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data.h
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data.h
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/*!
* Copyright (c) 2015-2022 by XGBoost Contributors
* \file data.h
* \brief The input data structure of xgboost.
* \author Tianqi Chen
*/
#ifndef XGBOOST_DATA_H_
#define XGBOOST_DATA_H_
#include <dmlc/base.h>
#include <dmlc/data.h>
#include <dmlc/serializer.h>
#include <xgboost/base.h>
#include <xgboost/generic_parameters.h>
#include <xgboost/host_device_vector.h>
#include <xgboost/linalg.h>
#include <xgboost/span.h>
#include <xgboost/string_view.h>
#include <algorithm>
#include <limits>
#include <memory>
#include <numeric>
#include <string>
#include <utility>
#include <vector>
namespace xgboost {
// forward declare dmatrix.
class DMatrix;
/*! \brief data type accepted by xgboost interface */
enum class DataType : uint8_t {
kFloat32 = 1,
kDouble = 2,
kUInt32 = 3,
kUInt64 = 4,
kStr = 5
};
enum class FeatureType : uint8_t { kNumerical = 0, kCategorical = 1 };
/*!
* \brief Meta information about dataset, always sit in memory.
*/
class MetaInfo {
public:
/*! \brief number of data fields in MetaInfo */
static constexpr uint64_t kNumField = 12;
/*! \brief number of rows in the data */
uint64_t num_row_{0}; // NOLINT
/*! \brief number of columns in the data */
uint64_t num_col_{0}; // NOLINT
/*! \brief number of nonzero entries in the data */
uint64_t num_nonzero_{0}; // NOLINT
/*! \brief label of each instance */
linalg::Tensor<float, 2> labels;
/*!
* \brief the index of begin and end of a group
* needed when the learning task is ranking.
*/
std::vector<bst_group_t> group_ptr_; // NOLINT
/*! \brief weights of each instance, optional */
HostDeviceVector<bst_float> weights_; // NOLINT
/*!
* \brief initialized margins,
* if specified, xgboost will start from this init margin
* can be used to specify initial prediction to boost from.
*/
linalg::Tensor<float, 2> base_margin_; // NOLINT
/*!
* \brief lower bound of the label, to be used for survival analysis (censored regression)
*/
HostDeviceVector<bst_float> labels_lower_bound_; // NOLINT
/*!
* \brief upper bound of the label, to be used for survival analysis (censored regression)
*/
HostDeviceVector<bst_float> labels_upper_bound_; // NOLINT
/*!
* \brief Name of type for each feature provided by users. Eg. "int"/"float"/"i"/"q"
*/
std::vector<std::string> feature_type_names;
/*!
* \brief Name for each feature.
*/
std::vector<std::string> feature_names;
/*
* \brief Type of each feature. Automatically set when feature_type_names is specifed.
*/
HostDeviceVector<FeatureType> feature_types;
/*
* \brief Weight of each feature, used to define the probability of each feature being
* selected when using column sampling.
*/
HostDeviceVector<float> feature_weights;
/*! \brief default constructor */
MetaInfo() = default;
MetaInfo(MetaInfo&& that) = default;
MetaInfo& operator=(MetaInfo&& that) = default;
MetaInfo& operator=(MetaInfo const& that) = delete;
/*!
* \brief Validate all metainfo.
*/
void Validate(int32_t device) const;
MetaInfo Slice(common::Span<int32_t const> ridxs) const;
/*!
* \brief Get weight of each instances.
* \param i Instance index.
* \return The weight.
*/
inline bst_float GetWeight(size_t i) const {
return weights_.Size() != 0 ? weights_.HostVector()[i] : 1.0f;
}
/*! \brief get sorted indexes (argsort) of labels by absolute value (used by cox loss) */
inline const std::vector<size_t>& LabelAbsSort() const {
if (label_order_cache_.size() == labels.Size()) {
return label_order_cache_;
}
label_order_cache_.resize(labels.Size());
std::iota(label_order_cache_.begin(), label_order_cache_.end(), 0);
const auto& l = labels.Data()->HostVector();
XGBOOST_PARALLEL_STABLE_SORT(label_order_cache_.begin(), label_order_cache_.end(),
[&l](size_t i1, size_t i2) {return std::abs(l[i1]) < std::abs(l[i2]);});
return label_order_cache_;
}
/*! \brief clear all the information */
void Clear();
/*!
* \brief Load the Meta info from binary stream.
* \param fi The input stream
*/
void LoadBinary(dmlc::Stream* fi);
/*!
* \brief Save the Meta info to binary stream
* \param fo The output stream.
*/
void SaveBinary(dmlc::Stream* fo) const;
/*!
* \brief Set information in the meta info.
* \param key The key of the information.
* \param dptr The data pointer of the source array.
* \param dtype The type of the source data.
* \param num Number of elements in the source array.
*/
void SetInfo(Context const& ctx, const char* key, const void* dptr, DataType dtype, size_t num);
/*!
* \brief Set information in the meta info with array interface.
* \param key The key of the information.
* \param interface_str String representation of json format array interface.
*/
void SetInfo(Context const& ctx, StringView key, StringView interface_str);
void GetInfo(char const* key, bst_ulong* out_len, DataType dtype,
const void** out_dptr) const;
void SetFeatureInfo(const char *key, const char **info, const bst_ulong size);
void GetFeatureInfo(const char *field, std::vector<std::string>* out_str_vecs) const;
/*
* \brief Extend with other MetaInfo.
*
* \param that The other MetaInfo object.
*
* \param accumulate_rows Whether rows need to be accumulated in this function. If
* client code knows number of rows in advance, set this
* parameter to false.
* \param check_column Whether the extend method should check the consistency of
* columns.
*/
void Extend(MetaInfo const& that, bool accumulate_rows, bool check_column);
private:
void SetInfoFromHost(Context const& ctx, StringView key, Json arr);
void SetInfoFromCUDA(Context const& ctx, StringView key, Json arr);
/*! \brief argsort of labels */
mutable std::vector<size_t> label_order_cache_;
};
/*! \brief Element from a sparse vector */
struct Entry {
/*! \brief feature index */
bst_feature_t index;
/*! \brief feature value */
bst_float fvalue;
/*! \brief default constructor */
Entry() = default;
/*!
* \brief constructor with index and value
* \param index The feature or row index.
* \param fvalue The feature value.
*/
XGBOOST_DEVICE Entry(bst_feature_t index, bst_float fvalue) : index(index), fvalue(fvalue) {}
/*! \brief reversely compare feature values */
inline static bool CmpValue(const Entry& a, const Entry& b) {
return a.fvalue < b.fvalue;
}
static bool CmpIndex(Entry const& a, Entry const& b) {
return a.index < b.index;
}
inline bool operator==(const Entry& other) const {
return (this->index == other.index && this->fvalue == other.fvalue);
}
};
/*!
* \brief Parameters for constructing batches.
*/
struct BatchParam {
/*! \brief The GPU device to use. */
int gpu_id {-1};
/*! \brief Maximum number of bins per feature for histograms. */
bst_bin_t max_bin{0};
/*! \brief Hessian, used for sketching with future approx implementation. */
common::Span<float> hess;
/*! \brief Whether should DMatrix regenerate the batch. Only used for GHistIndex. */
bool regen {false};
/*! \brief Parameter used to generate column matrix for hist. */
double sparse_thresh{std::numeric_limits<double>::quiet_NaN()};
BatchParam() = default;
// GPU Hist
BatchParam(int32_t device, bst_bin_t max_bin)
: gpu_id{device}, max_bin{max_bin} {}
// Hist
BatchParam(bst_bin_t max_bin, double sparse_thresh)
: max_bin{max_bin}, sparse_thresh{sparse_thresh} {}
// Approx
/**
* \brief Get batch with sketch weighted by hessian. The batch will be regenerated if
* the span is changed, so caller should keep the span for each iteration.
*/
BatchParam(bst_bin_t max_bin, common::Span<float> hessian, bool regenerate)
: max_bin{max_bin}, hess{hessian}, regen{regenerate} {}
bool operator!=(BatchParam const& other) const {
if (hess.empty() && other.hess.empty()) {
return gpu_id != other.gpu_id || max_bin != other.max_bin;
}
return gpu_id != other.gpu_id || max_bin != other.max_bin || hess.data() != other.hess.data();
}
bool operator==(BatchParam const& other) const {
return !(*this != other);
}
};
struct HostSparsePageView {
using Inst = common::Span<Entry const>;
common::Span<bst_row_t const> offset;
common::Span<Entry const> data;
Inst operator[](size_t i) const {
auto size = *(offset.data() + i + 1) - *(offset.data() + i);
return {data.data() + *(offset.data() + i),
static_cast<Inst::index_type>(size)};
}
size_t Size() const { return offset.size() == 0 ? 0 : offset.size() - 1; }
};
/*!
* \brief In-memory storage unit of sparse batch, stored in CSR format.
*/
class SparsePage {
public:
// Offset for each row.
HostDeviceVector<bst_row_t> offset;
/*! \brief the data of the segments */
HostDeviceVector<Entry> data;
size_t base_rowid {0};
/*! \brief an instance of sparse vector in the batch */
using Inst = common::Span<Entry const>;
HostSparsePageView GetView() const {
return {offset.ConstHostSpan(), data.ConstHostSpan()};
}
/*! \brief constructor */
SparsePage() {
this->Clear();
}
/*! \return Number of instances in the page. */
inline size_t Size() const {
return offset.Size() == 0 ? 0 : offset.Size() - 1;
}
/*! \return estimation of memory cost of this page */
inline size_t MemCostBytes() const {
return offset.Size() * sizeof(size_t) + data.Size() * sizeof(Entry);
}
/*! \brief clear the page */
inline void Clear() {
base_rowid = 0;
auto& offset_vec = offset.HostVector();
offset_vec.clear();
offset_vec.push_back(0);
data.HostVector().clear();
}
/*! \brief Set the base row id for this page. */
inline void SetBaseRowId(size_t row_id) {
base_rowid = row_id;
}
SparsePage GetTranspose(int num_columns, int32_t n_threads) const;
/**
* \brief Sort the column index.
*/
void SortIndices(int32_t n_threads);
/**
* \brief Check wether the column index is sorted.
*/
bool IsIndicesSorted(int32_t n_threads) const;
void SortRows(int32_t n_threads);
/**
* \brief Pushes external data batch onto this page
*
* \tparam AdapterBatchT
* \param batch
* \param missing
* \param nthread
*
* \return The maximum number of columns encountered in this input batch. Useful when pushing many adapter batches to work out the total number of columns.
*/
template <typename AdapterBatchT>
uint64_t Push(const AdapterBatchT& batch, float missing, int nthread);
/*!
* \brief Push a sparse page
* \param batch the row page
*/
void Push(const SparsePage &batch);
/*!
* \brief Push a SparsePage stored in CSC format
* \param batch The row batch to be pushed
*/
void PushCSC(const SparsePage& batch);
};
class CSCPage: public SparsePage {
public:
CSCPage() : SparsePage() {}
explicit CSCPage(SparsePage page) : SparsePage(std::move(page)) {}
};
class SortedCSCPage : public SparsePage {
public:
SortedCSCPage() : SparsePage() {}
explicit SortedCSCPage(SparsePage page) : SparsePage(std::move(page)) {}
};
class EllpackPageImpl;
/*!
* \brief A page stored in ELLPACK format.
*
* This class uses the PImpl idiom (https://en.cppreference.com/w/cpp/language/pimpl) to avoid
* including CUDA-specific implementation details in the header.
*/
class EllpackPage {
public:
/*!
* \brief Default constructor.
*
* This is used in the external memory case. An empty ELLPACK page is constructed with its content
* set later by the reader.
*/
EllpackPage();
/*!
* \brief Constructor from an existing DMatrix.
*
* This is used in the in-memory case. The ELLPACK page is constructed from an existing DMatrix
* in CSR format.
*/
explicit EllpackPage(DMatrix* dmat, const BatchParam& param);
/*! \brief Destructor. */
~EllpackPage();
EllpackPage(EllpackPage&& that);
/*! \return Number of instances in the page. */
size_t Size() const;
/*! \brief Set the base row id for this page. */
void SetBaseRowId(size_t row_id);
const EllpackPageImpl* Impl() const { return impl_.get(); }
EllpackPageImpl* Impl() { return impl_.get(); }
private:
std::unique_ptr<EllpackPageImpl> impl_;
};
class GHistIndexMatrix;
template<typename T>
class BatchIteratorImpl {
public:
using iterator_category = std::forward_iterator_tag; // NOLINT
virtual ~BatchIteratorImpl() = default;
virtual const T& operator*() const = 0;
virtual BatchIteratorImpl& operator++() = 0;
virtual bool AtEnd() const = 0;
virtual std::shared_ptr<T const> Page() const = 0;
};
template<typename T>
class BatchIterator {
public:
using iterator_category = std::forward_iterator_tag; // NOLINT
explicit BatchIterator(BatchIteratorImpl<T>* impl) { impl_.reset(impl); }
explicit BatchIterator(std::shared_ptr<BatchIteratorImpl<T>> impl) { impl_ = impl; }
BatchIterator &operator++() {
CHECK(impl_ != nullptr);
++(*impl_);
return *this;
}
const T& operator*() const {
CHECK(impl_ != nullptr);
return *(*impl_);
}
bool operator!=(const BatchIterator&) const {
CHECK(impl_ != nullptr);
return !impl_->AtEnd();
}
bool AtEnd() const {
CHECK(impl_ != nullptr);
return impl_->AtEnd();
}
std::shared_ptr<T const> Page() const {
return impl_->Page();
}
private:
std::shared_ptr<BatchIteratorImpl<T>> impl_;
};
template<typename T>
class BatchSet {
public:
explicit BatchSet(BatchIterator<T> begin_iter) : begin_iter_(std::move(begin_iter)) {}
BatchIterator<T> begin() { return begin_iter_; } // NOLINT
BatchIterator<T> end() { return BatchIterator<T>(nullptr); } // NOLINT
private:
BatchIterator<T> begin_iter_;
};
struct XGBAPIThreadLocalEntry;
/*!
* \brief Internal data structured used by XGBoost during training.
*/
class DMatrix {
public:
/*! \brief default constructor */
DMatrix() = default;
/*! \brief meta information of the dataset */
virtual MetaInfo& Info() = 0;
virtual void SetInfo(const char* key, const void* dptr, DataType dtype, size_t num) {
auto const& ctx = *this->Ctx();
this->Info().SetInfo(ctx, key, dptr, dtype, num);
}
virtual void SetInfo(const char* key, std::string const& interface_str) {
auto const& ctx = *this->Ctx();
this->Info().SetInfo(ctx, key, StringView{interface_str});
}
/*! \brief meta information of the dataset */
virtual const MetaInfo& Info() const = 0;
/*! \brief Get thread local memory for returning data from DMatrix. */
XGBAPIThreadLocalEntry& GetThreadLocal() const;
/**
* \brief Get the context object of this DMatrix. The context is created during construction of
* DMatrix with user specified `nthread` parameter.
*/
virtual Context const* Ctx() const = 0;
/**
* \brief Gets batches. Use range based for loop over BatchSet to access individual batches.
*/
template <typename T>
BatchSet<T> GetBatches();
template <typename T>
BatchSet<T> GetBatches(const BatchParam& param);
template <typename T>
bool PageExists() const;
// the following are column meta data, should be able to answer them fast.
/*! \return Whether the data columns single column block. */
virtual bool SingleColBlock() const = 0;
/*! \brief virtual destructor */
virtual ~DMatrix();
/*! \brief Whether the matrix is dense. */
bool IsDense() const {
return Info().num_nonzero_ == Info().num_row_ * Info().num_col_;
}
/*!
* \brief Load DMatrix from URI.
* \param uri The URI of input.
* \param silent Whether print information during loading.
* \param load_row_split Flag to read in part of rows, divided among the workers in distributed mode.
* \param file_format The format type of the file, used for dmlc::Parser::Create.
* By default "auto" will be able to load in both local binary file.
* \param page_size Page size for external memory.
* \return The created DMatrix.
*/
static DMatrix* Load(const std::string& uri,
bool silent,
bool load_row_split,
const std::string& file_format = "auto");
/**
* \brief Creates a new DMatrix from an external data adapter.
*
* \tparam AdapterT Type of the adapter.
* \param [in,out] adapter View onto an external data.
* \param missing Values to count as missing.
* \param nthread Number of threads for construction.
* \param cache_prefix (Optional) The cache prefix for external memory.
* \param page_size (Optional) Size of the page.
*
* \return a Created DMatrix.
*/
template <typename AdapterT>
static DMatrix* Create(AdapterT* adapter, float missing, int nthread,
const std::string& cache_prefix = "");
/**
* \brief Create a new Quantile based DMatrix used for histogram based algorithm.
*
* \tparam DataIterHandle External iterator type, defined in C API.
* \tparam DMatrixHandle DMatrix handle, defined in C API.
* \tparam DataIterResetCallback Callback for reset, prototype defined in C API.
* \tparam XGDMatrixCallbackNext Callback for next, prototype defined in C API.
*
* \param iter External data iterator
* \param proxy A hanlde to ProxyDMatrix
* \param reset Callback for reset
* \param next Callback for next
* \param missing Value that should be treated as missing.
* \param nthread number of threads used for initialization.
* \param max_bin Maximum number of bins.
*
* \return A created quantile based DMatrix.
*/
template <typename DataIterHandle, typename DMatrixHandle,
typename DataIterResetCallback, typename XGDMatrixCallbackNext>
static DMatrix *Create(DataIterHandle iter, DMatrixHandle proxy,
DataIterResetCallback *reset,
XGDMatrixCallbackNext *next, float missing,
int nthread,
int max_bin);
/**
* \brief Create an external memory DMatrix with callbacks.
*
* \tparam DataIterHandle External iterator type, defined in C API.
* \tparam DMatrixHandle DMatrix handle, defined in C API.
* \tparam DataIterResetCallback Callback for reset, prototype defined in C API.
* \tparam XGDMatrixCallbackNext Callback for next, prototype defined in C API.
*
* \param iter External data iterator
* \param proxy A hanlde to ProxyDMatrix
* \param reset Callback for reset
* \param next Callback for next
* \param missing Value that should be treated as missing.
* \param nthread number of threads used for initialization.
* \param cache Prefix of cache file path.
*
* \return A created external memory DMatrix.
*/
template <typename DataIterHandle, typename DMatrixHandle,
typename DataIterResetCallback, typename XGDMatrixCallbackNext>
static DMatrix *Create(DataIterHandle iter, DMatrixHandle proxy,
DataIterResetCallback *reset,
XGDMatrixCallbackNext *next, float missing,
int32_t nthread, std::string cache);
virtual DMatrix *Slice(common::Span<int32_t const> ridxs) = 0;
/*! \brief Number of rows per page in external memory. Approximately 100MB per page for
* dataset with 100 features. */
static const size_t kPageSize = 32UL << 12UL;
protected:
virtual BatchSet<SparsePage> GetRowBatches() = 0;
virtual BatchSet<CSCPage> GetColumnBatches() = 0;
virtual BatchSet<SortedCSCPage> GetSortedColumnBatches() = 0;
virtual BatchSet<EllpackPage> GetEllpackBatches(const BatchParam& param) = 0;
virtual BatchSet<GHistIndexMatrix> GetGradientIndex(const BatchParam& param) = 0;
virtual bool EllpackExists() const = 0;
virtual bool SparsePageExists() const = 0;
};
template<>
inline BatchSet<SparsePage> DMatrix::GetBatches() {
return GetRowBatches();
}
template<>
inline bool DMatrix::PageExists<EllpackPage>() const {
return this->EllpackExists();
}
template<>
inline bool DMatrix::PageExists<SparsePage>() const {
return this->SparsePageExists();
}
template<>
inline BatchSet<CSCPage> DMatrix::GetBatches() {
return GetColumnBatches();
}
template<>
inline BatchSet<SortedCSCPage> DMatrix::GetBatches() {
return GetSortedColumnBatches();
}
template<>
inline BatchSet<EllpackPage> DMatrix::GetBatches(const BatchParam& param) {
return GetEllpackBatches(param);
}
template<>
inline BatchSet<GHistIndexMatrix> DMatrix::GetBatches(const BatchParam& param) {
return GetGradientIndex(param);
}
} // namespace xgboost
namespace dmlc {
DMLC_DECLARE_TRAITS(is_pod, xgboost::Entry, true);
namespace serializer {
template <>
struct Handler<xgboost::Entry> {
inline static void Write(Stream* strm, const xgboost::Entry& data) {
strm->Write(data.index);
strm->Write(data.fvalue);
}
inline static bool Read(Stream* strm, xgboost::Entry* data) {
return strm->Read(&data->index) && strm->Read(&data->fvalue);
}
};
} // namespace serializer
} // namespace dmlc
#endif // XGBOOST_DATA_H_