support rollback iteration and reset config during training.

include/LightGBM/boosting.h

@@ -35,6 +35,12 @@ public:
     const ObjectiveFunction* object_function,
     const std::vector<const Metric*>& training_metrics) = 0;
 
+  /*!
+  * \brief Reset Config for current boosting
+  * \param config Configs for boosting
+  */
+  virtual void ResetConfig(const BoostingConfig* config) = 0;
+
   /*!
   * \brief Add a validation data
   * \param valid_data Validation data
@@ -52,6 +58,19 @@ public:
   */
   virtual bool TrainOneIter(const score_t* gradient, const score_t* hessian, bool is_eval) = 0;
 
+  /*!
+  * \brief Rollback one iteration
+  */
+  virtual void RollbackOneIter() = 0;
+
+  /*!
+  * \brief return current iteration
+  */
+  virtual int GetCurrentIteration() const = 0;
+
+  /*!
+  * \brief Eval metrics and check is met early stopping or not
+  */
   virtual bool EvalAndCheckEarlyStopping() = 0;
   /*!
   * \brief Get evaluation result at data_idx data

include/LightGBM/c_api.h

@@ -239,6 +239,7 @@ DllExport int LGBM_BoosterCreateFromModelfile(
   int64_t* out_num_total_model,
   BoosterHandle* out);
 
+
 /*!
 * \brief free obj in handle
 * \param handle handle to be freed
@@ -246,6 +247,13 @@ DllExport int LGBM_BoosterCreateFromModelfile(
 */
 DllExport int LGBM_BoosterFree(BoosterHandle handle);
 
+/*!
+* \brief Reset config for current booster
+* \param parameters format: 'key1=value1 key2=value2'
+* \return 0 when success, -1 when failure happens
+*/
+DllExport int LGBM_BoosterResetParameter(BoosterHandle handle, const char* parameters);
+
 /*!
 * \brief Get number of class 
 * \return number of class
@@ -274,6 +282,19 @@ DllExport int LGBM_BoosterUpdateOneIterCustom(BoosterHandle handle,
   const float* hess,
   int* is_finished);
 
+/*!
+* \brief Rollback one iteration
+* \param handle handle
+* \return 0 when success, -1 when failure happens
+*/
+DllExport int LGBM_BoosterRollbackOneIter(BoosterHandle handle);
+
+/*!
+* \brief Get iteration of current boosting rounds
+* \return iteration of boosting rounds
+*/
+DllExport int LGBM_BoosterGetCurrentIteration(BoosterHandle handle, int64_t* out_iteration);
+
 /*!
 * \brief Get number of eval 
 * \return total number of eval result

src/boosting/gbdt.cpp

@@ -36,6 +36,7 @@ void GBDT::Init(const BoostingConfig* config, const Dataset* train_data, const O
   train_data_ = train_data;
   num_class_ = config->num_class;
   // create tree learner
+  tree_learner_.clear();
   for (int i = 0; i < num_class_; ++i) {
     auto new_tree_learner = std::unique_ptr<TreeLearner>(TreeLearner::CreateTreeLearner(gbdt_config_->tree_learner_type, gbdt_config_->tree_config));
     new_tree_learner->Init(train_data_);
@@ -82,6 +83,32 @@ void GBDT::Init(const BoostingConfig* config, const Dataset* train_data, const O
 
 }
 
+void GBDT::ResetConfig(const BoostingConfig* config) {
+  gbdt_config_ = config;
+  early_stopping_round_ = gbdt_config_->early_stopping_round;
+  shrinkage_rate_ = gbdt_config_->learning_rate;
+  // create tree learner
+  tree_learner_.clear();
+  for (int i = 0; i < num_class_; ++i) {
+    auto new_tree_learner = std::unique_ptr<TreeLearner>(TreeLearner::CreateTreeLearner(gbdt_config_->tree_learner_type, gbdt_config_->tree_config));
+    new_tree_learner->Init(train_data_);
+    // init tree learner
+    tree_learner_.push_back(std::move(new_tree_learner));
+  }
+  tree_learner_.shrink_to_fit();
+  // if need bagging, create buffer
+  if (gbdt_config_->bagging_fraction < 1.0 && gbdt_config_->bagging_freq > 0) {
+    out_of_bag_data_indices_ = std::vector<data_size_t>(num_data_);
+    bag_data_indices_ = std::vector<data_size_t>(num_data_);
+  } else {
+    out_of_bag_data_cnt_ = 0;
+    out_of_bag_data_indices_.clear();
+    bag_data_cnt_ = num_data_;
+    bag_data_indices_.clear();
+  }
+  // initialize random generator
+  random_ = Random(gbdt_config_->bagging_seed);
+}
 void GBDT::AddDataset(const Dataset* valid_data,
   const std::vector<const Metric*>& valid_metrics) {
   if (iter_ > 0) {
@@ -204,6 +231,25 @@ bool GBDT::TrainOneIter(const score_t* gradient, const score_t* hessian, bool is
 
 }
 
+void GBDT::RollbackOneIter() {
+  if (iter_ == 0) { return; }
+  int cur_iter = iter_ - 1;
+  // reset score
+  for (int curr_class = 0; curr_class < num_class_; ++curr_class) {
+    auto curr_tree = cur_iter * num_class_ + curr_class;
+    models_[curr_tree]->Shrinkage(-1.0);
+    train_score_updater_->AddScore(models_[curr_tree].get(), curr_class);
+    for (auto& score_updater : valid_score_updater_) {
+      score_updater->AddScore(models_[curr_tree].get(), curr_class);
+    }
+  }
+  // remove model
+  for (int curr_class = 0; curr_class < num_class_; ++curr_class) {
+    models_.pop_back();
+  }
+  --iter_;
+}
+
 bool GBDT::EvalAndCheckEarlyStopping() {
   bool is_met_early_stopping = false;
   // print message for metric

src/boosting/gbdt.h

@@ -35,6 +35,13 @@ public:
   void Init(const BoostingConfig* gbdt_config, const Dataset* train_data, const ObjectiveFunction* object_function,
                              const std::vector<const Metric*>& training_metrics)
                                                                        override;
+
+  /*!
+  * \brief Reset Config for current boosting
+  * \param config Configs for boosting
+  */
+  void ResetConfig(const BoostingConfig* config) override;
+
   /*!
   * \brief Adding a validation dataset
   * \param valid_data Validation dataset
@@ -51,6 +58,13 @@ public:
   */
   virtual bool TrainOneIter(const score_t* gradient, const score_t* hessian, bool is_eval) override;
 
+  /*!
+  * \brief Rollback one iteration
+  */
+  void RollbackOneIter() override;
+
+  int GetCurrentIteration() const override { return iter_; }
+
   bool EvalAndCheckEarlyStopping() override;
 
   /*!

src/c_api.cpp

@@ -150,6 +150,17 @@ public:
     return idx;
   }
 
+  void ResetBoostingConfig(const char* parameters) {
+    OverallConfig new_config;
+    new_config.LoadFromString(parameters);
+    config_.boosting_config = new_config.boosting_config;
+    boosting_->ResetConfig(&config_.boosting_config);
+  }
+
+  void RollbackOneIter() {
+    boosting_->RollbackOneIter();
+  }
+
   const Boosting* GetBoosting() const { return boosting_.get(); }
   
 private:
@@ -471,6 +482,13 @@ DllExport int LGBM_BoosterFree(BoosterHandle handle) {
   API_END();
 }
 
+DllExport int LGBM_BoosterResetParameter(BoosterHandle handle, const char* parameters) {
+  API_BEGIN();
+  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
+  ref_booster->ResetBoostingConfig(parameters);
+  API_END();
+}
+
 DllExport int LGBM_BoosterGetNumClasses(BoosterHandle handle, int64_t* out_len) {
   API_BEGIN();
   Booster* ref_booster = reinterpret_cast<Booster*>(handle);
@@ -503,6 +521,19 @@ DllExport int LGBM_BoosterUpdateOneIterCustom(BoosterHandle handle,
   API_END();
 }
 
+DllExport int LGBM_BoosterRollbackOneIter(BoosterHandle handle) {
+  API_BEGIN();
+  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
+  ref_booster->RollbackOneIter();
+  API_END();
+}
+
+DllExport int LGBM_BoosterGetCurrentIteration(BoosterHandle handle, int64_t* out_iteration) {
+  API_BEGIN();
+  Booster* ref_booster = reinterpret_cast<Booster*>(handle);
+  *out_iteration = ref_booster->GetBoosting()->GetCurrentIteration();
+  API_END();
+}
 /*!
 * \brief Get number of eval
 * \return total number of eval result