use subset to speed up bagging

include/LightGBM/dataset.h

@@ -328,7 +328,7 @@ public:
     return used_feature_map_[col_idx];
   }
 
-  Dataset* Subset(const data_size_t* used_indices, data_size_t num_used_indices, bool is_enable_sparse) const;
+  Dataset* Subset(const data_size_t* used_indices, data_size_t num_used_indices, bool is_enable_sparse, bool need_meta_data) const;
 
   LIGHTGBM_EXPORT void FinishLoad();
 

include/LightGBM/tree_learner.h

@@ -27,6 +27,8 @@ public:
   */
   virtual void Init(const Dataset* train_data) = 0;
 
+  virtual void ResetTrainingData(const Dataset* train_data) = 0;
+
   /*!
   * \brief Reset tree configs
   * \param tree_config config of tree

src/boosting/gbdt.cpp

@@ -134,10 +134,17 @@ void GBDT::ResetTrainingData(const BoostingConfig* config, const Dataset* train_
       right_cnts_buf_.resize(num_threads_);
       left_write_pos_buf_.resize(num_threads_);
       right_write_pos_buf_.resize(num_threads_);
+      double average_bag_rate = new_config->bagging_fraction / new_config->bagging_freq;
+      is_use_subset_ = false;
+      if (average_bag_rate < 0.3) {
+        is_use_subset_ = true;
+        Log::Debug("use subset for bagging");
+      }
     } else {
       bag_data_cnt_ = num_data_;
       bag_data_indices_.clear();
       tmp_indices_.clear();
+      is_use_subset_ = false;
     }
   }
   train_data_ = train_data;
@@ -196,6 +203,7 @@ data_size_t GBDT::BaggingHelper(data_size_t start, data_size_t cnt, data_size_t*
       buffer[bag_data_cnt + cur_right_cnt++] = start + i;
     }
   }
+  CHECK(buffer[bag_data_cnt - 1] > buffer[bag_data_cnt]);
   CHECK(cur_left_cnt == bag_data_cnt);
   return cur_left_cnt;
 }
@@ -240,15 +248,24 @@ void GBDT::Bagging(int iter) {
           tmp_indices_.data() + offsets_buf_[i] + left_cnts_buf_[i], right_cnts_buf_[i] * sizeof(data_size_t));
       }
     }
+    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_);
     // set bagging data to tree learner
+    if (!is_use_subset_) {
       tree_learner_->SetBaggingData(bag_data_indices_.data(), bag_data_cnt_);
+    } else {
+      // get subset
+      tmp_subset_.reset(train_data_->Subset(bag_data_indices_.data(), bag_data_cnt_, false, false));
+      tmp_subset_->FinishLoad();
+      tree_learner_->ResetTrainingData(tmp_subset_.get());
+    }
   }
 }
 
 void GBDT::UpdateScoreOutOfBag(const Tree* tree, const int curr_class) {
   // we need to predict out-of-bag socres of data for boosting
-  if (num_data_ - bag_data_cnt_ > 0) {
+  if (num_data_ - bag_data_cnt_ > 0 && !is_use_subset_) {
     train_score_updater_->AddScore(tree, bag_data_indices_.data() + bag_data_cnt_, num_data_ - bag_data_cnt_, curr_class);
   }
 }
@@ -262,8 +279,24 @@ bool GBDT::TrainOneIter(const score_t* gradient, const score_t* hessian, bool is
   }
   // bagging logic
   Bagging(iter_);
+  if (is_use_subset_ && bag_data_cnt_ < num_data_) {
+    if (gradients_.empty()) {
+      size_t total_size = static_cast<size_t>(num_data_) * num_class_;
+      gradients_.resize(total_size);
+      hessians_.resize(total_size);
+    }    
+    // get sub gradients
+    for (int curr_class = 0; curr_class < num_class_; ++curr_class) {
+      auto bias = curr_class * num_data_;
+      for (int i = 0; i < bag_data_cnt_; ++i) {
+        gradients_[bias + i] = gradient[bias + bag_data_indices_[i]];
+        hessians_[bias + i] = hessian[bias + bag_data_indices_[i]];
+      }
+    }
+    gradient = gradients_.data();
+    hessian = hessians_.data();
+  }
   for (int curr_class = 0; curr_class < num_class_; ++curr_class) {
-
     // train a new tree
     std::unique_ptr<Tree> new_tree(tree_learner_->Train(gradient + curr_class * num_data_, hessian + curr_class * num_data_));
     // if cannot learn a new tree, then stop
@@ -328,7 +361,11 @@ bool GBDT::EvalAndCheckEarlyStopping() {
 
 void GBDT::UpdateScore(const Tree* tree, const int curr_class) {
   // update training score
+  if (!is_use_subset_) {
     train_score_updater_->AddScore(tree_learner_.get(), curr_class);
+  } else {
+    train_score_updater_->AddScore(tree, curr_class);
+  }
   // update validation score
   for (auto& score_updater : valid_score_updater_) {
     score_updater->AddScore(tree, curr_class);

src/boosting/gbdt.h

@@ -339,6 +339,8 @@ protected:
   std::vector<data_size_t> left_write_pos_buf_;
   /*! \brief Buffer for multi-threading bagging */
   std::vector<data_size_t> right_write_pos_buf_;
+  std::unique_ptr<Dataset> tmp_subset_;
+  bool is_use_subset_;
 };
 
 }  // namespace LightGBM

src/c_api.cpp

@@ -488,7 +488,8 @@ LIGHTGBM_C_EXPORT int LGBM_DatasetGetSubset(
   auto ret = std::unique_ptr<Dataset>(
     full_dataset->Subset(used_row_indices,
       num_used_row_indices,
-      io_config.is_enable_sparse));
+      io_config.is_enable_sparse,
+      true));
   ret->FinishLoad();
   *out = ret.release();
   API_END();

src/io/dataset.cpp

@@ -22,6 +22,7 @@ Dataset::Dataset() {
 }
 
 Dataset::Dataset(data_size_t num_data) {
+  data_filename_ = "noname";
   num_data_ = num_data;
   metadata_.Init(num_data_, -1, -1);
 }
@@ -56,7 +57,8 @@ void Dataset::CopyFeatureMapperFrom(const Dataset* dataset, bool is_enable_spars
   label_idx_ = dataset->label_idx_;
 }
 
-Dataset* Dataset::Subset(const data_size_t* used_indices, data_size_t num_used_indices, bool is_enable_sparse) const {
+Dataset* Dataset::Subset(const data_size_t* used_indices, data_size_t num_used_indices,
+  bool is_enable_sparse, bool need_meta_data) const {
   auto ret = std::unique_ptr<Dataset>(new Dataset(num_used_indices));
   ret->CopyFeatureMapperFrom(this, is_enable_sparse);
 #pragma omp parallel for schedule(guided)
@@ -66,7 +68,9 @@ Dataset* Dataset::Subset(const data_size_t* used_indices, data_size_t num_used_i
       ret->features_[fidx]->PushBin(0, i, iterator->Get(used_indices[i]));
     }
   }
+  if (need_meta_data) {
     ret->metadata_.Init(metadata_, used_indices, num_used_indices);
+  }
   return ret.release();
 }
 

src/treelearner/data_parallel_tree_learner.cpp

@@ -126,12 +126,14 @@ void DataParallelTreeLearner::BeforeTrain() {
 
 void DataParallelTreeLearner::FindBestThresholds() {
   // construct local histograms
-  #pragma omp parallel for schedule(guided)
+#pragma omp parallel for schedule(guided)
   for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
     if ((!is_feature_used_.empty() && is_feature_used_[feature_index] == false)) continue;
     // construct histograms for smaller leaf
     if (ordered_bins_[feature_index] == nullptr) {
-      smaller_leaf_histogram_array_[feature_index].Construct(smaller_leaf_splits_->data_indices(),
+      smaller_leaf_histogram_array_[feature_index].Construct(
+        train_data_->FeatureAt(feature_index)->bin_data(),
+        smaller_leaf_splits_->data_indices(),
         smaller_leaf_splits_->num_data_in_leaf(),
         smaller_leaf_splits_->sum_gradients(),
         smaller_leaf_splits_->sum_hessians(),
@@ -155,7 +157,7 @@ void DataParallelTreeLearner::FindBestThresholds() {
   // Reduce scatter for histogram
   Network::ReduceScatter(input_buffer_.data(), reduce_scatter_size_, block_start_.data(),
     block_len_.data(), output_buffer_.data(), &HistogramBinEntry::SumReducer);
-  #pragma omp parallel for schedule(guided)
+#pragma omp parallel for schedule(guided)
   for (int feature_index = 0; feature_index < num_features_; ++feature_index) {
     if (!is_feature_aggregated_[feature_index]) continue;
     // copy global sumup info

src/treelearner/data_partition.hpp

@@ -41,7 +41,12 @@ public:
     leaf_begin_.resize(num_leaves_);
     leaf_count_.resize(num_leaves_);
   }
-
+  void ResetNumData(int num_data) {
+    num_data_ = num_data;
+    indices_.resize(num_data_);
+    temp_left_indices_.resize(num_data_);
+    temp_right_indices_.resize(num_data_);
+  }
   ~DataPartition() {
 
   }

src/treelearner/feature_histogram.hpp

@@ -31,7 +31,6 @@ public:
   void Init(const Feature* feature, int feature_idx, const TreeConfig* tree_config) {
     feature_idx_ = feature_idx;
     tree_config_ = tree_config;
-    bin_data_ = feature->bin_data();
     num_bins_ = feature->num_bin();
     data_.resize(num_bins_);
     if (feature->bin_type() == BinType::NumericalBin) {
@@ -51,13 +50,13 @@ public:
   * \param ordered_hessians  Ordered hessians
   * \param data_indices data indices of current leaf
   */
-  void Construct(const data_size_t* data_indices, data_size_t num_data, double sum_gradients,
+  void Construct(const Bin* bin_data, const data_size_t* data_indices, data_size_t num_data, double sum_gradients,
     double sum_hessians, const score_t* ordered_gradients, const score_t* ordered_hessians) {
     std::memset(data_.data(), 0, sizeof(HistogramBinEntry)* num_bins_);
     num_data_ = num_data;
     sum_gradients_ = sum_gradients;
     sum_hessians_ = sum_hessians + 2 * kEpsilon;
-    bin_data_->ConstructHistogram(data_indices, num_data, ordered_gradients, ordered_hessians, data_.data());
+    bin_data->ConstructHistogram(data_indices, num_data, ordered_gradients, ordered_hessians, data_.data());
   }
 
   /*!
@@ -315,8 +314,6 @@ private:
   int feature_idx_;
   /*! \brief pointer of tree config */
   const TreeConfig* tree_config_;
-  /*! \brief the bin data of current feature */
-  const Bin* bin_data_;
   /*! \brief number of bin of histogram */
   unsigned int num_bins_;
   /*! \brief sum of gradient of each bin */

src/treelearner/leaf_splits.hpp

@@ -22,6 +22,10 @@ public:
       best_split_per_feature_[i].feature = i;
     }
   }
+  void ResetNumData(data_size_t num_data) {
+    num_data_ = num_data;
+    num_data_in_leaf_ = num_data;
+  }
   ~LeafSplits() {
   }
 

src/treelearner/serial_tree_learner.cpp

@@ -83,6 +83,45 @@ void SerialTreeLearner::Init(const Dataset* train_data) {
   Log::Info("Number of data: %d, number of features: %d", num_data_, num_features_);
 }
 
+void SerialTreeLearner::ResetTrainingData(const Dataset* train_data) {
+  train_data_ = train_data;
+  num_data_ = train_data_->num_data();
+  num_features_ = train_data_->num_features();
+
+  // initialize ordered_bins_ with nullptr
+  ordered_bins_.resize(num_features_);
+
+  // get ordered bin
+#pragma omp parallel for schedule(guided)
+  for (int i = 0; i < num_features_; ++i) {
+    ordered_bins_[i].reset(train_data_->FeatureAt(i)->bin_data()->CreateOrderedBin());
+  }
+  has_ordered_bin_ = false;
+  // check existing for ordered bin
+  for (int i = 0; i < num_features_; ++i) {
+    if (ordered_bins_[i] != nullptr) {
+      has_ordered_bin_ = true;
+      break;
+    }
+  }
+  // initialize splits for leaf
+  smaller_leaf_splits_->ResetNumData(num_data_);
+  larger_leaf_splits_->ResetNumData(num_data_);
+
+  // initialize data partition
+  data_partition_->ResetNumData(num_data_);
+
+  is_feature_used_.resize(num_features_);
+
+  // initialize ordered gradients and hessians
+  ordered_gradients_.resize(num_data_);
+  ordered_hessians_.resize(num_data_);
+  // if has ordered bin, need to allocate a buffer to fast split
+  if (has_ordered_bin_) {
+    is_data_in_leaf_.resize(num_data_);
+  }
+
+}
 
 void SerialTreeLearner::ResetConfig(const TreeConfig* tree_config) {
   if (tree_config_->num_leaves != tree_config->num_leaves) {
@@ -351,7 +390,9 @@ void SerialTreeLearner::FindBestThresholds() {
     // construct histograms for smaller leaf
     if (ordered_bins_[feature_index] == nullptr) {
       // if not use ordered bin
-      smaller_leaf_histogram_array_[feature_index].Construct(smaller_leaf_splits_->data_indices(),
+      smaller_leaf_histogram_array_[feature_index].Construct(
+        train_data_->FeatureAt(feature_index)->bin_data(),
+        smaller_leaf_splits_->data_indices(),
         smaller_leaf_splits_->num_data_in_leaf(),
         smaller_leaf_splits_->sum_gradients(),
         smaller_leaf_splits_->sum_hessians(),
@@ -380,7 +421,9 @@ void SerialTreeLearner::FindBestThresholds() {
     } else {
       if (ordered_bins_[feature_index] == nullptr) {
         // if not use ordered bin
-        larger_leaf_histogram_array_[feature_index].Construct(larger_leaf_splits_->data_indices(),
+        larger_leaf_histogram_array_[feature_index].Construct(
+          train_data_->FeatureAt(feature_index)->bin_data(),
+          larger_leaf_splits_->data_indices(),
           larger_leaf_splits_->num_data_in_leaf(),
           larger_leaf_splits_->sum_gradients(),
           larger_leaf_splits_->sum_hessians(),

src/treelearner/serial_tree_learner.h

@@ -32,6 +32,8 @@ public:
 
   void Init(const Dataset* train_data) override;
 
+  void ResetTrainingData(const Dataset* train_data) override;
+
   void ResetConfig(const TreeConfig* tree_config) override;
 
   Tree* Train(const score_t* gradients, const score_t *hessians) override;