serial_tree_learner.cpp 35.7 KB
Newer Older
Guolin Ke's avatar
Guolin Ke committed
1
2
#include "serial_tree_learner.h"

3
4
#include <LightGBM/network.h>
#include <LightGBM/objective_function.h>
Guolin Ke's avatar
Guolin Ke committed
5

Guolin Ke's avatar
Guolin Ke committed
6
7
#include <LightGBM/utils/array_args.h>

Guolin Ke's avatar
Guolin Ke committed
8
9
#include <algorithm>
#include <vector>
10
#include <queue>
Guolin Ke's avatar
Guolin Ke committed
11
12
13

namespace LightGBM {

Guolin Ke's avatar
Guolin Ke committed
14
15
16
17
18
19
20
21
22
#ifdef TIMETAG
std::chrono::duration<double, std::milli> init_train_time;
std::chrono::duration<double, std::milli> init_split_time;
std::chrono::duration<double, std::milli> hist_time;
std::chrono::duration<double, std::milli> find_split_time;
std::chrono::duration<double, std::milli> split_time;
std::chrono::duration<double, std::milli> ordered_bin_time;
#endif // TIMETAG

Guolin Ke's avatar
Guolin Ke committed
23
24
25
SerialTreeLearner::SerialTreeLearner(const Config* config)
  :config_(config) {
  random_ = Random(config_->feature_fraction_seed);
26
27
  #pragma omp parallel
  #pragma omp master
Guolin Ke's avatar
Guolin Ke committed
28
29
30
  {
    num_threads_ = omp_get_num_threads();
  }
Guolin Ke's avatar
Guolin Ke committed
31
32
33
}

SerialTreeLearner::~SerialTreeLearner() {
34
  #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
35
36
37
38
39
40
  Log::Info("SerialTreeLearner::init_train costs %f", init_train_time * 1e-3);
  Log::Info("SerialTreeLearner::init_split costs %f", init_split_time * 1e-3);
  Log::Info("SerialTreeLearner::hist_build costs %f", hist_time * 1e-3);
  Log::Info("SerialTreeLearner::find_split costs %f", find_split_time * 1e-3);
  Log::Info("SerialTreeLearner::split costs %f", split_time * 1e-3);
  Log::Info("SerialTreeLearner::ordered_bin costs %f", ordered_bin_time * 1e-3);
41
  #endif
Guolin Ke's avatar
Guolin Ke committed
42
43
}

44
void SerialTreeLearner::Init(const Dataset* train_data, bool is_constant_hessian) {
Guolin Ke's avatar
Guolin Ke committed
45
46
47
  train_data_ = train_data;
  num_data_ = train_data_->num_data();
  num_features_ = train_data_->num_features();
48
  is_constant_hessian_ = is_constant_hessian;
49
50
  int max_cache_size = 0;
  // Get the max size of pool
Guolin Ke's avatar
Guolin Ke committed
51
52
  if (config_->histogram_pool_size <= 0) {
    max_cache_size = config_->num_leaves;
53
54
55
  } else {
    size_t total_histogram_size = 0;
    for (int i = 0; i < train_data_->num_features(); ++i) {
Guolin Ke's avatar
Guolin Ke committed
56
      total_histogram_size += sizeof(HistogramBinEntry) * train_data_->FeatureNumBin(i);
57
    }
Guolin Ke's avatar
Guolin Ke committed
58
    max_cache_size = static_cast<int>(config_->histogram_pool_size * 1024 * 1024 / total_histogram_size);
59
60
  }
  // at least need 2 leaves
Guolin Ke's avatar
Guolin Ke committed
61
  max_cache_size = std::max(2, max_cache_size);
Guolin Ke's avatar
Guolin Ke committed
62
  max_cache_size = std::min(max_cache_size, config_->num_leaves);
Guolin Ke's avatar
Guolin Ke committed
63

Guolin Ke's avatar
Guolin Ke committed
64
  histogram_pool_.DynamicChangeSize(train_data_, config_, max_cache_size, config_->num_leaves);
Guolin Ke's avatar
Guolin Ke committed
65
  // push split information for all leaves
Guolin Ke's avatar
Guolin Ke committed
66
  best_split_per_leaf_.resize(config_->num_leaves);
Guolin Ke's avatar
Guolin Ke committed
67

Guolin Ke's avatar
Guolin Ke committed
68
  // get ordered bin
Guolin Ke's avatar
Guolin Ke committed
69
  train_data_->CreateOrderedBins(&ordered_bins_);
Guolin Ke's avatar
Guolin Ke committed
70
71

  // check existing for ordered bin
Guolin Ke's avatar
Guolin Ke committed
72
  for (int i = 0; i < static_cast<int>(ordered_bins_.size()); ++i) {
Guolin Ke's avatar
Guolin Ke committed
73
74
75
76
77
    if (ordered_bins_[i] != nullptr) {
      has_ordered_bin_ = true;
      break;
    }
  }
wxchan's avatar
wxchan committed
78
  // initialize splits for leaf
Guolin Ke's avatar
Guolin Ke committed
79
80
  smaller_leaf_splits_.reset(new LeafSplits(train_data_->num_data()));
  larger_leaf_splits_.reset(new LeafSplits(train_data_->num_data()));
Guolin Ke's avatar
Guolin Ke committed
81
82

  // initialize data partition
Guolin Ke's avatar
Guolin Ke committed
83
  data_partition_.reset(new DataPartition(num_data_, config_->num_leaves));
Guolin Ke's avatar
Guolin Ke committed
84
  is_feature_used_.resize(num_features_);
85
  valid_feature_indices_ = train_data_->ValidFeatureIndices();
Guolin Ke's avatar
Guolin Ke committed
86
  // initialize ordered gradients and hessians
Guolin Ke's avatar
Guolin Ke committed
87
88
89
  ordered_gradients_.resize(num_data_);
  ordered_hessians_.resize(num_data_);
  // if has ordered bin, need to allocate a buffer to fast split
Guolin Ke's avatar
Guolin Ke committed
90
  if (has_ordered_bin_) {
Guolin Ke's avatar
Guolin Ke committed
91
    is_data_in_leaf_.resize(num_data_);
92
    std::fill(is_data_in_leaf_.begin(), is_data_in_leaf_.end(), static_cast<char>(0));
Guolin Ke's avatar
Guolin Ke committed
93
    ordered_bin_indices_.clear();
Guolin Ke's avatar
Guolin Ke committed
94
95
    for (int i = 0; i < static_cast<int>(ordered_bins_.size()); i++) {
      if (ordered_bins_[i] != nullptr) {
Guolin Ke's avatar
Guolin Ke committed
96
        ordered_bin_indices_.push_back(i);
Guolin Ke's avatar
Guolin Ke committed
97
98
      }
    }
Guolin Ke's avatar
Guolin Ke committed
99
  }
Guolin Ke's avatar
Guolin Ke committed
100
  Log::Info("Number of data: %d, number of used features: %d", num_data_, num_features_);
Guolin Ke's avatar
Guolin Ke committed
101
102
}

Guolin Ke's avatar
Guolin Ke committed
103
104
105
void SerialTreeLearner::ResetTrainingData(const Dataset* train_data) {
  train_data_ = train_data;
  num_data_ = train_data_->num_data();
Guolin Ke's avatar
Guolin Ke committed
106
  CHECK(num_features_ == train_data_->num_features());
Guolin Ke's avatar
Guolin Ke committed
107
108

  // get ordered bin
Guolin Ke's avatar
Guolin Ke committed
109
110
  train_data_->CreateOrderedBins(&ordered_bins_);

Guolin Ke's avatar
Guolin Ke committed
111
112
113
114
115
116
117
118
119
120
121
122
123
  // initialize splits for leaf
  smaller_leaf_splits_->ResetNumData(num_data_);
  larger_leaf_splits_->ResetNumData(num_data_);

  // initialize data partition
  data_partition_->ResetNumData(num_data_);

  // initialize ordered gradients and hessians
  ordered_gradients_.resize(num_data_);
  ordered_hessians_.resize(num_data_);
  // if has ordered bin, need to allocate a buffer to fast split
  if (has_ordered_bin_) {
    is_data_in_leaf_.resize(num_data_);
124
    std::fill(is_data_in_leaf_.begin(), is_data_in_leaf_.end(), static_cast<char>(0));
Guolin Ke's avatar
Guolin Ke committed
125
126
  }
}
Guolin Ke's avatar
Guolin Ke committed
127

Guolin Ke's avatar
Guolin Ke committed
128
129
130
void SerialTreeLearner::ResetConfig(const Config* config) {
  if (config_->num_leaves != config->num_leaves) {
    config_ = config;
Guolin Ke's avatar
Guolin Ke committed
131
132
    int max_cache_size = 0;
    // Get the max size of pool
Guolin Ke's avatar
Guolin Ke committed
133
134
    if (config->histogram_pool_size <= 0) {
      max_cache_size = config_->num_leaves;
Guolin Ke's avatar
Guolin Ke committed
135
136
137
    } else {
      size_t total_histogram_size = 0;
      for (int i = 0; i < train_data_->num_features(); ++i) {
Guolin Ke's avatar
Guolin Ke committed
138
        total_histogram_size += sizeof(HistogramBinEntry) * train_data_->FeatureNumBin(i);
Guolin Ke's avatar
Guolin Ke committed
139
      }
Guolin Ke's avatar
Guolin Ke committed
140
      max_cache_size = static_cast<int>(config_->histogram_pool_size * 1024 * 1024 / total_histogram_size);
Guolin Ke's avatar
Guolin Ke committed
141
142
143
    }
    // at least need 2 leaves
    max_cache_size = std::max(2, max_cache_size);
Guolin Ke's avatar
Guolin Ke committed
144
145
    max_cache_size = std::min(max_cache_size, config_->num_leaves);
    histogram_pool_.DynamicChangeSize(train_data_, config_, max_cache_size, config_->num_leaves);
Guolin Ke's avatar
Guolin Ke committed
146
147

    // push split information for all leaves
Guolin Ke's avatar
Guolin Ke committed
148
149
    best_split_per_leaf_.resize(config_->num_leaves);
    data_partition_->ResetLeaves(config_->num_leaves);
Guolin Ke's avatar
Guolin Ke committed
150
  } else {
Guolin Ke's avatar
Guolin Ke committed
151
    config_ = config;
Guolin Ke's avatar
Guolin Ke committed
152
153
  }

Guolin Ke's avatar
Guolin Ke committed
154
  histogram_pool_.ResetConfig(config_);
Guolin Ke's avatar
Guolin Ke committed
155
156
}

157
Tree* SerialTreeLearner::Train(const score_t* gradients, const score_t *hessians, bool is_constant_hessian, Json& forced_split_json) {
Guolin Ke's avatar
Guolin Ke committed
158
159
  gradients_ = gradients;
  hessians_ = hessians;
160
  is_constant_hessian_ = is_constant_hessian;
161
  #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
162
  auto start_time = std::chrono::steady_clock::now();
163
  #endif
Guolin Ke's avatar
Guolin Ke committed
164
165
  // some initial works before training
  BeforeTrain();
Guolin Ke's avatar
Guolin Ke committed
166

167
  #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
168
  init_train_time += std::chrono::steady_clock::now() - start_time;
169
  #endif
Guolin Ke's avatar
Guolin Ke committed
170

Guolin Ke's avatar
Guolin Ke committed
171
  auto tree = std::unique_ptr<Tree>(new Tree(config_->num_leaves));
Guolin Ke's avatar
Guolin Ke committed
172
173
  // root leaf
  int left_leaf = 0;
174
  int cur_depth = 1;
Guolin Ke's avatar
Guolin Ke committed
175
176
  // only root leaf can be splitted on first time
  int right_leaf = -1;
177
178
179
180
181
182
183
184

  int init_splits = 0;
  bool aborted_last_force_split = false;
  if (!forced_split_json.is_null()) {
    init_splits = ForceSplits(tree.get(), forced_split_json, &left_leaf,
                              &right_leaf, &cur_depth, &aborted_last_force_split);
  }

Guolin Ke's avatar
Guolin Ke committed
185
  for (int split = init_splits; split < config_->num_leaves - 1; ++split) {
186
    #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
187
    start_time = std::chrono::steady_clock::now();
188
    #endif
Guolin Ke's avatar
Guolin Ke committed
189
    // some initial works before finding best split
190
    if (!aborted_last_force_split && BeforeFindBestSplit(tree.get(), left_leaf, right_leaf)) {
191
      #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
192
      init_split_time += std::chrono::steady_clock::now() - start_time;
193
      #endif
Guolin Ke's avatar
Guolin Ke committed
194
      // find best threshold for every feature
Guolin Ke's avatar
Guolin Ke committed
195
      FindBestSplits();
196
197
    } else if (aborted_last_force_split) {
      aborted_last_force_split = false;
Guolin Ke's avatar
Guolin Ke committed
198
    }
199

Guolin Ke's avatar
Guolin Ke committed
200
201
202
203
204
205
    // Get a leaf with max split gain
    int best_leaf = static_cast<int>(ArrayArgs<SplitInfo>::ArgMax(best_split_per_leaf_));
    // Get split information for best leaf
    const SplitInfo& best_leaf_SplitInfo = best_split_per_leaf_[best_leaf];
    // cannot split, quit
    if (best_leaf_SplitInfo.gain <= 0.0) {
Guolin Ke's avatar
Guolin Ke committed
206
      Log::Warning("No further splits with positive gain, best gain: %f", best_leaf_SplitInfo.gain);
Guolin Ke's avatar
Guolin Ke committed
207
208
      break;
    }
209
    #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
210
    start_time = std::chrono::steady_clock::now();
211
    #endif
Guolin Ke's avatar
Guolin Ke committed
212
    // split tree with best leaf
Guolin Ke's avatar
Guolin Ke committed
213
    Split(tree.get(), best_leaf, &left_leaf, &right_leaf);
214
    #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
215
    split_time += std::chrono::steady_clock::now() - start_time;
216
    #endif
217
    cur_depth = std::max(cur_depth, tree->leaf_depth(left_leaf));
Guolin Ke's avatar
Guolin Ke committed
218
  }
219
  Log::Debug("Trained a tree with leaves = %d and max_depth = %d", tree->num_leaves(), cur_depth);
Guolin Ke's avatar
Guolin Ke committed
220
  return tree.release();
Guolin Ke's avatar
Guolin Ke committed
221
222
}

223
Tree* SerialTreeLearner::FitByExistingTree(const Tree* old_tree, const score_t* gradients, const score_t *hessians) const {
Guolin Ke's avatar
Guolin Ke committed
224
225
  auto tree = std::unique_ptr<Tree>(new Tree(*old_tree));
  CHECK(data_partition_->num_leaves() >= tree->num_leaves());
226
  OMP_INIT_EX();
Guolin Ke's avatar
Guolin Ke committed
227
  #pragma omp parallel for schedule(static)
228
  for (int i = 0; i < tree->num_leaves(); ++i) {
229
    OMP_LOOP_EX_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
230
231
232
    data_size_t cnt_leaf_data = 0;
    auto tmp_idx = data_partition_->GetIndexOnLeaf(i, &cnt_leaf_data);
    double sum_grad = 0.0f;
233
    double sum_hess = kEpsilon;
Guolin Ke's avatar
Guolin Ke committed
234
235
236
237
238
239
    for (data_size_t j = 0; j < cnt_leaf_data; ++j) {
      auto idx = tmp_idx[j];
      sum_grad += gradients[idx];
      sum_hess += hessians[idx];
    }
    double output = FeatureHistogram::CalculateSplittedLeafOutput(sum_grad, sum_hess,
Guolin Ke's avatar
Guolin Ke committed
240
                                                                  config_->lambda_l1, config_->lambda_l2, config_->max_delta_step);
241
    tree->SetLeafOutput(i, output* tree->shrinkage());
242
    OMP_LOOP_EX_END();
Guolin Ke's avatar
Guolin Ke committed
243
  }
244
  OMP_THROW_EX();
Guolin Ke's avatar
Guolin Ke committed
245
246
247
  return tree.release();
}

248
249
250
251
252
Tree* SerialTreeLearner::FitByExistingTree(const Tree* old_tree, const std::vector<int>& leaf_pred, const score_t* gradients, const score_t *hessians) {
  data_partition_->ResetByLeafPred(leaf_pred, old_tree->num_leaves());
  return FitByExistingTree(old_tree, gradients, hessians);
}

Guolin Ke's avatar
Guolin Ke committed
253
void SerialTreeLearner::BeforeTrain() {
Guolin Ke's avatar
Guolin Ke committed
254

255
256
  // reset histogram pool
  histogram_pool_.ResetMap();
Guolin Ke's avatar
Guolin Ke committed
257

Guolin Ke's avatar
Guolin Ke committed
258
259
  if (config_->feature_fraction < 1) {
    int used_feature_cnt = static_cast<int>(valid_feature_indices_.size()*config_->feature_fraction);
260
261
    // at least use one feature
    used_feature_cnt = std::max(used_feature_cnt, 1);
Guolin Ke's avatar
Guolin Ke committed
262
263
264
    // initialize used features
    std::memset(is_feature_used_.data(), 0, sizeof(int8_t) * num_features_);
    // Get used feature at current tree
Guolin Ke's avatar
Guolin Ke committed
265
    auto sampled_indices = random_.Sample(static_cast<int>(valid_feature_indices_.size()), used_feature_cnt);
266
    int omp_loop_size = static_cast<int>(sampled_indices.size());
Guolin Ke's avatar
Guolin Ke committed
267
268
    #pragma omp parallel for schedule(static, 512) if (omp_loop_size >= 1024)
    for (int i = 0; i < omp_loop_size; ++i) {
269
270
271
      int used_feature = valid_feature_indices_[sampled_indices[i]];
      int inner_feature_index = train_data_->InnerFeatureIndex(used_feature);
      CHECK(inner_feature_index >= 0);
Guolin Ke's avatar
Guolin Ke committed
272
      is_feature_used_[inner_feature_index] = 1;
Guolin Ke's avatar
Guolin Ke committed
273
274
    }
  } else {
Guolin Ke's avatar
Guolin Ke committed
275
    #pragma omp parallel for schedule(static, 512) if (num_features_ >= 1024)
Guolin Ke's avatar
Guolin Ke committed
276
277
278
    for (int i = 0; i < num_features_; ++i) {
      is_feature_used_[i] = 1;
    }
Guolin Ke's avatar
Guolin Ke committed
279
  }
280

Guolin Ke's avatar
Guolin Ke committed
281
282
283
284
  // initialize data partition
  data_partition_->Init();

  // reset the splits for leaves
Guolin Ke's avatar
Guolin Ke committed
285
  for (int i = 0; i < config_->num_leaves; ++i) {
Guolin Ke's avatar
Guolin Ke committed
286
287
288
289
290
291
292
    best_split_per_leaf_[i].Reset();
  }

  // Sumup for root
  if (data_partition_->leaf_count(0) == num_data_) {
    // use all data
    smaller_leaf_splits_->Init(gradients_, hessians_);
Guolin Ke's avatar
Guolin Ke committed
293

Guolin Ke's avatar
Guolin Ke committed
294
295
  } else {
    // use bagging, only use part of data
Guolin Ke's avatar
Guolin Ke committed
296
    smaller_leaf_splits_->Init(0, data_partition_.get(), gradients_, hessians_);
Guolin Ke's avatar
Guolin Ke committed
297
298
299
300
301
302
  }

  larger_leaf_splits_->Init();

  // if has ordered bin, need to initialize the ordered bin
  if (has_ordered_bin_) {
303
    #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
304
    auto start_time = std::chrono::steady_clock::now();
305
    #endif
Guolin Ke's avatar
Guolin Ke committed
306
307
    if (data_partition_->leaf_count(0) == num_data_) {
      // use all data, pass nullptr
308
309
      OMP_INIT_EX();
      #pragma omp parallel for schedule(static)
Guolin Ke's avatar
Guolin Ke committed
310
      for (int i = 0; i < static_cast<int>(ordered_bin_indices_.size()); ++i) {
311
        OMP_LOOP_EX_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
312
        ordered_bins_[ordered_bin_indices_[i]]->Init(nullptr, config_->num_leaves);
313
        OMP_LOOP_EX_END();
Guolin Ke's avatar
Guolin Ke committed
314
      }
315
      OMP_THROW_EX();
Guolin Ke's avatar
Guolin Ke committed
316
317
318
319
320
321
322
    } else {
      // bagging, only use part of data

      // mark used data
      const data_size_t* indices = data_partition_->indices();
      data_size_t begin = data_partition_->leaf_begin(0);
      data_size_t end = begin + data_partition_->leaf_count(0);
Guolin Ke's avatar
Guolin Ke committed
323
324
      data_size_t loop_size = end - begin;
      #pragma omp parallel for schedule(static, 512) if(loop_size >= 1024)
Guolin Ke's avatar
Guolin Ke committed
325
326
327
      for (data_size_t i = begin; i < end; ++i) {
        is_data_in_leaf_[indices[i]] = 1;
      }
328
      OMP_INIT_EX();
Guolin Ke's avatar
Guolin Ke committed
329
      // initialize ordered bin
330
      #pragma omp parallel for schedule(static)
Guolin Ke's avatar
Guolin Ke committed
331
      for (int i = 0; i < static_cast<int>(ordered_bin_indices_.size()); ++i) {
332
        OMP_LOOP_EX_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
333
        ordered_bins_[ordered_bin_indices_[i]]->Init(is_data_in_leaf_.data(), config_->num_leaves);
334
        OMP_LOOP_EX_END();
Guolin Ke's avatar
Guolin Ke committed
335
      }
336
      OMP_THROW_EX();
Guolin Ke's avatar
Guolin Ke committed
337
      #pragma omp parallel for schedule(static, 512) if(loop_size >= 1024)
Guolin Ke's avatar
Guolin Ke committed
338
339
340
      for (data_size_t i = begin; i < end; ++i) {
        is_data_in_leaf_[indices[i]] = 0;
      }
Guolin Ke's avatar
Guolin Ke committed
341
    }
342
    #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
343
    ordered_bin_time += std::chrono::steady_clock::now() - start_time;
344
    #endif
Guolin Ke's avatar
Guolin Ke committed
345
346
347
  }
}

Guolin Ke's avatar
Guolin Ke committed
348
bool SerialTreeLearner::BeforeFindBestSplit(const Tree* tree, int left_leaf, int right_leaf) {
Guolin Ke's avatar
Guolin Ke committed
349
  // check depth of current leaf
Guolin Ke's avatar
Guolin Ke committed
350
  if (config_->max_depth > 0) {
Guolin Ke's avatar
Guolin Ke committed
351
    // only need to check left leaf, since right leaf is in same level of left leaf
Guolin Ke's avatar
Guolin Ke committed
352
    if (tree->leaf_depth(left_leaf) >= config_->max_depth) {
Guolin Ke's avatar
Guolin Ke committed
353
354
355
356
357
358
359
      best_split_per_leaf_[left_leaf].gain = kMinScore;
      if (right_leaf >= 0) {
        best_split_per_leaf_[right_leaf].gain = kMinScore;
      }
      return false;
    }
  }
Guolin Ke's avatar
Guolin Ke committed
360
361
362
  data_size_t num_data_in_left_child = GetGlobalDataCountInLeaf(left_leaf);
  data_size_t num_data_in_right_child = GetGlobalDataCountInLeaf(right_leaf);
  // no enough data to continue
Guolin Ke's avatar
Guolin Ke committed
363
364
  if (num_data_in_right_child < static_cast<data_size_t>(config_->min_data_in_leaf * 2)
      && num_data_in_left_child < static_cast<data_size_t>(config_->min_data_in_leaf * 2)) {
Guolin Ke's avatar
Guolin Ke committed
365
366
367
368
369
370
    best_split_per_leaf_[left_leaf].gain = kMinScore;
    if (right_leaf >= 0) {
      best_split_per_leaf_[right_leaf].gain = kMinScore;
    }
    return false;
  }
371
  parent_leaf_histogram_array_ = nullptr;
Guolin Ke's avatar
Guolin Ke committed
372
373
  // only have root
  if (right_leaf < 0) {
374
    histogram_pool_.Get(left_leaf, &smaller_leaf_histogram_array_);
Guolin Ke's avatar
Guolin Ke committed
375
376
    larger_leaf_histogram_array_ = nullptr;
  } else if (num_data_in_left_child < num_data_in_right_child) {
Hui Xue's avatar
Hui Xue committed
377
    // put parent(left) leaf's histograms into larger leaf's histograms
378
379
380
    if (histogram_pool_.Get(left_leaf, &larger_leaf_histogram_array_)) { parent_leaf_histogram_array_ = larger_leaf_histogram_array_; }
    histogram_pool_.Move(left_leaf, right_leaf);
    histogram_pool_.Get(left_leaf, &smaller_leaf_histogram_array_);
Guolin Ke's avatar
Guolin Ke committed
381
  } else {
Hui Xue's avatar
Hui Xue committed
382
    // put parent(left) leaf's histograms to larger leaf's histograms
383
384
    if (histogram_pool_.Get(left_leaf, &larger_leaf_histogram_array_)) { parent_leaf_histogram_array_ = larger_leaf_histogram_array_; }
    histogram_pool_.Get(right_leaf, &smaller_leaf_histogram_array_);
Guolin Ke's avatar
Guolin Ke committed
385
386
387
  }
  // split for the ordered bin
  if (has_ordered_bin_ && right_leaf >= 0) {
388
    #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
389
    auto start_time = std::chrono::steady_clock::now();
390
    #endif
Guolin Ke's avatar
Guolin Ke committed
391
392
    // mark data that at left-leaf
    const data_size_t* indices = data_partition_->indices();
Guolin Ke's avatar
Guolin Ke committed
393
394
395
    const auto left_cnt = data_partition_->leaf_count(left_leaf);
    const auto right_cnt = data_partition_->leaf_count(right_leaf);
    char mark = 1;
Guolin Ke's avatar
Guolin Ke committed
396
    data_size_t begin = data_partition_->leaf_begin(left_leaf);
Guolin Ke's avatar
Guolin Ke committed
397
    data_size_t end = begin + left_cnt;
Guolin Ke's avatar
Guolin Ke committed
398
    data_size_t loop_size = end - begin;
Guolin Ke's avatar
Guolin Ke committed
399
400
401
402
403
    if (left_cnt > right_cnt) {
      begin = data_partition_->leaf_begin(right_leaf);
      end = begin + right_cnt;
      mark = 0;
    }
Guolin Ke's avatar
Guolin Ke committed
404
    #pragma omp parallel for schedule(static, 512) if(loop_size >= 1024)
Guolin Ke's avatar
Guolin Ke committed
405
406
407
    for (data_size_t i = begin; i < end; ++i) {
      is_data_in_leaf_[indices[i]] = 1;
    }
408
    OMP_INIT_EX();
Guolin Ke's avatar
Guolin Ke committed
409
    // split the ordered bin
410
    #pragma omp parallel for schedule(static)
Guolin Ke's avatar
Guolin Ke committed
411
    for (int i = 0; i < static_cast<int>(ordered_bin_indices_.size()); ++i) {
412
      OMP_LOOP_EX_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
413
      ordered_bins_[ordered_bin_indices_[i]]->Split(left_leaf, right_leaf, is_data_in_leaf_.data(), mark);
414
      OMP_LOOP_EX_END();
Guolin Ke's avatar
Guolin Ke committed
415
    }
416
    OMP_THROW_EX();
Guolin Ke's avatar
Guolin Ke committed
417
    #pragma omp parallel for schedule(static, 512) if(loop_size >= 1024)
Guolin Ke's avatar
Guolin Ke committed
418
419
420
    for (data_size_t i = begin; i < end; ++i) {
      is_data_in_leaf_[indices[i]] = 0;
    }
421
    #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
422
    ordered_bin_time += std::chrono::steady_clock::now() - start_time;
423
    #endif
Guolin Ke's avatar
Guolin Ke committed
424
425
426
427
  }
  return true;
}

Guolin Ke's avatar
Guolin Ke committed
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
void SerialTreeLearner::FindBestSplits() {
  std::vector<int8_t> is_feature_used(num_features_, 0);
  #pragma omp parallel for schedule(static,1024) if (num_features_ >= 2048)
  for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
    if (!is_feature_used_[feature_index]) continue;
    if (parent_leaf_histogram_array_ != nullptr
        && !parent_leaf_histogram_array_[feature_index].is_splittable()) {
      smaller_leaf_histogram_array_[feature_index].set_is_splittable(false);
      continue;
    }
    is_feature_used[feature_index] = 1;
  }
  bool use_subtract = parent_leaf_histogram_array_ != nullptr;
  ConstructHistograms(is_feature_used, use_subtract);
  FindBestSplitsFromHistograms(is_feature_used, use_subtract);
}

445
void SerialTreeLearner::ConstructHistograms(const std::vector<int8_t>& is_feature_used, bool use_subtract) {
Guolin Ke's avatar
Guolin Ke committed
446
  #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
447
  auto start_time = std::chrono::steady_clock::now();
Guolin Ke's avatar
Guolin Ke committed
448
  #endif
Guolin Ke's avatar
Guolin Ke committed
449
450
451
  // construct smaller leaf
  HistogramBinEntry* ptr_smaller_leaf_hist_data = smaller_leaf_histogram_array_[0].RawData() - 1;
  train_data_->ConstructHistograms(is_feature_used,
Guolin Ke's avatar
Guolin Ke committed
452
453
454
                                   smaller_leaf_splits_->data_indices(), smaller_leaf_splits_->num_data_in_leaf(),
                                   smaller_leaf_splits_->LeafIndex(),
                                   ordered_bins_, gradients_, hessians_,
455
                                   ordered_gradients_.data(), ordered_hessians_.data(), is_constant_hessian_,
Guolin Ke's avatar
Guolin Ke committed
456
                                   ptr_smaller_leaf_hist_data);
Guolin Ke's avatar
Guolin Ke committed
457
458
459
460
461

  if (larger_leaf_histogram_array_ != nullptr && !use_subtract) {
    // construct larger leaf
    HistogramBinEntry* ptr_larger_leaf_hist_data = larger_leaf_histogram_array_[0].RawData() - 1;
    train_data_->ConstructHistograms(is_feature_used,
Guolin Ke's avatar
Guolin Ke committed
462
463
464
                                     larger_leaf_splits_->data_indices(), larger_leaf_splits_->num_data_in_leaf(),
                                     larger_leaf_splits_->LeafIndex(),
                                     ordered_bins_, gradients_, hessians_,
465
                                     ordered_gradients_.data(), ordered_hessians_.data(), is_constant_hessian_,
Guolin Ke's avatar
Guolin Ke committed
466
                                     ptr_larger_leaf_hist_data);
Guolin Ke's avatar
Guolin Ke committed
467
  }
Guolin Ke's avatar
Guolin Ke committed
468
  #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
469
  hist_time += std::chrono::steady_clock::now() - start_time;
Guolin Ke's avatar
Guolin Ke committed
470
  #endif
471
472
}

Guolin Ke's avatar
Guolin Ke committed
473
void SerialTreeLearner::FindBestSplitsFromHistograms(const std::vector<int8_t>& is_feature_used, bool use_subtract) {
474
  #ifdef TIMETAG
475
  auto start_time = std::chrono::steady_clock::now();
476
  #endif
Guolin Ke's avatar
Guolin Ke committed
477
478
  std::vector<SplitInfo> smaller_best(num_threads_);
  std::vector<SplitInfo> larger_best(num_threads_);
479
  OMP_INIT_EX();
Guolin Ke's avatar
Guolin Ke committed
480
  // find splits
481
  #pragma omp parallel for schedule(static)
Guolin Ke's avatar
Guolin Ke committed
482
  for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
483
    OMP_LOOP_EX_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
484
485
486
    if (!is_feature_used[feature_index]) { continue; }
    const int tid = omp_get_thread_num();
    SplitInfo smaller_split;
Guolin Ke's avatar
Guolin Ke committed
487
488
489
490
    train_data_->FixHistogram(feature_index,
                              smaller_leaf_splits_->sum_gradients(), smaller_leaf_splits_->sum_hessians(),
                              smaller_leaf_splits_->num_data_in_leaf(),
                              smaller_leaf_histogram_array_[feature_index].RawData());
491
    int real_fidx = train_data_->RealFeatureIndex(feature_index);
Guolin Ke's avatar
Guolin Ke committed
492
493
494
495
    smaller_leaf_histogram_array_[feature_index].FindBestThreshold(
      smaller_leaf_splits_->sum_gradients(),
      smaller_leaf_splits_->sum_hessians(),
      smaller_leaf_splits_->num_data_in_leaf(),
Guolin Ke's avatar
Guolin Ke committed
496
497
      smaller_leaf_splits_->min_constraint(),
      smaller_leaf_splits_->max_constraint(),
Guolin Ke's avatar
Guolin Ke committed
498
      &smaller_split);
499
500
    smaller_split.feature = real_fidx;
    if (smaller_split > smaller_best[tid]) {
Guolin Ke's avatar
Guolin Ke committed
501
502
      smaller_best[tid] = smaller_split;
    }
Guolin Ke's avatar
Guolin Ke committed
503
    // only has root leaf
Guolin Ke's avatar
Guolin Ke committed
504
    if (larger_leaf_splits_ == nullptr || larger_leaf_splits_->LeafIndex() < 0) { continue; }
Guolin Ke's avatar
Guolin Ke committed
505

Guolin Ke's avatar
Guolin Ke committed
506
    if (use_subtract) {
507
508
      larger_leaf_histogram_array_[feature_index].Subtract(smaller_leaf_histogram_array_[feature_index]);
    } else {
Guolin Ke's avatar
Guolin Ke committed
509
      train_data_->FixHistogram(feature_index, larger_leaf_splits_->sum_gradients(), larger_leaf_splits_->sum_hessians(),
Guolin Ke's avatar
Guolin Ke committed
510
511
                                larger_leaf_splits_->num_data_in_leaf(),
                                larger_leaf_histogram_array_[feature_index].RawData());
512
    }
Guolin Ke's avatar
Guolin Ke committed
513
    SplitInfo larger_split;
Guolin Ke's avatar
Guolin Ke committed
514
    // find best threshold for larger child
Guolin Ke's avatar
Guolin Ke committed
515
516
517
518
    larger_leaf_histogram_array_[feature_index].FindBestThreshold(
      larger_leaf_splits_->sum_gradients(),
      larger_leaf_splits_->sum_hessians(),
      larger_leaf_splits_->num_data_in_leaf(),
Guolin Ke's avatar
Guolin Ke committed
519
520
      larger_leaf_splits_->min_constraint(),
      larger_leaf_splits_->max_constraint(),
Guolin Ke's avatar
Guolin Ke committed
521
      &larger_split);
522
523
    larger_split.feature = real_fidx;
    if (larger_split > larger_best[tid]) {
Guolin Ke's avatar
Guolin Ke committed
524
      larger_best[tid] = larger_split;
Guolin Ke's avatar
Guolin Ke committed
525
    }
526
    OMP_LOOP_EX_END();
Guolin Ke's avatar
Guolin Ke committed
527
  }
528
  OMP_THROW_EX();
Guolin Ke's avatar
Guolin Ke committed
529
530
531
532
533
534
535
536
537
538

  auto smaller_best_idx = ArrayArgs<SplitInfo>::ArgMax(smaller_best);
  int leaf = smaller_leaf_splits_->LeafIndex();
  best_split_per_leaf_[leaf] = smaller_best[smaller_best_idx];

  if (larger_leaf_splits_ != nullptr && larger_leaf_splits_->LeafIndex() >= 0) {
    leaf = larger_leaf_splits_->LeafIndex();
    auto larger_best_idx = ArrayArgs<SplitInfo>::ArgMax(larger_best);
    best_split_per_leaf_[leaf] = larger_best[larger_best_idx];
  }
539
  #ifdef TIMETAG
Guolin Ke's avatar
Guolin Ke committed
540
  find_split_time += std::chrono::steady_clock::now() - start_time;
541
  #endif
Guolin Ke's avatar
Guolin Ke committed
542
543
}

544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
int32_t SerialTreeLearner::ForceSplits(Tree* tree, Json& forced_split_json, int* left_leaf,
                                       int* right_leaf, int *cur_depth, 
                                       bool *aborted_last_force_split) {
  int32_t result_count = 0;
  // start at root leaf
  *left_leaf = 0;
  std::queue<std::pair<Json, int>> q;
  Json left = forced_split_json;
  Json right;
  bool left_smaller = true;
  std::unordered_map<int, SplitInfo> forceSplitMap;
  q.push(std::make_pair(forced_split_json, *left_leaf));
  while(!q.empty()) {

    // before processing next node from queue, store info for current left/right leaf
    // store "best split" for left and right, even if they might be overwritten by forced split
    if (BeforeFindBestSplit(tree, *left_leaf, *right_leaf)) {
      FindBestSplits();
    }
    // then, compute own splits
    SplitInfo left_split;
    SplitInfo right_split;

    if (!left.is_null()) {
      const int left_feature = left["feature"].int_value();
      const double left_threshold_double = left["threshold"].number_value();
      const int left_inner_feature_index = train_data_->InnerFeatureIndex(left_feature);
      const uint32_t left_threshold = train_data_->BinThreshold(
              left_inner_feature_index, left_threshold_double);
      auto leaf_histogram_array = (left_smaller) ? smaller_leaf_histogram_array_ : larger_leaf_histogram_array_;
      auto left_leaf_splits = (left_smaller) ? smaller_leaf_splits_.get() : larger_leaf_splits_.get();
      leaf_histogram_array[left_inner_feature_index].GatherInfoForThreshold(
              left_leaf_splits->sum_gradients(),
              left_leaf_splits->sum_hessians(),
              left_threshold,
              left_leaf_splits->num_data_in_leaf(),
              &left_split);
      left_split.feature = left_feature;
      forceSplitMap[*left_leaf] = left_split;
      if (left_split.gain < 0) {
        forceSplitMap.erase(*left_leaf);
      }
    }

    if (!right.is_null()) {
      const int right_feature = right["feature"].int_value();
      const double right_threshold_double = right["threshold"].number_value();
      const int right_inner_feature_index = train_data_->InnerFeatureIndex(right_feature);
      const uint32_t right_threshold = train_data_->BinThreshold(
              right_inner_feature_index, right_threshold_double);
      auto leaf_histogram_array = (left_smaller) ? larger_leaf_histogram_array_ : smaller_leaf_histogram_array_;
      auto right_leaf_splits = (left_smaller) ? larger_leaf_splits_.get() : smaller_leaf_splits_.get();
      leaf_histogram_array[right_inner_feature_index].GatherInfoForThreshold(
        right_leaf_splits->sum_gradients(),
        right_leaf_splits->sum_hessians(),
        right_threshold,
        right_leaf_splits->num_data_in_leaf(),
        &right_split);
      right_split.feature = right_feature;
      forceSplitMap[*right_leaf] = right_split;
      if (right_split.gain < 0) {
        forceSplitMap.erase(*right_leaf);
      }
    }

    std::pair<Json, int> pair = q.front();
    q.pop();
    int current_leaf = pair.second;
    // split info should exist because searching in bfs fashion - should have added from parent
    if (forceSplitMap.find(current_leaf) == forceSplitMap.end()) {
        *aborted_last_force_split = true;
        break;
    }
    SplitInfo current_split_info = forceSplitMap[current_leaf];
    const int inner_feature_index = train_data_->InnerFeatureIndex(
            current_split_info.feature);
    auto threshold_double = train_data_->RealThreshold(
            inner_feature_index, current_split_info.threshold);

    // split tree, will return right leaf
    *left_leaf = current_leaf;
    if (train_data_->FeatureBinMapper(inner_feature_index)->bin_type() == BinType::NumericalBin) {
      *right_leaf = tree->Split(current_leaf,
                                inner_feature_index,
                                current_split_info.feature,
                                current_split_info.threshold,
                                threshold_double,
                                static_cast<double>(current_split_info.left_output),
                                static_cast<double>(current_split_info.right_output),
                                static_cast<data_size_t>(current_split_info.left_count),
                                static_cast<data_size_t>(current_split_info.right_count),
                                static_cast<float>(current_split_info.gain),
                                train_data_->FeatureBinMapper(inner_feature_index)->missing_type(),
                                current_split_info.default_left);
      data_partition_->Split(current_leaf, train_data_, inner_feature_index,
                             &current_split_info.threshold, 1,
                             current_split_info.default_left, *right_leaf);
    } else {
      std::vector<uint32_t> cat_bitset_inner = Common::ConstructBitset(
              current_split_info.cat_threshold.data(), current_split_info.num_cat_threshold);
      std::vector<int> threshold_int(current_split_info.num_cat_threshold);
      for (int i = 0; i < current_split_info.num_cat_threshold; ++i) {
        threshold_int[i] = static_cast<int>(train_data_->RealThreshold(
                    inner_feature_index, current_split_info.cat_threshold[i]));
      }
      std::vector<uint32_t> cat_bitset = Common::ConstructBitset(
              threshold_int.data(), current_split_info.num_cat_threshold);
      *right_leaf = tree->SplitCategorical(current_leaf,
                                           inner_feature_index,
                                           current_split_info.feature,
                                           cat_bitset_inner.data(),
                                           static_cast<int>(cat_bitset_inner.size()),
                                           cat_bitset.data(),
                                           static_cast<int>(cat_bitset.size()),
                                           static_cast<double>(current_split_info.left_output),
                                           static_cast<double>(current_split_info.right_output),
                                           static_cast<data_size_t>(current_split_info.left_count),
                                           static_cast<data_size_t>(current_split_info.right_count),
                                           static_cast<float>(current_split_info.gain),
                                           train_data_->FeatureBinMapper(inner_feature_index)->missing_type());
      data_partition_->Split(current_leaf, train_data_, inner_feature_index,
                             cat_bitset_inner.data(), static_cast<int>(cat_bitset_inner.size()),
                             current_split_info.default_left, *right_leaf);
    }

    if (current_split_info.left_count < current_split_info.right_count) {
      left_smaller = true;
      smaller_leaf_splits_->Init(*left_leaf, data_partition_.get(),
                                 current_split_info.left_sum_gradient,
                                 current_split_info.left_sum_hessian);
      larger_leaf_splits_->Init(*right_leaf, data_partition_.get(),
                                current_split_info.right_sum_gradient,
                                current_split_info.right_sum_hessian);
    } else {
      left_smaller = false;
      smaller_leaf_splits_->Init(*right_leaf, data_partition_.get(),
                                 current_split_info.right_sum_gradient, current_split_info.right_sum_hessian);
      larger_leaf_splits_->Init(*left_leaf, data_partition_.get(),
                                current_split_info.left_sum_gradient, current_split_info.left_sum_hessian);
    }

    left = Json();
    right = Json();
    if ((pair.first).object_items().count("left") > 0) {
      left = (pair.first)["left"];
      q.push(std::make_pair(left, *left_leaf));
    }
    if ((pair.first).object_items().count("right") > 0) {
      right = (pair.first)["right"];
      q.push(std::make_pair(right, *right_leaf));
    }
    result_count++;
    *(cur_depth) = std::max(*(cur_depth), tree->leaf_depth(*left_leaf));
  }
  return result_count;
}
Guolin Ke's avatar
Guolin Ke committed
700

701
702
void SerialTreeLearner::Split(Tree* tree, int best_leaf, int* left_leaf, int* right_leaf) {
  const SplitInfo& best_split_info = best_split_per_leaf_[best_leaf];
Guolin Ke's avatar
Guolin Ke committed
703
  const int inner_feature_index = train_data_->InnerFeatureIndex(best_split_info.feature);
Guolin Ke's avatar
Guolin Ke committed
704
  // left = parent
705
  *left_leaf = best_leaf;
Guolin Ke's avatar
Guolin Ke committed
706
707
  bool is_numerical_split = train_data_->FeatureBinMapper(inner_feature_index)->bin_type() == BinType::NumericalBin;
  if (is_numerical_split) {
708
    auto threshold_double = train_data_->RealThreshold(inner_feature_index, best_split_info.threshold);
709
710
711
712
713
    // split tree, will return right leaf
    *right_leaf = tree->Split(best_leaf,
                              inner_feature_index,
                              best_split_info.feature,
                              best_split_info.threshold,
714
                              threshold_double,
715
716
717
718
                              static_cast<double>(best_split_info.left_output),
                              static_cast<double>(best_split_info.right_output),
                              static_cast<data_size_t>(best_split_info.left_count),
                              static_cast<data_size_t>(best_split_info.right_count),
719
                              static_cast<float>(best_split_info.gain),
720
721
                              train_data_->FeatureBinMapper(inner_feature_index)->missing_type(),
                              best_split_info.default_left);
722
723
    data_partition_->Split(best_leaf, train_data_, inner_feature_index,
                           &best_split_info.threshold, 1, best_split_info.default_left, *right_leaf);
724
  } else {
725
726
727
728
729
730
    std::vector<uint32_t> cat_bitset_inner = Common::ConstructBitset(best_split_info.cat_threshold.data(), best_split_info.num_cat_threshold);
    std::vector<int> threshold_int(best_split_info.num_cat_threshold);
    for (int i = 0; i < best_split_info.num_cat_threshold; ++i) {
      threshold_int[i] = static_cast<int>(train_data_->RealThreshold(inner_feature_index, best_split_info.cat_threshold[i]));
    }
    std::vector<uint32_t> cat_bitset = Common::ConstructBitset(threshold_int.data(), best_split_info.num_cat_threshold);
731
732
733
    *right_leaf = tree->SplitCategorical(best_leaf,
                                         inner_feature_index,
                                         best_split_info.feature,
734
735
736
737
                                         cat_bitset_inner.data(),
                                         static_cast<int>(cat_bitset_inner.size()),
                                         cat_bitset.data(),
                                         static_cast<int>(cat_bitset.size()),
738
739
740
741
                                         static_cast<double>(best_split_info.left_output),
                                         static_cast<double>(best_split_info.right_output),
                                         static_cast<data_size_t>(best_split_info.left_count),
                                         static_cast<data_size_t>(best_split_info.right_count),
742
                                         static_cast<float>(best_split_info.gain),
743
                                         train_data_->FeatureBinMapper(inner_feature_index)->missing_type());
744
745
    data_partition_->Split(best_leaf, train_data_, inner_feature_index,
                           cat_bitset_inner.data(), static_cast<int>(cat_bitset_inner.size()), best_split_info.default_left, *right_leaf);
746
  }
747
748
749
750

  #ifdef DEBUG
  CHECK(best_split_info.left_count == data_partition_->leaf_count(best_leaf));
  #endif
Guolin Ke's avatar
Guolin Ke committed
751
752
  auto p_left = smaller_leaf_splits_.get();
  auto p_right = larger_leaf_splits_.get();
Guolin Ke's avatar
Guolin Ke committed
753
754
  // init the leaves that used on next iteration
  if (best_split_info.left_count < best_split_info.right_count) {
Guolin Ke's avatar
Guolin Ke committed
755
756
    smaller_leaf_splits_->Init(*left_leaf, data_partition_.get(), best_split_info.left_sum_gradient, best_split_info.left_sum_hessian);
    larger_leaf_splits_->Init(*right_leaf, data_partition_.get(), best_split_info.right_sum_gradient, best_split_info.right_sum_hessian);
Guolin Ke's avatar
Guolin Ke committed
757
  } else {
Guolin Ke's avatar
Guolin Ke committed
758
759
    smaller_leaf_splits_->Init(*right_leaf, data_partition_.get(), best_split_info.right_sum_gradient, best_split_info.right_sum_hessian);
    larger_leaf_splits_->Init(*left_leaf, data_partition_.get(), best_split_info.left_sum_gradient, best_split_info.left_sum_hessian);
Guolin Ke's avatar
Guolin Ke committed
760
761
762
763
764
765
766
767
768
769
770
771
772
773
    p_right = smaller_leaf_splits_.get();
    p_left = larger_leaf_splits_.get();
  }
  p_left->SetValueConstraint(best_split_info.min_constraint, best_split_info.max_constraint);
  p_right->SetValueConstraint(best_split_info.min_constraint, best_split_info.max_constraint);
  if (is_numerical_split) {
    double mid = (best_split_info.left_output + best_split_info.right_output) / 2.0f;
    if (best_split_info.monotone_type < 0) {
      p_left->SetValueConstraint(mid, best_split_info.max_constraint);
      p_right->SetValueConstraint(best_split_info.min_constraint, mid);
    } else if (best_split_info.monotone_type > 0) {
      p_left->SetValueConstraint(best_split_info.min_constraint, mid);
      p_right->SetValueConstraint(mid, best_split_info.max_constraint);
    }
Guolin Ke's avatar
Guolin Ke committed
774
775
776
  }
}

Guolin Ke's avatar
Guolin Ke committed
777

778
779
780
781
782
783
784
785
786
void SerialTreeLearner::RenewTreeOutput(Tree* tree, const ObjectiveFunction* obj, const double* prediction,
                                        data_size_t total_num_data, const data_size_t* bag_indices, data_size_t bag_cnt) const {
  if (obj != nullptr && obj->IsRenewTreeOutput()) {
    CHECK(tree->num_leaves() <= data_partition_->num_leaves());
    const data_size_t* bag_mapper = nullptr;
    if (total_num_data != num_data_) {
      CHECK(bag_cnt == num_data_);
      bag_mapper = bag_indices;
    }
Guolin Ke's avatar
Guolin Ke committed
787
    std::vector<int> n_nozeroworker_perleaf(tree->num_leaves(), 1);
788
789
790
791
792
    #pragma omp parallel for schedule(static)
    for (int i = 0; i < tree->num_leaves(); ++i) {
      const double output = static_cast<double>(tree->LeafOutput(i));
      data_size_t cnt_leaf_data = 0;
      auto index_mapper = data_partition_->GetIndexOnLeaf(i, &cnt_leaf_data);
Guolin Ke's avatar
Guolin Ke committed
793
794
795
796
797
798
799
800
801
      if (cnt_leaf_data > 0) {
        // bag_mapper[index_mapper[i]]
        const double new_output = obj->RenewTreeOutput(output, prediction, index_mapper, bag_mapper, cnt_leaf_data);
        tree->SetLeafOutput(i, new_output);
      } else {
        CHECK(Network::num_machines() > 1);
        tree->SetLeafOutput(i, 0.0);
        n_nozeroworker_perleaf[i] = 0;
      }
802
803
804
805
806
807
808
    }
    if (Network::num_machines() > 1) {
      std::vector<double> outputs(tree->num_leaves());
      for (int i = 0; i < tree->num_leaves(); ++i) {
        outputs[i] = static_cast<double>(tree->LeafOutput(i));
      }
      Network::GlobalSum(outputs);
Guolin Ke's avatar
Guolin Ke committed
809
      Network::GlobalSum(n_nozeroworker_perleaf);
810
      for (int i = 0; i < tree->num_leaves(); ++i) {
Guolin Ke's avatar
Guolin Ke committed
811
        tree->SetLeafOutput(i, outputs[i] / n_nozeroworker_perleaf[i]);
812
813
814
815
816
      }
    } 
  }
}

Guolin Ke's avatar
Guolin Ke committed
817
}  // namespace LightGBM