GitLab

* add test for interaction constraints and monotone constraints

* enforce interaction constraints in RecomputeBestSplitForLeaf

* code formatting

* code formatting

* move interaction constraint test to test_engine

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* clarify DEBUG-level log about tree depth

* more places

* remove unused private field

* mask Train as override

* remove unused private field

* Update test_utilities.py

* Update cuda.yml

* Update test_utilities.py

* Update cuda_tree_learner.cpp

* Update cuda.yml

* [R-package] enable use of trees with linear models at leaves (fixes #3319)

* remove problematic pragmas

* fix tests

* try to fix build scripts

* try fixing pragma check

* more pragma checks

* ok fix pragma stuff for real

* empty commit

* regenerate documentation

* try skipping test

* uncomment CI

* add note on missing value types for R

* add tests on saving and re-loading booster

* Update cuda_tree_learner.cpp

* Update cuda_tree_learner.h

* Update cuda.yml

* Fix compiler warnings caused by implicit type conversion

* Fix more warnings

* Fix more warnings

* Fix monotone constraint bug where split does not fulfill constraints.

* Fix indent.

* [python-package] remove unused Eigen files (fixes #3684)

* more changes

* add EIGEN_MPL2_ONLY in VS solution file

* fix VS project

* remove EIGEN_MPL2_ONLY define in linear_tree_learner
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* small code and docs refactoring

* Update CMakeLists.txt

* Update .vsts-ci.yml

* Update test.sh

* continue

* continue

* revert stable sort for all-unique values

* Add Eigen library.

* Working for simple test.

* Apply changes to config params.

* Handle nan data.

* Update docs.

* Add test.

* Only load raw data if boosting=gbdt_linear

* Remove unneeded code.

* Minor updates.

* Update to work with sk-learn interface.

* Update to work with chunked datasets.

* Throw error if we try to create a Booster with an already-constructed dataset having incompatible parameters.

* Save raw data in binary dataset file.

* Update docs and fix parameter checking.

* Fix dataset loading.

* Add test for regularization.

* Fix bugs when saving and loading tree.

* Add test for load/save linear model.

* Remove unneeded code.

* Fix case where not enough leaf data for linear model.

* Simplify code.

* Speed up code.

* Speed up code.

* Simplify code.

* Speed up code.

* Fix bugs.

* Working version.

* Store feature data column-wise (not fully working yet).

* Fix bugs.

* Speed up.

* Speed up.

* Remove unneeded code.

* Small speedup.

* Speed up.

* Minor updates.

* Remove unneeded code.

* Fix bug.

* Fix bug.

* Speed up.

* Speed up.

* Simplify code.

* Remove unneeded code.

* Fix bug, add more tests.

* Fix bug and add test.

* Only store numerical features

* Fix bug and speed up using templates.

* Speed up prediction.

* Fix bug with regularisation

* Visual studio files.

* Working version

* Only check nans if necessary

* Store coeff matrix as an array.

* Align cache lines

* Align cache lines

* Preallocation coefficient calculation matrices

* Small speedups

* Small speedup

* Reverse cache alignment changes

* Change to dynamic schedule

* Update docs.

* Refactor so that linear tree learner is not a separate class.

* Add refit capability.

* Speed up

* Small speedups.

* Speed up add prediction to score.

* Fix bug

* Fix bug and speed up.

* Speed up dataload.

* Speed up dataload

* Use vectors instead of pointers

* Fix bug

* Add OMP exception handling.

* Change return type of LGBM_BoosterGetLinear to bool

* Change return type of LGBM_BoosterGetLinear back to int, only parameter type needed to change

* Remove unused internal_parent_ property of tree

* Remove unused parameter to CreateTreeLearner

* Remove reference to LinearTreeLearner

* Minor style issues

* Remove unneeded check

* Reverse temporary testing change

* Fix Visual Studio project files

* Restore LightGBM.vcxproj.filters

* Speed up

* Speed up

* Simplify code

* Update docs

* Simplify code

* Initialise storage space for max num threads

* Move Eigen to include directory and delete unused files

* Remove old files.

* Fix so it compiles with mingw

* Fix gpu tree learner

* Change AddPredictionToScore back to const

* Fix python lint error

* Fix C++ lint errors

* Change eigen to a submodule

* Update comment

* Add the eigen folder

* Try to fix build issues with eigen

* Remove eigen files

* Add eigen as submodule

* Fix include paths

* Exclude eigen files from Python linter

* Ignore eigen folders for pydocstyle

* Fix C++ linting errors

* Fix docs

* Fix docs

* Exclude eigen directories from doxygen

* Update manifest to include eigen

* Update build_r to include eigen files

* Fix compiler warnings

* Store raw feature data as float

* Use float for calculating linear coefficients

* Remove eigen directory from GLOB

* Don't compile linear model code when building R package

* Fix doxygen issue

* Fix lint issue

* Fix lint issue

* Remove uneeded code

* Restore delected lines

* Restore delected lines

* Change return type of has_raw to bool

* Update docs

* Rename some variables and functions for readability

* Make tree_learner parameter const in AddScore

* Fix style issues

* Pass vectors as const reference when setting tree properties

* Make temporary storage of serial_tree_learner mutable so we can make the object's methods const

* Remove get_raw_size, use num_numeric_features instead

* Fix typo

* Make contains_nan_ and any_nan_ properties immutable again

* Remove data_has_nan_ property of tree

* Remove temporary test code

* Make linear_tree a dataset param

* Fix lint error

* Make LinearTreeLearner a separate class

* Fix lint errors

* Fix lint error

* Add linear_tree_learner.o

* Simulate omp_get_max_threads if openmp is not available

* Update PushOneData to also store raw data.

* Cast size to int

* Fix bug in ReshapeRaw

* Speed up code with multithreading

* Use OMP_NUM_THREADS

* Speed up with multithreading

* Update to use ArrayToString

* Fix tests

* Fix test

* Fix bug introduced in merge

* Minor updates

* Update docs

* store without offset in multi_val_dense_bin

* fix offset bug

* add comment for offset

* add comment for bin type selection

* faster operations for offset

* keep most freq bin in histogram for multi val dense

* use original feature iterators

* consider 9 cases (3 x 3) for multi val bin construction

* fix dense bin setting

* fix bin data in multi val group

* fix offset of the first feature histogram

* use float hist buf

* avx in histogram construction

* use avx for hist construction without prefetch

* vectorize bin extraction

* use only 128 vec

* use avx2

* use vectorization for sparse row wise

* add bit size for multi val dense bin

* float with no vectorization

* change multithreading strategy to dynamic

* remove intrinsic header

* fix dense multi val col copy

* remove bit size

* use large enough block size when the bin number is large

* calc min block size by sparsity

* rescale gradients

* rollback gradients scaling

* single precision histogram buffer as an option

* add float hist buffer with thread buffer

* fix setting zero in hist data

* fix hist begin pointer in tree learners

* remove debug logs

* remove omp simd

* update Makevars of R-package

* fix feature group binary storing

* two row wise for double hist buffer

* add subfeature for two row wise

* remove useless code and fix two row wise

* refactor code

* grouping the dense feature groups can get sparse multi val bin

* clean format problems

* one thread for two blocks in sep row wise

* use ordered gradients for sep row wise

* fix grad ptr

* ordered grad with combined block for sep row wise

* fix block threading

* use the same min block size

* rollback share min block size

* remove logs

* Update src/io/dataset.cpp
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* fix parameter description

* remove sep_row_wise

* remove check codes

* add check for empty multi val bin

* fix lint error

* rollback changes in config.h

* Apply suggestions from code review
Co-authored-by: Ubuntu <shiyu@gbdt-04.ren3kv4wanvufliwrpy4k03lsf.xx.internal.cloudapp.net>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* implement

* fix compilation

* Update config.cpp

* unify wordings
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* rollback omp sum

* remove sum reduction

* speed up multi-threading sum

* Apply suggestions from code review

* fix int64 write error

* attempt

* [WIP] [ci] [R-package] Add CI job that runs valgrind tests

* update all-successful

* install

* executable

* fix redirect stuff

* Apply suggestions from code review
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* more flags

* add mc to msvc proj

* fix memory leak in mc

* Update monotone_constraints.hpp

* Update r_package.yml

* remove R_INT64_PTR

* disable openmp

* Update gbdt_model_text.cpp

* Update gbdt_model_text.cpp

* Apply suggestions from code review

* try to free vector

* free more memories.

* Update src/boosting/gbdt_model_text.cpp

* fix using

* try the UNPROTECT(1);

* fix a const pointer

* fix Common

* reduce UNPROTECT

* remove UNPROTECT(1);

* fix null handle

* fix predictor

* use NULL after free

* fix a leaking in test

* try more fixes

* test the effect of tests

* throw exception in Fatal

* add test back

* Apply suggestions from code review

* commet some tests

* Apply suggestions from code review

* Apply suggestions from code review

* trying to comment out tests

* Update openmp_wrapper.h

* Apply suggestions from code review

* Update configure

* Update configure.ac

* trying to uncomment

* more comments

* more uncommenting

* more uncommenting

* fix comment

* more uncommenting

* uncomment fully-commented out stuff

* try uncommenting more dataset tests

* uncommenting more tests

* ok getting closer

* more uncommenting

* free dataset

* skipping a test, more uncommenting

* more skipping

* re-enable OpenMP

* allow on OpenMP thing

* move valgrind to comment-only job

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* changes from code review

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* linting

* issue comments too

* remove issue_comment
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update serial_tree_learner.cpp

* Update src/treelearner/serial_tree_learner.cpp

* stable multi-threading reduction

* Update src/treelearner/serial_tree_learner.cpp

* more fixes

* Apply suggestions from code review

* Apply suggestions from code review

* Update src/boosting/gbdt.cpp

* fix warnings

* Apply suggestions from code review

* Update feature_group.h

* Update feature_group.h

* Update src/treelearner/serial_tree_learner.cpp

* Update multiclass_metric.hpp

* Make path smoothing faster

* Fix bug

* Fix bug

* Minor style fix

* No need to pass the tree to all fuctions related to monotone constraints because the pointer is shared.

* Fix OppositeChildShouldBeUpdated numerical split optimisation.

* No need to use constraints when computing the output of the root.

* Refactor existing constraints.

* Add advanced constraints method.

* Update tests.

* Add override.

* linting.

* Add override.

* Simplify condition in LeftRightContainsRelevantInformation.

* Add virtual destructor to FeatureConstraint.

* Remove redundant blank line.

* linting of else.

* Indentation.

* Lint else.

* Replaced non-const reference by pointers.

* Forgotten reference.

* Leverage USE_MC for efficiency.

* Make constraints const again in feature_histogram.hpp.

* Update docs.

* Add "advanced" to the monotone constraints options.

* Update monotone constraints restrictions.

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Remove superfluous parenthesis.

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Remove std namespace qualifier.

* Fix unsigned_int size_t comparison.

* Set num_features as int for consistency with the rest of the codebase.

* Make sure constraints exist before recomputing them.

* Initialize previous constraints in UpdateConstraints.

* Update monotone constraints restrictions.

* Refactor UpdateConstraints loop.

* Update src/io/config.cpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Delete white spaces.
Co-authored-by: Charles Auguste <charles.auguste@sig.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* redirect log to python console (#3090)

* redir log to python console

* fix pylint

* Apply suggestions from code review

* Update basic.py

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update c_api.h

* Apply suggestions from code review

* Apply suggestions from code review

* super-minor: better wording
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* re-order includes (fixes #3132) (#3133)

* Revert "re-order includes (fixes #3132) (#3133)" (#3153)

This reverts commit 656d2676

.

* Missing change from previous rebase

* Minor cleanup and removal of development scripts.

* Only set gpu_use_dp on by default for CUDA. Other minor change.

* Fix python lint indentation problem.

* More python lint issues.

* Big lint cleanup - more to come.

* Another large lint cleanup - more to come.

* Even more lint cleanup.

* Minor cleanup so less differences in code.

* Revert is_use_subset changes

* Another rebase from master to fix recent conflicts.

* More lint.

* Simple code cleanup - add & remove blank lines, revert unneccessary format changes, remove added dead code.

* Removed parameters added for CUDA and various bug fix.

* Yet more lint and unneccessary changes.

* Revert another change.

* Removal of unneccessary code.

* temporary appveyor.yml for building and testing

* Remove return value in ReSize

* Removal of unused variables.

* Code cleanup from reviewers suggestions.

* Removal of FIXME comments and unused defines.

* More reviewers comments cleanup.

* More reviewers comments cleanup.

* More reviewers comments cleanup.

* Fix config variables.

* Attempt to fix check-docs failure

* Update Paramster.rst for num_gpu

* Removing test appveyor.yml

* Add ƒCUDA_RESOLVE_DEVICE_SYMBOLS to libraries to fix linking issue.

* Fixed handling of data elements less than 2K.

* More reviewers comments cleanup.

* Removal of TODO and fix printing of int64_t

* Add cuda change for CI testing and remove cuda from device_type in python.

* Missed one change form previous check-in

* Removal AdditionConfig and fix settings.

* Limit number of GPUs to one for now in CUDA.

* Update Parameters.rst for previous check-in

* Whitespace removal.

* Cleanup unused code.

* Changed uint/ushort/ulong to unsigned int/short/long to help Windows based CUDA compiler work.

* Lint change from previous check-in.

* Changes based on reviewers comments.

* More reviewer comment changes.

* Adding warning for is_sparse. Revert tmp_subset code. Only return FeatureGroupData if not is_multi_val_

* Fix so that CUDA code will compile even if you enable the SCORE_T_USE_DOUBLE define.

* Reviewer comment cleanup.

* Replace warning with Log message. Removal of some of the USE_CUDA. Fix typo and removal of pragma once.

* Remove PRINT debug for CUDA code.

* Allow to use of multiple GPUs for CUDA.

* More multi-GPUs enablement for CUDA.

* More code cleanup based on reviews comments.

* Update docs with latest config changes.
Co-authored-by: Gordon Fossum <fossum@us.ibm.com>
Co-authored-by: ChipKerchner <ckerchne@linux.vnet.ibm.com>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update serial_tree_learner.cpp

* Update src/treelearner/serial_tree_learner.cpp

* Update src/treelearner/serial_tree_learner.cpp

* fix zero bin

* some fix

* fix bin mapping

* fix

* fix bug

* use stable sort

* fix cat forced split

* Apply suggestions from code review

* Apply suggestions from code review

* Apply suggestions from code review

* fix

* Apply suggestions from code review

Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* Fix bug: crashes when interaction_constraints is nonempty and not all features are used.

* Fix python lint error.

* Add interaction constraints functionality.

* Minor fixes.

* Minor fixes.

* Change lambda to function.

* Fix gpu bug, remove extra blank lines.

* Fix gpu bug.

* Fix style issues.

* Try to fix segfault on MACOS.

* Fix bug.

* Fix bug.

* Fix bugs.

* Change parameter format for R.

* Fix R style issues.

* Change string formatting code.

* Change docs to say R package not supported.

* Remove R functionality, moving to separate PR.

* Keep track of branch features in tree object.

* Only track branch features when feature interactions are enabled.

* Fix lint error.

* Update docs and simplify tests.

This reverts commit 656d2676.

* memory corruption fix for distributed data parallel version before SyncUpGlobalBestSplit

* updated based on comments

* updated voting and feature parallel based on comments

* fixing macos failure

* rename variable

* Path smoothing

* Try to fix issue with gpu version.

* Fix failing CI for R package.

* Minor fixes.

* Minor refactor.

* Restore old code to get CI working.

* Fix style issues.

* Fix ci for R package.

* Minor fixes for docs and code style.

* Update docs.

* Add the monotone penalty parameter to the config.

* Pass tree in the necessary functions so it can be used in ComputeBestSplitForFeature.

* Add monotone penalty.

* Added link to the original report.

* Add tests.

* Fix GPU.

* Revert "Pass tree in the necessary functions so it can be used in ComputeBestSplitForFeature."

This reverts commit 37757e8e8f3a2c82a604f4af9a926da616660d2e.

* Revert "Fix GPU."

This reverts commit e49eeee41c883f3c97fd5cdbd53c9288094bffb6.

* Added a shared pointer to the tree so the constraints can use it too.

* Moved check on monotone penalty to config.cpp.

* Python linting.

* Use AssertTrue instead of assert_.

* Fix penalization in test.

* Make GPU deterministic in tests.

* Rename tree to tree_ in monotone constraints.

* Replaced epsilon by kEplison.

* Typo.

* Make tree pointer const.

* Update src/treelearner/monotone_constraints.hpp
Co-Authored-By: Guolin Ke <guolin.ke@outlook.com>

* Update src/treelearner/monotone_constraints.hpp
Co-Authored-By: Guolin Ke <guolin.ke@outlook.com>

* Added alias for the penalty.

* Remove useless comment.

* Save CI time.

* Refactor test_monotone_penalty_max.

* Update include/LightGBM/config.h
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Fix doc to be in line with previous config change commit.
Co-authored-by: Charles Auguste <auguste@dubquantdev801.ire.susq.com>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Add util functions.

* Added monotone_constraints_method as a parameter.

* Add the intermediate constraining method.

* Updated tests.

* Minor fixes.

* Typo.

* Linting.

* Ran the parameter generator for the doc.

* Removed usage of the FeatureMonotone function.

* more fixes

* Fix.

* Remove duplicated code.

* Add debug checks.

* Typo.

* Bug fix.

* Disable the use of intermediate monotone constraints and feature sampling at the same time.

* Added an alias for monotone constraining method.

* Use the right variable to get the number of threads.

* Fix DEBUG checks.

* Add back check to determine if histogram is splittable.

* Added forgotten override keywords.

* Perform monotone constraint update only when necessary.

* Small refactor of FastLeafConstraints.

* Post rebase commit.

* Small refactor.

* Typo.

* Added comment and slightly improved logic of monotone constraints.

* Forgot a const.

* Vectors that are to be modified need to be pointers.

* Rename FastLeafConstraints to IntermediateLeafConstraints to match documentation.

* Remove overload of GoUpToFindLeavesToUpdate.

* Stop memory leaking.

* Fix cpplint issues.

* Fix checks.

* Fix more cpplint issues.

* Refactor config monotone constraints method.

* Typos.

* Remove useless empty lines.

* Add new line to separate includes.

* Replace unsigned ind by size_t.

* Reduce number of trials in tests to decrease CI time.

* Specify monotone constraints better in tests.

* Removed outer loop in test of monotone constraints.

* Added categorical features to the monotone constraints tests.

* Add blank line.

* Regenerate parameters automatically.

* Speed up ShouldKeepGoingLeftRight.
Co-authored-by: Charles Auguste <auguste@dubquantdev801.ire.susq.com>
Co-authored-by: guolinke <guolin.ke@outlook.com>