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Add prediction early stopping #550

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merged 8 commits into from
May 29, 2017
Merged

Add prediction early stopping #550

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3fad89b
Add early stopping for prediction
May 26, 2017
779074f
Fix GBDT if-else prediction with early stopping
May 29, 2017
4b92052
Small C++ embelishments to early stopping API and functions
May 29, 2017
dbf06f0
Fix early stopping efficiency issue by creating a singleton for no ea…
May 29, 2017
5f51604
Python improvements to early stopping API
May 29, 2017
cc504b3
Add assertion check for binary and multiclass prediction score length
May 29, 2017
e0ed7bf
Update vcxproj and vcxproj.filters with new early stopping files
May 29, 2017
37c8890
Remove inline from PredictRaw(), the linker was not able to find it o…
May 29, 2017
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Fix GBDT if-else prediction with early stopping
  • Loading branch information
Carlos Becker committed May 29, 2017
commit 779074f8a20f3c07c67726c554ddb5f3d144b430
34 changes: 17 additions & 17 deletions src/boosting/gbdt.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -704,10 +704,10 @@ std::string GBDT::ModelToIfElse(int num_iteration) const {
std::stringstream str_buf;

str_buf << "#include \"gbdt.h\"" << std::endl;
str_buf << "#include <LightGBM/utils/openmp_wrapper.h>" << std::endl;
str_buf << "#include <LightGBM/utils/common.h>" << std::endl;
str_buf << "#include <LightGBM/objective_function.h>" << std::endl;
str_buf << "#include <LightGBM/metric.h>" << std::endl;
str_buf << "#include <LightGBM/prediction_early_stop.h>" << std::endl;
str_buf << "#include <ctime>" << std::endl;
str_buf << "#include <sstream>" << std::endl;
str_buf << "#include <chrono>" << std::endl;
Expand Down Expand Up @@ -738,32 +738,32 @@ std::string GBDT::ModelToIfElse(int num_iteration) const {

std::stringstream pred_str_buf;

pred_str_buf << "\t" << "if (num_threads_ <= num_tree_per_iteration_) {" << std::endl;
pred_str_buf << "\t\t" << "#pragma omp parallel for schedule(static)" << std::endl;
pred_str_buf << "\t" << "const auto noEarlyStop = createPredictionEarlyStopInstance(\"none\", PredictionEarlyStopConfig());" << std::endl;
pred_str_buf << "\t" << "if (earlyStop == nullptr) {" << std::endl;
pred_str_buf << "\t\t" << "earlyStop = &noEarlyStop;" << std::endl;
pred_str_buf << "\t" << "}" << std::endl;

pred_str_buf << "\t" << "int earlyStopRoundCounter = 0;" << std::endl;
pred_str_buf << "\t" << "for (int i = 0; i < num_iteration_for_pred_; ++i) {" << std::endl;
pred_str_buf << "\t\t" << "for (int k = 0; k < num_tree_per_iteration_; ++k) {" << std::endl;
pred_str_buf << "\t\t\t" << "for (int i = 0; i < num_iteration_for_pred_; ++i) {" << std::endl;
pred_str_buf << "\t\t\t\t" << "output[k] += (*PredictTreePtr[i * num_tree_per_iteration_ + k])(features);" << std::endl;
pred_str_buf << "\t\t\t" << "}" << std::endl;
pred_str_buf << "\t\t\t" << "output[k] += (*PredictTreePtr[i * num_tree_per_iteration_ + k])(features);" << std::endl;
pred_str_buf << "\t\t" << "}" << std::endl;
pred_str_buf << "\t" << "} else {" << std::endl;
pred_str_buf << "\t\t" << "for (int k = 0; k < num_tree_per_iteration_; ++k) {" << std::endl;
pred_str_buf << "\t\t\t" << "double t = 0.0f;" << std::endl;
pred_str_buf << "\t\t\t" << "#pragma omp parallel for schedule(static) reduction(+:t)" << std::endl;
pred_str_buf << "\t\t\t" << "for (int i = 0; i < num_iteration_for_pred_; ++i) {" << std::endl;
pred_str_buf << "\t\t\t\t" << "t += (*PredictTreePtr[i * num_tree_per_iteration_ + k])(features);" << std::endl;
pred_str_buf << "\t\t\t" << "}" << std::endl;
pred_str_buf << "\t\t\t" << "output[k] = t;" << std::endl;
pred_str_buf << "\t\t" << "++earlyStopRoundCounter;" << std::endl;
pred_str_buf << "\t\t" << "if (earlyStop->roundPeriod == earlyStopRoundCounter) {" << std::endl;
pred_str_buf << "\t\t\t" << "if (earlyStop->callbackFunction(output, num_tree_per_iteration_))" << std::endl;
pred_str_buf << "\t\t\t\t" << "return;" << std::endl;
pred_str_buf << "\t\t\t" << "earlyStopRoundCounter = 0;" << std::endl;
pred_str_buf << "\t\t" << "}" << std::endl;
pred_str_buf << "\t" << "}" << std::endl;

str_buf << "void GBDT::PredictRaw(const double* features, double *output) const {" << std::endl;
str_buf << "void GBDT::PredictRaw(const double* features, double *output, const PredictionEarlyStopInstance* earlyStop) const {" << std::endl;
str_buf << pred_str_buf.str();
str_buf << "}" << std::endl;
str_buf << std::endl;

// Predict
str_buf << "void GBDT::Predict(const double* features, double *output) const {" << std::endl;
str_buf << pred_str_buf.str();
str_buf << "void GBDT::Predict(const double* features, double *output, const PredictionEarlyStopInstance* earlyStop) const {" << std::endl;
str_buf << "\t" << "PredictRaw(features, output, earlyStop);" << std::endl;
str_buf << "\t" << "if (objective_function_ != nullptr) {" << std::endl;
str_buf << "\t\t" << "objective_function_->ConvertOutput(output, output);" << std::endl;
str_buf << "\t" << "}" << std::endl;
Expand Down