add model output snapshot.

include/LightGBM/config.h

@@ -90,6 +90,7 @@ public:
   int data_random_seed = 1;
   std::string data_filename = "";
   std::vector<std::string> valid_data_filenames;
+  int snapshot_freq = 100;
   std::string output_model = "LightGBM_model.txt";
   std::string output_result = "LightGBM_predict_result.txt";
   std::string input_model = "";

src/application/application.cpp

@@ -231,6 +231,11 @@ void Application::Train() {
     // output used time per iteration
     Log::Info("%f seconds elapsed, finished iteration %d", std::chrono::duration<double,
               std::milli>(end_time - start_time) * 1e-3, iter + 1);
+    if (config_.io_config.snapshot_freq > 0 
+        && (iter+1) % config_.io_config.snapshot_freq == 0) {
+      std::string snapshot_out = config_.io_config.output_model + ".snapshot_iter_" + std::to_string(iter + 1);
+      boosting_->SaveModelToFile(-1, snapshot_out.c_str());
+    }
   }
   // save model to file
   boosting_->SaveModelToFile(-1, config_.io_config.output_model.c_str());

src/io/config.cpp

@@ -207,6 +207,7 @@ void IOConfig::Set(const std::unordered_map<std::string, std::string>& params) {
   GetBool(params, "enable_load_from_binary_file", &enable_load_from_binary_file);
   GetBool(params, "is_predict_raw_score", &is_predict_raw_score);
   GetBool(params, "is_predict_leaf_index", &is_predict_leaf_index);
+  GetInt(params, "snapshot_freq", &snapshot_freq);
   GetString(params, "output_model", &output_model);
   GetString(params, "input_model", &input_model);
   GetString(params, "output_result", &output_result);