/*! * Copyright (c) 2016 Microsoft Corporation. All rights reserved. * Licensed under the MIT License. See LICENSE file in the project root for license information. */ #include "serial_tree_learner.h" #include #include #include #include #include #include #include #include #include "cost_effective_gradient_boosting.hpp" namespace LightGBM { SerialTreeLearner::SerialTreeLearner(const Config* config) :config_(config) { random_ = Random(config_->feature_fraction_seed); #pragma omp parallel #pragma omp master { num_threads_ = omp_get_num_threads(); } } SerialTreeLearner::~SerialTreeLearner() { } void SerialTreeLearner::Init(const Dataset* train_data, bool is_constant_hessian) { train_data_ = train_data; num_data_ = train_data_->num_data(); num_features_ = train_data_->num_features(); is_constant_hessian_ = is_constant_hessian; int max_cache_size = 0; // Get the max size of pool if (config_->histogram_pool_size <= 0) { max_cache_size = config_->num_leaves; } else { size_t total_histogram_size = 0; for (int i = 0; i < train_data_->num_features(); ++i) { total_histogram_size += KHistEntrySize * train_data_->FeatureNumBin(i); } max_cache_size = static_cast(config_->histogram_pool_size * 1024 * 1024 / total_histogram_size); } // at least need 2 leaves max_cache_size = std::max(2, max_cache_size); max_cache_size = std::min(max_cache_size, config_->num_leaves); // push split information for all leaves best_split_per_leaf_.resize(config_->num_leaves); // initialize splits for leaf smaller_leaf_splits_.reset(new LeafSplits(train_data_->num_data())); larger_leaf_splits_.reset(new LeafSplits(train_data_->num_data())); // initialize data partition data_partition_.reset(new DataPartition(num_data_, config_->num_leaves)); is_feature_used_.resize(num_features_); valid_feature_indices_ = train_data_->ValidFeatureIndices(); // initialize ordered gradients and hessians ordered_gradients_.resize(num_data_); ordered_hessians_.resize(num_data_); GetMultiValBin(train_data_, true); histogram_pool_.DynamicChangeSize(train_data_, is_hist_colwise_, config_, max_cache_size, config_->num_leaves); Log::Info("Number of data points in the train set: %d, number of used features: %d", num_data_, num_features_); if (CostEfficientGradientBoosting::IsEnable(config_)) { cegb_.reset(new CostEfficientGradientBoosting(this)); cegb_->Init(); } } void SerialTreeLearner::GetMultiValBin(const Dataset* dataset, bool is_first_time) { if (is_first_time) { auto used_feature = GetUsedFeatures(true); multi_val_bin_.reset(dataset->TestMultiThreadingMethod(ordered_gradients_.data(), ordered_hessians_.data(), used_feature, is_constant_hessian_, config_->force_col_wise, config_->force_row_wise, &is_hist_colwise_)); } else { // cannot change is_hist_col_wise during training multi_val_bin_.reset(dataset->TestMultiThreadingMethod(ordered_gradients_.data(), ordered_hessians_.data(), is_feature_used_, is_constant_hessian_, is_hist_colwise_, !is_hist_colwise_, &is_hist_colwise_)); } } void SerialTreeLearner::ResetTrainingData(const Dataset* train_data) { train_data_ = train_data; num_data_ = train_data_->num_data(); CHECK(num_features_ == train_data_->num_features()); // initialize splits for leaf smaller_leaf_splits_->ResetNumData(num_data_); larger_leaf_splits_->ResetNumData(num_data_); // initialize data partition data_partition_->ResetNumData(num_data_); GetMultiValBin(train_data_, false); // initialize ordered gradients and hessians ordered_gradients_.resize(num_data_); ordered_hessians_.resize(num_data_); if (cegb_ != nullptr) { cegb_->Init(); } } void SerialTreeLearner::ResetConfig(const Config* config) { if (config_->num_leaves != config->num_leaves) { config_ = config; int max_cache_size = 0; // Get the max size of pool if (config->histogram_pool_size <= 0) { max_cache_size = config_->num_leaves; } else { size_t total_histogram_size = 0; for (int i = 0; i < train_data_->num_features(); ++i) { total_histogram_size += KHistEntrySize * train_data_->FeatureNumBin(i); } max_cache_size = static_cast(config_->histogram_pool_size * 1024 * 1024 / total_histogram_size); } // at least need 2 leaves max_cache_size = std::max(2, max_cache_size); max_cache_size = std::min(max_cache_size, config_->num_leaves); histogram_pool_.DynamicChangeSize(train_data_, is_hist_colwise_, config_, max_cache_size, config_->num_leaves); // push split information for all leaves best_split_per_leaf_.resize(config_->num_leaves); data_partition_->ResetLeaves(config_->num_leaves); } else { config_ = config; } histogram_pool_.ResetConfig(config_); if (CostEfficientGradientBoosting::IsEnable(config_)) { cegb_.reset(new CostEfficientGradientBoosting(this)); cegb_->Init(); } } Tree* SerialTreeLearner::Train(const score_t* gradients, const score_t *hessians, bool is_constant_hessian, const Json& forced_split_json) { Common::FunctionTimer fun_timer("SerialTreeLearner::Train", global_timer); gradients_ = gradients; hessians_ = hessians; is_constant_hessian_ = is_constant_hessian; // some initial works before training BeforeTrain(); auto tree = std::unique_ptr(new Tree(config_->num_leaves)); // root leaf int left_leaf = 0; int cur_depth = 1; // only root leaf can be splitted on first time int right_leaf = -1; int init_splits = 0; bool aborted_last_force_split = false; if (!forced_split_json.is_null()) { init_splits = ForceSplits(tree.get(), forced_split_json, &left_leaf, &right_leaf, &cur_depth, &aborted_last_force_split); } for (int split = init_splits; split < config_->num_leaves - 1; ++split) { // some initial works before finding best split if (!aborted_last_force_split && BeforeFindBestSplit(tree.get(), left_leaf, right_leaf)) { // find best threshold for every feature FindBestSplits(); } else if (aborted_last_force_split) { aborted_last_force_split = false; } // Get a leaf with max split gain int best_leaf = static_cast(ArrayArgs::ArgMax(best_split_per_leaf_)); // Get split information for best leaf const SplitInfo& best_leaf_SplitInfo = best_split_per_leaf_[best_leaf]; // cannot split, quit if (best_leaf_SplitInfo.gain <= 0.0) { Log::Warning("No further splits with positive gain, best gain: %f", best_leaf_SplitInfo.gain); break; } // split tree with best leaf Split(tree.get(), best_leaf, &left_leaf, &right_leaf); cur_depth = std::max(cur_depth, tree->leaf_depth(left_leaf)); } Log::Debug("Trained a tree with leaves = %d and max_depth = %d", tree->num_leaves(), cur_depth); return tree.release(); } Tree* SerialTreeLearner::FitByExistingTree(const Tree* old_tree, const score_t* gradients, const score_t *hessians) const { auto tree = std::unique_ptr(new Tree(*old_tree)); CHECK(data_partition_->num_leaves() >= tree->num_leaves()); OMP_INIT_EX(); #pragma omp parallel for schedule(static) 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); double sum_grad = 0.0f; double sum_hess = kEpsilon; for (data_size_t j = 0; j < cnt_leaf_data; ++j) { auto idx = tmp_idx[j]; sum_grad += gradients[idx]; sum_hess += hessians[idx]; } double output = FeatureHistogram::CalculateSplittedLeafOutput(sum_grad, sum_hess, config_->lambda_l1, config_->lambda_l2, config_->max_delta_step); auto old_leaf_output = tree->LeafOutput(i); auto new_leaf_output = output * tree->shrinkage(); tree->SetLeafOutput(i, config_->refit_decay_rate * old_leaf_output + (1.0 - config_->refit_decay_rate) * new_leaf_output); OMP_LOOP_EX_END(); } OMP_THROW_EX(); return tree.release(); } Tree* SerialTreeLearner::FitByExistingTree(const Tree* old_tree, const std::vector& leaf_pred, const score_t* gradients, const score_t *hessians) { data_partition_->ResetByLeafPred(leaf_pred, old_tree->num_leaves()); return FitByExistingTree(old_tree, gradients, hessians); } std::vector SerialTreeLearner::GetUsedFeatures(bool is_tree_level) { std::vector ret(num_features_, 1); if (config_->feature_fraction >= 1.0f && is_tree_level) { return ret; } if (config_->feature_fraction_bynode >= 1.0f && !is_tree_level) { return ret; } std::memset(ret.data(), 0, sizeof(int8_t) * num_features_); const int min_used_features = std::min(2, static_cast(valid_feature_indices_.size())); if (is_tree_level) { int used_feature_cnt = static_cast(std::round(valid_feature_indices_.size() * config_->feature_fraction)); used_feature_cnt = std::max(used_feature_cnt, min_used_features); used_feature_indices_ = random_.Sample(static_cast(valid_feature_indices_.size()), used_feature_cnt); int omp_loop_size = static_cast(used_feature_indices_.size()); #pragma omp parallel for schedule(static, 512) if (omp_loop_size >= 1024) for (int i = 0; i < omp_loop_size; ++i) { int used_feature = valid_feature_indices_[used_feature_indices_[i]]; int inner_feature_index = train_data_->InnerFeatureIndex(used_feature); CHECK(inner_feature_index >= 0); ret[inner_feature_index] = 1; } } else if (used_feature_indices_.size() <= 0) { int used_feature_cnt = static_cast(std::round(valid_feature_indices_.size() * config_->feature_fraction_bynode)); used_feature_cnt = std::max(used_feature_cnt, min_used_features); auto sampled_indices = random_.Sample(static_cast(valid_feature_indices_.size()), used_feature_cnt); int omp_loop_size = static_cast(sampled_indices.size()); #pragma omp parallel for schedule(static, 512) if (omp_loop_size >= 1024) for (int i = 0; i < omp_loop_size; ++i) { int used_feature = valid_feature_indices_[sampled_indices[i]]; int inner_feature_index = train_data_->InnerFeatureIndex(used_feature); CHECK(inner_feature_index >= 0); ret[inner_feature_index] = 1; } } else { int used_feature_cnt = static_cast(std::round(used_feature_indices_.size() * config_->feature_fraction_bynode)); used_feature_cnt = std::max(used_feature_cnt, min_used_features); auto sampled_indices = random_.Sample(static_cast(used_feature_indices_.size()), used_feature_cnt); int omp_loop_size = static_cast(sampled_indices.size()); #pragma omp parallel for schedule(static, 512) if (omp_loop_size >= 1024) for (int i = 0; i < omp_loop_size; ++i) { int used_feature = valid_feature_indices_[used_feature_indices_[sampled_indices[i]]]; int inner_feature_index = train_data_->InnerFeatureIndex(used_feature); CHECK(inner_feature_index >= 0); ret[inner_feature_index] = 1; } } return ret; } void SerialTreeLearner::BeforeTrain() { Common::FunctionTimer fun_timer("SerialTreeLearner::BeforeTrain", global_timer); // reset histogram pool histogram_pool_.ResetMap(); if (config_->feature_fraction < 1.0f) { is_feature_used_ = GetUsedFeatures(true); } else { #pragma omp parallel for schedule(static, 512) if (num_features_ >= 1024) for (int i = 0; i < num_features_; ++i) { is_feature_used_[i] = 1; } } // initialize data partition data_partition_->Init(); // reset the splits for leaves for (int i = 0; i < config_->num_leaves; ++i) { best_split_per_leaf_[i].Reset(); } // Sumup for root if (data_partition_->leaf_count(0) == num_data_) { // use all data smaller_leaf_splits_->Init(gradients_, hessians_); } else { // use bagging, only use part of data smaller_leaf_splits_->Init(0, data_partition_.get(), gradients_, hessians_); } larger_leaf_splits_->Init(); } bool SerialTreeLearner::BeforeFindBestSplit(const Tree* tree, int left_leaf, int right_leaf) { Common::FunctionTimer fun_timer("SerialTreeLearner::BeforeFindBestSplit", global_timer); // check depth of current leaf if (config_->max_depth > 0) { // only need to check left leaf, since right leaf is in same level of left leaf if (tree->leaf_depth(left_leaf) >= config_->max_depth) { best_split_per_leaf_[left_leaf].gain = kMinScore; if (right_leaf >= 0) { best_split_per_leaf_[right_leaf].gain = kMinScore; } return false; } } data_size_t num_data_in_left_child = GetGlobalDataCountInLeaf(left_leaf); data_size_t num_data_in_right_child = GetGlobalDataCountInLeaf(right_leaf); // no enough data to continue if (num_data_in_right_child < static_cast(config_->min_data_in_leaf * 2) && num_data_in_left_child < static_cast(config_->min_data_in_leaf * 2)) { best_split_per_leaf_[left_leaf].gain = kMinScore; if (right_leaf >= 0) { best_split_per_leaf_[right_leaf].gain = kMinScore; } return false; } parent_leaf_histogram_array_ = nullptr; // only have root if (right_leaf < 0) { histogram_pool_.Get(left_leaf, &smaller_leaf_histogram_array_); larger_leaf_histogram_array_ = nullptr; } else if (num_data_in_left_child < num_data_in_right_child) { // put parent(left) leaf's histograms into larger leaf's histograms if (histogram_pool_.Get(left_leaf, &larger_leaf_histogram_array_)) { parent_leaf_histogram_array_ = larger_leaf_histogram_array_; } histogram_pool_.Move(left_leaf, right_leaf); histogram_pool_.Get(left_leaf, &smaller_leaf_histogram_array_); } else { // put parent(left) leaf's histograms to larger leaf's histograms if (histogram_pool_.Get(left_leaf, &larger_leaf_histogram_array_)) { parent_leaf_histogram_array_ = larger_leaf_histogram_array_; } histogram_pool_.Get(right_leaf, &smaller_leaf_histogram_array_); } return true; } void SerialTreeLearner::FindBestSplits() { std::vector is_feature_used(num_features_, 0); #pragma omp parallel for schedule(static, 1024) if (num_features_ >= 2048) for (int feature_index = 0; feature_index < num_features_; ++feature_index) { if (!is_feature_used_[feature_index]) continue; if (parent_leaf_histogram_array_ != nullptr && !parent_leaf_histogram_array_[feature_index].is_splittable()) { smaller_leaf_histogram_array_[feature_index].set_is_splittable(false); continue; } is_feature_used[feature_index] = 1; } bool use_subtract = parent_leaf_histogram_array_ != nullptr; ConstructHistograms(is_feature_used, use_subtract); FindBestSplitsFromHistograms(is_feature_used, use_subtract); } void SerialTreeLearner::ConstructHistograms(const std::vector& is_feature_used, bool use_subtract) { Common::FunctionTimer fun_timer("SerialTreeLearner::ConstructHistograms", global_timer); // construct smaller leaf hist_t* ptr_smaller_leaf_hist_data = smaller_leaf_histogram_array_[0].RawData() - KHistOffset; train_data_->ConstructHistograms(is_feature_used, smaller_leaf_splits_->data_indices(), smaller_leaf_splits_->num_data_in_leaf(), gradients_, hessians_, ordered_gradients_.data(), ordered_hessians_.data(), is_constant_hessian_, multi_val_bin_.get(), is_hist_colwise_, ptr_smaller_leaf_hist_data); if (larger_leaf_histogram_array_ != nullptr && !use_subtract) { // construct larger leaf hist_t* ptr_larger_leaf_hist_data = larger_leaf_histogram_array_[0].RawData() - KHistOffset; train_data_->ConstructHistograms(is_feature_used, larger_leaf_splits_->data_indices(), larger_leaf_splits_->num_data_in_leaf(), gradients_, hessians_, ordered_gradients_.data(), ordered_hessians_.data(), is_constant_hessian_, multi_val_bin_.get(), is_hist_colwise_, ptr_larger_leaf_hist_data); } } void SerialTreeLearner::FindBestSplitsFromHistograms(const std::vector& is_feature_used, bool use_subtract) { Common::FunctionTimer fun_timer("SerialTreeLearner::FindBestSplitsFromHistograms", global_timer); std::vector smaller_best(num_threads_); std::vector larger_best(num_threads_); std::vector smaller_node_used_features(num_features_, 1); std::vector larger_node_used_features(num_features_, 1); if (config_->feature_fraction_bynode < 1.0f) { smaller_node_used_features = GetUsedFeatures(false); larger_node_used_features = GetUsedFeatures(false); } OMP_INIT_EX(); // find splits #pragma omp parallel for schedule(static) for (int feature_index = 0; feature_index < num_features_; ++feature_index) { OMP_LOOP_EX_BEGIN(); if (!is_feature_used[feature_index]) { continue; } const int tid = omp_get_thread_num(); SplitInfo smaller_split; train_data_->FixHistogram(feature_index, smaller_leaf_splits_->sum_gradients(), smaller_leaf_splits_->sum_hessians(), smaller_leaf_histogram_array_[feature_index].RawData()); int real_fidx = train_data_->RealFeatureIndex(feature_index); smaller_leaf_histogram_array_[feature_index].FindBestThreshold( smaller_leaf_splits_->sum_gradients(), smaller_leaf_splits_->sum_hessians(), smaller_leaf_splits_->num_data_in_leaf(), smaller_leaf_splits_->min_constraint(), smaller_leaf_splits_->max_constraint(), &smaller_split); smaller_split.feature = real_fidx; if (cegb_ != nullptr) { smaller_split.gain -= cegb_->DetlaGain(feature_index, real_fidx, smaller_leaf_splits_->LeafIndex(), smaller_leaf_splits_->num_data_in_leaf(), smaller_split); } if (smaller_split > smaller_best[tid] && smaller_node_used_features[feature_index]) { smaller_best[tid] = smaller_split; } // only has root leaf if (larger_leaf_splits_ == nullptr || larger_leaf_splits_->LeafIndex() < 0) { continue; } if (use_subtract) { larger_leaf_histogram_array_[feature_index].Subtract(smaller_leaf_histogram_array_[feature_index]); } else { train_data_->FixHistogram(feature_index, larger_leaf_splits_->sum_gradients(), larger_leaf_splits_->sum_hessians(), larger_leaf_histogram_array_[feature_index].RawData()); } SplitInfo larger_split; // find best threshold for larger child larger_leaf_histogram_array_[feature_index].FindBestThreshold( larger_leaf_splits_->sum_gradients(), larger_leaf_splits_->sum_hessians(), larger_leaf_splits_->num_data_in_leaf(), larger_leaf_splits_->min_constraint(), larger_leaf_splits_->max_constraint(), &larger_split); larger_split.feature = real_fidx; if (cegb_ != nullptr) { larger_split.gain -= cegb_->DetlaGain(feature_index, real_fidx, larger_leaf_splits_->LeafIndex(), larger_leaf_splits_->num_data_in_leaf(), larger_split); } if (larger_split > larger_best[tid] && larger_node_used_features[feature_index]) { larger_best[tid] = larger_split; } OMP_LOOP_EX_END(); } OMP_THROW_EX(); auto smaller_best_idx = ArrayArgs::ArgMax(smaller_best); int leaf = smaller_leaf_splits_->LeafIndex(); best_split_per_leaf_[leaf] = smaller_best[smaller_best_idx]; if (larger_leaf_splits_ != nullptr && larger_leaf_splits_->LeafIndex() >= 0) { leaf = larger_leaf_splits_->LeafIndex(); auto larger_best_idx = ArrayArgs::ArgMax(larger_best); best_split_per_leaf_[leaf] = larger_best[larger_best_idx]; } } int32_t SerialTreeLearner::ForceSplits(Tree* tree, const Json& forced_split_json, int* left_leaf, int* right_leaf, int *cur_depth, bool *aborted_last_force_split) { int32_t result_count = 0; // start at root leaf *left_leaf = 0; std::queue> q; Json left = forced_split_json; Json right; bool left_smaller = true; std::unordered_map forceSplitMap; q.push(std::make_pair(forced_split_json, *left_leaf)); while (!q.empty()) { // before processing next node from queue, store info for current left/right leaf // store "best split" for left and right, even if they might be overwritten by forced split if (BeforeFindBestSplit(tree, *left_leaf, *right_leaf)) { FindBestSplits(); } // then, compute own splits SplitInfo left_split; SplitInfo right_split; if (!left.is_null()) { const int left_feature = left["feature"].int_value(); const double left_threshold_double = left["threshold"].number_value(); const int left_inner_feature_index = train_data_->InnerFeatureIndex(left_feature); const uint32_t left_threshold = train_data_->BinThreshold( left_inner_feature_index, left_threshold_double); auto leaf_histogram_array = (left_smaller) ? smaller_leaf_histogram_array_ : larger_leaf_histogram_array_; auto left_leaf_splits = (left_smaller) ? smaller_leaf_splits_.get() : larger_leaf_splits_.get(); leaf_histogram_array[left_inner_feature_index].GatherInfoForThreshold( left_leaf_splits->sum_gradients(), left_leaf_splits->sum_hessians(), left_threshold, left_leaf_splits->num_data_in_leaf(), &left_split); left_split.feature = left_feature; forceSplitMap[*left_leaf] = left_split; if (left_split.gain < 0) { forceSplitMap.erase(*left_leaf); } } if (!right.is_null()) { const int right_feature = right["feature"].int_value(); const double right_threshold_double = right["threshold"].number_value(); const int right_inner_feature_index = train_data_->InnerFeatureIndex(right_feature); const uint32_t right_threshold = train_data_->BinThreshold( right_inner_feature_index, right_threshold_double); auto leaf_histogram_array = (left_smaller) ? larger_leaf_histogram_array_ : smaller_leaf_histogram_array_; auto right_leaf_splits = (left_smaller) ? larger_leaf_splits_.get() : smaller_leaf_splits_.get(); leaf_histogram_array[right_inner_feature_index].GatherInfoForThreshold( right_leaf_splits->sum_gradients(), right_leaf_splits->sum_hessians(), right_threshold, right_leaf_splits->num_data_in_leaf(), &right_split); right_split.feature = right_feature; forceSplitMap[*right_leaf] = right_split; if (right_split.gain < 0) { forceSplitMap.erase(*right_leaf); } } std::pair pair = q.front(); q.pop(); int current_leaf = pair.second; // split info should exist because searching in bfs fashion - should have added from parent if (forceSplitMap.find(current_leaf) == forceSplitMap.end()) { *aborted_last_force_split = true; break; } SplitInfo current_split_info = forceSplitMap[current_leaf]; const int inner_feature_index = train_data_->InnerFeatureIndex( current_split_info.feature); auto threshold_double = train_data_->RealThreshold( inner_feature_index, current_split_info.threshold); // split tree, will return right leaf *left_leaf = current_leaf; if (train_data_->FeatureBinMapper(inner_feature_index)->bin_type() == BinType::NumericalBin) { *right_leaf = tree->Split(current_leaf, inner_feature_index, current_split_info.feature, current_split_info.threshold, threshold_double, static_cast(current_split_info.left_output), static_cast(current_split_info.right_output), static_cast(current_split_info.left_count), static_cast(current_split_info.right_count), static_cast(current_split_info.left_sum_hessian), static_cast(current_split_info.right_sum_hessian), static_cast(current_split_info.gain), train_data_->FeatureBinMapper(inner_feature_index)->missing_type(), current_split_info.default_left); data_partition_->Split(current_leaf, train_data_, inner_feature_index, ¤t_split_info.threshold, 1, current_split_info.default_left, *right_leaf); } else { std::vector cat_bitset_inner = Common::ConstructBitset( current_split_info.cat_threshold.data(), current_split_info.num_cat_threshold); std::vector threshold_int(current_split_info.num_cat_threshold); for (int i = 0; i < current_split_info.num_cat_threshold; ++i) { threshold_int[i] = static_cast(train_data_->RealThreshold( inner_feature_index, current_split_info.cat_threshold[i])); } std::vector cat_bitset = Common::ConstructBitset( threshold_int.data(), current_split_info.num_cat_threshold); *right_leaf = tree->SplitCategorical(current_leaf, inner_feature_index, current_split_info.feature, cat_bitset_inner.data(), static_cast(cat_bitset_inner.size()), cat_bitset.data(), static_cast(cat_bitset.size()), static_cast(current_split_info.left_output), static_cast(current_split_info.right_output), static_cast(current_split_info.left_count), static_cast(current_split_info.right_count), static_cast(current_split_info.left_sum_hessian), static_cast(current_split_info.right_sum_hessian), static_cast(current_split_info.gain), train_data_->FeatureBinMapper(inner_feature_index)->missing_type()); data_partition_->Split(current_leaf, train_data_, inner_feature_index, cat_bitset_inner.data(), static_cast(cat_bitset_inner.size()), current_split_info.default_left, *right_leaf); } if (current_split_info.left_count < current_split_info.right_count) { left_smaller = true; smaller_leaf_splits_->Init(*left_leaf, data_partition_.get(), current_split_info.left_sum_gradient, current_split_info.left_sum_hessian); larger_leaf_splits_->Init(*right_leaf, data_partition_.get(), current_split_info.right_sum_gradient, current_split_info.right_sum_hessian); } else { left_smaller = false; smaller_leaf_splits_->Init(*right_leaf, data_partition_.get(), current_split_info.right_sum_gradient, current_split_info.right_sum_hessian); larger_leaf_splits_->Init(*left_leaf, data_partition_.get(), current_split_info.left_sum_gradient, current_split_info.left_sum_hessian); } left = Json(); right = Json(); if ((pair.first).object_items().count("left") > 0) { left = (pair.first)["left"]; if (left.object_items().count("feature") > 0 && left.object_items().count("threshold") > 0) { q.push(std::make_pair(left, *left_leaf)); } } if ((pair.first).object_items().count("right") > 0) { right = (pair.first)["right"]; if (right.object_items().count("feature") > 0 && right.object_items().count("threshold") > 0) { q.push(std::make_pair(right, *right_leaf)); } } result_count++; *(cur_depth) = std::max(*(cur_depth), tree->leaf_depth(*left_leaf)); } return result_count; } void SerialTreeLearner::Split(Tree* tree, int best_leaf, int* left_leaf, int* right_leaf) { Common::FunctionTimer fun_timer("SerialTreeLearner::Split", global_timer); SplitInfo& best_split_info = best_split_per_leaf_[best_leaf]; const int inner_feature_index = train_data_->InnerFeatureIndex(best_split_info.feature); if (cegb_ != nullptr) { cegb_->UpdateLeafBestSplits(tree, best_leaf, &best_split_info, &best_split_per_leaf_); } *left_leaf = best_leaf; auto next_leaf_id = tree->NextLeafId(); bool is_numerical_split = train_data_->FeatureBinMapper(inner_feature_index)->bin_type() == BinType::NumericalBin; if (is_numerical_split) { auto threshold_double = train_data_->RealThreshold(inner_feature_index, best_split_info.threshold); data_partition_->Split(best_leaf, train_data_, inner_feature_index, &best_split_info.threshold, 1, best_split_info.default_left, next_leaf_id); best_split_info.left_count = data_partition_->leaf_count(*left_leaf); best_split_info.right_count = data_partition_->leaf_count(next_leaf_id); // split tree, will return right leaf *right_leaf = tree->Split(best_leaf, inner_feature_index, best_split_info.feature, best_split_info.threshold, threshold_double, static_cast(best_split_info.left_output), static_cast(best_split_info.right_output), static_cast(best_split_info.left_count), static_cast(best_split_info.right_count), static_cast(best_split_info.left_sum_hessian), static_cast(best_split_info.right_sum_hessian), static_cast(best_split_info.gain), train_data_->FeatureBinMapper(inner_feature_index)->missing_type(), best_split_info.default_left); } else { std::vector cat_bitset_inner = Common::ConstructBitset(best_split_info.cat_threshold.data(), best_split_info.num_cat_threshold); std::vector threshold_int(best_split_info.num_cat_threshold); for (int i = 0; i < best_split_info.num_cat_threshold; ++i) { threshold_int[i] = static_cast(train_data_->RealThreshold(inner_feature_index, best_split_info.cat_threshold[i])); } std::vector cat_bitset = Common::ConstructBitset(threshold_int.data(), best_split_info.num_cat_threshold); data_partition_->Split(best_leaf, train_data_, inner_feature_index, cat_bitset_inner.data(), static_cast(cat_bitset_inner.size()), best_split_info.default_left, next_leaf_id); best_split_info.left_count = data_partition_->leaf_count(*left_leaf); best_split_info.right_count = data_partition_->leaf_count(next_leaf_id); *right_leaf = tree->SplitCategorical(best_leaf, inner_feature_index, best_split_info.feature, cat_bitset_inner.data(), static_cast(cat_bitset_inner.size()), cat_bitset.data(), static_cast(cat_bitset.size()), static_cast(best_split_info.left_output), static_cast(best_split_info.right_output), static_cast(best_split_info.left_count), static_cast(best_split_info.right_count), static_cast(best_split_info.left_sum_hessian), static_cast(best_split_info.right_sum_hessian), static_cast(best_split_info.gain), train_data_->FeatureBinMapper(inner_feature_index)->missing_type()); } CHECK(*right_leaf == next_leaf_id); auto p_left = smaller_leaf_splits_.get(); auto p_right = larger_leaf_splits_.get(); // init the leaves that used on next iteration if (best_split_info.left_count < best_split_info.right_count) { CHECK(best_split_info.left_count > 0); smaller_leaf_splits_->Init(*left_leaf, data_partition_.get(), best_split_info.left_sum_gradient, best_split_info.left_sum_hessian); larger_leaf_splits_->Init(*right_leaf, data_partition_.get(), best_split_info.right_sum_gradient, best_split_info.right_sum_hessian); } else { CHECK(best_split_info.right_count > 0); smaller_leaf_splits_->Init(*right_leaf, data_partition_.get(), best_split_info.right_sum_gradient, best_split_info.right_sum_hessian); larger_leaf_splits_->Init(*left_leaf, data_partition_.get(), best_split_info.left_sum_gradient, best_split_info.left_sum_hessian); p_right = smaller_leaf_splits_.get(); p_left = larger_leaf_splits_.get(); } p_left->SetValueConstraint(best_split_info.min_constraint, best_split_info.max_constraint); p_right->SetValueConstraint(best_split_info.min_constraint, best_split_info.max_constraint); if (is_numerical_split) { double mid = (best_split_info.left_output + best_split_info.right_output) / 2.0f; if (best_split_info.monotone_type < 0) { p_left->SetValueConstraint(mid, best_split_info.max_constraint); p_right->SetValueConstraint(best_split_info.min_constraint, mid); } else if (best_split_info.monotone_type > 0) { p_left->SetValueConstraint(best_split_info.min_constraint, mid); p_right->SetValueConstraint(mid, best_split_info.max_constraint); } } } void SerialTreeLearner::RenewTreeOutput(Tree* tree, const ObjectiveFunction* obj, std::function residual_getter, data_size_t total_num_data, const data_size_t* bag_indices, data_size_t bag_cnt) const { if (obj != nullptr && obj->IsRenewTreeOutput()) { CHECK(tree->num_leaves() <= data_partition_->num_leaves()); const data_size_t* bag_mapper = nullptr; if (total_num_data != num_data_) { CHECK(bag_cnt == num_data_); bag_mapper = bag_indices; } std::vector n_nozeroworker_perleaf(tree->num_leaves(), 1); int num_machines = Network::num_machines(); #pragma omp parallel for schedule(static) for (int i = 0; i < tree->num_leaves(); ++i) { const double output = static_cast(tree->LeafOutput(i)); data_size_t cnt_leaf_data = 0; auto index_mapper = data_partition_->GetIndexOnLeaf(i, &cnt_leaf_data); if (cnt_leaf_data > 0) { // bag_mapper[index_mapper[i]] const double new_output = obj->RenewTreeOutput(output, residual_getter, index_mapper, bag_mapper, cnt_leaf_data); tree->SetLeafOutput(i, new_output); } else { CHECK(num_machines > 1); tree->SetLeafOutput(i, 0.0); n_nozeroworker_perleaf[i] = 0; } } if (num_machines > 1) { std::vector outputs(tree->num_leaves()); for (int i = 0; i < tree->num_leaves(); ++i) { outputs[i] = static_cast(tree->LeafOutput(i)); } outputs = Network::GlobalSum(&outputs); n_nozeroworker_perleaf = Network::GlobalSum(&n_nozeroworker_perleaf); for (int i = 0; i < tree->num_leaves(); ++i) { tree->SetLeafOutput(i, outputs[i] / n_nozeroworker_perleaf[i]); } } } } } // namespace LightGBM