fix the objective init issues in distributed mode (#2420)

* fix bug

* fix include

include/LightGBM/network.h

@@ -188,7 +188,6 @@ class Network {
     });
     return global;
   }
-
   template<class T>
   static T GlobalSyncUpByMax(T& local) {
     T global = local;
@@ -214,25 +213,30 @@ class Network {
   }
 
   template<class T>
-  static T GlobalSyncUpByMean(T& local) {
+  static T GlobalSyncUpBySum(T& local) {
     T global = (T)0;
     Allreduce(reinterpret_cast<char*>(&local),
-              sizeof(local), sizeof(local),
-              reinterpret_cast<char*>(&global),
-              [](const char* src, char* dst, int type_size, comm_size_t len) {
-      comm_size_t used_size = 0;
-      const T *p1;
-      T *p2;
-      while (used_size < len) {
-        p1 = reinterpret_cast<const T *>(src);
-        p2 = reinterpret_cast<T *>(dst);
-        *p2 += *p1;
-        src += type_size;
-        dst += type_size;
-        used_size += type_size;
-      }
-    });
-    return static_cast<T>(global / num_machines_);
+      sizeof(local), sizeof(local),
+      reinterpret_cast<char*>(&global),
+      [](const char* src, char* dst, int type_size, comm_size_t len) {
+        comm_size_t used_size = 0;
+        const T* p1;
+        T* p2;
+        while (used_size < len) {
+          p1 = reinterpret_cast<const T*>(src);
+          p2 = reinterpret_cast<T*>(dst);
+          *p2 += *p1;
+          src += type_size;
+          dst += type_size;
+          used_size += type_size;
+        }
+      });
+    return static_cast<T>(global);
+  }
+
+  template<class T>
+  static T GlobalSyncUpByMean(T& local) {
+    return static_cast<T>(GlobalSyncUpBySum(local) / num_machines_);
   }
 
   template<class T>

src/objective/binary_objective.hpp

@@ -5,6 +5,7 @@
 #ifndef LIGHTGBM_OBJECTIVE_BINARY_OBJECTIVE_HPP_
 #define LIGHTGBM_OBJECTIVE_BINARY_OBJECTIVE_HPP_
 
+#include <LightGBM/network.h>
 #include <LightGBM/objective_function.h>
 
 #include <string>
@@ -72,6 +73,11 @@ class BinaryLogloss: public ObjectiveFunction {
         ++cnt_negative;
       }
     }
+    num_pos_data_ = cnt_positive;
+    if (Network::num_machines() > 1) {
+      cnt_positive = Network::GlobalSyncUpBySum(cnt_positive);
+      cnt_negative = Network::GlobalSyncUpBySum(cnt_negative);
+    }
     need_train_ = true;
     if (cnt_negative == 0 || cnt_positive == 0) {
       Log::Warning("Contains only one class");
@@ -96,7 +102,6 @@ class BinaryLogloss: public ObjectiveFunction {
       }
     }
     label_weights_[1] *= scale_pos_weight_;
-    num_pos_data_ = cnt_positive;
   }
 
   void GetGradients(const double* score, score_t* gradients, score_t* hessians) const override {

src/objective/multiclass_objective.hpp

@@ -5,6 +5,7 @@
 #ifndef LIGHTGBM_OBJECTIVE_MULTICLASS_OBJECTIVE_HPP_
 #define LIGHTGBM_OBJECTIVE_MULTICLASS_OBJECTIVE_HPP_
 
+#include <LightGBM/network.h>
 #include <LightGBM/objective_function.h>
 
 #include <string>
@@ -66,6 +67,12 @@ class MulticlassSoftmax: public ObjectiveFunction {
     if (weights_ == nullptr) {
       sum_weight = num_data_;
     }
+    if (Network::num_machines() > 1) {
+      sum_weight = Network::GlobalSyncUpBySum(sum_weight);
+      for (int i = 0; i < num_class_; ++i) {
+        class_init_probs_[i] = Network::GlobalSyncUpBySum(class_init_probs_[i]);
+      }
+    }
     for (int i = 0; i < num_class_; ++i) {
       class_init_probs_[i] /= sum_weight;
     }