
242
  int seed = 0;
Guolin Ke's avatar
Guolin Ke committed
243
244
245
246
  int num_threads = 0;
  bool is_parallel = false;
  bool is_parallel_find_bin = false;
  IOConfig io_config;
Guolin Ke's avatar
Guolin Ke committed
247
  std::string boosting_type = "gbdt";
Guolin Ke's avatar
Guolin Ke committed
248
  BoostingConfig boosting_config;
Guolin Ke's avatar
Guolin Ke committed
249
250
251
252
  std::string objective_type = "regression";
  ObjectiveConfig objective_config;
  std::vector<std::string> metric_types;
  MetricConfig metric_config;
Guolin Ke's avatar
Guolin Ke committed
253

254
  LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params) override;
255

Guolin Ke's avatar
Guolin Ke committed
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
private:
  void GetBoostingType(const std::unordered_map<std::string, std::string>& params);

  void GetObjectiveType(const std::unordered_map<std::string, std::string>& params);

  void GetMetricType(const std::unordered_map<std::string, std::string>& params);

  void GetTaskType(const std::unordered_map<std::string, std::string>& params);

  void CheckParamConflict();
};


inline bool ConfigBase::GetString(
  const std::unordered_map<std::string, std::string>& params,
  const std::string& name, std::string* out) {
  if (params.count(name) > 0) {
    *out = params.at(name);
    return true;
  }
  return false;
}

inline bool ConfigBase::GetInt(
  const std::unordered_map<std::string, std::string>& params,
  const std::string& name, int* out) {
  if (params.count(name) > 0) {
283
    if (!Common::AtoiAndCheck(params.at(name).c_str(), out)) {
284
      Log::Fatal("Parameter %s should be of type int, got \"%s\"",
285
286
        name.c_str(), params.at(name).c_str());
    }
Guolin Ke's avatar
Guolin Ke committed
287
288
289
290
291
    return true;
  }
  return false;
}

292
inline bool ConfigBase::GetDouble(
Guolin Ke's avatar
Guolin Ke committed
293
  const std::unordered_map<std::string, std::string>& params,
294
  const std::string& name, double* out) {
Guolin Ke's avatar
Guolin Ke committed
295
  if (params.count(name) > 0) {
296
    if (!Common::AtofAndCheck(params.at(name).c_str(), out)) {
297
      Log::Fatal("Parameter %s should be of type double, got \"%s\"",
298
299
        name.c_str(), params.at(name).c_str());
    }
Guolin Ke's avatar
Guolin Ke committed
300
301
302
303
304
305
306
307
308
309
    return true;
  }
  return false;
}

inline bool ConfigBase::GetBool(
  const std::unordered_map<std::string, std::string>& params,
  const std::string& name, bool* out) {
  if (params.count(name) > 0) {
    std::string value = params.at(name);
Guolin Ke's avatar
Guolin Ke committed
310
    std::transform(value.begin(), value.end(), value.begin(), Common::tolower);
311
    if (value == std::string("false") || value == std::string("-")) {
Guolin Ke's avatar
Guolin Ke committed
312
      *out = false;
313
    } else if (value == std::string("true") || value == std::string("+")) {
Guolin Ke's avatar
Guolin Ke committed
314
      *out = true;
315
    } else {
316
      Log::Fatal("Parameter %s should be \"true\"/\"+\" or \"false\"/\"-\", got \"%s\"",
317
        name.c_str(), params.at(name).c_str());
Guolin Ke's avatar
Guolin Ke committed
318
319
320
321
322
323
324
325
326
327
328
329
    }
    return true;
  }
  return false;
}

struct ParameterAlias {
  static void KeyAliasTransform(std::unordered_map<std::string, std::string>* params) {
    std::unordered_map<std::string, std::string> alias_table(
    {
      { "config", "config_file" },
      { "nthread", "num_threads" },
Guolin Ke's avatar
Guolin Ke committed
330
      { "random_seed", "seed" },
Guolin Ke's avatar
Guolin Ke committed
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
      { "num_thread", "num_threads" },
      { "boosting", "boosting_type" },
      { "boost", "boosting_type" },
      { "application", "objective" },
      { "app", "objective" },
      { "train_data", "data" },
      { "train", "data" },
      { "model_output", "output_model" },
      { "model_out", "output_model" },
      { "model_input", "input_model" },
      { "model_in", "input_model" },
      { "predict_result", "output_result" },
      { "prediction_result", "output_result" },
      { "valid", "valid_data" },
      { "test_data", "valid_data" },
      { "test", "valid_data" },
      { "is_sparse", "is_enable_sparse" },
Guolin Ke's avatar
Guolin Ke committed
348
349
      { "enable_sparse", "is_enable_sparse" },
      { "pre_partition", "is_pre_partition" },
Guolin Ke's avatar
Guolin Ke committed
350
351
352
      { "tranining_metric", "is_training_metric" },
      { "train_metric", "is_training_metric" },
      { "ndcg_at", "ndcg_eval_at" },
Guolin Ke's avatar
Guolin Ke committed
353
      { "eval_at", "ndcg_eval_at" },
Guolin Ke's avatar
Guolin Ke committed
354
355
      { "min_data_per_leaf", "min_data_in_leaf" },
      { "min_data", "min_data_in_leaf" },
Guolin Ke's avatar
Guolin Ke committed
356
      { "min_child_samples", "min_data_in_leaf" },
Guolin Ke's avatar
Guolin Ke committed
357
358
359
      { "min_sum_hessian_per_leaf", "min_sum_hessian_in_leaf" },
      { "min_sum_hessian", "min_sum_hessian_in_leaf" },
      { "min_hessian", "min_sum_hessian_in_leaf" },
Guolin Ke's avatar
Guolin Ke committed
360
      { "min_child_weight", "min_sum_hessian_in_leaf" },
Guolin Ke's avatar
Guolin Ke committed
361
362
      { "num_leaf", "num_leaves" },
      { "sub_feature", "feature_fraction" },
Guolin Ke's avatar
Guolin Ke committed
363
      { "colsample_bytree", "feature_fraction" },
Guolin Ke's avatar
Guolin Ke committed
364
365
366
367
368
369
      { "num_iteration", "num_iterations" },
      { "num_tree", "num_iterations" },
      { "num_round", "num_iterations" },
      { "num_trees", "num_iterations" },
      { "num_rounds", "num_iterations" },
      { "sub_row", "bagging_fraction" },
Guolin Ke's avatar
Guolin Ke committed
370
371
      { "subsample", "bagging_fraction" },
      { "subsample_freq", "bagging_freq" },
Guolin Ke's avatar
Guolin Ke committed
372
373
374
375
376
377
378
379
      { "shrinkage_rate", "learning_rate" },
      { "tree", "tree_learner" },
      { "num_machine", "num_machines" },
      { "local_port", "local_listen_port" },
      { "two_round_loading", "use_two_round_loading"},
      { "two_round", "use_two_round_loading" },
      { "mlist", "machine_list_file" },
      { "is_save_binary", "is_save_binary_file" },
Qiwei Ye's avatar
Qiwei Ye committed
380
      { "save_binary", "is_save_binary_file" },
wxchan's avatar
wxchan committed
381
      { "early_stopping_rounds", "early_stopping_round"},
382
      { "early_stopping", "early_stopping_round"},
Guolin Ke's avatar
Guolin Ke committed
383
384
385
386
387
388
389
390
      { "verbosity", "verbose" },
      { "header", "has_header" },
      { "label", "label_column" },
      { "weight", "weight_column" },
      { "group", "group_column" },
      { "query", "group_column" },
      { "query_column", "group_column" },
      { "ignore_feature", "ignore_column" },
Guolin Ke's avatar
Guolin Ke committed
391
      { "blacklist", "ignore_column" },
392
393
394
      { "categorical_feature", "categorical_column" },
      { "cat_column", "categorical_column" },
      { "cat_feature", "categorical_column" },
Guolin Ke's avatar
Guolin Ke committed
395
      { "predict_raw_score", "is_predict_raw_score" },
Guolin Ke's avatar
Guolin Ke committed
396
      { "predict_leaf_index", "is_predict_leaf_index" }, 
Guolin Ke's avatar
Guolin Ke committed
397
398
      { "raw_score", "is_predict_raw_score" },
      { "leaf_index", "is_predict_leaf_index" },
Guolin Ke's avatar
Guolin Ke committed
399
      { "min_split_gain", "min_gain_to_split" },
Guolin Ke's avatar
Guolin Ke committed
400
      { "topk", "top_k" },
Guolin Ke's avatar
Guolin Ke committed
401
402
      { "reg_alpha", "lambda_l1" },
      { "reg_lambda", "lambda_l2" },
403
404
      { "num_classes", "num_class" },
      { "unbalanced_sets", "is_unbalance" }
Guolin Ke's avatar
Guolin Ke committed
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
    });
    std::unordered_map<std::string, std::string> tmp_map;
    for (const auto& pair : *params) {
      if (alias_table.count(pair.first) > 0) {
        tmp_map[alias_table[pair.first]] = pair.second;
      }
    }
    for (const auto& pair : tmp_map) {
      if (params->count(pair.first) == 0) {
        params->insert(std::make_pair(pair.first, pair.second));
      }
    }
  }
};

}   // namespace LightGBM

Guolin Ke's avatar
Guolin Ke committed
422
#endif   // LightGBM_CONFIG_H_