serial_tree_learner.cpp 31.8 KB
Newer Older
1
2
3
4
/*!
 * Copyright (c) 2016 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
#include "serial_tree_learner.h"

7
8
9
10
11
#include <LightGBM/network.h>
#include <LightGBM/objective_function.h>
#include <LightGBM/utils/array_args.h>
#include <LightGBM/utils/common.h>

12
13
14
15
16
#include <algorithm>
#include <queue>
#include <unordered_map>
#include <utility>

17
18
#include "cost_effective_gradient_boosting.hpp"

Guolin Ke's avatar
Guolin Ke committed
19
20
namespace LightGBM {

Guolin Ke's avatar
Guolin Ke committed
21
SerialTreeLearner::SerialTreeLearner(const Config* config)
22
    : config_(config), col_sampler_(config) {
Guolin Ke's avatar
Guolin Ke committed
23
24
25
26
27
}

SerialTreeLearner::~SerialTreeLearner() {
}

28
void SerialTreeLearner::Init(const Dataset* train_data, bool is_constant_hessian) {
Guolin Ke's avatar
Guolin Ke committed
29
30
31
  train_data_ = train_data;
  num_data_ = train_data_->num_data();
  num_features_ = train_data_->num_features();
32
33
  int max_cache_size = 0;
  // Get the max size of pool
Guolin Ke's avatar
Guolin Ke committed
34
35
  if (config_->histogram_pool_size <= 0) {
    max_cache_size = config_->num_leaves;
36
37
38
  } else {
    size_t total_histogram_size = 0;
    for (int i = 0; i < train_data_->num_features(); ++i) {
39
      total_histogram_size += kHistEntrySize * train_data_->FeatureNumBin(i);
40
    }
Guolin Ke's avatar
Guolin Ke committed
41
    max_cache_size = static_cast<int>(config_->histogram_pool_size * 1024 * 1024 / total_histogram_size);
42
43
  }
  // at least need 2 leaves
Guolin Ke's avatar
Guolin Ke committed
44
  max_cache_size = std::max(2, max_cache_size);
Guolin Ke's avatar
Guolin Ke committed
45
  max_cache_size = std::min(max_cache_size, config_->num_leaves);
Guolin Ke's avatar
Guolin Ke committed
46

Guolin Ke's avatar
Guolin Ke committed
47
  // push split information for all leaves
Guolin Ke's avatar
Guolin Ke committed
48
  best_split_per_leaf_.resize(config_->num_leaves);
49
  constraints_.reset(LeafConstraintsBase::Create(config_, config_->num_leaves));
Guolin Ke's avatar
Guolin Ke committed
50

wxchan's avatar
wxchan committed
51
  // initialize splits for leaf
Guolin Ke's avatar
Guolin Ke committed
52
53
  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
54
55

  // initialize data partition
Guolin Ke's avatar
Guolin Ke committed
56
  data_partition_.reset(new DataPartition(num_data_, config_->num_leaves));
57
  col_sampler_.SetTrainingData(train_data_);
Guolin Ke's avatar
Guolin Ke committed
58
  // initialize ordered gradients and hessians
Guolin Ke's avatar
Guolin Ke committed
59
60
  ordered_gradients_.resize(num_data_);
  ordered_hessians_.resize(num_data_);
61

62
63
  GetShareStates(train_data_, is_constant_hessian, true);
  histogram_pool_.DynamicChangeSize(train_data_, share_state_->is_colwise, config_, max_cache_size, config_->num_leaves);
64
  Log::Info("Number of data points in the train set: %d, number of used features: %d", num_data_, num_features_);
65
66
67
  if (CostEfficientGradientBoosting::IsEnable(config_)) {
    cegb_.reset(new CostEfficientGradientBoosting(this));
    cegb_->Init();
68
  }
Guolin Ke's avatar
Guolin Ke committed
69
70
}

71
72
73
void SerialTreeLearner::GetShareStates(const Dataset* dataset,
                                       bool is_constant_hessian,
                                       bool is_first_time) {
74
  if (is_first_time) {
75
    share_state_.reset(dataset->GetShareStates(
76
77
78
        ordered_gradients_.data(), ordered_hessians_.data(),
        col_sampler_.is_feature_used_bytree(), is_constant_hessian,
        config_->force_col_wise, config_->force_row_wise));
79
  } else {
Nikita Titov's avatar
Nikita Titov committed
80
    CHECK_NOTNULL(share_state_);
81
    // cannot change is_hist_col_wise during training
82
    share_state_.reset(dataset->GetShareStates(
83
        ordered_gradients_.data(), ordered_hessians_.data(), col_sampler_.is_feature_used_bytree(),
84
85
        is_constant_hessian, share_state_->is_colwise,
        !share_state_->is_colwise));
86
  }
Nikita Titov's avatar
Nikita Titov committed
87
  CHECK_NOTNULL(share_state_);
88
89
}

90
91
92
void SerialTreeLearner::ResetTrainingDataInner(const Dataset* train_data,
                                               bool is_constant_hessian,
                                               bool reset_multi_val_bin) {
Guolin Ke's avatar
Guolin Ke committed
93
94
  train_data_ = train_data;
  num_data_ = train_data_->num_data();
95
  CHECK_EQ(num_features_, train_data_->num_features());
Guolin Ke's avatar
Guolin Ke committed
96
97
98
99
100
101
102

  // initialize splits for leaf
  smaller_leaf_splits_->ResetNumData(num_data_);
  larger_leaf_splits_->ResetNumData(num_data_);

  // initialize data partition
  data_partition_->ResetNumData(num_data_);
103
  if (reset_multi_val_bin) {
104
    col_sampler_.SetTrainingData(train_data_);
105
106
    GetShareStates(train_data_, is_constant_hessian, false);
  }
107

Guolin Ke's avatar
Guolin Ke committed
108
109
110
  // initialize ordered gradients and hessians
  ordered_gradients_.resize(num_data_);
  ordered_hessians_.resize(num_data_);
111
112
113
  if (cegb_ != nullptr) {
    cegb_->Init();
  }
Guolin Ke's avatar
Guolin Ke committed
114
}
Guolin Ke's avatar
Guolin Ke committed
115

Guolin Ke's avatar
Guolin Ke committed
116
117
118
void SerialTreeLearner::ResetConfig(const Config* config) {
  if (config_->num_leaves != config->num_leaves) {
    config_ = config;
Guolin Ke's avatar
Guolin Ke committed
119
120
    int max_cache_size = 0;
    // Get the max size of pool
Guolin Ke's avatar
Guolin Ke committed
121
122
    if (config->histogram_pool_size <= 0) {
      max_cache_size = config_->num_leaves;
Guolin Ke's avatar
Guolin Ke committed
123
124
125
    } else {
      size_t total_histogram_size = 0;
      for (int i = 0; i < train_data_->num_features(); ++i) {
126
        total_histogram_size += kHistEntrySize * train_data_->FeatureNumBin(i);
Guolin Ke's avatar
Guolin Ke committed
127
      }
Guolin Ke's avatar
Guolin Ke committed
128
      max_cache_size = static_cast<int>(config_->histogram_pool_size * 1024 * 1024 / total_histogram_size);
Guolin Ke's avatar
Guolin Ke committed
129
130
131
    }
    // at least need 2 leaves
    max_cache_size = std::max(2, max_cache_size);
Guolin Ke's avatar
Guolin Ke committed
132
    max_cache_size = std::min(max_cache_size, config_->num_leaves);
133
    histogram_pool_.DynamicChangeSize(train_data_, share_state_->is_colwise, config_, max_cache_size, config_->num_leaves);
Guolin Ke's avatar
Guolin Ke committed
134
135

    // push split information for all leaves
Guolin Ke's avatar
Guolin Ke committed
136
137
    best_split_per_leaf_.resize(config_->num_leaves);
    data_partition_->ResetLeaves(config_->num_leaves);
Guolin Ke's avatar
Guolin Ke committed
138
  } else {
Guolin Ke's avatar
Guolin Ke committed
139
    config_ = config;
Guolin Ke's avatar
Guolin Ke committed
140
  }
141
  col_sampler_.SetConfig(config_);
142
  histogram_pool_.ResetConfig(train_data_, config_);
143
144
145
146
  if (CostEfficientGradientBoosting::IsEnable(config_)) {
    cegb_.reset(new CostEfficientGradientBoosting(this));
    cegb_->Init();
  }
147
  constraints_.reset(LeafConstraintsBase::Create(config_, config_->num_leaves));
Guolin Ke's avatar
Guolin Ke committed
148
149
}

150
Tree* SerialTreeLearner::Train(const score_t* gradients, const score_t *hessians) {
151
  Common::FunctionTimer fun_timer("SerialTreeLearner::Train", global_timer);
Guolin Ke's avatar
Guolin Ke committed
152
153
  gradients_ = gradients;
  hessians_ = hessians;
154
  int num_threads = OMP_NUM_THREADS();
Nikita Titov's avatar
Nikita Titov committed
155
  if (share_state_->num_threads != num_threads && share_state_->num_threads > 0) {
156
    Log::Warning(
Nikita Titov's avatar
Nikita Titov committed
157
158
        "Detected that num_threads changed during training (from %d to %d), "
        "it may cause unexpected errors.",
159
160
161
        share_state_->num_threads, num_threads);
  }
  share_state_->num_threads = num_threads;
Nikita Titov's avatar
Nikita Titov committed
162

Guolin Ke's avatar
Guolin Ke committed
163
164
  // some initial works before training
  BeforeTrain();
Guolin Ke's avatar
Guolin Ke committed
165

Guolin Ke's avatar
Guolin Ke committed
166
  auto tree = std::unique_ptr<Tree>(new Tree(config_->num_leaves));
167
  auto tree_prt = tree.get();
168
169
  constraints_->ShareTreePointer(tree_prt);

Guolin Ke's avatar
Guolin Ke committed
170
171
  // root leaf
  int left_leaf = 0;
172
  int cur_depth = 1;
Guolin Ke's avatar
Guolin Ke committed
173
174
  // only root leaf can be splitted on first time
  int right_leaf = -1;
175

176
  int init_splits = ForceSplits(tree_prt, &left_leaf, &right_leaf, &cur_depth);
177

Guolin Ke's avatar
Guolin Ke committed
178
  for (int split = init_splits; split < config_->num_leaves - 1; ++split) {
Guolin Ke's avatar
Guolin Ke committed
179
    // some initial works before finding best split
180
    if (BeforeFindBestSplit(tree_prt, left_leaf, right_leaf)) {
Guolin Ke's avatar
Guolin Ke committed
181
      // find best threshold for every feature
Guolin Ke's avatar
Guolin Ke committed
182
      FindBestSplits();
183
    }
Guolin Ke's avatar
Guolin Ke committed
184
185
186
187
188
189
    // 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
190
      Log::Warning("No further splits with positive gain, best gain: %f", best_leaf_SplitInfo.gain);
Guolin Ke's avatar
Guolin Ke committed
191
192
193
      break;
    }
    // split tree with best leaf
194
    Split(tree_prt, best_leaf, &left_leaf, &right_leaf);
195
    cur_depth = std::max(cur_depth, tree->leaf_depth(left_leaf));
Guolin Ke's avatar
Guolin Ke committed
196
  }
197
  Log::Debug("Trained a tree with leaves = %d and max_depth = %d", tree->num_leaves(), cur_depth);
Guolin Ke's avatar
Guolin Ke committed
198
  return tree.release();
Guolin Ke's avatar
Guolin Ke committed
199
200
}

201
Tree* SerialTreeLearner::FitByExistingTree(const Tree* old_tree, const score_t* gradients, const score_t *hessians) const {
Guolin Ke's avatar
Guolin Ke committed
202
  auto tree = std::unique_ptr<Tree>(new Tree(*old_tree));
Nikita Titov's avatar
Nikita Titov committed
203
  CHECK_GE(data_partition_->num_leaves(), tree->num_leaves());
204
  OMP_INIT_EX();
Guolin Ke's avatar
Guolin Ke committed
205
  #pragma omp parallel for schedule(static)
206
  for (int i = 0; i < tree->num_leaves(); ++i) {
207
    OMP_LOOP_EX_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
208
209
210
    data_size_t cnt_leaf_data = 0;
    auto tmp_idx = data_partition_->GetIndexOnLeaf(i, &cnt_leaf_data);
    double sum_grad = 0.0f;
211
    double sum_hess = kEpsilon;
Guolin Ke's avatar
Guolin Ke committed
212
213
214
215
216
    for (data_size_t j = 0; j < cnt_leaf_data; ++j) {
      auto idx = tmp_idx[j];
      sum_grad += gradients[idx];
      sum_hess += hessians[idx];
    }
Belinda Trotta's avatar
Belinda Trotta committed
217
218
219
220
221
222
223
224
225
226
    double output;
    if ((config_->path_smooth > kEpsilon) & (i > 0)) {
      output = FeatureHistogram::CalculateSplittedLeafOutput<true, true, true>(
          sum_grad, sum_hess, config_->lambda_l1, config_->lambda_l2,
          config_->max_delta_step, config_->path_smooth, cnt_leaf_data, tree->leaf_parent(i));
    } else {
      output = FeatureHistogram::CalculateSplittedLeafOutput<true, true, false>(
          sum_grad, sum_hess, config_->lambda_l1, config_->lambda_l2,
          config_->max_delta_step, config_->path_smooth, cnt_leaf_data, 0);
    }
Guolin Ke's avatar
Guolin Ke committed
227
228
229
    auto old_leaf_output = tree->LeafOutput(i);
    auto new_leaf_output = output * tree->shrinkage();
    tree->SetLeafOutput(i, config_->refit_decay_rate * old_leaf_output + (1.0 - config_->refit_decay_rate) * new_leaf_output);
230
    OMP_LOOP_EX_END();
Guolin Ke's avatar
Guolin Ke committed
231
  }
232
  OMP_THROW_EX();
Guolin Ke's avatar
Guolin Ke committed
233
234
235
  return tree.release();
}

236
237
238
239
240
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
241
void SerialTreeLearner::BeforeTrain() {
242
  Common::FunctionTimer fun_timer("SerialTreeLearner::BeforeTrain", global_timer);
243
244
  // reset histogram pool
  histogram_pool_.ResetMap();
Guolin Ke's avatar
Guolin Ke committed
245

246
247
  col_sampler_.ResetByTree();
  train_data_->InitTrain(col_sampler_.is_feature_used_bytree(), share_state_.get());
Guolin Ke's avatar
Guolin Ke committed
248
249
250
  // initialize data partition
  data_partition_->Init();

251
252
  constraints_->Reset();

Guolin Ke's avatar
Guolin Ke committed
253
  // reset the splits for leaves
Guolin Ke's avatar
Guolin Ke committed
254
  for (int i = 0; i < config_->num_leaves; ++i) {
Guolin Ke's avatar
Guolin Ke committed
255
256
257
258
259
260
261
    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
262

Guolin Ke's avatar
Guolin Ke committed
263
264
  } else {
    // use bagging, only use part of data
Guolin Ke's avatar
Guolin Ke committed
265
    smaller_leaf_splits_->Init(0, data_partition_.get(), gradients_, hessians_);
Guolin Ke's avatar
Guolin Ke committed
266
267
268
269
270
  }

  larger_leaf_splits_->Init();
}

Guolin Ke's avatar
Guolin Ke committed
271
bool SerialTreeLearner::BeforeFindBestSplit(const Tree* tree, int left_leaf, int right_leaf) {
272
  Common::FunctionTimer fun_timer("SerialTreeLearner::BeforeFindBestSplit", global_timer);
Guolin Ke's avatar
Guolin Ke committed
273
  // check depth of current leaf
Guolin Ke's avatar
Guolin Ke committed
274
  if (config_->max_depth > 0) {
Guolin Ke's avatar
Guolin Ke committed
275
    // only need to check left leaf, since right leaf is in same level of left leaf
Guolin Ke's avatar
Guolin Ke committed
276
    if (tree->leaf_depth(left_leaf) >= config_->max_depth) {
Guolin Ke's avatar
Guolin Ke committed
277
278
279
280
281
282
283
      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
284
285
286
  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
287
288
  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
289
290
291
292
293
294
    best_split_per_leaf_[left_leaf].gain = kMinScore;
    if (right_leaf >= 0) {
      best_split_per_leaf_[right_leaf].gain = kMinScore;
    }
    return false;
  }
295
  parent_leaf_histogram_array_ = nullptr;
Guolin Ke's avatar
Guolin Ke committed
296
297
  // only have root
  if (right_leaf < 0) {
298
    histogram_pool_.Get(left_leaf, &smaller_leaf_histogram_array_);
Guolin Ke's avatar
Guolin Ke committed
299
300
    larger_leaf_histogram_array_ = nullptr;
  } else if (num_data_in_left_child < num_data_in_right_child) {
Hui Xue's avatar
Hui Xue committed
301
    // put parent(left) leaf's histograms into larger leaf's histograms
302
303
304
    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
305
  } else {
Hui Xue's avatar
Hui Xue committed
306
    // put parent(left) leaf's histograms to larger leaf's histograms
307
308
    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
309
310
311
312
  }
  return true;
}

Guolin Ke's avatar
Guolin Ke committed
313
314
void SerialTreeLearner::FindBestSplits() {
  std::vector<int8_t> is_feature_used(num_features_, 0);
315
  #pragma omp parallel for schedule(static, 256) if (num_features_ >= 512)
Guolin Ke's avatar
Guolin Ke committed
316
  for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
317
    if (!col_sampler_.is_feature_used_bytree()[feature_index]) continue;
Guolin Ke's avatar
Guolin Ke committed
318
319
320
321
322
323
324
325
326
327
328
329
    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);
}

330
331
332
333
void SerialTreeLearner::ConstructHistograms(
    const std::vector<int8_t>& is_feature_used, bool use_subtract) {
  Common::FunctionTimer fun_timer("SerialTreeLearner::ConstructHistograms",
                                  global_timer);
Guolin Ke's avatar
Guolin Ke committed
334
  // construct smaller leaf
335
336
  hist_t* ptr_smaller_leaf_hist_data =
      smaller_leaf_histogram_array_[0].RawData() - kHistOffset;
337
338
339
  train_data_->ConstructHistograms(
      is_feature_used, smaller_leaf_splits_->data_indices(),
      smaller_leaf_splits_->num_data_in_leaf(), gradients_, hessians_,
340
341
      ordered_gradients_.data(), ordered_hessians_.data(), share_state_.get(),
      ptr_smaller_leaf_hist_data);
Guolin Ke's avatar
Guolin Ke committed
342
343
344

  if (larger_leaf_histogram_array_ != nullptr && !use_subtract) {
    // construct larger leaf
345
346
    hist_t* ptr_larger_leaf_hist_data =
        larger_leaf_histogram_array_[0].RawData() - kHistOffset;
347
348
349
    train_data_->ConstructHistograms(
        is_feature_used, larger_leaf_splits_->data_indices(),
        larger_leaf_splits_->num_data_in_leaf(), gradients_, hessians_,
350
        ordered_gradients_.data(), ordered_hessians_.data(), share_state_.get(),
351
        ptr_larger_leaf_hist_data);
Guolin Ke's avatar
Guolin Ke committed
352
  }
353
354
}

Guolin Ke's avatar
Guolin Ke committed
355
356
357
358
void SerialTreeLearner::FindBestSplitsFromHistograms(
    const std::vector<int8_t>& is_feature_used, bool use_subtract) {
  Common::FunctionTimer fun_timer(
      "SerialTreeLearner::FindBestSplitsFromHistograms", global_timer);
359
360
  std::vector<SplitInfo> smaller_best(share_state_->num_threads);
  std::vector<SplitInfo> larger_best(share_state_->num_threads);
361
362
  std::vector<int8_t> smaller_node_used_features = col_sampler_.GetByNode();
  std::vector<int8_t> larger_node_used_features = col_sampler_.GetByNode();
363
  OMP_INIT_EX();
Guolin Ke's avatar
Guolin Ke committed
364
// find splits
365
#pragma omp parallel for schedule(static) num_threads(share_state_->num_threads)
Guolin Ke's avatar
Guolin Ke committed
366
  for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
367
    OMP_LOOP_EX_BEGIN();
Guolin Ke's avatar
Guolin Ke committed
368
369
370
    if (!is_feature_used[feature_index]) {
      continue;
    }
Guolin Ke's avatar
Guolin Ke committed
371
    const int tid = omp_get_thread_num();
Guolin Ke's avatar
Guolin Ke committed
372
373
374
375
    train_data_->FixHistogram(
        feature_index, smaller_leaf_splits_->sum_gradients(),
        smaller_leaf_splits_->sum_hessians(),
        smaller_leaf_histogram_array_[feature_index].RawData());
376
    int real_fidx = train_data_->RealFeatureIndex(feature_index);
377
378
379
380
381
382
383

    ComputeBestSplitForFeature(smaller_leaf_histogram_array_, feature_index,
                               real_fidx,
                               smaller_node_used_features[feature_index],
                               smaller_leaf_splits_->num_data_in_leaf(),
                               smaller_leaf_splits_.get(), &smaller_best[tid]);

Guolin Ke's avatar
Guolin Ke committed
384
    // only has root leaf
Guolin Ke's avatar
Guolin Ke committed
385
386
387
388
    if (larger_leaf_splits_ == nullptr ||
        larger_leaf_splits_->leaf_index() < 0) {
      continue;
    }
Guolin Ke's avatar
Guolin Ke committed
389

Guolin Ke's avatar
Guolin Ke committed
390
    if (use_subtract) {
Guolin Ke's avatar
Guolin Ke committed
391
392
      larger_leaf_histogram_array_[feature_index].Subtract(
          smaller_leaf_histogram_array_[feature_index]);
393
    } else {
Guolin Ke's avatar
Guolin Ke committed
394
395
396
397
      train_data_->FixHistogram(
          feature_index, larger_leaf_splits_->sum_gradients(),
          larger_leaf_splits_->sum_hessians(),
          larger_leaf_histogram_array_[feature_index].RawData());
398
    }
399
400
401
402
403

    ComputeBestSplitForFeature(larger_leaf_histogram_array_, feature_index,
                               real_fidx,
                               larger_node_used_features[feature_index],
                               larger_leaf_splits_->num_data_in_leaf(),
Guolin Ke's avatar
Guolin Ke committed
404
                               larger_leaf_splits_.get(), &larger_best[tid]);
405

406
    OMP_LOOP_EX_END();
Guolin Ke's avatar
Guolin Ke committed
407
  }
408
  OMP_THROW_EX();
Guolin Ke's avatar
Guolin Ke committed
409
  auto smaller_best_idx = ArrayArgs<SplitInfo>::ArgMax(smaller_best);
410
  int leaf = smaller_leaf_splits_->leaf_index();
Guolin Ke's avatar
Guolin Ke committed
411
412
  best_split_per_leaf_[leaf] = smaller_best[smaller_best_idx];

Guolin Ke's avatar
Guolin Ke committed
413
414
  if (larger_leaf_splits_ != nullptr &&
      larger_leaf_splits_->leaf_index() >= 0) {
415
    leaf = larger_leaf_splits_->leaf_index();
Guolin Ke's avatar
Guolin Ke committed
416
417
418
419
420
    auto larger_best_idx = ArrayArgs<SplitInfo>::ArgMax(larger_best);
    best_split_per_leaf_[leaf] = larger_best[larger_best_idx];
  }
}

421
422
423
424
425
426
int32_t SerialTreeLearner::ForceSplits(Tree* tree, int* left_leaf,
                                       int* right_leaf, int *cur_depth) {
  bool abort_last_forced_split = false;
  if (forced_split_json_ == nullptr) {
    return 0;
  }
427
428
429
430
  int32_t result_count = 0;
  // start at root leaf
  *left_leaf = 0;
  std::queue<std::pair<Json, int>> q;
431
  Json left = *forced_split_json_;
432
433
434
  Json right;
  bool left_smaller = true;
  std::unordered_map<int, SplitInfo> forceSplitMap;
435
  q.push(std::make_pair(left, *left_leaf));
436
  while (!q.empty()) {
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
    // 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(),
Belinda Trotta's avatar
Belinda Trotta committed
459
              left_leaf_splits->weight(),
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
              &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(),
Belinda Trotta's avatar
Belinda Trotta committed
481
        right_leaf_splits->weight(),
482
483
484
485
486
487
488
489
490
491
492
493
494
        &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()) {
495
        abort_last_forced_split = true;
496
497
        break;
    }
498
499
500
501
    best_split_per_leaf_[current_leaf] = forceSplitMap[current_leaf];
    Split(tree, current_leaf, left_leaf, right_leaf);
    left_smaller = best_split_per_leaf_[current_leaf].left_count <
                   best_split_per_leaf_[current_leaf].right_count;
502
503
504
505
    left = Json();
    right = Json();
    if ((pair.first).object_items().count("left") > 0) {
      left = (pair.first)["left"];
506
507
508
      if (left.object_items().count("feature") > 0 && left.object_items().count("threshold") > 0) {
        q.push(std::make_pair(left, *left_leaf));
      }
509
510
511
    }
    if ((pair.first).object_items().count("right") > 0) {
      right = (pair.first)["right"];
512
513
514
      if (right.object_items().count("feature") > 0 && right.object_items().count("threshold") > 0) {
        q.push(std::make_pair(right, *right_leaf));
      }
515
516
517
518
    }
    result_count++;
    *(cur_depth) = std::max(*(cur_depth), tree->leaf_depth(*left_leaf));
  }
519
520
521
522
523
524
525
526
527
528
529
  if (abort_last_forced_split) {
    int best_leaf =
        static_cast<int>(ArrayArgs<SplitInfo>::ArgMax(best_split_per_leaf_));
    const SplitInfo& best_leaf_SplitInfo = best_split_per_leaf_[best_leaf];
    if (best_leaf_SplitInfo.gain <= 0.0) {
      Log::Warning("No further splits with positive gain, best gain: %f",
                   best_leaf_SplitInfo.gain);
      return config_->num_leaves;
    }
    Split(tree, best_leaf, left_leaf, right_leaf);
    *(cur_depth) = std::max(*(cur_depth), tree->leaf_depth(*left_leaf));
530
    ++result_count;
531
  }
532
533
  return result_count;
}
Guolin Ke's avatar
Guolin Ke committed
534

535
536
537
void SerialTreeLearner::SplitInner(Tree* tree, int best_leaf, int* left_leaf,
                                   int* right_leaf, bool update_cnt) {
  Common::FunctionTimer fun_timer("SerialTreeLearner::SplitInner", global_timer);
538
  SplitInfo& best_split_info = best_split_per_leaf_[best_leaf];
539
540
  const int inner_feature_index =
      train_data_->InnerFeatureIndex(best_split_info.feature);
541
  if (cegb_ != nullptr) {
542
543
    cegb_->UpdateLeafBestSplits(tree, best_leaf, &best_split_info,
                                &best_split_per_leaf_);
544
  }
545
  *left_leaf = best_leaf;
546
547
  auto next_leaf_id = tree->NextLeafId();

548
549
550
551
  // update before tree split
  constraints_->BeforeSplit(tree, best_leaf, next_leaf_id,
                            best_split_info.monotone_type);

552
553
554
  bool is_numerical_split =
      train_data_->FeatureBinMapper(inner_feature_index)->bin_type() ==
      BinType::NumericalBin;
Guolin Ke's avatar
Guolin Ke committed
555
  if (is_numerical_split) {
556
557
    auto threshold_double = train_data_->RealThreshold(
        inner_feature_index, best_split_info.threshold);
558
    data_partition_->Split(best_leaf, train_data_, inner_feature_index,
559
560
561
562
563
564
565
                           &best_split_info.threshold, 1,
                           best_split_info.default_left, next_leaf_id);
    if (update_cnt) {
      // don't need to update this in data-based parallel model
      best_split_info.left_count = data_partition_->leaf_count(*left_leaf);
      best_split_info.right_count = data_partition_->leaf_count(next_leaf_id);
    }
566
    // split tree, will return right leaf
567
568
569
570
571
572
573
574
575
576
577
578
    *right_leaf = tree->Split(
        best_leaf, inner_feature_index, best_split_info.feature,
        best_split_info.threshold, threshold_double,
        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),
        static_cast<double>(best_split_info.left_sum_hessian),
        static_cast<double>(best_split_info.right_sum_hessian),
        static_cast<float>(best_split_info.gain),
        train_data_->FeatureBinMapper(inner_feature_index)->missing_type(),
        best_split_info.default_left);
579
  } else {
580
581
582
    std::vector<uint32_t> cat_bitset_inner =
        Common::ConstructBitset(best_split_info.cat_threshold.data(),
                                best_split_info.num_cat_threshold);
583
584
    std::vector<int> threshold_int(best_split_info.num_cat_threshold);
    for (int i = 0; i < best_split_info.num_cat_threshold; ++i) {
585
586
      threshold_int[i] = static_cast<int>(train_data_->RealThreshold(
          inner_feature_index, best_split_info.cat_threshold[i]));
587
    }
588
589
    std::vector<uint32_t> cat_bitset = Common::ConstructBitset(
        threshold_int.data(), best_split_info.num_cat_threshold);
590

591
    data_partition_->Split(best_leaf, train_data_, inner_feature_index,
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
                           cat_bitset_inner.data(),
                           static_cast<int>(cat_bitset_inner.size()),
                           best_split_info.default_left, next_leaf_id);

    if (update_cnt) {
      // don't need to update this in data-based parallel model
      best_split_info.left_count = data_partition_->leaf_count(*left_leaf);
      best_split_info.right_count = data_partition_->leaf_count(next_leaf_id);
    }

    *right_leaf = tree->SplitCategorical(
        best_leaf, inner_feature_index, best_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>(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),
        static_cast<double>(best_split_info.left_sum_hessian),
        static_cast<double>(best_split_info.right_sum_hessian),
        static_cast<float>(best_split_info.gain),
        train_data_->FeatureBinMapper(inner_feature_index)->missing_type());
614
  }
615

616
#ifdef DEBUG
617
  CHECK(*right_leaf == next_leaf_id);
618
#endif
619

Guolin Ke's avatar
Guolin Ke committed
620
621
  // init the leaves that used on next iteration
  if (best_split_info.left_count < best_split_info.right_count) {
622
    CHECK_GT(best_split_info.left_count, 0);
623
624
    smaller_leaf_splits_->Init(*left_leaf, data_partition_.get(),
                               best_split_info.left_sum_gradient,
Belinda Trotta's avatar
Belinda Trotta committed
625
626
                               best_split_info.left_sum_hessian,
                               best_split_info.left_output);
627
628
    larger_leaf_splits_->Init(*right_leaf, data_partition_.get(),
                              best_split_info.right_sum_gradient,
Belinda Trotta's avatar
Belinda Trotta committed
629
630
                              best_split_info.right_sum_hessian,
                              best_split_info.right_output);
Guolin Ke's avatar
Guolin Ke committed
631
  } else {
632
    CHECK_GT(best_split_info.right_count, 0);
633
634
    smaller_leaf_splits_->Init(*right_leaf, data_partition_.get(),
                               best_split_info.right_sum_gradient,
Belinda Trotta's avatar
Belinda Trotta committed
635
636
                               best_split_info.right_sum_hessian,
                               best_split_info.right_output);
637
638
    larger_leaf_splits_->Init(*left_leaf, data_partition_.get(),
                              best_split_info.left_sum_gradient,
Belinda Trotta's avatar
Belinda Trotta committed
639
640
                              best_split_info.left_sum_hessian,
                              best_split_info.left_output);
Guolin Ke's avatar
Guolin Ke committed
641
  }
642
643
644
645
646
647
648
649
650
  auto leaves_need_update = constraints_->Update(
      tree, is_numerical_split, *left_leaf, *right_leaf,
      best_split_info.monotone_type, best_split_info.right_output,
      best_split_info.left_output, inner_feature_index, best_split_info,
      best_split_per_leaf_);
  // update leave outputs if needed
  for (auto leaf : leaves_need_update) {
    RecomputeBestSplitForLeaf(leaf, &best_split_per_leaf_[leaf]);
  }
651
}
Guolin Ke's avatar
Guolin Ke committed
652

653
void SerialTreeLearner::RenewTreeOutput(Tree* tree, const ObjectiveFunction* obj, std::function<double(const label_t*, int)> residual_getter,
654
655
                                        data_size_t total_num_data, const data_size_t* bag_indices, data_size_t bag_cnt) const {
  if (obj != nullptr && obj->IsRenewTreeOutput()) {
Nikita Titov's avatar
Nikita Titov committed
656
    CHECK_LE(tree->num_leaves(), data_partition_->num_leaves());
657
658
    const data_size_t* bag_mapper = nullptr;
    if (total_num_data != num_data_) {
659
      CHECK_EQ(bag_cnt, num_data_);
660
661
      bag_mapper = bag_indices;
    }
Guolin Ke's avatar
Guolin Ke committed
662
    std::vector<int> n_nozeroworker_perleaf(tree->num_leaves(), 1);
663
    int num_machines = Network::num_machines();
664
665
666
667
668
    #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
669
670
      if (cnt_leaf_data > 0) {
        // bag_mapper[index_mapper[i]]
671
        const double new_output = obj->RenewTreeOutput(output, residual_getter, index_mapper, bag_mapper, cnt_leaf_data);
Guolin Ke's avatar
Guolin Ke committed
672
673
        tree->SetLeafOutput(i, new_output);
      } else {
674
        CHECK_GT(num_machines, 1);
Guolin Ke's avatar
Guolin Ke committed
675
676
677
678
679
680
681
682
683
        tree->SetLeafOutput(i, 0.0);
        n_nozeroworker_perleaf[i] = 0;
      }
    }
    if (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));
      }
Guolin Ke's avatar
Guolin Ke committed
684
685
      outputs = Network::GlobalSum(&outputs);
      n_nozeroworker_perleaf = Network::GlobalSum(&n_nozeroworker_perleaf);
Guolin Ke's avatar
Guolin Ke committed
686
687
688
689
690
691
692
      for (int i = 0; i < tree->num_leaves(); ++i) {
        tree->SetLeafOutput(i, outputs[i] / n_nozeroworker_perleaf[i]);
      }
    }
  }
}

693
694
695
696
697
698
699
700
void SerialTreeLearner::ComputeBestSplitForFeature(
    FeatureHistogram* histogram_array_, int feature_index, int real_fidx,
    bool is_feature_used, int num_data, const LeafSplits* leaf_splits,
    SplitInfo* best_split) {
  if (!is_feature_used) {
    return;
  }
  SplitInfo new_split;
Belinda Trotta's avatar
Belinda Trotta committed
701
702
703
704
705
706
707
708
709
710
  double parent_output;
  if (leaf_splits->leaf_index() == 0) {
    // for root leaf the "parent" output is its own output because we don't apply any smoothing to the root
    parent_output = FeatureHistogram::CalculateSplittedLeafOutput<true, true, true, false>(
        leaf_splits->sum_gradients(), leaf_splits->sum_hessians(), config_->lambda_l1,
        config_->lambda_l2, config_->max_delta_step, constraints_->Get(leaf_splits->leaf_index()),
        config_->path_smooth, static_cast<data_size_t>(num_data), 0);
  } else {
    parent_output = leaf_splits->weight();
  }
711
712
  histogram_array_[feature_index].FindBestThreshold(
      leaf_splits->sum_gradients(), leaf_splits->sum_hessians(), num_data,
Belinda Trotta's avatar
Belinda Trotta committed
713
      constraints_->Get(leaf_splits->leaf_index()),  parent_output, &new_split);
714
715
716
717
718
719
  new_split.feature = real_fidx;
  if (cegb_ != nullptr) {
    new_split.gain -=
        cegb_->DetlaGain(feature_index, real_fidx, leaf_splits->leaf_index(),
                         num_data, new_split);
  }
720
721
722
723
724
  if (new_split.monotone_type != 0) {
    double penalty = constraints_->ComputeMonotoneSplitGainPenalty(
        leaf_splits->leaf_index(), config_->monotone_penalty);
    new_split.gain *= penalty;
  }
725
726
727
728
729
  if (new_split > *best_split) {
    *best_split = new_split;
  }
}

730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
void SerialTreeLearner::RecomputeBestSplitForLeaf(int leaf, SplitInfo* split) {
  FeatureHistogram* histogram_array_;
  if (!histogram_pool_.Get(leaf, &histogram_array_)) {
    Log::Warning(
        "Get historical Histogram for leaf %d failed, will skip the "
        "``RecomputeBestSplitForLeaf``",
        leaf);
    return;
  }
  double sum_gradients = split->left_sum_gradient + split->right_sum_gradient;
  double sum_hessians = split->left_sum_hessian + split->right_sum_hessian;
  int num_data = split->left_count + split->right_count;

  std::vector<SplitInfo> bests(share_state_->num_threads);
  LeafSplits leaf_splits(num_data);
  leaf_splits.Init(leaf, sum_gradients, sum_hessians);

  OMP_INIT_EX();
// find splits
#pragma omp parallel for schedule(static) num_threads(share_state_->num_threads)
  for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
    OMP_LOOP_EX_BEGIN();
    if (!col_sampler_.is_feature_used_bytree()[feature_index] ||
        !histogram_array_[feature_index].is_splittable()) {
      continue;
    }
    const int tid = omp_get_thread_num();
    int real_fidx = train_data_->RealFeatureIndex(feature_index);
    ComputeBestSplitForFeature(
        histogram_array_, feature_index, real_fidx,
        true,
        num_data, &leaf_splits, &bests[tid]);

    OMP_LOOP_EX_END();
  }
  OMP_THROW_EX();
  auto best_idx = ArrayArgs<SplitInfo>::ArgMax(bests);
  *split = bests[best_idx];
}

Guolin Ke's avatar
Guolin Ke committed
770
}  // namespace LightGBM