support multi-threading exceptions.

include/LightGBM/c_api.h

@@ -733,7 +733,7 @@ inline int LGBM_APIHandleException(const std::string& ex) {
   return -1;
 }
 
-#define API_BEGIN() Log::ResetUseException(true); try {
+#define API_BEGIN() try {
 
 #define API_END() } \
 catch(std::exception& ex) { return LGBM_APIHandleException(ex); } \

include/LightGBM/dataset.h

@@ -3,6 +3,7 @@
 
 #include <LightGBM/utils/random.h>
 #include <LightGBM/utils/text_reader.h>
+#include <LightGBM/utils/openmp_wrapper.h>
 
 #include <LightGBM/meta.h>
 #include <LightGBM/config.h>
@@ -442,10 +443,14 @@ public:
 
   inline void CreateOrderedBins(std::vector<std::unique_ptr<OrderedBin>>* ordered_bins) const {
     ordered_bins->resize(num_groups_);
-#pragma omp parallel for schedule(guided)
+    OMP_INIT_EX();
+    #pragma omp parallel for schedule(guided)
     for (int i = 0; i < num_groups_; ++i) {
+      OMP_LOOP_EX_BEGIN();
       ordered_bins->at(i).reset(feature_groups_[i]->bin_data_->CreateOrderedBin());
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
   }
 
   /*!

include/LightGBM/utils/log.h

@@ -45,10 +45,6 @@ public:
     GetLevel() = level;
   }
 
-  static void ResetUseException(bool use_ex) {
-    UseException() = use_ex;
-  }
-
   static void Debug(const char *format, ...) {
     va_list val;
     va_start(val, format);
@@ -79,11 +75,7 @@ public:
     va_end(val);
     fprintf(stderr, "[LightGBM] [Fatal] %s\n", str_buf);
     fflush(stderr);
-    if (UseException()) {
     throw std::runtime_error(std::string(str_buf));
-    } else {
-      std::exit(-1);
-    }
   }
 
 private:
@@ -106,8 +98,6 @@ private:
   static LogLevel& GetLevel() { static thread_local LogLevel level = LogLevel::Info; return level; }
 #endif
 
-  static bool& UseException() { static bool use_ex = false; return use_ex; }
-
 };
 
 }  // namespace LightGBM

include/LightGBM/utils/openmp_wrapper.h

 #ifndef LIGHTGBM_OPENMP_WRAPPER_H_
 #define LIGHTGBM_OPENMP_WRAPPER_H_
-
 #ifdef _OPENMP
-  #include <omp.h>
+
+#include <omp.h>
+#include <exception>
+#include <stdexcept>
+#include <mutex>
+#include <vector>
+#include <memory>
+#include "log.h"
+
+class ThreadExceptionHelper {
+public:
+  ThreadExceptionHelper() { 
+    ex_ptr_ = nullptr; 
+  }
+
+  ~ThreadExceptionHelper() { 
+    ReThrow();
+  }
+  void ReThrow() {
+    if (ex_ptr_ != nullptr) {
+      std::rethrow_exception(ex_ptr_);
+      ex_ptr_ = nullptr;
+    }
+  }
+  void CaptureException() {
+    // only catch first exception.
+    if (ex_ptr_ != nullptr) { return; }
+    std::unique_lock<std::mutex> guard(lock_);
+    if (ex_ptr_ != nullptr) { return; }
+    ex_ptr_ = std::current_exception();
+  }
+private:
+  std::exception_ptr ex_ptr_;
+  std::mutex lock_;
+};
+
+#define OMP_INIT_EX() ThreadExceptionHelper omp_except_helper
+#define OMP_LOOP_EX_BEGIN() try {
+
+#define OMP_LOOP_EX_END() } \
+catch(std::exception& ex) { Log::Warning(ex.what()); omp_except_helper.CaptureException(); } \
+catch(...) { omp_except_helper.CaptureException();  }
+#define OMP_THROW_EX() omp_except_helper.ReThrow()
+
 #else
-  #ifdef _MSC_VER
+
+#ifdef _MSC_VER
   #pragma warning( disable : 4068 ) // disable unknown pragma warning
-  #endif
+#endif
 
-  #ifdef __cplusplus
+#ifdef __cplusplus
   extern "C" {
-  #endif
+#endif
   /** Fall here if no OPENMP support, so just
       simulate a single thread running.
       All #pragma omp should be ignored by the compiler **/
   inline void omp_set_num_threads(int) {}
   inline int omp_get_num_threads() {return 1;}
   inline int omp_get_thread_num() {return 0;}
-  #ifdef __cplusplus
-  }; // extern "C"
-  #endif
+#ifdef __cplusplus
+}; // extern "C"
+#endif
+
+#define OMP_INIT_EX()
+#define OMP_LOOP_EX_BEGIN()
+#define OMP_LOOP_EX_END()
+#define OMP_THROW_EX()
+
 #endif
 
 

include/LightGBM/utils/pipeline_reader.h

@@ -48,7 +48,7 @@ public:
     read_cnt = fread(buffer_process.data(), 1, buffer_size, file);
     size_t last_read_cnt = 0;
     while (read_cnt > 0) {
-      // strat read thread
+      // start read thread
       std::thread read_worker = std::thread(
         [file, &buffer_read, buffer_size, &last_read_cnt] {
         last_read_cnt = fread(buffer_read.data(), 1, buffer_size, file);

include/LightGBM/utils/threading.h

@@ -21,15 +21,19 @@ public:
     }
     INDEX_T num_inner = (end - start + num_threads - 1) / num_threads;
     if (num_inner <= 0) { num_inner = 1; }
+    OMP_INIT_EX();
     #pragma omp parallel for schedule(static,1)
     for (int i = 0; i < num_threads; ++i) {
+      OMP_LOOP_EX_BEGIN();
       INDEX_T inner_start = start + num_inner * i;
       INDEX_T inner_end = inner_start + num_inner;
       if (inner_end > end) { inner_end = end; }
       if (inner_start < end) {
         inner_fun(i, inner_start, inner_end);
       }
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
   }
 };
 

src/application/predictor.hpp

@@ -109,15 +109,18 @@ public:
     (data_size_t, const std::vector<std::string>& lines) {
       std::vector<std::pair<int, double>> oneline_features;
       std::vector<std::string> pred_result(lines.size(), "");
+      OMP_INIT_EX();
 #pragma omp parallel for schedule(static) private(oneline_features)
       for (data_size_t i = 0; i < static_cast<data_size_t>(lines.size()); ++i) {
+        OMP_LOOP_EX_BEGIN();
         oneline_features.clear();
         // parser
         parser_fun(lines[i].c_str(), &oneline_features);
         // predict
         pred_result[i] = Common::Join<double>(predict_fun_(oneline_features), "\t");
+        OMP_LOOP_EX_END();
       }
-
+      OMP_THROW_EX();
       for (size_t i = 0; i < pred_result.size(); ++i) {
         fprintf(result_file, "%s\n", pred_result[i].c_str());
       }

src/boosting/gbdt.cpp

@@ -229,9 +229,10 @@ void GBDT::Bagging(int iter) {
     const data_size_t min_inner_size = 1000;
     data_size_t inner_size = (num_data_ + num_threads_ - 1) / num_threads_;
     if (inner_size < min_inner_size) { inner_size = min_inner_size; }
-
+    OMP_INIT_EX();
   #pragma omp parallel for schedule(static,1)
     for (int i = 0; i < num_threads_; ++i) {
+      OMP_LOOP_EX_BEGIN();
       left_cnts_buf_[i] = 0;
       right_cnts_buf_[i] = 0;
       data_size_t cur_start = i * inner_size;
@@ -243,7 +244,9 @@ void GBDT::Bagging(int iter) {
       offsets_buf_[i] = cur_start;
       left_cnts_buf_[i] = cur_left_count;
       right_cnts_buf_[i] = cur_cnt - cur_left_count;
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     data_size_t left_cnt = 0;
     left_write_pos_buf_[0] = 0;
     right_write_pos_buf_[0] = 0;
@@ -255,6 +258,7 @@ void GBDT::Bagging(int iter) {
 
   #pragma omp parallel for schedule(static, 1)
     for (int i = 0; i < num_threads_; ++i) {
+      OMP_LOOP_EX_BEGIN();
       if (left_cnts_buf_[i] > 0) {
         std::memcpy(bag_data_indices_.data() + left_write_pos_buf_[i],
                     tmp_indices_.data() + offsets_buf_[i], left_cnts_buf_[i] * sizeof(data_size_t));
@@ -263,7 +267,9 @@ void GBDT::Bagging(int iter) {
         std::memcpy(bag_data_indices_.data() + left_cnt + right_write_pos_buf_[i],
                     tmp_indices_.data() + offsets_buf_[i] + left_cnts_buf_[i], right_cnts_buf_[i] * sizeof(data_size_t));
       }
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     bag_data_cnt_ = left_cnt;
     CHECK(bag_data_indices_[bag_data_cnt_ - 1] > bag_data_indices_[bag_data_cnt_]);
     Log::Debug("Re-bagging, using %d data to train", bag_data_cnt_);

src/boosting/goss.hpp

@@ -131,9 +131,10 @@ public:
     const data_size_t min_inner_size = 100;
     data_size_t inner_size = (num_data_ + num_threads_ - 1) / num_threads_;
     if (inner_size < min_inner_size) { inner_size = min_inner_size; }
-
+    OMP_INIT_EX();
 #pragma omp parallel for schedule(static, 1)
     for (int i = 0; i < num_threads_; ++i) {
+      OMP_LOOP_EX_BEGIN();
       left_cnts_buf_[i] = 0;
       right_cnts_buf_[i] = 0;
       data_size_t cur_start = i * inner_size;
@@ -146,7 +147,9 @@ public:
       offsets_buf_[i] = cur_start;
       left_cnts_buf_[i] = cur_left_count;
       right_cnts_buf_[i] = cur_cnt - cur_left_count;
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     data_size_t left_cnt = 0;
     left_write_pos_buf_[0] = 0;
     right_write_pos_buf_[0] = 0;
@@ -158,6 +161,7 @@ public:
 
 #pragma omp parallel for schedule(static, 1)
     for (int i = 0; i < num_threads_; ++i) {
+      OMP_LOOP_EX_BEGIN();
       if (left_cnts_buf_[i] > 0) {
         std::memcpy(bag_data_indices_.data() + left_write_pos_buf_[i],
           tmp_indices_.data() + offsets_buf_[i], left_cnts_buf_[i] * sizeof(data_size_t));
@@ -166,7 +170,9 @@ public:
         std::memcpy(bag_data_indices_.data() + left_cnt + right_write_pos_buf_[i],
           tmp_indice_right_.data() + offsets_buf_[i], right_cnts_buf_[i] * sizeof(data_size_t));
       }
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     bag_data_cnt_ = left_cnt;
     // set bagging data to tree learner
     if (!is_use_subset_) {

src/c_api.cpp

@@ -351,12 +351,16 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetPushRows(DatasetHandle dataset,
   API_BEGIN();
   auto p_dataset = reinterpret_cast<Dataset*>(dataset);
   auto get_row_fun = RowFunctionFromDenseMatric(data, nrow, ncol, data_type, 1);
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
   for (int i = 0; i < nrow; ++i) {
+    OMP_LOOP_EX_BEGIN();
     const int tid = omp_get_thread_num();
     auto one_row = get_row_fun(i);
     p_dataset->PushOneRow(tid, start_row + i, one_row);
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   if (start_row + nrow == p_dataset->num_data()) {
     p_dataset->FinishLoad();
   }
@@ -377,13 +381,17 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetPushRowsByCSR(DatasetHandle dataset,
   auto p_dataset = reinterpret_cast<Dataset*>(dataset);
   auto get_row_fun = RowFunctionFromCSR(indptr, indptr_type, indices, data, data_type, nindptr, nelem);
   int32_t nrow = static_cast<int32_t>(nindptr - 1);
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
   for (int i = 0; i < nrow; ++i) {
+    OMP_LOOP_EX_BEGIN();
     const int tid = omp_get_thread_num();
     auto one_row = get_row_fun(i);
     p_dataset->PushOneRow(tid,
                           static_cast<data_size_t>(start_row + i), one_row);
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   if (start_row + nrow == static_cast<int64_t>(p_dataset->num_data())) {
     p_dataset->FinishLoad();
   }
@@ -433,13 +441,16 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromMat(const void* data,
     ret->CreateValid(
       reinterpret_cast<const Dataset*>(reference));
   }
-
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
   for (int i = 0; i < nrow; ++i) {
+    OMP_LOOP_EX_BEGIN();
     const int tid = omp_get_thread_num();
     auto one_row = get_row_fun(i);
     ret->PushOneRow(tid, i, one_row);
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   ret->FinishLoad();
   *out = ret.release();
   API_END();
@@ -497,13 +508,16 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromCSR(const void* indptr,
     ret->CreateValid(
       reinterpret_cast<const Dataset*>(reference));
   }
-
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
   for (int i = 0; i < nindptr - 1; ++i) {
+    OMP_LOOP_EX_BEGIN();
     const int tid = omp_get_thread_num();
     auto one_row = get_row_fun(i);
     ret->PushOneRow(tid, i, one_row);
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   ret->FinishLoad();
   *out = ret.release();
   API_END();
@@ -534,8 +548,10 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromCSC(const void* col_ptr,
     sample_cnt = static_cast<int>(sample_indices.size());
     std::vector<std::vector<double>> sample_values(ncol_ptr - 1);
     std::vector<std::vector<int>> sample_idx(ncol_ptr - 1);
+    OMP_INIT_EX();
   #pragma omp parallel for schedule(static)
     for (int i = 0; i < static_cast<int>(sample_values.size()); ++i) {
+      OMP_LOOP_EX_BEGIN();
       CSC_RowIterator col_it(col_ptr, col_ptr_type, indices, data, data_type, ncol_ptr, nelem, i);
       for (int j = 0; j < sample_cnt; j++) {
         auto val = col_it.Get(sample_indices[j]);
@@ -544,7 +560,9 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromCSC(const void* col_ptr,
           sample_idx[i].emplace_back(j);
         }
       }
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     DatasetLoader loader(io_config, nullptr, 1, nullptr);
     ret.reset(loader.CostructFromSampleData(Common::Vector2Ptr<double>(sample_values).data(),
                                             Common::Vector2Ptr<int>(sample_idx).data(),
@@ -556,9 +574,10 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromCSC(const void* col_ptr,
     ret->CreateValid(
       reinterpret_cast<const Dataset*>(reference));
   }
-
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
   for (int i = 0; i < ncol_ptr - 1; ++i) {
+    OMP_LOOP_EX_BEGIN();
     const int tid = omp_get_thread_num();
     int feature_idx = ret->InnerFeatureIndex(i);
     if (feature_idx < 0) { continue; }
@@ -573,7 +592,9 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromCSC(const void* col_ptr,
       if (row_idx < 0) { break; }
       ret->PushOneData(tid, row_idx, group, sub_feature, pair.second);
     }
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   ret->FinishLoad();
   *out = ret.release();
   API_END();
@@ -937,14 +958,18 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForCSR(BoosterHandle handle,
   auto get_row_fun = RowFunctionFromCSR(indptr, indptr_type, indices, data, data_type, nindptr, nelem);
   int64_t num_preb_in_one_row = GetNumPredOneRow(ref_booster, predict_type, num_iteration);
   int nrow = static_cast<int>(nindptr - 1);
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
   for (int i = 0; i < nrow; ++i) {
+    OMP_LOOP_EX_BEGIN();
     auto one_row = get_row_fun(i);
     auto predicton_result = predictor.GetPredictFunction()(one_row);
     for (int j = 0; j < static_cast<int>(predicton_result.size()); ++j) {
       out_result[i * num_preb_in_one_row + j] = static_cast<double>(predicton_result[j]);
     }
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   *out_len = nrow * num_preb_in_one_row;
   API_END();
 }
@@ -1009,14 +1034,18 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterPredictForMat(BoosterHandle handle,
   auto predictor = ref_booster->NewPredictor(static_cast<int>(num_iteration), predict_type);
   auto get_row_fun = RowPairFunctionFromDenseMatric(data, nrow, ncol, data_type, is_row_major);
   int64_t num_preb_in_one_row = GetNumPredOneRow(ref_booster, predict_type, num_iteration);
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
   for (int i = 0; i < nrow; ++i) {
+    OMP_LOOP_EX_BEGIN();
     auto one_row = get_row_fun(i);
     auto predicton_result = predictor.GetPredictFunction()(one_row);
     for (int j = 0; j < static_cast<int>(predicton_result.size()); ++j) {
       out_result[i * num_preb_in_one_row + j] = static_cast<double>(predicton_result[j]);
     }
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   *out_len = nrow * num_preb_in_one_row;
   API_END();
 }

src/io/dataset.cpp

@@ -114,10 +114,14 @@ void Dataset::Construct(
 
 void Dataset::FinishLoad() {
   if (is_finish_load_) { return; }
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(guided)
   for (int i = 0; i < num_groups_; ++i) {
+    OMP_LOOP_EX_BEGIN();
     feature_groups_[i]->bin_data_->FinishLoad();
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   is_finish_load_ = true;
 }
 
@@ -210,19 +214,27 @@ void Dataset::CreateValid(const Dataset* dataset) {
 void Dataset::ReSize(data_size_t num_data) {
   if (num_data_ != num_data) {
     num_data_ = num_data;
+    OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
     for (int group = 0; group < num_groups_; ++group) {
+      OMP_LOOP_EX_BEGIN();
       feature_groups_[group]->bin_data_->ReSize(num_data_);
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
   }
 }
 
 void Dataset::CopySubset(const Dataset* fullset, const data_size_t* used_indices, data_size_t num_used_indices, bool need_meta_data) {
   CHECK(num_used_indices == num_data_);
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
   for (int group = 0; group < num_groups_; ++group) {
+    OMP_LOOP_EX_BEGIN();
     feature_groups_[group]->CopySubset(fullset->feature_groups_[group].get(), used_indices, num_used_indices);
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   if (need_meta_data) {
     metadata_.Init(fullset->metadata_, used_indices, num_used_indices);
   }
@@ -412,9 +424,10 @@ void Dataset::ConstructHistograms(
     ptr_ordered_grad = ordered_gradients;
     ptr_ordered_hess = ordered_hessians;
   }
-
+  OMP_INIT_EX();
 #pragma omp parallel for schedule(static)
   for (int group = 0; group < num_groups_; ++group) {
+    OMP_LOOP_EX_BEGIN();
     bool is_groud_used = false;
     const int f_cnt = group_feature_cnt_[group];
     for (int j = 0; j < f_cnt; ++j) {
@@ -445,7 +458,9 @@ void Dataset::ConstructHistograms(
         hessians,
         data_ptr);
     }
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
 }
 
 void Dataset::FixHistogram(int feature_idx, double sum_gradient, double sum_hessian, data_size_t num_data,

src/io/dataset_loader.cpp

@@ -490,9 +490,10 @@ Dataset* DatasetLoader::CostructFromSampleData(double** sample_values,
 
   const data_size_t filter_cnt = static_cast<data_size_t>(
     static_cast<double>(io_config_.min_data_in_leaf * total_sample_size) / num_data);
-
+  OMP_INIT_EX();
   #pragma omp parallel for schedule(guided)
   for (int i = 0; i < num_col; ++i) {
+    OMP_LOOP_EX_BEGIN();
     if (ignore_features_.count(i) > 0) {
       bin_mappers[i] = nullptr;
       continue;
@@ -504,7 +505,9 @@ Dataset* DatasetLoader::CostructFromSampleData(double** sample_values,
     bin_mappers[i].reset(new BinMapper());
     bin_mappers[i]->FindBin(sample_values[i], num_per_col[i], total_sample_size,
                             io_config_.max_bin, io_config_.min_data_in_bin, filter_cnt, bin_type);
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   auto dataset = std::unique_ptr<Dataset>(new Dataset(num_data));
   dataset->feature_names_ = feature_names_;
   dataset->Construct(bin_mappers, sample_indices, num_per_col, total_sample_size, io_config_);
@@ -708,9 +711,11 @@ void DatasetLoader::ConstructBinMappersFromTextData(int rank, int num_machines,
 
   // start find bins
   if (num_machines == 1) {
+    OMP_INIT_EX();
     // if only one machine, find bin locally
     #pragma omp parallel for schedule(guided)
     for (int i = 0; i < static_cast<int>(sample_values.size()); ++i) {
+      OMP_LOOP_EX_BEGIN();
       if (ignore_features_.count(i) > 0) {
         bin_mappers[i] = nullptr;
         continue;
@@ -722,7 +727,9 @@ void DatasetLoader::ConstructBinMappersFromTextData(int rank, int num_machines,
       bin_mappers[i].reset(new BinMapper());
       bin_mappers[i]->FindBin(sample_values[i].data(), static_cast<int>(sample_values[i].size()),
                               sample_data.size(), io_config_.max_bin, io_config_.min_data_in_bin, filter_cnt, bin_type);
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
   } else {
     // if have multi-machines, need to find bin distributed
     // different machines will find bin for different features
@@ -741,8 +748,10 @@ void DatasetLoader::ConstructBinMappersFromTextData(int rank, int num_machines,
       start[i + 1] = start[i] + len[i];
     }
     len[num_machines - 1] = total_num_feature - start[num_machines - 1];
+    OMP_INIT_EX();
     #pragma omp parallel for schedule(guided)
     for (int i = 0; i < len[rank]; ++i) {
+      OMP_LOOP_EX_BEGIN();
       if (ignore_features_.count(start[rank] + i) > 0) {
         continue;
       }
@@ -753,7 +762,9 @@ void DatasetLoader::ConstructBinMappersFromTextData(int rank, int num_machines,
       bin_mappers[i].reset(new BinMapper());
       bin_mappers[i]->FindBin(sample_values[start[rank] + i].data(), static_cast<int>(sample_values[start[rank] + i].size()),
                               sample_data.size(), io_config_.max_bin, io_config_.min_data_in_bin, filter_cnt, bin_type);
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     // get max_bin
     int local_max_bin = 0;
     for (int i = 0; i < len[rank]; ++i) {
@@ -793,13 +804,16 @@ void DatasetLoader::ConstructBinMappersFromTextData(int rank, int num_machines,
     // find local feature bins and copy to buffer
     #pragma omp parallel for schedule(guided)
     for (int i = 0; i < len[rank]; ++i) {
+      OMP_LOOP_EX_BEGIN();
       if (ignore_features_.count(start[rank] + i) > 0) {
         continue;
       }
       bin_mappers[i]->CopyTo(input_buffer.data() + i * type_size);
       // free
       bin_mappers[i].reset(nullptr);
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     // convert to binary size
     for (int i = 0; i < num_machines; ++i) {
       start[i] *= type_size;
@@ -827,9 +841,11 @@ void DatasetLoader::ExtractFeaturesFromMemory(std::vector<std::string>& text_dat
   std::vector<std::pair<int, double>> oneline_features;
   double tmp_label = 0.0f;
   if (predict_fun_ == nullptr) {
+    OMP_INIT_EX();
     // if doesn't need to prediction with initial model
     #pragma omp parallel for schedule(static) private(oneline_features) firstprivate(tmp_label)
     for (data_size_t i = 0; i < dataset->num_data_; ++i) {
+      OMP_LOOP_EX_BEGIN();
       const int tid = omp_get_thread_num();
       oneline_features.clear();
       // parser
@@ -857,12 +873,16 @@ void DatasetLoader::ExtractFeaturesFromMemory(std::vector<std::string>& text_dat
           }
         }
       }
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
   } else {
+    OMP_INIT_EX();
     // if need to prediction with initial model
     std::vector<double> init_score(dataset->num_data_ * num_class_);
     #pragma omp parallel for schedule(static) private(oneline_features) firstprivate(tmp_label)
     for (data_size_t i = 0; i < dataset->num_data_; ++i) {
+      OMP_LOOP_EX_BEGIN();
       const int tid = omp_get_thread_num();
       oneline_features.clear();
       // parser
@@ -895,7 +915,9 @@ void DatasetLoader::ExtractFeaturesFromMemory(std::vector<std::string>& text_dat
           }
         }
       }
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     // metadata_ will manage space of init_score
     dataset->metadata_.SetInitScore(init_score.data(), dataset->num_data_ * num_class_);
   }
@@ -915,8 +937,10 @@ void DatasetLoader::ExtractFeaturesFromFile(const char* filename, const Parser*
   (data_size_t start_idx, const std::vector<std::string>& lines) {
     std::vector<std::pair<int, double>> oneline_features;
     double tmp_label = 0.0f;
+    OMP_INIT_EX();
     #pragma omp parallel for schedule(static) private(oneline_features) firstprivate(tmp_label)
     for (data_size_t i = 0; i < static_cast<data_size_t>(lines.size()); ++i) {
+      OMP_LOOP_EX_BEGIN();
       const int tid = omp_get_thread_num();
       oneline_features.clear();
       // parser
@@ -947,7 +971,9 @@ void DatasetLoader::ExtractFeaturesFromFile(const char* filename, const Parser*
           }
         }
       }
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
   };
   TextReader<data_size_t> text_reader(filename, io_config_.has_header);
   if (!used_data_indices.empty()) {

src/main.cpp

@@ -2,6 +2,22 @@
 #include <LightGBM/application.h>
 
 int main(int argc, char** argv) {
+  try {
     LightGBM::Application app(argc, argv);
     app.Run();
+  }
+  catch (const std::exception& ex) {
+    std::cerr << "Met Exceptions:" << std::endl;
+    std::cerr << ex.what() << std::endl;
+    exit(-1);
+  }
+  catch (const std::string& ex) {
+    std::cerr << "Met Exceptions:" << std::endl;
+    std::cerr << ex << std::endl;
+    exit(-1);
+  }
+  catch (...) {
+    std::cerr << "Unknown Exceptions" << std::endl;
+    exit(-1);
+  }
 }
\ No newline at end of file

src/metric/binary_metric.hpp

@@ -60,7 +60,7 @@ public:
   std::vector<double> Eval(const double* score) const override {
     double sum_loss = 0.0f;
     if (weights_ == nullptr) {
-#pragma omp parallel for schedule(static) reduction(+:sum_loss)
+      #pragma omp parallel for schedule(static) reduction(+:sum_loss)
       for (data_size_t i = 0; i < num_data_; ++i) {
         // sigmoid transform
         double prob = 1.0f / (1.0f + std::exp(-sigmoid_ * score[i]));
@@ -68,7 +68,7 @@ public:
         sum_loss += PointWiseLossCalculator::LossOnPoint(label_[i], prob);
       }
     } else {
-#pragma omp parallel for schedule(static) reduction(+:sum_loss)
+      #pragma omp parallel for schedule(static) reduction(+:sum_loss)
       for (data_size_t i = 0; i < num_data_; ++i) {
         // sigmoid transform
         double prob = 1.0f / (1.0f + std::exp(-sigmoid_ * score[i]));

src/objective/binary_objective.hpp

@@ -28,7 +28,7 @@ public:
     data_size_t cnt_positive = 0;
     data_size_t cnt_negative = 0;
     // count for positive and negative samples
-#pragma omp parallel for schedule(static) reduction(+:cnt_positive, cnt_negative)
+    #pragma omp parallel for schedule(static) reduction(+:cnt_positive, cnt_negative)
     for (data_size_t i = 0; i < num_data_; ++i) {
       if (label_[i] > 0) {
         ++cnt_positive;

src/objective/regression_objective.hpp

@@ -25,13 +25,13 @@ public:
   void GetGradients(const double* score, score_t* gradients,
                     score_t* hessians) const override {
     if (weights_ == nullptr) {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         gradients[i] = static_cast<score_t>(score[i] - label_[i]);
         hessians[i] = 1.0f;
       }
     } else {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         gradients[i] = static_cast<score_t>(score[i] - label_[i]) * weights_[i];
         hessians[i] = weights_[i];
@@ -72,7 +72,7 @@ public:
   void GetGradients(const double* score, score_t* gradients,
                     score_t* hessians) const override {
     if (weights_ == nullptr) {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         const double diff = score[i] - label_[i];
         if (diff >= 0.0f) {
@@ -83,7 +83,7 @@ public:
         hessians[i] = static_cast<score_t>(Common::ApproximateHessianWithGaussian(score[i], label_[i], gradients[i], eta_));
       }
     } else {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         const double diff = score[i] - label_[i];
         if (diff >= 0.0f) {
@@ -133,7 +133,7 @@ public:
   void GetGradients(const double* score, score_t* gradients,
                     score_t* hessians) const override {
     if (weights_ == nullptr) {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         const double diff = score[i] - label_[i];
 
@@ -150,7 +150,7 @@ public:
         }
       }
     } else {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         const double diff = score[i] - label_[i];
 
@@ -205,14 +205,14 @@ public:
   void GetGradients(const double* score, score_t* gradients,
                     score_t* hessians) const override {
     if (weights_ == nullptr) {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         const double x = score[i] - label_[i];
         gradients[i] = static_cast<score_t>(c_ * x / (std::fabs(x) + c_));
         hessians[i] = static_cast<score_t>(c_ * c_ / ((std::fabs(x) + c_) * (std::fabs(x) + c_)));
       }
     } else {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         const double x = score[i] - label_[i];
         gradients[i] = static_cast<score_t>(c_ * x / (std::fabs(x) + c_) * weights_[i]);
@@ -257,13 +257,13 @@ public:
   void GetGradients(const double* score, score_t* gradients,
                     score_t* hessians) const override {
     if (weights_ == nullptr) {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         gradients[i] = static_cast<score_t>(score[i] - label_[i]);
         hessians[i] = static_cast<score_t>(score[i] + max_delta_step_);
       }
     } else {
-#pragma omp parallel for schedule(static)
+      #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
         gradients[i] = static_cast<score_t>((score[i] - label_[i]) * weights_[i]);
         hessians[i] = static_cast<score_t>((score[i] + max_delta_step_) * weights_[i]);

src/treelearner/data_parallel_tree_learner.cpp

@@ -147,7 +147,7 @@ void DataParallelTreeLearner::FindBestThresholds() {
                                    ordered_gradients_.data(), ordered_hessians_.data(),
                                    smaller_leaf_histogram_array_[0].RawData() - 1);
   // construct local histograms
-#pragma omp parallel for schedule(static)
+  #pragma omp parallel for schedule(static)
   for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
     if ((!is_feature_used_.empty() && is_feature_used_[feature_index] == false)) continue;
     // copy to buffer
@@ -161,8 +161,10 @@ void DataParallelTreeLearner::FindBestThresholds() {
 
   std::vector<SplitInfo> smaller_best(num_threads_, SplitInfo());
   std::vector<SplitInfo> larger_best(num_threads_, SplitInfo());
-#pragma omp parallel for schedule(static)
+  OMP_INIT_EX();
+  #pragma omp parallel for schedule(static)
   for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
+    OMP_LOOP_EX_BEGIN();
     if (!is_feature_aggregated_[feature_index]) continue;
     const int tid = omp_get_thread_num();
     // restore global histograms from buffer
@@ -202,7 +204,9 @@ void DataParallelTreeLearner::FindBestThresholds() {
       larger_best[tid] = larger_split;
       larger_best[tid].feature = train_data_->RealFeatureIndex(feature_index);
     }
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   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];

src/treelearner/data_partition.hpp

@@ -102,8 +102,10 @@ public:
     data_size_t inner_size = (cnt + num_threads_ - 1) / num_threads_;
     if (inner_size < min_inner_size) { inner_size = min_inner_size; }
     // split data multi-threading
+    OMP_INIT_EX();
 #pragma omp parallel for schedule(static, 1)
     for (int i = 0; i < num_threads_; ++i) {
+      OMP_LOOP_EX_BEGIN();
       left_cnts_buf_[i] = 0;
       right_cnts_buf_[i] = 0;
       data_size_t cur_start = i * inner_size;
@@ -116,7 +118,9 @@ public:
       offsets_buf_[i] = cur_start;
       left_cnts_buf_[i] = cur_left_count;
       right_cnts_buf_[i] = cur_cnt - cur_left_count;
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     data_size_t left_cnt = 0;
     left_write_pos_buf_[0] = 0;
     right_write_pos_buf_[0] = 0;

src/treelearner/feature_histogram.hpp

@@ -377,8 +377,10 @@ public:
     Reset(cache_size, total_size);
     pool_.resize(cache_size);
     data_.resize(cache_size);
+    OMP_INIT_EX();
     #pragma omp parallel for schedule(static)
     for (int i = old_cache_size; i < cache_size_; ++i) {
+      OMP_LOOP_EX_BEGIN();
       pool_[i].reset(new FeatureHistogram[train_data->num_features()]);
       data_[i].resize(num_total_bin);
       uint64_t offset = 0;
@@ -392,7 +394,9 @@ public:
         offset += static_cast<uint64_t>(num_bin);
       }
       CHECK(offset == num_total_bin);
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
   }
 
   void ResetConfig(const TreeConfig* tree_config) {

src/treelearner/serial_tree_learner.cpp

@@ -19,22 +19,22 @@ std::chrono::duration<double, std::milli> ordered_bin_time;
 SerialTreeLearner::SerialTreeLearner(const TreeConfig* tree_config)
   :tree_config_(tree_config) {
   random_ = Random(tree_config_->feature_fraction_seed);
-#pragma omp parallel
-#pragma omp master
+  #pragma omp parallel
+  #pragma omp master
   {
     num_threads_ = omp_get_num_threads();
   }
 }
 
 SerialTreeLearner::~SerialTreeLearner() {
-#ifdef TIMETAG
+  #ifdef TIMETAG
   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);
-#endif
+  #endif
 }
 
 void SerialTreeLearner::Init(const Dataset* train_data) {
@@ -168,15 +168,15 @@ Tree* SerialTreeLearner::Train(const score_t* gradients, const score_t *hessians
   gradients_ = gradients;
   hessians_ = hessians;
 
-#ifdef TIMETAG
+  #ifdef TIMETAG
   auto start_time = std::chrono::steady_clock::now();
-#endif
+  #endif
   // some initial works before training
   BeforeTrain();
 
-#ifdef TIMETAG
+  #ifdef TIMETAG
   init_train_time += std::chrono::steady_clock::now() - start_time;
-#endif
+  #endif
 
   auto tree = std::unique_ptr<Tree>(new Tree(tree_config_->num_leaves));
   // root leaf
@@ -224,8 +224,10 @@ Tree* SerialTreeLearner::Train(const score_t* gradients, const score_t *hessians
 Tree* SerialTreeLearner::FitByExistingTree(const Tree* old_tree, const score_t* gradients, const score_t *hessians) const {
   auto tree = std::unique_ptr<Tree>(new Tree(*old_tree));
   CHECK(data_partition_->num_leaves() >= tree->num_leaves());
+  OMP_INIT_EX();
   #pragma omp parallel for schedule(static)
   for (int i = 0; i < data_partition_->num_leaves(); ++i) {
+    OMP_LOOP_EX_BEGIN();
     data_size_t cnt_leaf_data = 0;
     auto tmp_idx = data_partition_->GetIndexOnLeaf(i, &cnt_leaf_data);
     double sum_grad = 0.0f;
@@ -240,7 +242,9 @@ Tree* SerialTreeLearner::FitByExistingTree(const Tree* old_tree, const score_t*
     double output = FeatureHistogram::CalculateSplittedLeafOutput(sum_grad, sum_hess,
                                                                   tree_config_->lambda_l1, tree_config_->lambda_l2);
     tree->SetLeafOutput(i, output);
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
   return tree.release();
 }
 
@@ -295,10 +299,14 @@ void SerialTreeLearner::BeforeTrain() {
     #endif
     if (data_partition_->leaf_count(0) == num_data_) {
       // use all data, pass nullptr
+      OMP_INIT_EX();
       #pragma omp parallel for schedule(static)
       for (int i = 0; i < static_cast<int>(ordered_bin_indices_.size()); ++i) {
+        OMP_LOOP_EX_BEGIN();
         ordered_bins_[ordered_bin_indices_[i]]->Init(nullptr, tree_config_->num_leaves);
+        OMP_LOOP_EX_END();
       }
+      OMP_THROW_EX();
     } else {
       // bagging, only use part of data
 
@@ -310,11 +318,15 @@ void SerialTreeLearner::BeforeTrain() {
       for (data_size_t i = begin; i < end; ++i) {
         is_data_in_leaf_[indices[i]] = 1;
       }
+      OMP_INIT_EX();
       // initialize ordered bin
       #pragma omp parallel for schedule(static)
       for (int i = 0; i < static_cast<int>(ordered_bin_indices_.size()); ++i) {
+        OMP_LOOP_EX_BEGIN();
         ordered_bins_[ordered_bin_indices_[i]]->Init(is_data_in_leaf_.data(), tree_config_->num_leaves);
+        OMP_LOOP_EX_END();
       }
+      OMP_THROW_EX();
       #pragma omp parallel for schedule(static)
       for (data_size_t i = begin; i < end; ++i) {
         is_data_in_leaf_[indices[i]] = 0;
@@ -385,11 +397,15 @@ bool SerialTreeLearner::BeforeFindBestSplit(const Tree* tree, int left_leaf, int
     for (data_size_t i = begin; i < end; ++i) {
       is_data_in_leaf_[indices[i]] = 1;
     }
+    OMP_INIT_EX();
     // split the ordered bin
     #pragma omp parallel for schedule(static)
     for (int i = 0; i < static_cast<int>(ordered_bin_indices_.size()); ++i) {
+      OMP_LOOP_EX_BEGIN();
       ordered_bins_[ordered_bin_indices_[i]]->Split(left_leaf, right_leaf, is_data_in_leaf_.data(), mark);
+      OMP_LOOP_EX_END();
     }
+    OMP_THROW_EX();
     #pragma omp parallel for schedule(static)
     for (data_size_t i = begin; i < end; ++i) {
       is_data_in_leaf_[indices[i]] = 0;
@@ -402,11 +418,11 @@ bool SerialTreeLearner::BeforeFindBestSplit(const Tree* tree, int left_leaf, int
 }
 
 void SerialTreeLearner::FindBestThresholds() {
-#ifdef TIMETAG
+  #ifdef TIMETAG
   auto start_time = std::chrono::steady_clock::now();
-#endif
+  #endif
   std::vector<int8_t> is_feature_used(num_features_, 0);
-#pragma omp parallel for schedule(static)
+  #pragma omp parallel for schedule(static)
   for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
     if (!is_feature_used_[feature_index]) continue;
     if (parent_leaf_histogram_array_ != nullptr
@@ -439,17 +455,19 @@ void SerialTreeLearner::FindBestThresholds() {
                                      ordered_gradients_.data(), ordered_hessians_.data(),
                                      ptr_larger_leaf_hist_data);
   }
-#ifdef TIMETAG
+  #ifdef TIMETAG
   hist_time += std::chrono::steady_clock::now() - start_time;
-#endif
-#ifdef TIMETAG
+  #endif
+  #ifdef TIMETAG
   start_time = std::chrono::steady_clock::now();
-#endif
+  #endif
   std::vector<SplitInfo> smaller_best(num_threads_);
   std::vector<SplitInfo> larger_best(num_threads_);
+  OMP_INIT_EX();
   // find splits
-#pragma omp parallel for schedule(static)
+  #pragma omp parallel for schedule(static)
   for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
+    OMP_LOOP_EX_BEGIN();
     if (!is_feature_used[feature_index]) { continue; }
     const int tid = omp_get_thread_num();
     SplitInfo smaller_split;
@@ -488,7 +506,9 @@ void SerialTreeLearner::FindBestThresholds() {
       larger_best[tid] = larger_split;
       larger_best[tid].feature = train_data_->RealFeatureIndex(feature_index);
     }
+    OMP_LOOP_EX_END();
   }
+  OMP_THROW_EX();
 
   auto smaller_best_idx = ArrayArgs<SplitInfo>::ArgMax(smaller_best);
   int leaf = smaller_leaf_splits_->LeafIndex();
@@ -499,9 +519,9 @@ void SerialTreeLearner::FindBestThresholds() {
     auto larger_best_idx = ArrayArgs<SplitInfo>::ArgMax(larger_best);
     best_split_per_leaf_[leaf] = larger_best[larger_best_idx];
   }
-#ifdef TIMETAG
+  #ifdef TIMETAG
   find_split_time += std::chrono::steady_clock::now() - start_time;
-#endif
+  #endif
 }
 
 void SerialTreeLearner::FindBestSplitsForLeaves() {