add LGBM_DatasetCreateFromSampledMat api.

include/LightGBM/c_api.h

@@ -52,9 +52,29 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromFile(const char* filename,
                                                  const DatasetHandle reference,
                                                  DatasetHandle* out);
 
+/*!
+* \brief create a empty dataset by sampling matrix, if num_sample_row == num_total_row, will construct this dataset.
+*        Need call LGBM_DatasetPushRows/LGBM_DatasetPushRowsByCSR after calling this function.
+* \param data pointer to the data space
+* \param data_type type of data pointer, can be C_API_DTYPE_FLOAT32 or C_API_DTYPE_FLOAT64
+* \param num_sample_row number of rows
+* \param ncol number columns
+* \param num_total_row number of total rows
+* \param parameters additional parameters
+* \param out created dataset
+* \return 0 when succeed, -1 when failure happens
+*/
+LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromSampledMat(const void* data,
+                                                       int data_type,
+                                                       int32_t num_sample_row,
+                                                       int32_t ncol,
+                                                       int32_t num_total_row,
+                                                       const char* parameters,
+                                                       DatasetHandle* out);
 
 /*!
-* \brief create a empty dataset by sampling csc data, if num_sample_row == num_total_row, will construct this dataset.
+* \brief create a empty dataset by sampling CSR data, if num_sample_row == num_total_row, will construct this dataset.
+*        Need call LGBM_DatasetPushRows/LGBM_DatasetPushRowsByCSR after calling this function.
 * \param indptr pointer to row headers
 * \param indptr_type type of indptr, can be C_API_DTYPE_INT32 or C_API_DTYPE_INT64
 * \param indices findex

src/c_api.cpp

@@ -310,6 +310,40 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromFile(const char* filename,
   API_END();
 }
 
+LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromSampledMat(const void* data,
+                                                       int data_type,
+                                                       int32_t num_sample_row,
+                                                       int32_t ncol,
+                                                       int32_t num_total_row,
+                                                       const char* parameters,
+                                                       DatasetHandle* out) {
+  if (num_sample_row == num_total_row) {
+    return LGBM_DatasetCreateFromMat(data, data_type, num_total_row, ncol, 1, parameters, nullptr, out);
+  } else {
+    API_BEGIN();
+    auto param = ConfigBase::Str2Map(parameters);
+    IOConfig io_config;
+    io_config.Set(param);
+    auto get_row_fun = RowFunctionFromDenseMatric(data, num_sample_row, ncol, data_type, 1);
+    std::vector<std::vector<double>> sample_values(ncol);
+    std::vector<std::vector<int>> sample_idx(ncol);
+    for (int i = 0; i < num_sample_row; ++i) {
+      auto row = get_row_fun(i);
+      for (size_t idx = 0; idx < row.size(); ++idx) {
+        if (std::fabs(row[idx]) > kEpsilon) {
+          sample_values[idx].emplace_back(row[idx]);
+          sample_idx[idx].emplace_back(i);
+        }
+      }
+    }
+    DatasetLoader loader(io_config, nullptr, 1, nullptr);
+    *out = loader.CostructFromSampleData(sample_values, sample_idx,
+                                         num_sample_row,
+                                         static_cast<data_size_t>(num_total_row));
+    API_END();
+  }
+}
+
 LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromSampledCSR(const void* indptr,
                                                        int indptr_type,
                                                        const int32_t* indices,
@@ -547,7 +581,7 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetCreateFromCSC(const void* col_ptr,
     auto sample_indices = rand.Sample(nrow, sample_cnt);
     std::vector<std::vector<double>> sample_values(ncol_ptr - 1);
     std::vector<std::vector<int>> sample_idx(ncol_ptr - 1);
-#pragma omp parallel for schedule(static)
+  #pragma omp parallel for schedule(static)
     for (int i = 0; i < static_cast<int>(sample_values.size()); ++i) {
       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++) {
@@ -1096,7 +1130,7 @@ RowFunctionFromDenseMatric(const void* data, int num_row, int num_col, int data_
   if (data_type == C_API_DTYPE_FLOAT32) {
     const float* data_ptr = reinterpret_cast<const float*>(data);
     if (is_row_major) {
-      return [data_ptr, num_col, num_row](int row_idx) {
+      return [data_ptr, num_col, num_row] (int row_idx) {
         std::vector<double> ret(num_col);
         auto tmp_ptr = data_ptr + num_col * row_idx;
         for (int i = 0; i < num_col; ++i) {
@@ -1105,7 +1139,7 @@ RowFunctionFromDenseMatric(const void* data, int num_row, int num_col, int data_
         return ret;
       };
     } else {
-      return [data_ptr, num_col, num_row](int row_idx) {
+      return [data_ptr, num_col, num_row] (int row_idx) {
         std::vector<double> ret(num_col);
         for (int i = 0; i < num_col; ++i) {
           ret[i] = static_cast<double>(*(data_ptr + num_row * i + row_idx));
@@ -1116,7 +1150,7 @@ RowFunctionFromDenseMatric(const void* data, int num_row, int num_col, int data_
   } else if (data_type == C_API_DTYPE_FLOAT64) {
     const double* data_ptr = reinterpret_cast<const double*>(data);
     if (is_row_major) {
-      return [data_ptr, num_col, num_row](int row_idx) {
+      return [data_ptr, num_col, num_row] (int row_idx) {
         std::vector<double> ret(num_col);
         auto tmp_ptr = data_ptr + num_col * row_idx;
         for (int i = 0; i < num_col; ++i) {
@@ -1125,7 +1159,7 @@ RowFunctionFromDenseMatric(const void* data, int num_row, int num_col, int data_
         return ret;
       };
     } else {
-      return [data_ptr, num_col, num_row](int row_idx) {
+      return [data_ptr, num_col, num_row] (int row_idx) {
         std::vector<double> ret(num_col);
         for (int i = 0; i < num_col; ++i) {
           ret[i] = static_cast<double>(*(data_ptr + num_row * i + row_idx));
@@ -1141,7 +1175,7 @@ std::function<std::vector<std::pair<int, double>>(int row_idx)>
 RowPairFunctionFromDenseMatric(const void* data, int num_row, int num_col, int data_type, int is_row_major) {
   auto inner_function = RowFunctionFromDenseMatric(data, num_row, num_col, data_type, is_row_major);
   if (inner_function != nullptr) {
-    return [inner_function](int row_idx) {
+    return [inner_function] (int row_idx) {
       auto raw_values = inner_function(row_idx);
       std::vector<std::pair<int, double>> ret;
       for (int i = 0; i < static_cast<int>(raw_values.size()); ++i) {
@@ -1161,7 +1195,7 @@ RowFunctionFromCSR(const void* indptr, int indptr_type, const int32_t* indices,
     const float* data_ptr = reinterpret_cast<const float*>(data);
     if (indptr_type == C_API_DTYPE_INT32) {
       const int32_t* ptr_indptr = reinterpret_cast<const int32_t*>(indptr);
-      return [ptr_indptr, indices, data_ptr, nindptr, nelem](int idx) {
+      return [ptr_indptr, indices, data_ptr, nindptr, nelem] (int idx) {
         std::vector<std::pair<int, double>> ret;
         int64_t start = ptr_indptr[idx];
         int64_t end = ptr_indptr[idx + 1];
@@ -1172,7 +1206,7 @@ RowFunctionFromCSR(const void* indptr, int indptr_type, const int32_t* indices,
       };
     } else if (indptr_type == C_API_DTYPE_INT64) {
       const int64_t* ptr_indptr = reinterpret_cast<const int64_t*>(indptr);
-      return [ptr_indptr, indices, data_ptr, nindptr, nelem](int idx) {
+      return [ptr_indptr, indices, data_ptr, nindptr, nelem] (int idx) {
         std::vector<std::pair<int, double>> ret;
         int64_t start = ptr_indptr[idx];
         int64_t end = ptr_indptr[idx + 1];
@@ -1186,7 +1220,7 @@ RowFunctionFromCSR(const void* indptr, int indptr_type, const int32_t* indices,
     const double* data_ptr = reinterpret_cast<const double*>(data);
     if (indptr_type == C_API_DTYPE_INT32) {
       const int32_t* ptr_indptr = reinterpret_cast<const int32_t*>(indptr);
-      return [ptr_indptr, indices, data_ptr, nindptr, nelem](int idx) {
+      return [ptr_indptr, indices, data_ptr, nindptr, nelem] (int idx) {
         std::vector<std::pair<int, double>> ret;
         int64_t start = ptr_indptr[idx];
         int64_t end = ptr_indptr[idx + 1];
@@ -1197,7 +1231,7 @@ RowFunctionFromCSR(const void* indptr, int indptr_type, const int32_t* indices,
       };
     } else if (indptr_type == C_API_DTYPE_INT64) {
       const int64_t* ptr_indptr = reinterpret_cast<const int64_t*>(indptr);
-      return [ptr_indptr, indices, data_ptr, nindptr, nelem](int idx) {
+      return [ptr_indptr, indices, data_ptr, nindptr, nelem] (int idx) {
         std::vector<std::pair<int, double>> ret;
         int64_t start = ptr_indptr[idx];
         int64_t end = ptr_indptr[idx + 1];
@@ -1220,7 +1254,7 @@ IterateFunctionFromCSC(const void* col_ptr, int col_ptr_type, const int32_t* ind
       const int32_t* ptr_col_ptr = reinterpret_cast<const int32_t*>(col_ptr);
       int64_t start = ptr_col_ptr[col_idx];
       int64_t end = ptr_col_ptr[col_idx + 1];
-      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem, start, end](int bias) {
+      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem, start, end] (int bias) {
         int64_t i = static_cast<int64_t>(start + bias);
         if (i >= end) {
           return std::make_pair(-1, 0.0);
@@ -1233,7 +1267,7 @@ IterateFunctionFromCSC(const void* col_ptr, int col_ptr_type, const int32_t* ind
       const int64_t* ptr_col_ptr = reinterpret_cast<const int64_t*>(col_ptr);
       int64_t start = ptr_col_ptr[col_idx];
       int64_t end = ptr_col_ptr[col_idx + 1];
-      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem, start, end](int bias) {
+      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem, start, end] (int bias) {
         int64_t i = static_cast<int64_t>(start + bias);
         if (i >= end) {
           return std::make_pair(-1, 0.0);
@@ -1249,7 +1283,7 @@ IterateFunctionFromCSC(const void* col_ptr, int col_ptr_type, const int32_t* ind
       const int32_t* ptr_col_ptr = reinterpret_cast<const int32_t*>(col_ptr);
       int64_t start = ptr_col_ptr[col_idx];
       int64_t end = ptr_col_ptr[col_idx + 1];
-      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem, start, end](int bias) {
+      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem, start, end] (int bias) {
         int64_t i = static_cast<int64_t>(start + bias);
         if (i >= end) {
           return std::make_pair(-1, 0.0);
@@ -1262,7 +1296,7 @@ IterateFunctionFromCSC(const void* col_ptr, int col_ptr_type, const int32_t* ind
       const int64_t* ptr_col_ptr = reinterpret_cast<const int64_t*>(col_ptr);
       int64_t start = ptr_col_ptr[col_idx];
       int64_t end = ptr_col_ptr[col_idx + 1];
-      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem, start, end](int bias) {
+      return [ptr_col_ptr, indices, data_ptr, ncol_ptr, nelem, start, end] (int bias) {
         int64_t i = static_cast<int64_t>(start + bias);
         if (i >= end) {
           return std::make_pair(-1, 0.0);