#include "serial_tree_learner.h" #include #include #include namespace LightGBM { #ifdef TIMETAG std::chrono::duration init_train_time; std::chrono::duration init_split_time; std::chrono::duration hist_time; std::chrono::duration find_split_time; std::chrono::duration split_time; std::chrono::duration ordered_bin_time; #endif // TIMETAG SerialTreeLearner::SerialTreeLearner(const TreeConfig* tree_config) :tree_config_(tree_config) { random_ = Random(tree_config_->feature_fraction_seed); #pragma omp parallel #pragma omp master { num_threads_ = omp_get_num_threads(); } } SerialTreeLearner::~SerialTreeLearner() { #ifdef TIMETAG Log::Info("SerialTreeLearner::init_train costs %f", init_train_time * 1e-3); Log::Info("SerialTreeLearner::init_split costs %f", init_split_time * 1e-3); Log::Info("SerialTreeLearner::hist_build costs %f", hist_time * 1e-3); Log::Info("SerialTreeLearner::find_split costs %f", find_split_time * 1e-3); Log::Info("SerialTreeLearner::split costs %f", split_time * 1e-3); Log::Info("SerialTreeLearner::ordered_bin costs %f", ordered_bin_time * 1e-3); #endif } 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 (tree_config_->histogram_pool_size <= 0) { max_cache_size = tree_config_->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_->FeatureNumBin(i); } max_cache_size = static_cast(tree_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, tree_config_->num_leaves); histogram_pool_.DynamicChangeSize(train_data_, tree_config_, max_cache_size, tree_config_->num_leaves); // push split information for all leaves best_split_per_leaf_.resize(tree_config_->num_leaves); // get ordered bin train_data_->CreateOrderedBins(&ordered_bins_); // check existing for ordered bin for (int i = 0; i < static_cast(ordered_bins_.size()); ++i) { if (ordered_bins_[i] != nullptr) { has_ordered_bin_ = true; break; } } // 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_, tree_config_->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_); std::fill(is_data_in_leaf_.begin(), is_data_in_leaf_.end(), static_cast(0)); ordered_bin_indices_.clear(); for (int i = 0; i < static_cast(ordered_bins_.size()); i++) { if (ordered_bins_[i] != nullptr) { ordered_bin_indices_.push_back(i); } } } Log::Info("Number of data: %d, number of used features: %d", num_data_, num_features_); } void SerialTreeLearner::ResetTrainingData(const Dataset* train_data) { train_data_ = train_data; num_data_ = train_data_->num_data(); num_features_ = train_data_->num_features(); // get ordered bin train_data_->CreateOrderedBins(&ordered_bins_); has_ordered_bin_ = false; // check existing for ordered bin for (int i = 0; i < static_cast(ordered_bins_.size()); ++i) { if (ordered_bins_[i] != nullptr) { has_ordered_bin_ = true; break; } } // initialize splits for leaf smaller_leaf_splits_->ResetNumData(num_data_); larger_leaf_splits_->ResetNumData(num_data_); // initialize data partition data_partition_->ResetNumData(num_data_); 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_); std::fill(is_data_in_leaf_.begin(), is_data_in_leaf_.end(), static_cast(0)); ordered_bin_indices_.clear(); for (int i = 0; i < static_cast(ordered_bins_.size()); i++) { if (ordered_bins_[i] != nullptr) { ordered_bin_indices_.push_back(i); } } } } void SerialTreeLearner::ResetConfig(const TreeConfig* tree_config) { if (tree_config_->num_leaves != tree_config->num_leaves) { tree_config_ = tree_config; int max_cache_size = 0; // Get the max size of pool if (tree_config->histogram_pool_size <= 0) { max_cache_size = tree_config_->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_->FeatureNumBin(i); } max_cache_size = static_cast(tree_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, tree_config_->num_leaves); histogram_pool_.DynamicChangeSize(train_data_, tree_config_, max_cache_size, tree_config_->num_leaves); // push split information for all leaves best_split_per_leaf_.resize(tree_config_->num_leaves); data_partition_->ResetLeaves(tree_config_->num_leaves); } else { tree_config_ = tree_config; } histogram_pool_.ResetConfig(tree_config_); } Tree* SerialTreeLearner::Train(const score_t* gradients, const score_t *hessians) { gradients_ = gradients; hessians_ = hessians; #ifdef TIMETAG auto start_time = std::chrono::steady_clock::now(); #endif // some initial works before training BeforeTrain(); #ifdef TIMETAG init_train_time += std::chrono::steady_clock::now() - start_time; #endif auto tree = std::unique_ptr(new Tree(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; for (int split = 0; split < tree_config_->num_leaves - 1; ++split) { #ifdef TIMETAG start_time = std::chrono::steady_clock::now(); #endif // some initial works before finding best split if (BeforeFindBestSplit(tree.get(), left_leaf, right_leaf)) { #ifdef TIMETAG init_split_time += std::chrono::steady_clock::now() - start_time; #endif // 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", best_leaf_SplitInfo.gain); break; } #ifdef TIMETAG start_time = std::chrono::steady_clock::now(); #endif // split tree with best leaf Split(tree.get(), best_leaf, &left_leaf, &right_leaf); #ifdef TIMETAG split_time += std::chrono::steady_clock::now() - start_time; #endif cur_depth = std::max(cur_depth, tree->leaf_depth(left_leaf)); } Log::Info("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 = 0.0f; for (data_size_t j = 0; j < cnt_leaf_data; ++j) { auto idx = tmp_idx[j]; sum_grad += gradients[idx]; sum_hess += hessians[idx]; } // avoid zero hessians. if (sum_hess <= 0) sum_hess = kEpsilon; double output = FeatureHistogram::CalculateSplittedLeafOutput(sum_grad, sum_hess, tree_config_->lambda_l1, tree_config_->lambda_l2); tree->SetLeafOutput(i, output); OMP_LOOP_EX_END(); } OMP_THROW_EX(); return tree.release(); } void SerialTreeLearner::BeforeTrain() { // reset histogram pool histogram_pool_.ResetMap(); if (tree_config_->feature_fraction < 1) { int used_feature_cnt = static_cast(train_data_->num_total_features()*tree_config_->feature_fraction); // initialize used features std::memset(is_feature_used_.data(), 0, sizeof(int8_t) * num_features_); // Get used feature at current tree auto used_feature_indices = random_.Sample(train_data_->num_total_features(), used_feature_cnt); #pragma omp parallel for schedule(static) for (int i = 0; i < static_cast(used_feature_indices.size()); ++i) { int inner_feature_index = train_data_->InnerFeatureIndex(used_feature_indices[i]); if (inner_feature_index < 0) { continue; } is_feature_used_[inner_feature_index] = 1; } } else { #pragma omp parallel for schedule(static) 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 < tree_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(); // if has ordered bin, need to initialize the ordered bin if (has_ordered_bin_) { #ifdef TIMETAG auto start_time = std::chrono::steady_clock::now(); #endif if (data_partition_->leaf_count(0) == num_data_) { // use all data, pass nullptr OMP_INIT_EX(); #pragma omp parallel for schedule(static) for (int i = 0; i < static_cast(ordered_bin_indices_.size()); ++i) { OMP_LOOP_EX_BEGIN(); ordered_bins_[ordered_bin_indices_[i]]->Init(nullptr, tree_config_->num_leaves); OMP_LOOP_EX_END(); } OMP_THROW_EX(); } else { // bagging, only use part of data // mark used 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; } OMP_INIT_EX(); // initialize ordered bin #pragma omp parallel for schedule(static) for (int i = 0; i < static_cast(ordered_bin_indices_.size()); ++i) { OMP_LOOP_EX_BEGIN(); ordered_bins_[ordered_bin_indices_[i]]->Init(is_data_in_leaf_.data(), tree_config_->num_leaves); OMP_LOOP_EX_END(); } OMP_THROW_EX(); #pragma omp parallel for schedule(static) for (data_size_t i = begin; i < end; ++i) { is_data_in_leaf_[indices[i]] = 0; } } #ifdef TIMETAG ordered_bin_time += std::chrono::steady_clock::now() - start_time; #endif } } bool SerialTreeLearner::BeforeFindBestSplit(const Tree* tree, int left_leaf, int right_leaf) { // check depth of current leaf if (tree_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) >= tree_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(tree_config_->min_data_in_leaf * 2) && num_data_in_left_child < static_cast(tree_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_); } // split for the ordered bin if (has_ordered_bin_ && right_leaf >= 0) { #ifdef TIMETAG auto start_time = std::chrono::steady_clock::now(); #endif // mark data that at left-leaf const data_size_t* indices = data_partition_->indices(); const auto left_cnt = data_partition_->leaf_count(left_leaf); const auto right_cnt = data_partition_->leaf_count(right_leaf); char mark = 1; data_size_t begin = data_partition_->leaf_begin(left_leaf); data_size_t end = begin + left_cnt; if (left_cnt > right_cnt) { begin = data_partition_->leaf_begin(right_leaf); end = begin + right_cnt; mark = 0; } #pragma omp parallel for schedule(static) for (data_size_t i = begin; i < end; ++i) { is_data_in_leaf_[indices[i]] = 1; } OMP_INIT_EX(); // split the ordered bin #pragma omp parallel for schedule(static) for (int i = 0; i < static_cast(ordered_bin_indices_.size()); ++i) { OMP_LOOP_EX_BEGIN(); ordered_bins_[ordered_bin_indices_[i]]->Split(left_leaf, right_leaf, is_data_in_leaf_.data(), mark); OMP_LOOP_EX_END(); } OMP_THROW_EX(); #pragma omp parallel for schedule(static) for (data_size_t i = begin; i < end; ++i) { is_data_in_leaf_[indices[i]] = 0; } #ifdef TIMETAG ordered_bin_time += std::chrono::steady_clock::now() - start_time; #endif } return true; } void SerialTreeLearner::FindBestThresholds() { #ifdef TIMETAG auto start_time = std::chrono::steady_clock::now(); #endif std::vector is_feature_used(num_features_, 0); #pragma omp parallel for schedule(static) 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 = true; if (parent_leaf_histogram_array_ == nullptr) { use_subtract = false; } // construct smaller leaf HistogramBinEntry* ptr_smaller_leaf_hist_data = smaller_leaf_histogram_array_[0].RawData() - 1; train_data_->ConstructHistograms(is_feature_used, smaller_leaf_splits_->data_indices(), smaller_leaf_splits_->num_data_in_leaf(), smaller_leaf_splits_->LeafIndex(), ordered_bins_, gradients_, hessians_, ordered_gradients_.data(), ordered_hessians_.data(), ptr_smaller_leaf_hist_data); if (larger_leaf_histogram_array_ != nullptr && !use_subtract) { // construct larger leaf HistogramBinEntry* ptr_larger_leaf_hist_data = larger_leaf_histogram_array_[0].RawData() - 1; train_data_->ConstructHistograms(is_feature_used, larger_leaf_splits_->data_indices(), larger_leaf_splits_->num_data_in_leaf(), larger_leaf_splits_->LeafIndex(), ordered_bins_, gradients_, hessians_, ordered_gradients_.data(), ordered_hessians_.data(), ptr_larger_leaf_hist_data); } #ifdef TIMETAG hist_time += std::chrono::steady_clock::now() - start_time; #endif #ifdef TIMETAG start_time = std::chrono::steady_clock::now(); #endif std::vector smaller_best(num_threads_); std::vector larger_best(num_threads_); 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_splits_->num_data_in_leaf(), smaller_leaf_histogram_array_[feature_index].RawData()); 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_split); if (smaller_split.gain > smaller_best[tid].gain) { smaller_best[tid] = smaller_split; smaller_best[tid].feature = train_data_->RealFeatureIndex(feature_index); } // 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_splits_->num_data_in_leaf(), 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_split); if (larger_split.gain > larger_best[tid].gain) { larger_best[tid] = larger_split; larger_best[tid].feature = train_data_->RealFeatureIndex(feature_index); } 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]; } #ifdef TIMETAG find_split_time += std::chrono::steady_clock::now() - start_time; #endif } void SerialTreeLearner::FindBestSplitsForLeaves() { } 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]; const int inner_feature_index = train_data_->InnerFeatureIndex(best_split_info.feature); // left = parent *left_leaf = best_Leaf; // split tree, will return right leaf *right_leaf = tree->Split(best_Leaf, inner_feature_index, train_data_->FeatureBinMapper(inner_feature_index)->bin_type(), best_split_info.threshold, best_split_info.feature, train_data_->RealThreshold(inner_feature_index, best_split_info.threshold), 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.gain)); // split data partition data_partition_->Split(best_Leaf, train_data_, inner_feature_index, 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