bin.cpp 28 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 <LightGBM/bin.h>

Guolin Ke's avatar
Guolin Ke committed
7
#include <LightGBM/utils/array_args.h>
8
#include <LightGBM/utils/common.h>
9
#include <LightGBM/utils/file_io.h>
Guolin Ke's avatar
Guolin Ke committed
10

11
#include <algorithm>
Guolin Ke's avatar
Guolin Ke committed
12
13
#include <cmath>
#include <cstdint>
14
#include <cstring>
Guolin Ke's avatar
Guolin Ke committed
15

16
#include "dense_bin.hpp"
17
18
#include "multi_val_dense_bin.hpp"
#include "multi_val_sparse_bin.hpp"
19
#include "sparse_bin.hpp"
Guolin Ke's avatar
Guolin Ke committed
20
21
22

namespace LightGBM {

23
24
25
  BinMapper::BinMapper(): num_bin_(1), is_trivial_(true), bin_type_(BinType::NumericalBin) {
    bin_upper_bound_.clear();
    bin_upper_bound_.push_back(std::numeric_limits<double>::infinity());
26
  }
Guolin Ke's avatar
Guolin Ke committed
27

Guolin Ke's avatar
Guolin Ke committed
28
29
30
31
  // deep copy function for BinMapper
  BinMapper::BinMapper(const BinMapper& other) {
    num_bin_ = other.num_bin_;
    missing_type_ = other.missing_type_;
Lingyi Hu's avatar
Lingyi Hu committed
32
    is_trivial_ = other.is_trivial_;
Guolin Ke's avatar
Guolin Ke committed
33
34
35
36
37
38
39
40
41
42
43
    sparse_rate_ = other.sparse_rate_;
    bin_type_ = other.bin_type_;
    if (bin_type_ == BinType::NumericalBin) {
      bin_upper_bound_ = other.bin_upper_bound_;
    } else {
      bin_2_categorical_ = other.bin_2_categorical_;
      categorical_2_bin_ = other.categorical_2_bin_;
    }
    min_val_ = other.min_val_;
    max_val_ = other.max_val_;
    default_bin_ = other.default_bin_;
Guolin Ke's avatar
Guolin Ke committed
44
    most_freq_bin_ = other.most_freq_bin_;
Guolin Ke's avatar
Guolin Ke committed
45
  }
Guolin Ke's avatar
Guolin Ke committed
46

Guolin Ke's avatar
Guolin Ke committed
47
48
49
  BinMapper::BinMapper(const void* memory) {
    CopyFrom(reinterpret_cast<const char*>(memory));
  }
Guolin Ke's avatar
Guolin Ke committed
50

Guolin Ke's avatar
Guolin Ke committed
51
52
53
54
55
56
57
58
59
60
61
  BinMapper::~BinMapper() {
  }

  bool NeedFilter(const std::vector<int>& cnt_in_bin, int total_cnt, int filter_cnt, BinType bin_type) {
    if (bin_type == BinType::NumericalBin) {
      int sum_left = 0;
      for (size_t i = 0; i < cnt_in_bin.size() - 1; ++i) {
        sum_left += cnt_in_bin[i];
        if (sum_left >= filter_cnt && total_cnt - sum_left >= filter_cnt) {
          return false;
        }
62
      }
Guolin Ke's avatar
Guolin Ke committed
63
64
65
66
67
68
69
70
71
    } else {
      if (cnt_in_bin.size() <= 2) {
        for (size_t i = 0; i < cnt_in_bin.size() - 1; ++i) {
          int sum_left = cnt_in_bin[i];
          if (sum_left >= filter_cnt && total_cnt - sum_left >= filter_cnt) {
            return false;
          }
        }
      } else {
72
73
        return false;
      }
Guolin Ke's avatar
Guolin Ke committed
74
    }
Guolin Ke's avatar
Guolin Ke committed
75
    return true;
Guolin Ke's avatar
Guolin Ke committed
76
  }
Guolin Ke's avatar
Guolin Ke committed
77

78
79
80
  std::vector<double> GreedyFindBin(const double* distinct_values, const int* counts,
                                    int num_distinct_values, int max_bin,
                                    size_t total_cnt, int min_data_in_bin) {
Guolin Ke's avatar
Guolin Ke committed
81
    std::vector<double> bin_upper_bound;
82
    CHECK_GT(max_bin, 0);
Guolin Ke's avatar
Guolin Ke committed
83
84
85
86
87
88
    if (num_distinct_values <= max_bin) {
      bin_upper_bound.clear();
      int cur_cnt_inbin = 0;
      for (int i = 0; i < num_distinct_values - 1; ++i) {
        cur_cnt_inbin += counts[i];
        if (cur_cnt_inbin >= min_data_in_bin) {
89
90
91
92
93
          auto val = Common::GetDoubleUpperBound((distinct_values[i] + distinct_values[i + 1]) / 2.0);
          if (bin_upper_bound.empty() || !Common::CheckDoubleEqualOrdered(bin_upper_bound.back(), val)) {
            bin_upper_bound.push_back(val);
            cur_cnt_inbin = 0;
          }
Guolin Ke's avatar
Guolin Ke committed
94
        }
Guolin Ke's avatar
Guolin Ke committed
95
      }
Guolin Ke's avatar
Guolin Ke committed
96
97
98
99
100
101
      cur_cnt_inbin += counts[num_distinct_values - 1];
      bin_upper_bound.push_back(std::numeric_limits<double>::infinity());
    } else {
      if (min_data_in_bin > 0) {
        max_bin = std::min(max_bin, static_cast<int>(total_cnt / min_data_in_bin));
        max_bin = std::max(max_bin, 1);
Guolin Ke's avatar
Guolin Ke committed
102
      }
Guolin Ke's avatar
Guolin Ke committed
103
104
105
106
107
108
109
110
111
      double mean_bin_size = static_cast<double>(total_cnt) / max_bin;

      // mean size for one bin
      int rest_bin_cnt = max_bin;
      int rest_sample_cnt = static_cast<int>(total_cnt);
      std::vector<bool> is_big_count_value(num_distinct_values, false);
      for (int i = 0; i < num_distinct_values; ++i) {
        if (counts[i] >= mean_bin_size) {
          is_big_count_value[i] = true;
Guolin Ke's avatar
Guolin Ke committed
112
          --rest_bin_cnt;
Guolin Ke's avatar
Guolin Ke committed
113
          rest_sample_cnt -= counts[i];
Guolin Ke's avatar
Guolin Ke committed
114
115
        }
      }
Guolin Ke's avatar
Guolin Ke committed
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
      mean_bin_size = static_cast<double>(rest_sample_cnt) / rest_bin_cnt;
      std::vector<double> upper_bounds(max_bin, std::numeric_limits<double>::infinity());
      std::vector<double> lower_bounds(max_bin, std::numeric_limits<double>::infinity());

      int bin_cnt = 0;
      lower_bounds[bin_cnt] = distinct_values[0];
      int cur_cnt_inbin = 0;
      for (int i = 0; i < num_distinct_values - 1; ++i) {
        if (!is_big_count_value[i]) {
          rest_sample_cnt -= counts[i];
        }
        cur_cnt_inbin += counts[i];
        // need a new bin
        if (is_big_count_value[i] || cur_cnt_inbin >= mean_bin_size ||
          (is_big_count_value[i + 1] && cur_cnt_inbin >= std::max(1.0, mean_bin_size * 0.5f))) {
          upper_bounds[bin_cnt] = distinct_values[i];
          ++bin_cnt;
          lower_bounds[bin_cnt] = distinct_values[i + 1];
          if (bin_cnt >= max_bin - 1) { break; }
          cur_cnt_inbin = 0;
          if (!is_big_count_value[i]) {
            --rest_bin_cnt;
            mean_bin_size = rest_sample_cnt / static_cast<double>(rest_bin_cnt);
          }
        }
      }
      ++bin_cnt;
      // update bin upper bound
144
      bin_upper_bound.clear();
Guolin Ke's avatar
Guolin Ke committed
145
      for (int i = 0; i < bin_cnt - 1; ++i) {
146
147
148
149
        auto val = Common::GetDoubleUpperBound((upper_bounds[i] + lower_bounds[i + 1]) / 2.0);
        if (bin_upper_bound.empty() || !Common::CheckDoubleEqualOrdered(bin_upper_bound.back(), val)) {
          bin_upper_bound.push_back(val);
        }
Guolin Ke's avatar
Guolin Ke committed
150
151
      }
      // last bin upper bound
152
      bin_upper_bound.push_back(std::numeric_limits<double>::infinity());
Guolin Ke's avatar
Guolin Ke committed
153
    }
Guolin Ke's avatar
Guolin Ke committed
154
    return bin_upper_bound;
Guolin Ke's avatar
Guolin Ke committed
155
  }
Guolin Ke's avatar
Guolin Ke committed
156

157
  std::vector<double> FindBinWithPredefinedBin(const double* distinct_values, const int* counts,
158
159
160
                                               int num_distinct_values, int max_bin,
                                               size_t total_sample_cnt, int min_data_in_bin,
                                               const std::vector<double>& forced_upper_bounds) {
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
    std::vector<double> bin_upper_bound;

    // get list of distinct values
    int left_cnt_data = 0;
    int cnt_zero = 0;
    int right_cnt_data = 0;
    for (int i = 0; i < num_distinct_values; ++i) {
      if (distinct_values[i] <= -kZeroThreshold) {
        left_cnt_data += counts[i];
      } else if (distinct_values[i] > kZeroThreshold) {
        right_cnt_data += counts[i];
      } else {
        cnt_zero += counts[i];
      }
    }

    // get number of positive and negative distinct values
    int left_cnt = -1;
    for (int i = 0; i < num_distinct_values; ++i) {
      if (distinct_values[i] > -kZeroThreshold) {
        left_cnt = i;
        break;
      }
    }
    if (left_cnt < 0) {
      left_cnt = num_distinct_values;
    }
    int right_start = -1;
    for (int i = left_cnt; i < num_distinct_values; ++i) {
      if (distinct_values[i] > kZeroThreshold) {
        right_start = i;
        break;
      }
    }

    // include zero bounds and infinity bound
    if (max_bin == 2) {
      if (left_cnt == 0) {
        bin_upper_bound.push_back(kZeroThreshold);
      } else {
        bin_upper_bound.push_back(-kZeroThreshold);
      }
    } else if (max_bin >= 3) {
      if (left_cnt > 0) {
        bin_upper_bound.push_back(-kZeroThreshold);
      }
      if (right_start >= 0) {
        bin_upper_bound.push_back(kZeroThreshold);
      }
    }
    bin_upper_bound.push_back(std::numeric_limits<double>::infinity());

    // add forced bounds, excluding zeros since we have already added zero bounds
    int max_to_insert = max_bin - static_cast<int>(bin_upper_bound.size());
    int num_inserted = 0;
    for (size_t i = 0; i < forced_upper_bounds.size(); ++i) {
      if (num_inserted >= max_to_insert) {
        break;
      }
      if (std::fabs(forced_upper_bounds[i]) > kZeroThreshold) {
        bin_upper_bound.push_back(forced_upper_bounds[i]);
        ++num_inserted;
      }
    }
    std::stable_sort(bin_upper_bound.begin(), bin_upper_bound.end());

    // find remaining bounds
    int free_bins = max_bin - static_cast<int>(bin_upper_bound.size());
    std::vector<double> bounds_to_add;
    int value_ind = 0;
    for (size_t i = 0; i < bin_upper_bound.size(); ++i) {
      int cnt_in_bin = 0;
      int distinct_cnt_in_bin = 0;
      int bin_start = value_ind;
      while ((value_ind < num_distinct_values) && (distinct_values[value_ind] < bin_upper_bound[i])) {
        cnt_in_bin += counts[value_ind];
        ++distinct_cnt_in_bin;
        ++value_ind;
      }
      int bins_remaining = max_bin - static_cast<int>(bin_upper_bound.size()) - static_cast<int>(bounds_to_add.size());
      int num_sub_bins = static_cast<int>(std::lround((static_cast<double>(cnt_in_bin) * free_bins / total_sample_cnt)));
      num_sub_bins = std::min(num_sub_bins, bins_remaining) + 1;
      if (i == bin_upper_bound.size() - 1) {
        num_sub_bins = bins_remaining + 1;
      }
      std::vector<double> new_upper_bounds = GreedyFindBin(distinct_values + bin_start, counts + bin_start, distinct_cnt_in_bin,
        num_sub_bins, cnt_in_bin, min_data_in_bin);
      bounds_to_add.insert(bounds_to_add.end(), new_upper_bounds.begin(), new_upper_bounds.end() - 1);  // last bound is infinity
    }
    bin_upper_bound.insert(bin_upper_bound.end(), bounds_to_add.begin(), bounds_to_add.end());
    std::stable_sort(bin_upper_bound.begin(), bin_upper_bound.end());
Nikita Titov's avatar
Nikita Titov committed
252
    CHECK_LE(bin_upper_bound.size(), static_cast<size_t>(max_bin));
253
254
255
    return bin_upper_bound;
  }

256
257
  std::vector<double> FindBinWithZeroAsOneBin(const double* distinct_values, const int* counts, int num_distinct_values,
                                              int max_bin, size_t total_sample_cnt, int min_data_in_bin) {
Guolin Ke's avatar
Guolin Ke committed
258
259
260
261
262
    std::vector<double> bin_upper_bound;
    int left_cnt_data = 0;
    int cnt_zero = 0;
    int right_cnt_data = 0;
    for (int i = 0; i < num_distinct_values; ++i) {
Guolin Ke's avatar
Guolin Ke committed
263
      if (distinct_values[i] <= -kZeroThreshold) {
Guolin Ke's avatar
Guolin Ke committed
264
        left_cnt_data += counts[i];
Guolin Ke's avatar
Guolin Ke committed
265
      } else if (distinct_values[i] > kZeroThreshold) {
Guolin Ke's avatar
Guolin Ke committed
266
267
268
269
        right_cnt_data += counts[i];
      } else {
        cnt_zero += counts[i];
      }
Guolin Ke's avatar
Guolin Ke committed
270
271
    }

Guolin Ke's avatar
Guolin Ke committed
272
273
    int left_cnt = -1;
    for (int i = 0; i < num_distinct_values; ++i) {
Guolin Ke's avatar
Guolin Ke committed
274
      if (distinct_values[i] > -kZeroThreshold) {
Guolin Ke's avatar
Guolin Ke committed
275
276
277
        left_cnt = i;
        break;
      }
Guolin Ke's avatar
Guolin Ke committed
278
279
    }

Guolin Ke's avatar
Guolin Ke committed
280
281
282
    if (left_cnt < 0) {
      left_cnt = num_distinct_values;
    }
Guolin Ke's avatar
Guolin Ke committed
283

284
    if ((left_cnt > 0) && (max_bin > 1)) {
Guolin Ke's avatar
Guolin Ke committed
285
      int left_max_bin = static_cast<int>(static_cast<double>(left_cnt_data) / (total_sample_cnt - cnt_zero) * (max_bin - 1));
Guolin Ke's avatar
Guolin Ke committed
286
      left_max_bin = std::max(1, left_max_bin);
Guolin Ke's avatar
Guolin Ke committed
287
      bin_upper_bound = GreedyFindBin(distinct_values, counts, left_cnt, left_max_bin, left_cnt_data, min_data_in_bin);
288
289
290
      if (bin_upper_bound.size() > 0) {
        bin_upper_bound.back() = -kZeroThreshold;
      }
Guolin Ke's avatar
Guolin Ke committed
291
292
    }

Guolin Ke's avatar
Guolin Ke committed
293
294
    int right_start = -1;
    for (int i = left_cnt; i < num_distinct_values; ++i) {
Guolin Ke's avatar
Guolin Ke committed
295
      if (distinct_values[i] > kZeroThreshold) {
Guolin Ke's avatar
Guolin Ke committed
296
297
298
        right_start = i;
        break;
      }
Guolin Ke's avatar
Guolin Ke committed
299
    }
Guolin Ke's avatar
Guolin Ke committed
300

301
302
    int right_max_bin = max_bin - 1 - static_cast<int>(bin_upper_bound.size());
    if (right_start >= 0 && right_max_bin > 0) {
Guolin Ke's avatar
Guolin Ke committed
303
304
      auto right_bounds = GreedyFindBin(distinct_values + right_start, counts + right_start,
        num_distinct_values - right_start, right_max_bin, right_cnt_data, min_data_in_bin);
305
      bin_upper_bound.push_back(kZeroThreshold);
Guolin Ke's avatar
Guolin Ke committed
306
307
308
309
      bin_upper_bound.insert(bin_upper_bound.end(), right_bounds.begin(), right_bounds.end());
    } else {
      bin_upper_bound.push_back(std::numeric_limits<double>::infinity());
    }
Nikita Titov's avatar
Nikita Titov committed
310
    CHECK_LE(bin_upper_bound.size(), static_cast<size_t>(max_bin));
Guolin Ke's avatar
Guolin Ke committed
311
    return bin_upper_bound;
Guolin Ke's avatar
Guolin Ke committed
312
  }
Guolin Ke's avatar
Guolin Ke committed
313

314
  std::vector<double> FindBinWithZeroAsOneBin(const double* distinct_values, const int* counts, int num_distinct_values,
315
316
                                              int max_bin, size_t total_sample_cnt, int min_data_in_bin,
                                              const std::vector<double>& forced_upper_bounds) {
317
318
319
320
321
322
323
324
    if (forced_upper_bounds.empty()) {
      return FindBinWithZeroAsOneBin(distinct_values, counts, num_distinct_values, max_bin, total_sample_cnt, min_data_in_bin);
    } else {
      return FindBinWithPredefinedBin(distinct_values, counts, num_distinct_values, max_bin, total_sample_cnt, min_data_in_bin,
                                      forced_upper_bounds);
    }
  }

Guolin Ke's avatar
Guolin Ke committed
325
  void BinMapper::FindBin(double* values, int num_sample_values, size_t total_sample_cnt,
326
                          int max_bin, int min_data_in_bin, int min_split_data, bool pre_filter, BinType bin_type,
327
328
                          bool use_missing, bool zero_as_missing,
                          const std::vector<double>& forced_upper_bounds) {
Guolin Ke's avatar
Guolin Ke committed
329
330
331
332
333
334
335
336
    int na_cnt = 0;
    int tmp_num_sample_values = 0;
    for (int i = 0; i < num_sample_values; ++i) {
      if (!std::isnan(values[i])) {
        values[tmp_num_sample_values++] = values[i];
      }
    }
    if (!use_missing) {
Guolin Ke's avatar
Guolin Ke committed
337
      missing_type_ = MissingType::None;
Guolin Ke's avatar
Guolin Ke committed
338
339
    } else if (zero_as_missing) {
      missing_type_ = MissingType::Zero;
Guolin Ke's avatar
Guolin Ke committed
340
    } else {
Guolin Ke's avatar
Guolin Ke committed
341
342
343
344
345
346
      if (tmp_num_sample_values == num_sample_values) {
        missing_type_ = MissingType::None;
      } else {
        missing_type_ = MissingType::NaN;
        na_cnt = num_sample_values - tmp_num_sample_values;
      }
Guolin Ke's avatar
Guolin Ke committed
347
    }
Guolin Ke's avatar
Guolin Ke committed
348
    num_sample_values = tmp_num_sample_values;
Guolin Ke's avatar
Guolin Ke committed
349

Guolin Ke's avatar
Guolin Ke committed
350
351
352
353
354
355
    bin_type_ = bin_type;
    default_bin_ = 0;
    int zero_cnt = static_cast<int>(total_sample_cnt - num_sample_values - na_cnt);
    // find distinct_values first
    std::vector<double> distinct_values;
    std::vector<int> counts;
Guolin Ke's avatar
Guolin Ke committed
356

357
    std::stable_sort(values, values + num_sample_values);
Guolin Ke's avatar
Guolin Ke committed
358

Guolin Ke's avatar
Guolin Ke committed
359
360
361
362
363
    // push zero in the front
    if (num_sample_values == 0 || (values[0] > 0.0f && zero_cnt > 0)) {
      distinct_values.push_back(0.0f);
      counts.push_back(zero_cnt);
    }
Guolin Ke's avatar
Guolin Ke committed
364

Guolin Ke's avatar
Guolin Ke committed
365
366
367
368
    if (num_sample_values > 0) {
      distinct_values.push_back(values[0]);
      counts.push_back(1);
    }
Guolin Ke's avatar
Guolin Ke committed
369

Guolin Ke's avatar
Guolin Ke committed
370
    for (int i = 1; i < num_sample_values; ++i) {
371
      if (!Common::CheckDoubleEqualOrdered(values[i - 1], values[i])) {
Guolin Ke's avatar
Guolin Ke committed
372
373
374
375
376
377
378
        if (values[i - 1] < 0.0f && values[i] > 0.0f) {
          distinct_values.push_back(0.0f);
          counts.push_back(zero_cnt);
        }
        distinct_values.push_back(values[i]);
        counts.push_back(1);
      } else {
379
380
        // use the large value
        distinct_values.back() = values[i];
Guolin Ke's avatar
Guolin Ke committed
381
        ++counts.back();
Guolin Ke's avatar
Guolin Ke committed
382
      }
Guolin Ke's avatar
Guolin Ke committed
383
    }
Guolin Ke's avatar
Guolin Ke committed
384

Guolin Ke's avatar
Guolin Ke committed
385
386
387
388
389
390
391
392
393
394
395
    // push zero in the back
    if (num_sample_values > 0 && values[num_sample_values - 1] < 0.0f && zero_cnt > 0) {
      distinct_values.push_back(0.0f);
      counts.push_back(zero_cnt);
    }
    min_val_ = distinct_values.front();
    max_val_ = distinct_values.back();
    std::vector<int> cnt_in_bin;
    int num_distinct_values = static_cast<int>(distinct_values.size());
    if (bin_type_ == BinType::NumericalBin) {
      if (missing_type_ == MissingType::Zero) {
396
397
        bin_upper_bound_ = FindBinWithZeroAsOneBin(distinct_values.data(), counts.data(), num_distinct_values, max_bin, total_sample_cnt,
                                                   min_data_in_bin, forced_upper_bounds);
Guolin Ke's avatar
Guolin Ke committed
398
399
400
401
        if (bin_upper_bound_.size() == 2) {
          missing_type_ = MissingType::None;
        }
      } else if (missing_type_ == MissingType::None) {
402
403
        bin_upper_bound_ = FindBinWithZeroAsOneBin(distinct_values.data(), counts.data(), num_distinct_values, max_bin, total_sample_cnt,
                                                   min_data_in_bin, forced_upper_bounds);
Guolin Ke's avatar
Guolin Ke committed
404
      } else {
405
406
        bin_upper_bound_ = FindBinWithZeroAsOneBin(distinct_values.data(), counts.data(), num_distinct_values, max_bin - 1, total_sample_cnt - na_cnt,
                                                   min_data_in_bin, forced_upper_bounds);
Guolin Ke's avatar
Guolin Ke committed
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
        bin_upper_bound_.push_back(NaN);
      }
      num_bin_ = static_cast<int>(bin_upper_bound_.size());
      {
        cnt_in_bin.resize(num_bin_, 0);
        int i_bin = 0;
        for (int i = 0; i < num_distinct_values; ++i) {
          if (distinct_values[i] > bin_upper_bound_[i_bin]) {
            ++i_bin;
          }
          cnt_in_bin[i_bin] += counts[i];
        }
        if (missing_type_ == MissingType::NaN) {
          cnt_in_bin[num_bin_ - 1] = na_cnt;
        }
Guolin Ke's avatar
Guolin Ke committed
422
      }
Nikita Titov's avatar
Nikita Titov committed
423
      CHECK_LE(num_bin_, max_bin);
Guolin Ke's avatar
Guolin Ke committed
424
    } else {
Guolin Ke's avatar
Guolin Ke committed
425
426
427
      // convert to int type first
      std::vector<int> distinct_values_int;
      std::vector<int> counts_int;
Guolin Ke's avatar
Guolin Ke committed
428
429
430
431
432
      for (size_t i = 0; i < distinct_values.size(); ++i) {
        int val = static_cast<int>(distinct_values[i]);
        if (val < 0) {
          na_cnt += counts[i];
          Log::Warning("Met negative value in categorical features, will convert it to NaN");
Guolin Ke's avatar
Guolin Ke committed
433
        } else {
Guolin Ke's avatar
Guolin Ke committed
434
435
436
437
438
439
          if (distinct_values_int.empty() || val != distinct_values_int.back()) {
            distinct_values_int.push_back(val);
            counts_int.push_back(counts[i]);
          } else {
            counts_int.back() += counts[i];
          }
Guolin Ke's avatar
Guolin Ke committed
440
        }
441
      }
Guolin Ke's avatar
Guolin Ke committed
442
      num_bin_ = 0;
Guolin Ke's avatar
Guolin Ke committed
443
      int rest_cnt = static_cast<int>(total_sample_cnt - na_cnt);
444
      if (rest_cnt > 0) {
445
446
447
448
449
        const int SPARSE_RATIO = 100;
        if (distinct_values_int.back() / SPARSE_RATIO > static_cast<int>(distinct_values_int.size())) {
          Log::Warning("Met categorical feature which contains sparse values. "
                       "Consider renumbering to consecutive integers started from zero");
        }
450
        // sort by counts
Guolin Ke's avatar
Guolin Ke committed
451
        Common::SortForPair<int, int>(&counts_int, &distinct_values_int, 0, true);
452
453
454
455
456
457
458
459
        // avoid first bin is zero
        if (distinct_values_int[0] == 0) {
          if (counts_int.size() == 1) {
            counts_int.push_back(0);
            distinct_values_int.push_back(distinct_values_int[0] + 1);
          }
          std::swap(counts_int[0], counts_int[1]);
          std::swap(distinct_values_int[0], distinct_values_int[1]);
460
        }
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
        // will ignore the categorical of small counts
        int cut_cnt = static_cast<int>((total_sample_cnt - na_cnt) * 0.99f);
        size_t cur_cat = 0;
        categorical_2_bin_.clear();
        bin_2_categorical_.clear();
        int used_cnt = 0;
        max_bin = std::min(static_cast<int>(distinct_values_int.size()), max_bin);
        cnt_in_bin.clear();
        while (cur_cat < distinct_values_int.size()
               && (used_cnt < cut_cnt || num_bin_ < max_bin)) {
          if (counts_int[cur_cat] < min_data_in_bin && cur_cat > 1) {
            break;
          }
          bin_2_categorical_.push_back(distinct_values_int[cur_cat]);
          categorical_2_bin_[distinct_values_int[cur_cat]] = static_cast<unsigned int>(num_bin_);
          used_cnt += counts_int[cur_cat];
          cnt_in_bin.push_back(counts_int[cur_cat]);
          ++num_bin_;
          ++cur_cat;
        }
        // need an additional bin for NaN
        if (cur_cat == distinct_values_int.size() && na_cnt > 0) {
          // use -1 to represent NaN
          bin_2_categorical_.push_back(-1);
          categorical_2_bin_[-1] = num_bin_;
          cnt_in_bin.push_back(0);
          ++num_bin_;
        }
        // Use MissingType::None to represent this bin contains all categoricals
        if (cur_cat == distinct_values_int.size() && na_cnt == 0) {
          missing_type_ = MissingType::None;
        } else {
          missing_type_ = MissingType::NaN;
        }
        cnt_in_bin.back() += static_cast<int>(total_sample_cnt - used_cnt);
496
      }
Guolin Ke's avatar
Guolin Ke committed
497
    }
Guolin Ke's avatar
Guolin Ke committed
498

Lingyi Hu's avatar
Lingyi Hu committed
499
    // check trivial(num_bin_ == 1) feature
Guolin Ke's avatar
Guolin Ke committed
500
    if (num_bin_ <= 1) {
Lingyi Hu's avatar
Lingyi Hu committed
501
      is_trivial_ = true;
Guolin Ke's avatar
Guolin Ke committed
502
    } else {
Lingyi Hu's avatar
Lingyi Hu committed
503
      is_trivial_ = false;
Guolin Ke's avatar
Guolin Ke committed
504
505
    }
    // check useless bin
506
    if (!is_trivial_ && pre_filter && NeedFilter(cnt_in_bin, static_cast<int>(total_sample_cnt), min_split_data, bin_type_)) {
Lingyi Hu's avatar
Lingyi Hu committed
507
      is_trivial_ = true;
Guolin Ke's avatar
Guolin Ke committed
508
509
    }

Lingyi Hu's avatar
Lingyi Hu committed
510
    if (!is_trivial_) {
Guolin Ke's avatar
Guolin Ke committed
511
      default_bin_ = ValueToBin(0);
512
513
      most_freq_bin_ =
          static_cast<uint32_t>(ArrayArgs<int>::ArgMax(cnt_in_bin));
Guolin Ke's avatar
Guolin Ke committed
514
      if (bin_type_ == BinType::CategoricalBin) {
515
        if (most_freq_bin_ == 0) {
516
          CHECK_GT(num_bin_, 1);
517
518
519
          // FIXME: how to enable `most_freq_bin_ = 0` for categorical features
          most_freq_bin_ = 1;
        }
Guolin Ke's avatar
Guolin Ke committed
520
      }
521
522
523
524
525
      const double max_sparse_rate =
          static_cast<double>(cnt_in_bin[most_freq_bin_]) / total_sample_cnt;
      // When most_freq_bin_ != default_bin_, there are some additional data loading costs.
      // so use most_freq_bin_  = default_bin_ when there is not so sparse
      if (most_freq_bin_ != default_bin_ && max_sparse_rate < kSparseThreshold) {
Guolin Ke's avatar
Guolin Ke committed
526
527
        most_freq_bin_ = default_bin_;
      }
528
529
      sparse_rate_ =
          static_cast<double>(cnt_in_bin[most_freq_bin_]) / total_sample_cnt;
530
531
532
    } else {
      sparse_rate_ = 1.0f;
    }
Guolin Ke's avatar
Guolin Ke committed
533
  }
534

Guolin Ke's avatar
Guolin Ke committed
535
536
537
538
539
540
541
542
543
544

  int BinMapper::SizeForSpecificBin(int bin) {
    int size = 0;
    size += sizeof(int);
    size += sizeof(MissingType);
    size += sizeof(bool);
    size += sizeof(double);
    size += sizeof(BinType);
    size += 2 * sizeof(double);
    size += bin * sizeof(double);
Guolin Ke's avatar
Guolin Ke committed
545
    size += sizeof(uint32_t) * 2;
Guolin Ke's avatar
Guolin Ke committed
546
    return size;
547
  }
Guolin Ke's avatar
Guolin Ke committed
548
549
550
551
552
553

  void BinMapper::CopyTo(char * buffer) const {
    std::memcpy(buffer, &num_bin_, sizeof(num_bin_));
    buffer += sizeof(num_bin_);
    std::memcpy(buffer, &missing_type_, sizeof(missing_type_));
    buffer += sizeof(missing_type_);
Lingyi Hu's avatar
Lingyi Hu committed
554
555
    std::memcpy(buffer, &is_trivial_, sizeof(is_trivial_));
    buffer += sizeof(is_trivial_);
Guolin Ke's avatar
Guolin Ke committed
556
557
558
559
560
561
562
563
564
565
    std::memcpy(buffer, &sparse_rate_, sizeof(sparse_rate_));
    buffer += sizeof(sparse_rate_);
    std::memcpy(buffer, &bin_type_, sizeof(bin_type_));
    buffer += sizeof(bin_type_);
    std::memcpy(buffer, &min_val_, sizeof(min_val_));
    buffer += sizeof(min_val_);
    std::memcpy(buffer, &max_val_, sizeof(max_val_));
    buffer += sizeof(max_val_);
    std::memcpy(buffer, &default_bin_, sizeof(default_bin_));
    buffer += sizeof(default_bin_);
Guolin Ke's avatar
Guolin Ke committed
566
567
    std::memcpy(buffer, &most_freq_bin_, sizeof(most_freq_bin_));
    buffer += sizeof(most_freq_bin_);
Guolin Ke's avatar
Guolin Ke committed
568
569
570
571
572
    if (bin_type_ == BinType::NumericalBin) {
      std::memcpy(buffer, bin_upper_bound_.data(), num_bin_ * sizeof(double));
    } else {
      std::memcpy(buffer, bin_2_categorical_.data(), num_bin_ * sizeof(int));
    }
573
  }
Guolin Ke's avatar
Guolin Ke committed
574
575
576
577
578
579

  void BinMapper::CopyFrom(const char * buffer) {
    std::memcpy(&num_bin_, buffer, sizeof(num_bin_));
    buffer += sizeof(num_bin_);
    std::memcpy(&missing_type_, buffer, sizeof(missing_type_));
    buffer += sizeof(missing_type_);
Lingyi Hu's avatar
Lingyi Hu committed
580
581
    std::memcpy(&is_trivial_, buffer, sizeof(is_trivial_));
    buffer += sizeof(is_trivial_);
Guolin Ke's avatar
Guolin Ke committed
582
583
584
585
586
587
588
589
590
591
    std::memcpy(&sparse_rate_, buffer, sizeof(sparse_rate_));
    buffer += sizeof(sparse_rate_);
    std::memcpy(&bin_type_, buffer, sizeof(bin_type_));
    buffer += sizeof(bin_type_);
    std::memcpy(&min_val_, buffer, sizeof(min_val_));
    buffer += sizeof(min_val_);
    std::memcpy(&max_val_, buffer, sizeof(max_val_));
    buffer += sizeof(max_val_);
    std::memcpy(&default_bin_, buffer, sizeof(default_bin_));
    buffer += sizeof(default_bin_);
Guolin Ke's avatar
Guolin Ke committed
592
593
    std::memcpy(&most_freq_bin_, buffer, sizeof(most_freq_bin_));
    buffer += sizeof(most_freq_bin_);
Guolin Ke's avatar
Guolin Ke committed
594
595
596
597
598
599
600
601
602
603
    if (bin_type_ == BinType::NumericalBin) {
      bin_upper_bound_ = std::vector<double>(num_bin_);
      std::memcpy(bin_upper_bound_.data(), buffer, num_bin_ * sizeof(double));
    } else {
      bin_2_categorical_ = std::vector<int>(num_bin_);
      std::memcpy(bin_2_categorical_.data(), buffer, num_bin_ * sizeof(int));
      categorical_2_bin_.clear();
      for (int i = 0; i < num_bin_; ++i) {
        categorical_2_bin_[bin_2_categorical_[i]] = static_cast<unsigned int>(i);
      }
604
605
    }
  }
Guolin Ke's avatar
Guolin Ke committed
606

607
608
609
  void BinMapper::SaveBinaryToFile(const VirtualFileWriter* writer) const {
    writer->Write(&num_bin_, sizeof(num_bin_));
    writer->Write(&missing_type_, sizeof(missing_type_));
Lingyi Hu's avatar
Lingyi Hu committed
610
    writer->Write(&is_trivial_, sizeof(is_trivial_));
611
612
613
614
615
    writer->Write(&sparse_rate_, sizeof(sparse_rate_));
    writer->Write(&bin_type_, sizeof(bin_type_));
    writer->Write(&min_val_, sizeof(min_val_));
    writer->Write(&max_val_, sizeof(max_val_));
    writer->Write(&default_bin_, sizeof(default_bin_));
Guolin Ke's avatar
Guolin Ke committed
616
    writer->Write(&most_freq_bin_, sizeof(most_freq_bin_));
Guolin Ke's avatar
Guolin Ke committed
617
    if (bin_type_ == BinType::NumericalBin) {
618
      writer->Write(bin_upper_bound_.data(), sizeof(double) * num_bin_);
Guolin Ke's avatar
Guolin Ke committed
619
    } else {
620
      writer->Write(bin_2_categorical_.data(), sizeof(int) * num_bin_);
Guolin Ke's avatar
Guolin Ke committed
621
    }
622
  }
Guolin Ke's avatar
Guolin Ke committed
623
624

  size_t BinMapper::SizesInByte() const {
Lingyi Hu's avatar
Lingyi Hu committed
625
    size_t ret = sizeof(num_bin_) + sizeof(missing_type_) + sizeof(is_trivial_) + sizeof(sparse_rate_)
Guolin Ke's avatar
Guolin Ke committed
626
      + sizeof(bin_type_) + sizeof(min_val_) + sizeof(max_val_) + sizeof(default_bin_) + sizeof(most_freq_bin_);
Guolin Ke's avatar
Guolin Ke committed
627
628
629
630
631
632
    if (bin_type_ == BinType::NumericalBin) {
      ret += sizeof(double) *  num_bin_;
    } else {
      ret += sizeof(int) * num_bin_;
    }
    return ret;
633
  }
Guolin Ke's avatar
Guolin Ke committed
634

635
636
637
638
  template class DenseBin<uint8_t, true>;
  template class DenseBin<uint8_t, false>;
  template class DenseBin<uint16_t, false>;
  template class DenseBin<uint32_t, false>;
Guolin Ke's avatar
Guolin Ke committed
639
640
641
642
643

  template class SparseBin<uint8_t>;
  template class SparseBin<uint16_t>;
  template class SparseBin<uint32_t>;

644
645
646
  template class MultiValDenseBin<uint8_t>;
  template class MultiValDenseBin<uint16_t>;
  template class MultiValDenseBin<uint32_t>;
Guolin Ke's avatar
Guolin Ke committed
647
648
649

  Bin* Bin::CreateDenseBin(data_size_t num_data, int num_bin) {
    if (num_bin <= 16) {
650
      return new DenseBin<uint8_t, true>(num_data);
Guolin Ke's avatar
Guolin Ke committed
651
    } else if (num_bin <= 256) {
652
      return new DenseBin<uint8_t, false>(num_data);
Guolin Ke's avatar
Guolin Ke committed
653
    } else if (num_bin <= 65536) {
654
      return new DenseBin<uint16_t, false>(num_data);
Guolin Ke's avatar
Guolin Ke committed
655
    } else {
656
      return new DenseBin<uint32_t, false>(num_data);
Guolin Ke's avatar
Guolin Ke committed
657
    }
Guolin Ke's avatar
Guolin Ke committed
658
  }
Guolin Ke's avatar
Guolin Ke committed
659
660
661
662
663
664
665
666
667

  Bin* Bin::CreateSparseBin(data_size_t num_data, int num_bin) {
    if (num_bin <= 256) {
      return new SparseBin<uint8_t>(num_data);
    } else if (num_bin <= 65536) {
      return new SparseBin<uint16_t>(num_data);
    } else {
      return new SparseBin<uint32_t>(num_data);
    }
Guolin Ke's avatar
Guolin Ke committed
668
669
  }

670
671
672
  MultiValBin* MultiValBin::CreateMultiValBin(data_size_t num_data, int num_bin, int num_feature, double sparse_rate) {
    const double multi_val_bin_sparse_threshold = 0.25f;
    if (sparse_rate >= multi_val_bin_sparse_threshold) {
673
674
675
      const double average_element_per_row = (1.0 - sparse_rate) * num_feature;
      return CreateMultiValSparseBin(num_data, num_bin,
                                     average_element_per_row);
676
    } else {
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
      return CreateMultiValDenseBin(num_data, num_bin, num_feature);
    }
  }

  MultiValBin* MultiValBin::CreateMultiValDenseBin(data_size_t num_data,
                                                   int num_bin,
                                                   int num_feature) {
    if (num_bin <= 256) {
      return new MultiValDenseBin<uint8_t>(num_data, num_bin, num_feature);
    } else if (num_bin <= 65536) {
      return new MultiValDenseBin<uint16_t>(num_data, num_bin, num_feature);
    } else {
      return new MultiValDenseBin<uint32_t>(num_data, num_bin, num_feature);
    }
  }

  MultiValBin* MultiValBin::CreateMultiValSparseBin(data_size_t num_data,
                                                    int num_bin,
                                                    double estimate_element_per_row) {
696
    size_t estimate_total_entries =
697
        static_cast<size_t>(estimate_element_per_row * 1.1 * num_data);
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
    if (estimate_total_entries <= std::numeric_limits<uint16_t>::max()) {
      if (num_bin <= 256) {
        return new MultiValSparseBin<uint16_t, uint8_t>(
            num_data, num_bin, estimate_element_per_row);
      } else if (num_bin <= 65536) {
        return new MultiValSparseBin<uint16_t, uint16_t>(
            num_data, num_bin, estimate_element_per_row);
      } else {
        return new MultiValSparseBin<uint16_t, uint32_t>(
            num_data, num_bin, estimate_element_per_row);
      }
    } else if (estimate_total_entries <= std::numeric_limits<uint32_t>::max()) {
      if (num_bin <= 256) {
        return new MultiValSparseBin<uint32_t, uint8_t>(
            num_data, num_bin, estimate_element_per_row);
      } else if (num_bin <= 65536) {
        return new MultiValSparseBin<uint32_t, uint16_t>(
            num_data, num_bin, estimate_element_per_row);
      } else {
        return new MultiValSparseBin<uint32_t, uint32_t>(
            num_data, num_bin, estimate_element_per_row);
      }
    } else  {
      if (num_bin <= 256) {
        return new MultiValSparseBin<size_t, uint8_t>(
            num_data, num_bin, estimate_element_per_row);
      } else if (num_bin <= 65536) {
        return new MultiValSparseBin<size_t, uint16_t>(
            num_data, num_bin, estimate_element_per_row);
      } else {
        return new MultiValSparseBin<size_t, uint32_t>(
            num_data, num_bin, estimate_element_per_row);
      }
731
    }
732
733
  }

Guolin Ke's avatar
Guolin Ke committed
734
}  // namespace LightGBM