#include "serial_tree_learner.h" #include #include #include namespace LightGBM { SerialTreeLearner::SerialTreeLearner(const TreeConfig& tree_config) { // initialize with nullptr num_leaves_ = tree_config.num_leaves; min_num_data_one_leaf_ = static_cast(tree_config.min_data_in_leaf); min_sum_hessian_one_leaf_ = static_cast(tree_config.min_sum_hessian_in_leaf); lambda_l1_ = tree_config.lambda_l1; lambda_l2_ = tree_config.lambda_l2; min_gain_to_split_ = tree_config.min_gain_to_split; feature_fraction_ = tree_config.feature_fraction; random_ = Random(tree_config.feature_fraction_seed); histogram_pool_size_ = tree_config.histogram_pool_size; max_depth_ = tree_config.max_depth; } SerialTreeLearner::~SerialTreeLearner() { } void SerialTreeLearner::Init(const Dataset* train_data) { train_data_ = train_data; num_data_ = train_data_->num_data(); num_features_ = train_data_->num_features(); int max_cache_size = 0; // Get the max size of pool if (histogram_pool_size_ < 0) { max_cache_size = num_leaves_; } else { size_t total_histogram_size = 0; for (int i = 0; i < train_data_->num_features(); ++i) { total_histogram_size += sizeof(HistogramBinEntry) * train_data_->FeatureAt(i)->num_bin(); } max_cache_size = static_cast(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, num_leaves_); histogram_pool_.ResetSize(max_cache_size, num_leaves_); auto histogram_create_function = [this]() { auto tmp_histogram_array = std::unique_ptr(new FeatureHistogram[train_data_->num_features()]); for (int j = 0; j < train_data_->num_features(); ++j) { tmp_histogram_array[j].Init(train_data_->FeatureAt(j), j, min_num_data_one_leaf_, min_sum_hessian_one_leaf_, lambda_l1_, lambda_l2_, min_gain_to_split_); } return tmp_histogram_array.release(); }; histogram_pool_.Fill(histogram_create_function); // push split information for all leaves best_split_per_leaf_.resize(num_leaves_); // initialize ordered_bins_ with nullptr ordered_bins_.resize(num_features_); // get ordered bin #pragma omp parallel for schedule(guided) for (int i = 0; i < num_features_; ++i) { ordered_bins_[i].reset(train_data_->FeatureAt(i)->bin_data()->CreateOrderedBin()); } // check existing for ordered bin for (int i = 0; i < num_features_; ++i) { if (ordered_bins_[i] != nullptr) { has_ordered_bin_ = true; break; } } // initialize splits for leaf smaller_leaf_splits_.reset(new LeafSplits(train_data_->num_features(), train_data_->num_data())); larger_leaf_splits_.reset(new LeafSplits(train_data_->num_features(), train_data_->num_data())); // initialize data partition data_partition_.reset(new DataPartition(num_data_, num_leaves_)); is_feature_used_.resize(num_features_); // initialize ordered gradients and hessians ordered_gradients_.resize(num_data_); ordered_hessians_.resize(num_data_); // if has ordered bin, need to allocate a buffer to fast split if (has_ordered_bin_) { is_data_in_leaf_.resize(num_data_); } Log::Info("Number of data: %d, number of features: %d", num_data_, num_features_); } Tree* SerialTreeLearner::Train(const score_t* gradients, const score_t *hessians) { gradients_ = gradients; hessians_ = hessians; // some initial works before training BeforeTrain(); auto tree = std::unique_ptr(new Tree(num_leaves_)); // save pointer to last trained tree last_trained_tree_ = tree.get(); // root leaf int left_leaf = 0; // only root leaf can be splitted on first time int right_leaf = -1; for (int split = 0; split < num_leaves_ - 1; split++) { // some initial works before finding best split if (BeforeFindBestSplit(left_leaf, right_leaf)) { // find best threshold for every feature FindBestThresholds(); // find best split from all features FindBestSplitsForLeaves(); } // 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::Info("No further splits with positive gain, best gain: %f, leaves: %d", best_leaf_SplitInfo.gain, split + 1); break; } // split tree with best leaf Split(tree.get(), best_leaf, &left_leaf, &right_leaf); } return tree.release(); } void SerialTreeLearner::BeforeTrain() { // reset histogram pool histogram_pool_.ResetMap(); // initialize used features for (int i = 0; i < num_features_; ++i) { is_feature_used_[i] = false; } // Get used feature at current tree size_t used_feature_cnt = static_cast(num_features_*feature_fraction_); std::vector used_feature_indices = random_.Sample(num_features_, used_feature_cnt); for (auto idx : used_feature_indices) { is_feature_used_[idx] = true; } // initialize data partition data_partition_->Init(); // reset the splits for leaves for (int i = 0; i < 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_); // point to gradients, avoid copy ptr_to_ordered_gradients_smaller_leaf_ = gradients_; ptr_to_ordered_hessians_smaller_leaf_ = hessians_; } else { // use bagging, only use part of data smaller_leaf_splits_->Init(0, data_partition_.get(), gradients_, hessians_); // copy used gradients and hessians to ordered buffer const data_size_t* indices = data_partition_->indices(); data_size_t cnt = data_partition_->leaf_count(0); #pragma omp parallel for schedule(static) for (data_size_t i = 0; i < cnt; ++i) { ordered_gradients_[i] = gradients_[indices[i]]; ordered_hessians_[i] = hessians_[indices[i]]; } // point to ordered_gradients_ and ordered_hessians_ ptr_to_ordered_gradients_smaller_leaf_ = ordered_gradients_.data(); ptr_to_ordered_hessians_smaller_leaf_ = ordered_hessians_.data(); } ptr_to_ordered_gradients_larger_leaf_ = nullptr; ptr_to_ordered_hessians_larger_leaf_ = nullptr; larger_leaf_splits_->Init(); // if has ordered bin, need to initialize the ordered bin if (has_ordered_bin_) { if (data_partition_->leaf_count(0) == num_data_) { // use all data, pass nullptr #pragma omp parallel for schedule(guided) for (int i = 0; i < num_features_; ++i) { if (ordered_bins_[i] != nullptr) { ordered_bins_[i]->Init(nullptr, num_leaves_); } } } else { // bagging, only use part of data // mark used data std::memset(is_data_in_leaf_.data(), 0, sizeof(char)*num_data_); const data_size_t* indices = data_partition_->indices(); data_size_t begin = data_partition_->leaf_begin(0); data_size_t end = begin + data_partition_->leaf_count(0); #pragma omp parallel for schedule(static) for (data_size_t i = begin; i < end; ++i) { is_data_in_leaf_[indices[i]] = 1; } // initialize ordered bin #pragma omp parallel for schedule(guided) for (int i = 0; i < num_features_; ++i) { if (ordered_bins_[i] != nullptr) { ordered_bins_[i]->Init(is_data_in_leaf_.data(), num_leaves_); } } } } } bool SerialTreeLearner::BeforeFindBestSplit(int left_leaf, int right_leaf) { // check depth of current leaf if (max_depth_ > 0) { // only need to check left leaf, since right leaf is in same level of left leaf if (last_trained_tree_->leaf_depth(left_leaf) >= 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(min_num_data_one_leaf_ * 2) && num_data_in_left_child < static_cast(min_num_data_one_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; // -1 if only has one leaf. else equal the index of smaller leaf int smaller_leaf = -1; int larger_leaf = -1; // 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) { smaller_leaf = left_leaf; larger_leaf = right_leaf; // 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 { smaller_leaf = right_leaf; larger_leaf = left_leaf; // 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_); } // init for the ordered gradients, only initialize when have 2 leaves if (smaller_leaf >= 0) { // only need to initialize for smaller leaf // Get leaf boundary const data_size_t* indices = data_partition_->indices(); data_size_t begin = data_partition_->leaf_begin(smaller_leaf); data_size_t end = begin + data_partition_->leaf_count(smaller_leaf); // copy #pragma omp parallel for schedule(static) for (data_size_t i = begin; i < end; ++i) { ordered_gradients_[i - begin] = gradients_[indices[i]]; ordered_hessians_[i - begin] = hessians_[indices[i]]; } // assign pointer ptr_to_ordered_gradients_smaller_leaf_ = ordered_gradients_.data(); ptr_to_ordered_hessians_smaller_leaf_ = ordered_hessians_.data(); if (parent_leaf_histogram_array_ == nullptr) { // need order gradient for larger leaf data_size_t smaller_size = end - begin; data_size_t larger_begin = data_partition_->leaf_begin(larger_leaf); data_size_t larger_end = larger_begin + data_partition_->leaf_count(larger_leaf); // copy #pragma omp parallel for schedule(static) for (data_size_t i = larger_begin; i < larger_end; ++i) { ordered_gradients_[smaller_size + i - larger_begin] = gradients_[indices[i]]; ordered_hessians_[smaller_size + i - larger_begin] = hessians_[indices[i]]; } ptr_to_ordered_gradients_larger_leaf_ = ordered_gradients_.data() + smaller_size; ptr_to_ordered_hessians_larger_leaf_ = ordered_hessians_.data() + smaller_size; } } // split for the ordered bin if (has_ordered_bin_ && right_leaf >= 0) { // mark data that at left-leaf std::memset(is_data_in_leaf_.data(), 0, sizeof(char)*num_data_); const data_size_t* indices = data_partition_->indices(); data_size_t begin = data_partition_->leaf_begin(left_leaf); data_size_t end = begin + data_partition_->leaf_count(left_leaf); #pragma omp parallel for schedule(static) for (data_size_t i = begin; i < end; ++i) { is_data_in_leaf_[indices[i]] = 1; } // split the ordered bin #pragma omp parallel for schedule(guided) for (int i = 0; i < num_features_; ++i) { if (ordered_bins_[i] != nullptr) { ordered_bins_[i]->Split(left_leaf, right_leaf, is_data_in_leaf_.data()); } } } return true; } void SerialTreeLearner::FindBestThresholds() { #pragma omp parallel for schedule(guided) for (int feature_index = 0; feature_index < num_features_; feature_index++) { // feature is not used if ((is_feature_used_.size() > 0 && is_feature_used_[feature_index] == false)) continue; // if parent(larger) leaf cannot split at current feature 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; } // construct histograms for smaller leaf if (ordered_bins_[feature_index] == nullptr) { // if not use ordered bin smaller_leaf_histogram_array_[feature_index].Construct(smaller_leaf_splits_->data_indices(), smaller_leaf_splits_->num_data_in_leaf(), smaller_leaf_splits_->sum_gradients(), smaller_leaf_splits_->sum_hessians(), ptr_to_ordered_gradients_smaller_leaf_, ptr_to_ordered_hessians_smaller_leaf_); } else { // used ordered bin smaller_leaf_histogram_array_[feature_index].Construct(ordered_bins_[feature_index].get(), smaller_leaf_splits_->LeafIndex(), smaller_leaf_splits_->num_data_in_leaf(), smaller_leaf_splits_->sum_gradients(), smaller_leaf_splits_->sum_hessians(), gradients_, hessians_); } // find best threshold for smaller child smaller_leaf_histogram_array_[feature_index].FindBestThreshold(&smaller_leaf_splits_->BestSplitPerFeature()[feature_index]); // only has root leaf if (larger_leaf_splits_ == nullptr || larger_leaf_splits_->LeafIndex() < 0) continue; if (parent_leaf_histogram_array_ != nullptr) { // construct histgroms for large leaf, we initialize larger leaf as the parent, // so we can just subtract the smaller leaf's histograms larger_leaf_histogram_array_[feature_index].Subtract(smaller_leaf_histogram_array_[feature_index]); } else { if (ordered_bins_[feature_index] == nullptr) { // if not use ordered bin larger_leaf_histogram_array_[feature_index].Construct(larger_leaf_splits_->data_indices(), larger_leaf_splits_->num_data_in_leaf(), larger_leaf_splits_->sum_gradients(), larger_leaf_splits_->sum_hessians(), ptr_to_ordered_gradients_larger_leaf_, ptr_to_ordered_hessians_larger_leaf_); } else { // used ordered bin larger_leaf_histogram_array_[feature_index].Construct(ordered_bins_[feature_index].get(), larger_leaf_splits_->LeafIndex(), larger_leaf_splits_->num_data_in_leaf(), larger_leaf_splits_->sum_gradients(), larger_leaf_splits_->sum_hessians(), gradients_, hessians_); } } // find best threshold for larger child larger_leaf_histogram_array_[feature_index].FindBestThreshold(&larger_leaf_splits_->BestSplitPerFeature()[feature_index]); } } void SerialTreeLearner::Split(Tree* tree, int best_Leaf, int* left_leaf, int* right_leaf) { const SplitInfo& best_split_info = best_split_per_leaf_[best_Leaf]; // left = parent *left_leaf = best_Leaf; // split tree, will return right leaf *right_leaf = tree->Split(best_Leaf, best_split_info.feature, best_split_info.threshold, train_data_->FeatureAt(best_split_info.feature)->feature_index(), train_data_->FeatureAt(best_split_info.feature)->BinToValue(best_split_info.threshold), static_cast(best_split_info.left_output), static_cast(best_split_info.right_output), static_cast(best_split_info.gain)); // split data partition data_partition_->Split(best_Leaf, train_data_->FeatureAt(best_split_info.feature)->bin_data(), best_split_info.threshold, *right_leaf); // init the leaves that used on next iteration if (best_split_info.left_count < best_split_info.right_count) { 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 { 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); } } } // namespace LightGBM