/*! * Copyright (c) 2016 Microsoft Corporation. All rights reserved. * Licensed under the MIT License. See LICENSE file in the project root for license information. */ #include "gbdt.h" #include #include #include #include #include #include #include #include #include #include #include namespace LightGBM { Common::Timer global_timer; int LGBM_config_::current_device = lgbm_device_cpu; int LGBM_config_::current_learner = use_cpu_learner; GBDT::GBDT() : iter_(0), train_data_(nullptr), config_(nullptr), objective_function_(nullptr), early_stopping_round_(0), es_first_metric_only_(false), max_feature_idx_(0), num_tree_per_iteration_(1), num_class_(1), num_iteration_for_pred_(0), shrinkage_rate_(0.1f), num_init_iteration_(0) { average_output_ = false; tree_learner_ = nullptr; linear_tree_ = false; data_sample_strategy_.reset(nullptr); gradients_pointer_ = nullptr; hessians_pointer_ = nullptr; boosting_on_gpu_ = false; } GBDT::~GBDT() { } void GBDT::Init(const Config* config, const Dataset* train_data, const ObjectiveFunction* objective_function, const std::vector& training_metrics) { CHECK_NOTNULL(train_data); train_data_ = train_data; if (!config->monotone_constraints.empty()) { CHECK_EQ(static_cast(train_data_->num_total_features()), config->monotone_constraints.size()); } if (!config->feature_contri.empty()) { CHECK_EQ(static_cast(train_data_->num_total_features()), config->feature_contri.size()); } iter_ = 0; num_iteration_for_pred_ = 0; max_feature_idx_ = 0; num_class_ = config->num_class; config_ = std::unique_ptr(new Config(*config)); early_stopping_round_ = config_->early_stopping_round; es_first_metric_only_ = config_->first_metric_only; shrinkage_rate_ = config_->learning_rate; if (config_->device_type == std::string("cuda")) { LGBM_config_::current_learner = use_cuda_learner; #ifdef USE_CUDA if (config_->device_type == std::string("cuda")) { const int gpu_device_id = config_->gpu_device_id >= 0 ? config_->gpu_device_id : 0; CUDASUCCESS_OR_FATAL(cudaSetDevice(gpu_device_id)); } #endif // USE_CUDA } // load forced_splits file if (!config->forcedsplits_filename.empty()) { std::ifstream forced_splits_file(config->forcedsplits_filename.c_str()); std::stringstream buffer; buffer << forced_splits_file.rdbuf(); std::string err; forced_splits_json_ = Json::parse(buffer.str(), &err); } objective_function_ = objective_function; num_tree_per_iteration_ = num_class_; if (objective_function_ != nullptr) { num_tree_per_iteration_ = objective_function_->NumModelPerIteration(); if (objective_function_->IsRenewTreeOutput() && !config->monotone_constraints.empty()) { Log::Fatal("Cannot use ``monotone_constraints`` in %s objective, please disable it.", objective_function_->GetName()); } } data_sample_strategy_.reset(SampleStrategy::CreateSampleStrategy(config_.get(), train_data_, objective_function_, num_tree_per_iteration_)); is_constant_hessian_ = GetIsConstHessian(objective_function); boosting_on_gpu_ = objective_function_ != nullptr && objective_function_->IsCUDAObjective() && !data_sample_strategy_->IsHessianChange(); // for sample strategy with Hessian change, fall back to boosting on CPU tree_learner_ = std::unique_ptr(TreeLearner::CreateTreeLearner(config_->tree_learner, config_->device_type, config_.get(), boosting_on_gpu_)); // init tree learner tree_learner_->Init(train_data_, is_constant_hessian_); tree_learner_->SetForcedSplit(&forced_splits_json_); // push training metrics training_metrics_.clear(); for (const auto& metric : training_metrics) { training_metrics_.push_back(metric); } training_metrics_.shrink_to_fit(); #ifdef USE_CUDA if (config_->device_type == std::string("cuda")) { train_score_updater_.reset(new CUDAScoreUpdater(train_data_, num_tree_per_iteration_, boosting_on_gpu_)); } else { #endif // USE_CUDA train_score_updater_.reset(new ScoreUpdater(train_data_, num_tree_per_iteration_)); #ifdef USE_CUDA } #endif // USE_CUDA num_data_ = train_data_->num_data(); // get max feature index max_feature_idx_ = train_data_->num_total_features() - 1; // get label index label_idx_ = train_data_->label_idx(); // get feature names feature_names_ = train_data_->feature_names(); feature_infos_ = train_data_->feature_infos(); monotone_constraints_ = config->monotone_constraints; // get parser config file content parser_config_str_ = train_data_->parser_config_str(); // check that forced splits does not use feature indices larger than dataset size CheckForcedSplitFeatures(); // if need bagging, create buffer data_sample_strategy_->ResetSampleConfig(config_.get(), true); ResetGradientBuffers(); class_need_train_ = std::vector(num_tree_per_iteration_, true); if (objective_function_ != nullptr && objective_function_->SkipEmptyClass()) { CHECK_EQ(num_tree_per_iteration_, num_class_); for (int i = 0; i < num_class_; ++i) { class_need_train_[i] = objective_function_->ClassNeedTrain(i); } } if (config_->linear_tree) { linear_tree_ = true; } } void GBDT::CheckForcedSplitFeatures() { std::queue forced_split_nodes; forced_split_nodes.push(forced_splits_json_); while (!forced_split_nodes.empty()) { Json node = forced_split_nodes.front(); forced_split_nodes.pop(); const int feature_index = node["feature"].int_value(); if (feature_index > max_feature_idx_) { Log::Fatal("Forced splits file includes feature index %d, but maximum feature index in dataset is %d", feature_index, max_feature_idx_); } if (node.object_items().count("left") > 0) { forced_split_nodes.push(node["left"]); } if (node.object_items().count("right") > 0) { forced_split_nodes.push(node["right"]); } } } void GBDT::AddValidDataset(const Dataset* valid_data, const std::vector& valid_metrics) { if (!train_data_->CheckAlign(*valid_data)) { Log::Fatal("Cannot add validation data, since it has different bin mappers with training data"); } // for a validation dataset, we need its score and metric auto new_score_updater = #ifdef USE_CUDA config_->device_type == std::string("cuda") ? std::unique_ptr(new CUDAScoreUpdater(valid_data, num_tree_per_iteration_, objective_function_ != nullptr && objective_function_->IsCUDAObjective())) : #endif // USE_CUDA std::unique_ptr(new ScoreUpdater(valid_data, num_tree_per_iteration_)); // update score for (int i = 0; i < iter_; ++i) { for (int cur_tree_id = 0; cur_tree_id < num_tree_per_iteration_; ++cur_tree_id) { auto curr_tree = (i + num_init_iteration_) * num_tree_per_iteration_ + cur_tree_id; new_score_updater->AddScore(models_[curr_tree].get(), cur_tree_id); } } valid_score_updater_.push_back(std::move(new_score_updater)); valid_metrics_.emplace_back(); for (const auto& metric : valid_metrics) { valid_metrics_.back().push_back(metric); } valid_metrics_.back().shrink_to_fit(); if (early_stopping_round_ > 0) { auto num_metrics = valid_metrics.size(); if (es_first_metric_only_) { num_metrics = 1; } best_iter_.emplace_back(num_metrics, 0); best_score_.emplace_back(num_metrics, kMinScore); best_msg_.emplace_back(num_metrics); } } void GBDT::Boosting() { Common::FunctionTimer fun_timer("GBDT::Boosting", global_timer); if (objective_function_ == nullptr) { Log::Fatal("No objective function provided"); } // objective function will calculate gradients and hessians int64_t num_score = 0; objective_function_-> GetGradients(GetTrainingScore(&num_score), gradients_pointer_, hessians_pointer_); } void GBDT::Train(int snapshot_freq, const std::string& model_output_path) { Common::FunctionTimer fun_timer("GBDT::Train", global_timer); bool is_finished = false; auto start_time = std::chrono::steady_clock::now(); for (int iter = 0; iter < config_->num_iterations && !is_finished; ++iter) { is_finished = TrainOneIter(nullptr, nullptr); if (!is_finished) { is_finished = EvalAndCheckEarlyStopping(); } auto end_time = std::chrono::steady_clock::now(); // output used time per iteration Log::Info("%f seconds elapsed, finished iteration %d", std::chrono::duration(end_time - start_time) * 1e-3, iter + 1); if (snapshot_freq > 0 && (iter + 1) % snapshot_freq == 0) { std::string snapshot_out = model_output_path + ".snapshot_iter_" + std::to_string(iter + 1); SaveModelToFile(0, -1, config_->saved_feature_importance_type, snapshot_out.c_str()); } } } void GBDT::RefitTree(const std::vector>& tree_leaf_prediction) { CHECK_GT(tree_leaf_prediction.size(), 0); CHECK_EQ(static_cast(num_data_), tree_leaf_prediction.size()); CHECK_EQ(static_cast(models_.size()), tree_leaf_prediction[0].size()); int num_iterations = static_cast(models_.size() / num_tree_per_iteration_); std::vector leaf_pred(num_data_); if (linear_tree_) { std::vector max_leaves_by_thread = std::vector(OMP_NUM_THREADS(), 0); #pragma omp parallel for num_threads(OMP_NUM_THREADS()) schedule(static) for (int i = 0; i < static_cast(tree_leaf_prediction.size()); ++i) { int tid = omp_get_thread_num(); for (size_t j = 0; j < tree_leaf_prediction[i].size(); ++j) { max_leaves_by_thread[tid] = std::max(max_leaves_by_thread[tid], tree_leaf_prediction[i][j]); } } int max_leaves = *std::max_element(max_leaves_by_thread.begin(), max_leaves_by_thread.end()); max_leaves += 1; tree_learner_->InitLinear(train_data_, max_leaves); } for (int iter = 0; iter < num_iterations; ++iter) { Boosting(); for (int tree_id = 0; tree_id < num_tree_per_iteration_; ++tree_id) { int model_index = iter * num_tree_per_iteration_ + tree_id; #pragma omp parallel for num_threads(OMP_NUM_THREADS()) schedule(static) for (int i = 0; i < num_data_; ++i) { leaf_pred[i] = tree_leaf_prediction[i][model_index]; CHECK_LT(leaf_pred[i], models_[model_index]->num_leaves()); } size_t offset = static_cast(tree_id) * num_data_; auto grad = gradients_pointer_ + offset; auto hess = hessians_pointer_ + offset; auto new_tree = tree_learner_->FitByExistingTree(models_[model_index].get(), leaf_pred, grad, hess); train_score_updater_->AddScore(tree_learner_.get(), new_tree, tree_id); models_[model_index].reset(new_tree); } } } /* If the custom "average" is implemented it will be used in place of the label average (if enabled) * * An improvement to this is to have options to explicitly choose * (i) standard average * (ii) custom average if available * (iii) any user defined scalar bias (e.g. using a new option "init_score" that overrides (i) and (ii) ) * * (i) and (ii) could be selected as say "auto_init_score" = 0 or 1 etc.. * */ double ObtainAutomaticInitialScore(const ObjectiveFunction* fobj, int class_id) { double init_score = 0.0; if (fobj != nullptr) { init_score = fobj->BoostFromScore(class_id); } if (Network::num_machines() > 1) { init_score = Network::GlobalSyncUpByMean(init_score); } return init_score; } double GBDT::BoostFromAverage(int class_id, bool update_scorer) { Common::FunctionTimer fun_timer("GBDT::BoostFromAverage", global_timer); // boosting from average label; or customized "average" if implemented for the current objective if (models_.empty() && !train_score_updater_->has_init_score() && objective_function_ != nullptr) { if (config_->boost_from_average || (train_data_ != nullptr && train_data_->num_features() == 0)) { double init_score = ObtainAutomaticInitialScore(objective_function_, class_id); if (std::fabs(init_score) > kEpsilon) { if (update_scorer) { train_score_updater_->AddScore(init_score, class_id); for (auto& score_updater : valid_score_updater_) { score_updater->AddScore(init_score, class_id); } } Log::Info("Start training from score %lf", init_score); return init_score; } } else if (std::string(objective_function_->GetName()) == std::string("regression_l1") || std::string(objective_function_->GetName()) == std::string("quantile") || std::string(objective_function_->GetName()) == std::string("mape")) { Log::Warning("Disabling boost_from_average in %s may cause the slow convergence", objective_function_->GetName()); } } return 0.0f; } bool GBDT::TrainOneIter(const score_t* gradients, const score_t* hessians) { Common::FunctionTimer fun_timer("GBDT::TrainOneIter", global_timer); std::vector init_scores(num_tree_per_iteration_, 0.0); // boosting first if (gradients == nullptr || hessians == nullptr) { for (int cur_tree_id = 0; cur_tree_id < num_tree_per_iteration_; ++cur_tree_id) { init_scores[cur_tree_id] = BoostFromAverage(cur_tree_id, true); } Boosting(); gradients = gradients_pointer_; hessians = hessians_pointer_; } else { // use customized objective function CHECK(objective_function_ == nullptr); if (data_sample_strategy_->IsHessianChange()) { // need to copy customized gradients when using GOSS int64_t total_size = static_cast(num_data_) * num_tree_per_iteration_; #pragma omp parallel for num_threads(OMP_NUM_THREADS()) schedule(static) for (int64_t i = 0; i < total_size; ++i) { gradients_[i] = gradients[i]; hessians_[i] = hessians[i]; } CHECK_EQ(gradients_pointer_, gradients_.data()); CHECK_EQ(hessians_pointer_, hessians_.data()); gradients = gradients_pointer_; hessians = hessians_pointer_; } } // bagging logic data_sample_strategy_->Bagging(iter_, tree_learner_.get(), gradients_.data(), hessians_.data()); const bool is_use_subset = data_sample_strategy_->is_use_subset(); const data_size_t bag_data_cnt = data_sample_strategy_->bag_data_cnt(); const std::vector>& bag_data_indices = data_sample_strategy_->bag_data_indices(); if (objective_function_ == nullptr && is_use_subset && bag_data_cnt < num_data_ && !boosting_on_gpu_ && !data_sample_strategy_->IsHessianChange()) { ResetGradientBuffers(); } bool should_continue = false; for (int cur_tree_id = 0; cur_tree_id < num_tree_per_iteration_; ++cur_tree_id) { const size_t offset = static_cast(cur_tree_id) * num_data_; std::unique_ptr new_tree(new Tree(2, false, false)); if (class_need_train_[cur_tree_id] && train_data_->num_features() > 0) { auto grad = gradients + offset; auto hess = hessians + offset; // need to copy gradients for bagging subset. if (is_use_subset && bag_data_cnt < num_data_ && !boosting_on_gpu_) { for (int i = 0; i < bag_data_cnt; ++i) { gradients_pointer_[offset + i] = grad[bag_data_indices[i]]; hessians_pointer_[offset + i] = hess[bag_data_indices[i]]; } grad = gradients_pointer_ + offset; hess = hessians_pointer_ + offset; } bool is_first_tree = models_.size() < static_cast(num_tree_per_iteration_); new_tree.reset(tree_learner_->Train(grad, hess, is_first_tree)); } if (new_tree->num_leaves() > 1) { should_continue = true; auto score_ptr = train_score_updater_->score() + offset; auto residual_getter = [score_ptr](const label_t* label, int i) {return static_cast(label[i]) - score_ptr[i]; }; tree_learner_->RenewTreeOutput(new_tree.get(), objective_function_, residual_getter, num_data_, bag_data_indices.data(), bag_data_cnt, train_score_updater_->score()); // shrinkage by learning rate new_tree->Shrinkage(shrinkage_rate_); // update score UpdateScore(new_tree.get(), cur_tree_id); if (std::fabs(init_scores[cur_tree_id]) > kEpsilon) { new_tree->AddBias(init_scores[cur_tree_id]); } } else { // only add default score one-time if (models_.size() < static_cast(num_tree_per_iteration_)) { if (objective_function_ != nullptr && !config_->boost_from_average && !train_score_updater_->has_init_score()) { init_scores[cur_tree_id] = ObtainAutomaticInitialScore(objective_function_, cur_tree_id); // updates scores train_score_updater_->AddScore(init_scores[cur_tree_id], cur_tree_id); for (auto& score_updater : valid_score_updater_) { score_updater->AddScore(init_scores[cur_tree_id], cur_tree_id); } } new_tree->AsConstantTree(init_scores[cur_tree_id]); } } // add model models_.push_back(std::move(new_tree)); } if (!should_continue) { Log::Warning("Stopped training because there are no more leaves that meet the split requirements"); if (models_.size() > static_cast(num_tree_per_iteration_)) { for (int cur_tree_id = 0; cur_tree_id < num_tree_per_iteration_; ++cur_tree_id) { models_.pop_back(); } } return true; } ++iter_; return false; } void GBDT::RollbackOneIter() { if (iter_ <= 0) { return; } // reset score for (int cur_tree_id = 0; cur_tree_id < num_tree_per_iteration_; ++cur_tree_id) { auto curr_tree = models_.size() - num_tree_per_iteration_ + cur_tree_id; models_[curr_tree]->Shrinkage(-1.0); train_score_updater_->AddScore(models_[curr_tree].get(), cur_tree_id); for (auto& score_updater : valid_score_updater_) { score_updater->AddScore(models_[curr_tree].get(), cur_tree_id); } } // remove model for (int cur_tree_id = 0; cur_tree_id < num_tree_per_iteration_; ++cur_tree_id) { models_.pop_back(); } --iter_; } bool GBDT::EvalAndCheckEarlyStopping() { bool is_met_early_stopping = false; // print message for metric auto best_msg = OutputMetric(iter_); is_met_early_stopping = !best_msg.empty(); if (is_met_early_stopping) { Log::Info("Early stopping at iteration %d, the best iteration round is %d", iter_, iter_ - early_stopping_round_); Log::Info("Output of best iteration round:\n%s", best_msg.c_str()); // pop last early_stopping_round_ models for (int i = 0; i < early_stopping_round_ * num_tree_per_iteration_; ++i) { models_.pop_back(); } } return is_met_early_stopping; } void GBDT::UpdateScore(const Tree* tree, const int cur_tree_id) { Common::FunctionTimer fun_timer("GBDT::UpdateScore", global_timer); // update training score if (!data_sample_strategy_->is_use_subset()) { train_score_updater_->AddScore(tree_learner_.get(), tree, cur_tree_id); const data_size_t bag_data_cnt = data_sample_strategy_->bag_data_cnt(); // we need to predict out-of-bag scores of data for boosting if (num_data_ - bag_data_cnt > 0) { #ifdef USE_CUDA if (config_->device_type == std::string("cuda")) { train_score_updater_->AddScore(tree, data_sample_strategy_->cuda_bag_data_indices().RawData() + bag_data_cnt, num_data_ - bag_data_cnt, cur_tree_id); } else { #endif // USE_CUDA train_score_updater_->AddScore(tree, data_sample_strategy_->bag_data_indices().data() + bag_data_cnt, num_data_ - bag_data_cnt, cur_tree_id); #ifdef USE_CUDA } #endif // USE_CUDA } } else { train_score_updater_->AddScore(tree, cur_tree_id); } // update validation score for (auto& score_updater : valid_score_updater_) { score_updater->AddScore(tree, cur_tree_id); } } #ifdef USE_CUDA std::vector GBDT::EvalOneMetric(const Metric* metric, const double* score, const data_size_t num_data) const { #else std::vector GBDT::EvalOneMetric(const Metric* metric, const double* score, const data_size_t /*num_data*/) const { #endif // USE_CUDA #ifdef USE_CUDA const bool evaluation_on_cuda = metric->IsCUDAMetric(); if ((boosting_on_gpu_ && evaluation_on_cuda) || (!boosting_on_gpu_ && !evaluation_on_cuda)) { #endif // USE_CUDA return metric->Eval(score, objective_function_); #ifdef USE_CUDA } else if (boosting_on_gpu_ && !evaluation_on_cuda) { const size_t total_size = static_cast(num_data) * static_cast(num_tree_per_iteration_); if (total_size > host_score_.size()) { host_score_.resize(total_size, 0.0f); } CopyFromCUDADeviceToHost(host_score_.data(), score, total_size, __FILE__, __LINE__); return metric->Eval(host_score_.data(), objective_function_); } else { const size_t total_size = static_cast(num_data) * static_cast(num_tree_per_iteration_); if (total_size > cuda_score_.Size()) { cuda_score_.Resize(total_size); } CopyFromHostToCUDADevice(cuda_score_.RawData(), score, total_size, __FILE__, __LINE__); return metric->Eval(cuda_score_.RawData(), objective_function_); } #endif // USE_CUDA } std::string GBDT::OutputMetric(int iter) { bool need_output = (iter % config_->metric_freq) == 0; std::string ret = ""; std::stringstream msg_buf; std::vector> meet_early_stopping_pairs; // print training metric if (need_output) { for (auto& sub_metric : training_metrics_) { auto name = sub_metric->GetName(); auto scores = EvalOneMetric(sub_metric, train_score_updater_->score(), train_score_updater_->num_data()); for (size_t k = 0; k < name.size(); ++k) { std::stringstream tmp_buf; tmp_buf << "Iteration:" << iter << ", training " << name[k] << " : " << scores[k]; Log::Info(tmp_buf.str().c_str()); if (early_stopping_round_ > 0) { msg_buf << tmp_buf.str() << '\n'; } } } } // print validation metric if (need_output || early_stopping_round_ > 0) { for (size_t i = 0; i < valid_metrics_.size(); ++i) { for (size_t j = 0; j < valid_metrics_[i].size(); ++j) { auto test_scores = EvalOneMetric(valid_metrics_[i][j], valid_score_updater_[i]->score(), valid_score_updater_[i]->num_data()); auto name = valid_metrics_[i][j]->GetName(); for (size_t k = 0; k < name.size(); ++k) { std::stringstream tmp_buf; tmp_buf << "Iteration:" << iter << ", valid_" << i + 1 << " " << name[k] << " : " << test_scores[k]; if (need_output) { Log::Info(tmp_buf.str().c_str()); } if (early_stopping_round_ > 0) { msg_buf << tmp_buf.str() << '\n'; } } if (es_first_metric_only_ && j > 0) { continue; } if (ret.empty() && early_stopping_round_ > 0) { auto cur_score = valid_metrics_[i][j]->factor_to_bigger_better() * test_scores.back(); if (cur_score > best_score_[i][j]) { best_score_[i][j] = cur_score; best_iter_[i][j] = iter; meet_early_stopping_pairs.emplace_back(i, j); } else { if (iter - best_iter_[i][j] >= early_stopping_round_) { ret = best_msg_[i][j]; } } } } } } for (auto& pair : meet_early_stopping_pairs) { best_msg_[pair.first][pair.second] = msg_buf.str(); } return ret; } /*! \brief Get eval result */ std::vector GBDT::GetEvalAt(int data_idx) const { CHECK(data_idx >= 0 && data_idx <= static_cast(valid_score_updater_.size())); std::vector ret; if (data_idx == 0) { for (auto& sub_metric : training_metrics_) { auto scores = EvalOneMetric(sub_metric, train_score_updater_->score(), train_score_updater_->num_data()); for (auto score : scores) { ret.push_back(score); } } } else { auto used_idx = data_idx - 1; for (size_t j = 0; j < valid_metrics_[used_idx].size(); ++j) { auto test_scores = EvalOneMetric(valid_metrics_[used_idx][j], valid_score_updater_[used_idx]->score(), valid_score_updater_[used_idx]->num_data()); for (auto score : test_scores) { ret.push_back(score); } } } return ret; } /*! \brief Get training scores result */ const double* GBDT::GetTrainingScore(int64_t* out_len) { *out_len = static_cast(train_score_updater_->num_data()) * num_class_; return train_score_updater_->score(); } void GBDT::PredictContrib(const double* features, double* output) const { // set zero const int num_features = max_feature_idx_ + 1; std::memset(output, 0, sizeof(double) * num_tree_per_iteration_ * (num_features + 1)); const int end_iteration_for_pred = start_iteration_for_pred_ + num_iteration_for_pred_; for (int i = start_iteration_for_pred_; i < end_iteration_for_pred; ++i) { // predict all the trees for one iteration for (int k = 0; k < num_tree_per_iteration_; ++k) { models_[i * num_tree_per_iteration_ + k]->PredictContrib(features, num_features, output + k*(num_features + 1)); } } } void GBDT::PredictContribByMap(const std::unordered_map& features, std::vector>* output) const { const int num_features = max_feature_idx_ + 1; const int end_iteration_for_pred = start_iteration_for_pred_ + num_iteration_for_pred_; for (int i = start_iteration_for_pred_; i < end_iteration_for_pred; ++i) { // predict all the trees for one iteration for (int k = 0; k < num_tree_per_iteration_; ++k) { models_[i * num_tree_per_iteration_ + k]->PredictContribByMap(features, num_features, &((*output)[k])); } } } void GBDT::GetPredictAt(int data_idx, double* out_result, int64_t* out_len) { CHECK(data_idx >= 0 && data_idx <= static_cast(valid_score_updater_.size())); const double* raw_scores = nullptr; data_size_t num_data = 0; if (data_idx == 0) { raw_scores = GetTrainingScore(out_len); num_data = train_score_updater_->num_data(); } else { auto used_idx = data_idx - 1; raw_scores = valid_score_updater_[used_idx]->score(); num_data = valid_score_updater_[used_idx]->num_data(); *out_len = static_cast(num_data) * num_class_; } #ifdef USE_CUDA std::vector host_raw_scores; if (boosting_on_gpu_) { host_raw_scores.resize(static_cast(*out_len), 0.0); CopyFromCUDADeviceToHost(host_raw_scores.data(), raw_scores, static_cast(*out_len), __FILE__, __LINE__); raw_scores = host_raw_scores.data(); } #endif // USE_CUDA if (objective_function_ != nullptr) { #pragma omp parallel for num_threads(OMP_NUM_THREADS()) schedule(static) for (data_size_t i = 0; i < num_data; ++i) { std::vector tree_pred(num_tree_per_iteration_); for (int j = 0; j < num_tree_per_iteration_; ++j) { tree_pred[j] = raw_scores[j * num_data + i]; } std::vector tmp_result(num_class_); objective_function_->ConvertOutput(tree_pred.data(), tmp_result.data()); for (int j = 0; j < num_class_; ++j) { out_result[j * num_data + i] = static_cast(tmp_result[j]); } } } else { #pragma omp parallel for num_threads(OMP_NUM_THREADS()) schedule(static) for (data_size_t i = 0; i < num_data; ++i) { for (int j = 0; j < num_tree_per_iteration_; ++j) { out_result[j * num_data + i] = static_cast(raw_scores[j * num_data + i]); } } } } double GBDT::GetUpperBoundValue() const { double max_value = 0.0; for (const auto &tree : models_) { max_value += tree->GetUpperBoundValue(); } return max_value; } double GBDT::GetLowerBoundValue() const { double min_value = 0.0; for (const auto &tree : models_) { min_value += tree->GetLowerBoundValue(); } return min_value; } void GBDT::ResetTrainingData(const Dataset* train_data, const ObjectiveFunction* objective_function, const std::vector& training_metrics) { if (train_data != train_data_ && !train_data_->CheckAlign(*train_data)) { Log::Fatal("Cannot reset training data, since new training data has different bin mappers"); } objective_function_ = objective_function; data_sample_strategy_->UpdateObjectiveFunction(objective_function); if (objective_function_ != nullptr) { CHECK_EQ(num_tree_per_iteration_, objective_function_->NumModelPerIteration()); if (objective_function_->IsRenewTreeOutput() && !config_->monotone_constraints.empty()) { Log::Fatal("Cannot use ``monotone_constraints`` in %s objective, please disable it.", objective_function_->GetName()); } } is_constant_hessian_ = GetIsConstHessian(objective_function); // push training metrics training_metrics_.clear(); for (const auto& metric : training_metrics) { training_metrics_.push_back(metric); } training_metrics_.shrink_to_fit(); #ifdef USE_CUDA boosting_on_gpu_ = objective_function_ != nullptr && objective_function_->IsCUDAObjective() && !data_sample_strategy_->IsHessianChange(); // for sample strategy with Hessian change, fall back to boosting on CPU tree_learner_->ResetBoostingOnGPU(boosting_on_gpu_); #endif // USE_CUDA if (train_data != train_data_) { train_data_ = train_data; data_sample_strategy_->UpdateTrainingData(train_data); // not same training data, need reset score and others // create score tracker #ifdef USE_CUDA if (config_->device_type == std::string("cuda")) { train_score_updater_.reset(new CUDAScoreUpdater(train_data_, num_tree_per_iteration_, boosting_on_gpu_)); } else { #endif // USE_CUDA train_score_updater_.reset(new ScoreUpdater(train_data_, num_tree_per_iteration_)); #ifdef USE_CUDA } #endif // USE_CUDA // update score for (int i = 0; i < iter_; ++i) { for (int cur_tree_id = 0; cur_tree_id < num_tree_per_iteration_; ++cur_tree_id) { auto curr_tree = (i + num_init_iteration_) * num_tree_per_iteration_ + cur_tree_id; train_score_updater_->AddScore(models_[curr_tree].get(), cur_tree_id); } } num_data_ = train_data_->num_data(); ResetGradientBuffers(); max_feature_idx_ = train_data_->num_total_features() - 1; label_idx_ = train_data_->label_idx(); feature_names_ = train_data_->feature_names(); feature_infos_ = train_data_->feature_infos(); parser_config_str_ = train_data_->parser_config_str(); tree_learner_->ResetTrainingData(train_data, is_constant_hessian_); data_sample_strategy_->ResetSampleConfig(config_.get(), true); } else { tree_learner_->ResetIsConstantHessian(is_constant_hessian_); } } void GBDT::ResetConfig(const Config* config) { auto new_config = std::unique_ptr(new Config(*config)); if (!config->monotone_constraints.empty()) { CHECK_EQ(static_cast(train_data_->num_total_features()), config->monotone_constraints.size()); } if (!config->feature_contri.empty()) { CHECK_EQ(static_cast(train_data_->num_total_features()), config->feature_contri.size()); } if (objective_function_ != nullptr && objective_function_->IsRenewTreeOutput() && !config->monotone_constraints.empty()) { Log::Fatal("Cannot use ``monotone_constraints`` in %s objective, please disable it.", objective_function_->GetName()); } early_stopping_round_ = new_config->early_stopping_round; shrinkage_rate_ = new_config->learning_rate; if (tree_learner_ != nullptr) { tree_learner_->ResetConfig(new_config.get()); } boosting_on_gpu_ = objective_function_ != nullptr && objective_function_->IsCUDAObjective() && !data_sample_strategy_->IsHessianChange(); // for sample strategy with Hessian change, fall back to boosting on CPU tree_learner_->ResetBoostingOnGPU(boosting_on_gpu_); if (train_data_ != nullptr) { data_sample_strategy_->ResetSampleConfig(new_config.get(), false); if (data_sample_strategy_->NeedResizeGradients()) { // resize gradient vectors to copy the customized gradients for goss or bagging with subset ResetGradientBuffers(); } } if (config_.get() != nullptr && config_->forcedsplits_filename != new_config->forcedsplits_filename) { // load forced_splits file if (!new_config->forcedsplits_filename.empty()) { std::ifstream forced_splits_file( new_config->forcedsplits_filename.c_str()); std::stringstream buffer; buffer << forced_splits_file.rdbuf(); std::string err; forced_splits_json_ = Json::parse(buffer.str(), &err); tree_learner_->SetForcedSplit(&forced_splits_json_); } else { forced_splits_json_ = Json(); tree_learner_->SetForcedSplit(nullptr); } } config_.reset(new_config.release()); } void GBDT::ResetGradientBuffers() { const size_t total_size = static_cast(num_data_) * num_tree_per_iteration_; const bool is_use_subset = data_sample_strategy_->is_use_subset(); const data_size_t bag_data_cnt = data_sample_strategy_->bag_data_cnt(); if (objective_function_ != nullptr) { #ifdef USE_CUDA if (config_->device_type == std::string("cuda") && boosting_on_gpu_) { if (cuda_gradients_.Size() < total_size) { cuda_gradients_.Resize(total_size); cuda_hessians_.Resize(total_size); } gradients_pointer_ = cuda_gradients_.RawData(); hessians_pointer_ = cuda_hessians_.RawData(); } else { #endif // USE_CUDA if (gradients_.size() < total_size) { gradients_.resize(total_size); hessians_.resize(total_size); } gradients_pointer_ = gradients_.data(); hessians_pointer_ = hessians_.data(); #ifdef USE_CUDA } #endif // USE_CUDA } else if (data_sample_strategy_->IsHessianChange() || (is_use_subset && bag_data_cnt < num_data_ && !boosting_on_gpu_)) { if (gradients_.size() < total_size) { gradients_.resize(total_size); hessians_.resize(total_size); } gradients_pointer_ = gradients_.data(); hessians_pointer_ = hessians_.data(); } } } // namespace LightGBM