#include #include #include "dense_bin.hpp" #include "dense_nbits_bin.hpp" #include "sparse_bin.hpp" #include "ordered_sparse_bin.hpp" #include #include #include #include #include #include namespace LightGBM { BinMapper::BinMapper() { } // deep copy function for BinMapper BinMapper::BinMapper(const BinMapper& other) { num_bin_ = other.num_bin_; missing_type_ = other.missing_type_; is_trival_ = other.is_trival_; sparse_rate_ = other.sparse_rate_; bin_type_ = other.bin_type_; if (bin_type_ == BinType::NumericalBin) { bin_upper_bound_ = other.bin_upper_bound_; } else { bin_2_categorical_ = other.bin_2_categorical_; categorical_2_bin_ = other.categorical_2_bin_; } min_val_ = other.min_val_; max_val_ = other.max_val_; default_bin_ = other.default_bin_; } BinMapper::BinMapper(const void* memory) { CopyFrom(reinterpret_cast(memory)); } BinMapper::~BinMapper() { } bool NeedFilter(const std::vector& cnt_in_bin, int total_cnt, int filter_cnt, BinType bin_type) { if (bin_type == BinType::NumericalBin) { int sum_left = 0; for (size_t i = 0; i < cnt_in_bin.size() - 1; ++i) { sum_left += cnt_in_bin[i]; if (sum_left >= filter_cnt && total_cnt - sum_left >= filter_cnt) { return false; } } } else { if (cnt_in_bin.size() <= 2) { for (size_t i = 0; i < cnt_in_bin.size() - 1; ++i) { int sum_left = cnt_in_bin[i]; if (sum_left >= filter_cnt && total_cnt - sum_left >= filter_cnt) { return false; } } } else { return false; } } return true; } std::vector GreedyFindBin(const double* distinct_values, const int* counts, int num_distinct_values, int max_bin, size_t total_cnt, int min_data_in_bin) { std::vector bin_upper_bound; if (num_distinct_values <= max_bin) { bin_upper_bound.clear(); int cur_cnt_inbin = 0; for (int i = 0; i < num_distinct_values - 1; ++i) { cur_cnt_inbin += counts[i]; if (cur_cnt_inbin >= min_data_in_bin) { bin_upper_bound.push_back((distinct_values[i] + distinct_values[i + 1]) / 2); cur_cnt_inbin = 0; } } cur_cnt_inbin += counts[num_distinct_values - 1]; bin_upper_bound.push_back(std::numeric_limits::infinity()); } else { if (min_data_in_bin > 0) { max_bin = std::min(max_bin, static_cast(total_cnt / min_data_in_bin)); max_bin = std::max(max_bin, 1); } double mean_bin_size = static_cast(total_cnt) / max_bin; // mean size for one bin int rest_bin_cnt = max_bin; int rest_sample_cnt = static_cast(total_cnt); std::vector is_big_count_value(num_distinct_values, false); for (int i = 0; i < num_distinct_values; ++i) { if (counts[i] >= mean_bin_size) { is_big_count_value[i] = true; --rest_bin_cnt; rest_sample_cnt -= counts[i]; } } mean_bin_size = static_cast(rest_sample_cnt) / rest_bin_cnt; std::vector upper_bounds(max_bin, std::numeric_limits::infinity()); std::vector lower_bounds(max_bin, std::numeric_limits::infinity()); int bin_cnt = 0; lower_bounds[bin_cnt] = distinct_values[0]; int cur_cnt_inbin = 0; for (int i = 0; i < num_distinct_values - 1; ++i) { if (!is_big_count_value[i]) { rest_sample_cnt -= counts[i]; } cur_cnt_inbin += counts[i]; // need a new bin if (is_big_count_value[i] || cur_cnt_inbin >= mean_bin_size || (is_big_count_value[i + 1] && cur_cnt_inbin >= std::max(1.0, mean_bin_size * 0.5f))) { upper_bounds[bin_cnt] = distinct_values[i]; ++bin_cnt; lower_bounds[bin_cnt] = distinct_values[i + 1]; if (bin_cnt >= max_bin - 1) { break; } cur_cnt_inbin = 0; if (!is_big_count_value[i]) { --rest_bin_cnt; mean_bin_size = rest_sample_cnt / static_cast(rest_bin_cnt); } } } ++bin_cnt; // update bin upper bound bin_upper_bound.resize(bin_cnt); for (int i = 0; i < bin_cnt - 1; ++i) { bin_upper_bound[i] = (upper_bounds[i] + lower_bounds[i + 1]) / 2.0f; } // last bin upper bound bin_upper_bound[bin_cnt - 1] = std::numeric_limits::infinity(); } return bin_upper_bound; } std::vector FindBinWithZeroAsOneBin(const double* distinct_values, const int* counts, int num_distinct_values, int max_bin, size_t total_sample_cnt, int min_data_in_bin) { std::vector bin_upper_bound; int left_cnt_data = 0; int cnt_zero = 0; int right_cnt_data = 0; for (int i = 0; i < num_distinct_values; ++i) { if (distinct_values[i] <= -kZeroAsMissingValueRange) { left_cnt_data += counts[i]; } else if (distinct_values[i] > kZeroAsMissingValueRange) { right_cnt_data += counts[i]; } else { cnt_zero += counts[i]; } } int left_cnt = -1; for (int i = 0; i < num_distinct_values; ++i) { if (distinct_values[i] > -kZeroAsMissingValueRange) { left_cnt = i; break; } } if (left_cnt < 0) { left_cnt = num_distinct_values; } if (left_cnt > 0) { int left_max_bin = static_cast(static_cast(left_cnt_data) / (total_sample_cnt - cnt_zero) * (max_bin - 1)); bin_upper_bound = GreedyFindBin(distinct_values, counts, left_cnt, left_max_bin, left_cnt_data, min_data_in_bin); bin_upper_bound.back() = -kZeroAsMissingValueRange; } int right_start = -1; for (int i = left_cnt; i < num_distinct_values; ++i) { if (distinct_values[i] > kZeroAsMissingValueRange) { right_start = i; break; } } if (right_start >= 0) { int right_max_bin = max_bin - 1 - static_cast(bin_upper_bound.size()); auto right_bounds = GreedyFindBin(distinct_values + right_start, counts + right_start, num_distinct_values - right_start, right_max_bin, right_cnt_data, min_data_in_bin); bin_upper_bound.push_back(kZeroAsMissingValueRange); bin_upper_bound.insert(bin_upper_bound.end(), right_bounds.begin(), right_bounds.end()); } else { bin_upper_bound.push_back(std::numeric_limits::infinity()); } return bin_upper_bound; } void BinMapper::FindBin(double* values, int num_sample_values, size_t total_sample_cnt, int max_bin, int min_data_in_bin, int min_split_data, BinType bin_type, bool use_missing, bool zero_as_missing) { int na_cnt = 0; int tmp_num_sample_values = 0; for (int i = 0; i < num_sample_values; ++i) { if (!std::isnan(values[i])) { values[tmp_num_sample_values++] = values[i]; } } if (!use_missing) { missing_type_ = MissingType::None; } else if (zero_as_missing) { missing_type_ = MissingType::Zero; } else { if (tmp_num_sample_values == num_sample_values) { missing_type_ = MissingType::None; } else { missing_type_ = MissingType::NaN; na_cnt = num_sample_values - tmp_num_sample_values; } } num_sample_values = tmp_num_sample_values; bin_type_ = bin_type; default_bin_ = 0; int zero_cnt = static_cast(total_sample_cnt - num_sample_values - na_cnt); // find distinct_values first std::vector distinct_values; std::vector counts; std::sort(values, values + num_sample_values); // push zero in the front if (num_sample_values == 0 || (values[0] > 0.0f && zero_cnt > 0)) { distinct_values.push_back(0.0f); counts.push_back(zero_cnt); } if (num_sample_values > 0) { distinct_values.push_back(values[0]); counts.push_back(1); } for (int i = 1; i < num_sample_values; ++i) { if (values[i] != values[i - 1]) { if (values[i - 1] < 0.0f && values[i] > 0.0f) { distinct_values.push_back(0.0f); counts.push_back(zero_cnt); } distinct_values.push_back(values[i]); counts.push_back(1); } else { ++counts.back(); } } // push zero in the back if (num_sample_values > 0 && values[num_sample_values - 1] < 0.0f && zero_cnt > 0) { distinct_values.push_back(0.0f); counts.push_back(zero_cnt); } min_val_ = distinct_values.front(); max_val_ = distinct_values.back(); std::vector cnt_in_bin; int num_distinct_values = static_cast(distinct_values.size()); if (bin_type_ == BinType::NumericalBin) { if (missing_type_ == MissingType::Zero) { bin_upper_bound_ = FindBinWithZeroAsOneBin(distinct_values.data(), counts.data(), num_distinct_values, max_bin, total_sample_cnt, min_data_in_bin); if (bin_upper_bound_.size() == 2) { missing_type_ = MissingType::None; } } else if (missing_type_ == MissingType::None) { bin_upper_bound_ = FindBinWithZeroAsOneBin(distinct_values.data(), counts.data(), num_distinct_values, max_bin, total_sample_cnt, min_data_in_bin); } else { bin_upper_bound_ = FindBinWithZeroAsOneBin(distinct_values.data(), counts.data(), num_distinct_values, max_bin - 1, total_sample_cnt - na_cnt, min_data_in_bin); bin_upper_bound_.push_back(NaN); } num_bin_ = static_cast(bin_upper_bound_.size()); { cnt_in_bin.resize(num_bin_, 0); int i_bin = 0; for (int i = 0; i < num_distinct_values; ++i) { if (distinct_values[i] > bin_upper_bound_[i_bin]) { ++i_bin; } cnt_in_bin[i_bin] += counts[i]; } if (missing_type_ == MissingType::NaN) { cnt_in_bin[num_bin_ - 1] = na_cnt; } } CHECK(num_bin_ <= max_bin); } else { // convert to int type first std::vector distinct_values_int; std::vector counts_int; distinct_values_int.push_back(static_cast(distinct_values[0])); counts_int.push_back(counts[0]); for (size_t i = 1; i < distinct_values.size(); ++i) { if (static_cast(distinct_values[i]) != distinct_values_int.back()) { distinct_values_int.push_back(static_cast(distinct_values[i])); counts_int.push_back(counts[i]); } else { counts_int.back() += counts[i]; } } // sort by counts Common::SortForPair(counts_int, distinct_values_int, 0, true); // avoid first bin is zero if (distinct_values_int[0] == 0 && counts_int.size() > 1) { std::swap(counts_int[0], counts_int[1]); std::swap(distinct_values_int[0], distinct_values_int[1]); } // will ignore the categorical of small counts int cut_cnt = static_cast((total_sample_cnt - na_cnt) * 0.99f); size_t cur_cat = 0; categorical_2_bin_.clear(); bin_2_categorical_.clear(); num_bin_ = 0; int used_cnt = 0; max_bin = std::min(static_cast(distinct_values_int.size()), max_bin); cnt_in_bin.clear(); while (cur_cat < distinct_values_int.size() && (used_cnt < cut_cnt || num_bin_ < max_bin)) { if (distinct_values_int[cur_cat] < 0) { na_cnt += counts_int[cur_cat]; cut_cnt -= counts_int[cur_cat]; Log::Warning("Met negative value in categorical features, will convert it to NaN"); } else { bin_2_categorical_.push_back(distinct_values_int[cur_cat]); categorical_2_bin_[distinct_values_int[cur_cat]] = static_cast(num_bin_); used_cnt += counts_int[cur_cat]; cnt_in_bin.push_back(counts_int[cur_cat]); ++num_bin_; } ++cur_cat; } // need an additional bin for NaN if (cur_cat == distinct_values_int.size() && na_cnt > 0) { // use -1 to represent NaN bin_2_categorical_.push_back(-1); categorical_2_bin_[-1] = num_bin_; cnt_in_bin.push_back(0); ++num_bin_; } // Use MissingType::None to represent this bin contains all categoricals if (cur_cat == distinct_values_int.size() && na_cnt == 0) { missing_type_ = MissingType::None; } else if (na_cnt == 0) { missing_type_ = MissingType::Zero; } else { missing_type_ = MissingType::NaN; } cnt_in_bin.back() += static_cast(total_sample_cnt - used_cnt); } // check trival(num_bin_ == 1) feature if (num_bin_ <= 1) { is_trival_ = true; } else { is_trival_ = false; } // check useless bin if (!is_trival_ && NeedFilter(cnt_in_bin, static_cast(total_sample_cnt), min_split_data, bin_type_)) { is_trival_ = true; } if (!is_trival_) { default_bin_ = ValueToBin(0); if (bin_type_ == BinType::CategoricalBin) { CHECK(default_bin_ > 0); } } // calculate sparse rate sparse_rate_ = static_cast(cnt_in_bin[default_bin_]) / static_cast(total_sample_cnt); } int BinMapper::SizeForSpecificBin(int bin) { int size = 0; size += sizeof(int); size += sizeof(MissingType); size += sizeof(bool); size += sizeof(double); size += sizeof(BinType); size += 2 * sizeof(double); size += bin * sizeof(double); size += sizeof(uint32_t); return size; } void BinMapper::CopyTo(char * buffer) const { std::memcpy(buffer, &num_bin_, sizeof(num_bin_)); buffer += sizeof(num_bin_); std::memcpy(buffer, &missing_type_, sizeof(missing_type_)); buffer += sizeof(missing_type_); std::memcpy(buffer, &is_trival_, sizeof(is_trival_)); buffer += sizeof(is_trival_); std::memcpy(buffer, &sparse_rate_, sizeof(sparse_rate_)); buffer += sizeof(sparse_rate_); std::memcpy(buffer, &bin_type_, sizeof(bin_type_)); buffer += sizeof(bin_type_); std::memcpy(buffer, &min_val_, sizeof(min_val_)); buffer += sizeof(min_val_); std::memcpy(buffer, &max_val_, sizeof(max_val_)); buffer += sizeof(max_val_); std::memcpy(buffer, &default_bin_, sizeof(default_bin_)); buffer += sizeof(default_bin_); if (bin_type_ == BinType::NumericalBin) { std::memcpy(buffer, bin_upper_bound_.data(), num_bin_ * sizeof(double)); } else { std::memcpy(buffer, bin_2_categorical_.data(), num_bin_ * sizeof(int)); } } void BinMapper::CopyFrom(const char * buffer) { std::memcpy(&num_bin_, buffer, sizeof(num_bin_)); buffer += sizeof(num_bin_); std::memcpy(&missing_type_, buffer, sizeof(missing_type_)); buffer += sizeof(missing_type_); std::memcpy(&is_trival_, buffer, sizeof(is_trival_)); buffer += sizeof(is_trival_); std::memcpy(&sparse_rate_, buffer, sizeof(sparse_rate_)); buffer += sizeof(sparse_rate_); std::memcpy(&bin_type_, buffer, sizeof(bin_type_)); buffer += sizeof(bin_type_); std::memcpy(&min_val_, buffer, sizeof(min_val_)); buffer += sizeof(min_val_); std::memcpy(&max_val_, buffer, sizeof(max_val_)); buffer += sizeof(max_val_); std::memcpy(&default_bin_, buffer, sizeof(default_bin_)); buffer += sizeof(default_bin_); if (bin_type_ == BinType::NumericalBin) { bin_upper_bound_ = std::vector(num_bin_); std::memcpy(bin_upper_bound_.data(), buffer, num_bin_ * sizeof(double)); } else { bin_2_categorical_ = std::vector(num_bin_); std::memcpy(bin_2_categorical_.data(), buffer, num_bin_ * sizeof(int)); categorical_2_bin_.clear(); for (int i = 0; i < num_bin_; ++i) { categorical_2_bin_[bin_2_categorical_[i]] = static_cast(i); } } } void BinMapper::SaveBinaryToFile(FILE* file) const { fwrite(&num_bin_, sizeof(num_bin_), 1, file); fwrite(&missing_type_, sizeof(missing_type_), 1, file); fwrite(&is_trival_, sizeof(is_trival_), 1, file); fwrite(&sparse_rate_, sizeof(sparse_rate_), 1, file); fwrite(&bin_type_, sizeof(bin_type_), 1, file); fwrite(&min_val_, sizeof(min_val_), 1, file); fwrite(&max_val_, sizeof(max_val_), 1, file); fwrite(&default_bin_, sizeof(default_bin_), 1, file); if (bin_type_ == BinType::NumericalBin) { fwrite(bin_upper_bound_.data(), sizeof(double), num_bin_, file); } else { fwrite(bin_2_categorical_.data(), sizeof(int), num_bin_, file); } } size_t BinMapper::SizesInByte() const { size_t ret = sizeof(num_bin_) + sizeof(missing_type_) + sizeof(is_trival_) + sizeof(sparse_rate_) + sizeof(bin_type_) + sizeof(min_val_) + sizeof(max_val_) + sizeof(default_bin_); if (bin_type_ == BinType::NumericalBin) { ret += sizeof(double) * num_bin_; } else { ret += sizeof(int) * num_bin_; } return ret; } template class DenseBin; template class DenseBin; template class DenseBin; template class SparseBin; template class SparseBin; template class SparseBin; template class OrderedSparseBin; template class OrderedSparseBin; template class OrderedSparseBin; Bin* Bin::CreateBin(data_size_t num_data, int num_bin, double sparse_rate, bool is_enable_sparse, double sparse_threshold, bool* is_sparse) { // sparse threshold if (sparse_rate >= sparse_threshold && is_enable_sparse) { *is_sparse = true; return CreateSparseBin(num_data, num_bin); } else { *is_sparse = false; return CreateDenseBin(num_data, num_bin); } } Bin* Bin::CreateDenseBin(data_size_t num_data, int num_bin) { if (num_bin <= 16) { return new Dense4bitsBin(num_data); } else if (num_bin <= 256) { return new DenseBin(num_data); } else if (num_bin <= 65536) { return new DenseBin(num_data); } else { return new DenseBin(num_data); } } Bin* Bin::CreateSparseBin(data_size_t num_data, int num_bin) { if (num_bin <= 256) { return new SparseBin(num_data); } else if (num_bin <= 65536) { return new SparseBin(num_data); } else { return new SparseBin(num_data); } } } // namespace LightGBM