#ifndef LIGHTGBM_TREELEARNER_FEATURE_HISTOGRAM_HPP_ #define LIGHTGBM_TREELEARNER_FEATURE_HISTOGRAM_HPP_ #include "split_info.hpp" #include #include namespace LightGBM { /*! * \brief FeatureHistogram is used to construct and store a histogram for a feature. */ class FeatureHistogram { public: FeatureHistogram() { } ~FeatureHistogram() { } /*! \brief Disable copy */ FeatureHistogram& operator=(const FeatureHistogram&) = delete; /*! \brief Disable copy */ FeatureHistogram(const FeatureHistogram&) = delete; /*! * \brief Init the feature histogram * \param feature the feature data for this histogram * \param min_num_data_one_leaf minimal number of data in one leaf */ void Init(const Feature* feature, int feature_idx, data_size_t min_num_data_one_leaf, double min_sum_hessian_one_leaf, double lambda_l1, double lambda_l2, double min_gain_to_split) { feature_idx_ = feature_idx; min_num_data_one_leaf_ = min_num_data_one_leaf; min_sum_hessian_one_leaf_ = min_sum_hessian_one_leaf; lambda_l1_ = lambda_l1; lambda_l2_ = lambda_l2; min_gain_to_split_ = min_gain_to_split; bin_data_ = feature->bin_data(); num_bins_ = feature->num_bin(); data_.resize(num_bins_); } /*! * \brief Construct a histogram * \param num_data number of data in current leaf * \param sum_gradients sum of gradients of current leaf * \param sum_hessians sum of hessians of current leaf * \param ordered_gradients Orederd gradients * \param ordered_hessians Ordered hessians * \param data_indices data indices of current leaf */ void Construct(const data_size_t* data_indices, data_size_t num_data, double sum_gradients, double sum_hessians, const score_t* ordered_gradients, const score_t* ordered_hessians) { std::memset(data_.data(), 0, sizeof(HistogramBinEntry)* num_bins_); num_data_ = num_data; sum_gradients_ = sum_gradients; sum_hessians_ = sum_hessians + 2 * kEpsilon; bin_data_->ConstructHistogram(data_indices, num_data, ordered_gradients, ordered_hessians, data_.data()); } /*! * \brief Construct a histogram by ordered bin * \param leaf current leaf * \param num_data number of data in current leaf * \param sum_gradients sum of gradients of current leaf * \param sum_hessians sum of hessians of current leaf * \param gradients * \param hessian */ void Construct(const OrderedBin* ordered_bin, int leaf, data_size_t num_data, double sum_gradients, double sum_hessians, const score_t* gradients, const score_t* hessians) { std::memset(data_.data(), 0, sizeof(HistogramBinEntry)* num_bins_); num_data_ = num_data; sum_gradients_ = sum_gradients; sum_hessians_ = sum_hessians + 2 * kEpsilon; ordered_bin->ConstructHistogram(leaf, gradients, hessians, data_.data()); } /*! * \brief Set sumup information for current histogram * \param num_data number of data in current leaf * \param sum_gradients sum of gradients of current leaf * \param sum_hessians sum of hessians of current leaf */ void SetSumup(data_size_t num_data, double sum_gradients, double sum_hessians) { num_data_ = num_data; sum_gradients_ = sum_gradients; sum_hessians_ = sum_hessians + 2 * kEpsilon; } /*! * \brief Subtract current histograms with other * \param other The histogram that want to subtract */ void Subtract(const FeatureHistogram& other) { num_data_ -= other.num_data_; sum_gradients_ -= other.sum_gradients_; sum_hessians_ -= other.sum_hessians_; for (unsigned int i = 0; i < num_bins_; ++i) { data_[i].cnt -= other.data_[i].cnt; data_[i].sum_gradients -= other.data_[i].sum_gradients; data_[i].sum_hessians -= other.data_[i].sum_hessians; } } /*! * \brief Find best threshold for this histogram * \param output The best split result */ void FindBestThreshold(SplitInfo* output) { double best_sum_left_gradient = NAN; double best_sum_left_hessian = NAN; double best_gain = kMinScore; data_size_t best_left_count = 0; unsigned int best_threshold = static_cast(num_bins_); double sum_right_gradient = 0.0f; double sum_right_hessian = kEpsilon; data_size_t right_count = 0; double gain_shift = GetLeafSplitGain(sum_gradients_, sum_hessians_); double min_gain_shift = gain_shift + min_gain_to_split_; is_splittable_ = false; // from right to left, and we don't need data in bin0 for (unsigned int t = num_bins_ - 1; t > 0; --t) { sum_right_gradient += data_[t].sum_gradients; sum_right_hessian += data_[t].sum_hessians; right_count += data_[t].cnt; // if data not enough, or sum hessian too small if (right_count < min_num_data_one_leaf_ || sum_right_hessian < min_sum_hessian_one_leaf_) continue; data_size_t left_count = num_data_ - right_count; // if data not enough if (left_count < min_num_data_one_leaf_) break; double sum_left_hessian = sum_hessians_ - sum_right_hessian; // if sum hessian too small if (sum_left_hessian < min_sum_hessian_one_leaf_) break; double sum_left_gradient = sum_gradients_ - sum_right_gradient; // current split gain double current_gain = GetLeafSplitGain(sum_left_gradient, sum_left_hessian) + GetLeafSplitGain(sum_right_gradient, sum_right_hessian); // gain with split is worse than without split if (current_gain < min_gain_shift) continue; // mark to is splittable is_splittable_ = true; // better split point if (current_gain > best_gain) { best_left_count = left_count; best_sum_left_gradient = sum_left_gradient; best_sum_left_hessian = sum_left_hessian; // left is <= threshold, right is > threshold. so this is t-1 best_threshold = t - 1; best_gain = current_gain; } } // update split information output->feature = feature_idx_; output->threshold = best_threshold; output->left_output = CalculateSplittedLeafOutput(best_sum_left_gradient, best_sum_left_hessian); output->left_count = best_left_count; output->left_sum_gradient = best_sum_left_gradient; output->left_sum_hessian = best_sum_left_hessian; output->right_output = CalculateSplittedLeafOutput(sum_gradients_ - best_sum_left_gradient, sum_hessians_ - best_sum_left_hessian); output->right_count = num_data_ - best_left_count; output->right_sum_gradient = sum_gradients_ - best_sum_left_gradient; output->right_sum_hessian = sum_hessians_ - best_sum_left_hessian; output->gain = best_gain - gain_shift; } /*! * \brief Binary size of this histogram */ int SizeOfHistgram() const { return num_bins_ * sizeof(HistogramBinEntry); } /*! * \brief Memory pointer to histogram data */ const HistogramBinEntry* HistogramData() const { return data_.data(); } /*! * \brief Restore histogram from memory */ void FromMemory(char* memory_data) { std::memcpy(data_.data(), memory_data, num_bins_ * sizeof(HistogramBinEntry)); } /*! * \brief Set min number data in one leaf */ void SetMinNumDataOneLeaf(data_size_t new_val) { min_num_data_one_leaf_ = new_val; } /*! * \brief Set min sum hessian in one leaf */ void SetMinSumHessianOneLeaf(double new_val) { min_sum_hessian_one_leaf_ = new_val; } /*! * \brief True if this histogram can be splitted */ bool is_splittable() { return is_splittable_; } /*! * \brief Set splittable to this histogram */ void set_is_splittable(bool val) { is_splittable_ = val; } private: /*! * \brief Calculate the split gain based on regularized sum_gradients and sum_hessians * \param sum_gradients * \param sum_hessians * \return split gain */ double GetLeafSplitGain(double sum_gradients, double sum_hessians) const { double abs_sum_gradients = std::fabs(sum_gradients); if (abs_sum_gradients > lambda_l1_) { double reg_abs_sum_gradients = abs_sum_gradients - lambda_l1_; return (reg_abs_sum_gradients * reg_abs_sum_gradients) / (sum_hessians + lambda_l2_); } return 0.0f; } /*! * \brief Calculate the output of a leaf based on regularized sum_gradients and sum_hessians * \param sum_gradients * \param sum_hessians * \return leaf output */ double CalculateSplittedLeafOutput(double sum_gradients, double sum_hessians) const { double abs_sum_gradients = std::fabs(sum_gradients); if (abs_sum_gradients > lambda_l1_) { return -std::copysign(abs_sum_gradients - lambda_l1_, sum_gradients) / (sum_hessians + lambda_l2_); } return 0.0f; } int feature_idx_; /*! \brief minimal number of data in one leaf */ data_size_t min_num_data_one_leaf_; /*! \brief minimal sum hessian of data in one leaf */ double min_sum_hessian_one_leaf_; /*! \brief lambda of the L1 weights regularization */ double lambda_l1_; /*! \brief lambda of the L2 weights regularization */ double lambda_l2_; /*! \brief minimal gain (loss reduction) to split */ double min_gain_to_split_; /*! \brief the bin data of current feature */ const Bin* bin_data_; /*! \brief number of bin of histogram */ unsigned int num_bins_; /*! \brief sum of gradient of each bin */ std::vector data_; /*! \brief number of all data */ data_size_t num_data_; /*! \brief sum of gradient of current leaf */ double sum_gradients_; /*! \brief sum of hessians of current leaf */ double sum_hessians_; /*! \brief False if this histogram cannot split */ bool is_splittable_ = true; }; class HistogramPool { public: /*! * \brief Constructor */ HistogramPool() { } /*! * \brief Destructor */ ~HistogramPool() { } /*! * \brief Reset pool size * \param cache_size Max cache size * \param total_size Total size will be used */ void ResetSize(int cache_size, int total_size) { cache_size_ = cache_size; // at least need 2 bucket to store smaller leaf and larger leaf CHECK(cache_size_ >= 2); total_size_ = total_size; if (cache_size_ > total_size_) { cache_size_ = total_size_; } is_enough_ = (cache_size_ == total_size_); if (!is_enough_) { mapper_ = std::vector(total_size_); inverse_mapper_ = std::vector(cache_size_); last_used_time_ = std::vector(cache_size_); ResetMap(); } } /*! * \brief Reset mapper */ void ResetMap() { if (!is_enough_) { cur_time_ = 0; std::fill(mapper_.begin(), mapper_.end(), -1); std::fill(inverse_mapper_.begin(), inverse_mapper_.end(), -1); std::fill(last_used_time_.begin(), last_used_time_.end(), 0); } } /*! * \brief Fill the pool * \param obj_create_fun that used to generate object */ void Fill(std::function obj_create_fun) { pool_.clear(); pool_.resize(cache_size_); for (int i = 0; i < cache_size_; ++i) { pool_[i].reset(obj_create_fun()); } } /*! * \brief Get data for the specific index * \param idx which index want to get * \param out output data will store into this * \return True if this index is in the pool, False if this index is not in the pool */ bool Get(int idx, FeatureHistogram** out) { if (is_enough_) { *out = pool_[idx].get(); return true; } else if (mapper_[idx] >= 0) { int slot = mapper_[idx]; *out = pool_[slot].get(); last_used_time_[slot] = ++cur_time_; return true; } else { // choose the least used slot int slot = static_cast(ArrayArgs::ArgMin(last_used_time_)); *out = pool_[slot].get(); last_used_time_[slot] = ++cur_time_; // reset previous mapper if (inverse_mapper_[slot] >= 0) mapper_[inverse_mapper_[slot]] = -1; // update current mapper mapper_[idx] = slot; inverse_mapper_[slot] = idx; return false; } } /*! * \brief Move data from one index to another index * \param src_idx * \param dst_idx */ void Move(int src_idx, int dst_idx) { if (is_enough_) { std::swap(pool_[src_idx], pool_[dst_idx]); return; } if (mapper_[src_idx] < 0) { return; } // get slot of src idx int slot = mapper_[src_idx]; // reset src_idx mapper_[src_idx] = -1; // move to dst idx mapper_[dst_idx] = slot; last_used_time_[slot] = ++cur_time_; inverse_mapper_[slot] = dst_idx; } private: std::vector> pool_; int cache_size_; int total_size_; bool is_enough_ = false; std::vector mapper_; std::vector inverse_mapper_; std::vector last_used_time_; int cur_time_ = 0; }; } // namespace LightGBM #endif // LightGBM_TREELEARNER_FEATURE_HISTOGRAM_HPP_