only support boost_from_average in regression.

docs/Parameters.md

@@ -184,7 +184,7 @@ The parameter format is ```key1=value1 key2=value2 ... ``` . And parameters can
 * ```scale_pos_weight```, default=```1.0```, type=double
   * weight of positive class in binary classification task
 * ```boost_from_average```, default=```true```, type=bool
-  * adjust initial score of each observation to the mean of each class for faster convergence
+  * adjust initial score to the mean of labels for faster convergence, only used in Regression task.
 * ```is_unbalance```, default=```false```, type=bool
   * used in binary classification. Set this to ```true``` if training data are unbalance.
 * ```max_position```, default=```20```, type=int

include/LightGBM/config.h

@@ -213,6 +213,7 @@ public:
   int drop_seed = 4;
   double top_rate = 0.2f;
   double other_rate = 0.1f;
+  // only used for the regression. Will boost from the average labels.
   bool boost_from_average = true;
   std::string tree_learner_type = "serial";
   TreeConfig tree_config;

src/boosting/gbdt.cpp

@@ -299,32 +299,26 @@ void GBDT::UpdateScoreOutOfBag(const Tree* tree, const int curr_class) {
 }
 
 bool GBDT::TrainOneIter(const score_t* gradient, const score_t* hessian, bool is_eval) {
-  // boosting from average prediction. It doesn't work well for binary classification, remove it for now.
+  // boosting from average prediction. It doesn't work well for classification, remove it for now.
   if (models_.empty() 
       && gbdt_config_->boost_from_average 
       && !train_score_updater_->has_init_score()
-      && sigmoid_ < 0.0f) {
-    std::vector<double> sum_per_class(num_class_, 0.0f);
+      && sigmoid_ < 0.0f
+      && num_class_ <= 1) {
+    double init_score = 0.0f;
     auto label = train_data_->metadata().label();
-    if (num_class_ > 1) {
-      for (data_size_t i = 0; i < num_data_; ++i) {
-        sum_per_class[static_cast<int>(label[i])] += 1.0f;
-      }
-    } else {
-      for (data_size_t i = 0; i < num_data_; ++i) {
-        sum_per_class[0] += label[i];
-      }
-    } 
-    for (int curr_class = 0; curr_class < num_class_; ++curr_class) {
-      double init_score = sum_per_class[curr_class] / num_data_;
-      std::unique_ptr<Tree> new_tree(new Tree(2));
-      new_tree->Split(0, 0, BinType::NumericalBin, 0, 0, 0, init_score, init_score, 0, num_data_, 1);
-      train_score_updater_->AddScore(init_score, curr_class);
-      for (auto& score_updater : valid_score_updater_) {
-        score_updater->AddScore(init_score, curr_class);
-      }
-      models_.push_back(std::move(new_tree));
+    #pragma omp parallel for schedule(static) reduction(+:init_score)
+    for (data_size_t i = 0; i < num_data_; ++i) {
+      init_score += label[i];
+    }
+    init_score /= num_data_;
+    std::unique_ptr<Tree> new_tree(new Tree(2));
+    new_tree->Split(0, 0, BinType::NumericalBin, 0, 0, 0, init_score, init_score, 0, num_data_, 1);
+    train_score_updater_->AddScore(init_score, 0);
+    for (auto& score_updater : valid_score_updater_) {
+      score_updater->AddScore(init_score, 0);
     }
+    models_.push_back(std::move(new_tree));
     boost_from_average_ = true;
   }
   // boosting first
@@ -359,7 +353,7 @@ bool GBDT::TrainOneIter(const score_t* gradient, const score_t* hessian, bool is
     // get sub gradients
     for (int curr_class = 0; curr_class < num_class_; ++curr_class) {
       auto bias = curr_class * num_data_;
-      // cannot multi-threading
+      // cannot multi-threading here.
       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]];
@@ -376,9 +370,8 @@ bool GBDT::TrainOneIter(const score_t* gradient, const score_t* hessian, bool is
   #ifdef TIMETAG
     start_time = std::chrono::steady_clock::now();
   #endif
-    std::unique_ptr<Tree> new_tree;
-    // train a new tree
-    new_tree.reset(tree_learner_->Train(gradient + curr_class * num_data_, hessian + curr_class * num_data_));
+    std::unique_ptr<Tree> new_tree(
+      tree_learner_->Train(gradient + curr_class * num_data_, hessian + curr_class * num_data_));
   #ifdef TIMETAG
     tree_time += std::chrono::steady_clock::now() - start_time;
   #endif
@@ -390,7 +383,7 @@ bool GBDT::TrainOneIter(const score_t* gradient, const score_t* hessian, bool is
       // update score
       UpdateScore(new_tree.get(), curr_class);
       UpdateScoreOutOfBag(new_tree.get(), curr_class);
-    }
+    } 
     // add model
     models_.push_back(std::move(new_tree));
   }

src/treelearner/data_partition.hpp

@@ -55,10 +55,8 @@ public:
   * \brief Init, will put all data on the root(leaf_idx = 0)
   */
   void Init() {
-    for (int i = 0; i < num_leaves_; ++i) {
-      leaf_count_[i] = 0;
-    }
-    leaf_begin_[0] = 0;
+    std::fill(leaf_begin_.begin(), leaf_begin_.end(), 0);
+    std::fill(leaf_count_.begin(), leaf_count_.end(), 0);
     if (used_data_indices_ == nullptr) {
       // if using all data
       leaf_count_[0] = num_data_;

src/treelearner/serial_tree_learner.cpp

@@ -226,7 +226,7 @@ Tree* SerialTreeLearner::FitByExistingTree(const Tree* old_tree, const score_t*
   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) {
+  for (int i = 0; i < tree->num_leaves(); ++i) {
     OMP_LOOP_EX_BEGIN();
     data_size_t cnt_leaf_data = 0;
     auto tmp_idx = data_partition_->GetIndexOnLeaf(i, &cnt_leaf_data);

src/treelearner/serial_tree_learner.h

@@ -48,7 +48,7 @@ public:
     if (tree->num_leaves() <= 1) { return; }
     CHECK(tree->num_leaves() <= data_partition_->num_leaves());
     #pragma omp parallel for schedule(static)
-    for (int i = 0; i < data_partition_->num_leaves(); ++i) {
+    for (int i = 0; i < tree->num_leaves(); ++i) {
       double output = static_cast<double>(tree->LeafOutput(i));
       data_size_t cnt_leaf_data = 0;
       auto tmp_idx = data_partition_->GetIndexOnLeaf(i, &cnt_leaf_data);