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tree.h
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/*!
* Copyright (c) 2016 Microsoft Corporation. All rights reserved.
* Licensed under the MIT License. See LICENSE file in the project root for license information.
*/
#ifndef LIGHTGBM_TREE_H_
#define LIGHTGBM_TREE_H_
#include <LightGBM/dataset.h>
#include <LightGBM/meta.h>
#include <string>
#include <map>
#include <memory>
#include <unordered_map>
#include <vector>
namespace LightGBM {
#define kCategoricalMask (1)
#define kDefaultLeftMask (2)
/*!
* \brief Tree model
*/
class Tree {
public:
/*!
* \brief Constructor
* \param max_leaves The number of max leaves
*/
explicit Tree(int max_leaves);
/*!
* \brief Constructor, from a string
* \param str Model string
* \param used_len used count of str
*/
Tree(const char* str, size_t* used_len);
~Tree();
/*!
* \brief Performing a split on tree leaves.
* \param leaf Index of leaf to be split
* \param feature Index of feature; the converted index after removing useless features
* \param real_feature Index of feature, the original index on data
* \param threshold_bin Threshold(bin) of split
* \param threshold_double Threshold on feature value
* \param left_value Model Left child output
* \param right_value Model Right child output
* \param left_cnt Count of left child
* \param right_cnt Count of right child
* \param left_weight Weight of left child
* \param right_weight Weight of right child
* \param gain Split gain
* \param missing_type missing type
* \param default_left default direction for missing value
* \return The index of new leaf.
*/
int Split(int leaf, int feature, int real_feature, uint32_t threshold_bin,
double threshold_double, double left_value, double right_value,
int left_cnt, int right_cnt, double left_weight, double right_weight,
float gain, MissingType missing_type, bool default_left);
/*!
* \brief Performing a split on tree leaves, with categorical feature
* \param leaf Index of leaf to be split
* \param feature Index of feature; the converted index after removing useless features
* \param real_feature Index of feature, the original index on data
* \param threshold_bin Threshold(bin) of split, use bitset to represent
* \param num_threshold_bin size of threshold_bin
* \param threshold Thresholds of real feature value, use bitset to represent
* \param num_threshold size of threshold
* \param left_value Model Left child output
* \param right_value Model Right child output
* \param left_cnt Count of left child
* \param right_cnt Count of right child
* \param left_weight Weight of left child
* \param right_weight Weight of right child
* \param gain Split gain
* \return The index of new leaf.
*/
int SplitCategorical(int leaf, int feature, int real_feature, const uint32_t* threshold_bin, int num_threshold_bin,
const uint32_t* threshold, int num_threshold, double left_value, double right_value,
int left_cnt, int right_cnt, double left_weight, double right_weight, float gain, MissingType missing_type);
/*! \brief Get the output of one leaf */
inline double LeafOutput(int leaf) const { return leaf_value_[leaf]; }
/*! \brief Set the output of one leaf */
inline void SetLeafOutput(int leaf, double output) {
leaf_value_[leaf] = MaybeRoundToZero(output);
}
/*!
* \brief Adding prediction value of this tree model to scores
* \param data The dataset
* \param num_data Number of total data
* \param score Will add prediction to score
*/
void AddPredictionToScore(const Dataset* data,
data_size_t num_data,
double* score) const;
/*!
* \brief Adding prediction value of this tree model to scores
* \param data The dataset
* \param used_data_indices Indices of used data
* \param num_data Number of total data
* \param score Will add prediction to score
*/
void AddPredictionToScore(const Dataset* data,
const data_size_t* used_data_indices,
data_size_t num_data, double* score) const;
/*!
* \brief Get upper bound leaf value of this tree model
*/
double GetUpperBoundValue() const;
/*!
* \brief Get lower bound leaf value of this tree model
*/
double GetLowerBoundValue() const;
/*!
* \brief Prediction on one record
* \param feature_values Feature value of this record
* \return Prediction result
*/
inline double Predict(const double* feature_values) const;
inline double PredictByMap(const std::unordered_map<int, double>& feature_values) const;
inline int PredictLeafIndex(const double* feature_values) const;
inline int PredictLeafIndexByMap(const std::unordered_map<int, double>& feature_values) const;
inline void PredictContrib(const double* feature_values, int num_features, double* output);
/*! \brief Get Number of leaves*/
inline int num_leaves() const { return num_leaves_; }
/*! \brief Get depth of specific leaf*/
inline int leaf_depth(int leaf_idx) const { return leaf_depth_[leaf_idx]; }
/*! \brief Get parent of specific leaf*/
inline int leaf_parent(int leaf_idx) const {return leaf_parent_[leaf_idx]; }
/*! \brief Get feature of specific split*/
inline int split_feature(int split_idx) const { return split_feature_[split_idx]; }
inline double split_gain(int split_idx) const { return split_gain_[split_idx]; }
inline double internal_value(int node_idx) const {
return internal_value_[node_idx];
}
inline bool IsNumericalSplit(int node_idx) const {
return !GetDecisionType(decision_type_[node_idx], kCategoricalMask);
}
inline int left_child(int node_idx) const { return left_child_[node_idx]; }
inline int right_child(int node_idx) const { return right_child_[node_idx]; }
inline int split_feature_inner(int node_idx) const {
return split_feature_inner_[node_idx];
}
inline uint32_t threshold_in_bin(int node_idx) const {
return threshold_in_bin_[node_idx];
}
/*! \brief Get the number of data points that fall at or below this node*/
inline int data_count(int node) const { return node >= 0 ? internal_count_[node] : leaf_count_[~node]; }
/*!
* \brief Shrinkage for the tree's output
* shrinkage rate (a.k.a learning rate) is used to tune the training process
* \param rate The factor of shrinkage
*/
inline void Shrinkage(double rate) {
#pragma omp parallel for schedule(static, 1024) if (num_leaves_ >= 2048)
for (int i = 0; i < num_leaves_ - 1; ++i) {
leaf_value_[i] = MaybeRoundToZero(leaf_value_[i] * rate);
internal_value_[i] = MaybeRoundToZero(internal_value_[i] * rate);
}
leaf_value_[num_leaves_ - 1] =
MaybeRoundToZero(leaf_value_[num_leaves_ - 1] * rate);
shrinkage_ *= rate;
}
inline double shrinkage() const { return shrinkage_; }
inline void AddBias(double val) {
#pragma omp parallel for schedule(static, 1024) if (num_leaves_ >= 2048)
for (int i = 0; i < num_leaves_ - 1; ++i) {
leaf_value_[i] = MaybeRoundToZero(leaf_value_[i] + val);
internal_value_[i] = MaybeRoundToZero(internal_value_[i] + val);
}
leaf_value_[num_leaves_ - 1] =
MaybeRoundToZero(leaf_value_[num_leaves_ - 1] + val);
// force to 1.0
shrinkage_ = 1.0f;
}
inline void AsConstantTree(double val) {
num_leaves_ = 1;
shrinkage_ = 1.0f;
leaf_value_[0] = val;
}
/*! \brief Serialize this object to string*/
std::string ToString() const;
/*! \brief Serialize this object to json*/
std::string ToJSON() const;
/*! \brief Serialize this object to if-else statement*/
std::string ToIfElse(int index, bool predict_leaf_index) const;
inline static bool IsZero(double fval) {
return (fval >= -kZeroThreshold && fval <= kZeroThreshold);
}
inline static double MaybeRoundToZero(double fval) {
return IsZero(fval) ? 0 : fval;
}
inline static bool GetDecisionType(int8_t decision_type, int8_t mask) {
return (decision_type & mask) > 0;
}
inline static void SetDecisionType(int8_t* decision_type, bool input, int8_t mask) {
if (input) {
(*decision_type) |= mask;
} else {
(*decision_type) &= (127 - mask);
}
}
inline static int8_t GetMissingType(int8_t decision_type) {
return (decision_type >> 2) & 3;
}
inline static void SetMissingType(int8_t* decision_type, int8_t input) {
(*decision_type) &= 3;
(*decision_type) |= (input << 2);
}
void RecomputeMaxDepth();
int NextLeafId() const { return num_leaves_; }
private:
std::string NumericalDecisionIfElse(int node) const;
std::string CategoricalDecisionIfElse(int node) const;
inline int NumericalDecision(double fval, int node) const {
uint8_t missing_type = GetMissingType(decision_type_[node]);
if (std::isnan(fval) && missing_type != MissingType::NaN) {
fval = 0.0f;
}
if ((missing_type == MissingType::Zero && IsZero(fval))
|| (missing_type == MissingType::NaN && std::isnan(fval))) {
if (GetDecisionType(decision_type_[node], kDefaultLeftMask)) {
return left_child_[node];
} else {
return right_child_[node];
}
}
if (fval <= threshold_[node]) {
return left_child_[node];
} else {
return right_child_[node];
}
}
inline int NumericalDecisionInner(uint32_t fval, int node, uint32_t default_bin, uint32_t max_bin) const {
uint8_t missing_type = GetMissingType(decision_type_[node]);
if ((missing_type == MissingType::Zero && fval == default_bin)
|| (missing_type == MissingType::NaN && fval == max_bin)) {
if (GetDecisionType(decision_type_[node], kDefaultLeftMask)) {
return left_child_[node];
} else {
return right_child_[node];
}
}
if (fval <= threshold_in_bin_[node]) {
return left_child_[node];
} else {
return right_child_[node];
}
}
inline int CategoricalDecision(double fval, int node) const {
uint8_t missing_type = GetMissingType(decision_type_[node]);
int int_fval = static_cast<int>(fval);
if (int_fval < 0) {
return right_child_[node];;
} else if (std::isnan(fval)) {
// NaN is always in the right
if (missing_type == MissingType::NaN) {
return right_child_[node];
}
int_fval = 0;
}
int cat_idx = static_cast<int>(threshold_[node]);
if (Common::FindInBitset(cat_threshold_.data() + cat_boundaries_[cat_idx],
cat_boundaries_[cat_idx + 1] - cat_boundaries_[cat_idx], int_fval)) {
return left_child_[node];
}
return right_child_[node];
}
inline int CategoricalDecisionInner(uint32_t fval, int node) const {
int cat_idx = static_cast<int>(threshold_in_bin_[node]);
if (Common::FindInBitset(cat_threshold_inner_.data() + cat_boundaries_inner_[cat_idx],
cat_boundaries_inner_[cat_idx + 1] - cat_boundaries_inner_[cat_idx], fval)) {
return left_child_[node];
}
return right_child_[node];
}
inline int Decision(double fval, int node) const {
if (GetDecisionType(decision_type_[node], kCategoricalMask)) {
return CategoricalDecision(fval, node);
} else {
return NumericalDecision(fval, node);
}
}
inline int DecisionInner(uint32_t fval, int node, uint32_t default_bin, uint32_t max_bin) const {
if (GetDecisionType(decision_type_[node], kCategoricalMask)) {
return CategoricalDecisionInner(fval, node);
} else {
return NumericalDecisionInner(fval, node, default_bin, max_bin);
}
}
inline void Split(int leaf, int feature, int real_feature, double left_value, double right_value, int left_cnt, int right_cnt,
double left_weight, double right_weight, float gain);
/*!
* \brief Find leaf index of which record belongs by features
* \param feature_values Feature value of this record
* \return Leaf index
*/
inline int GetLeaf(const double* feature_values) const;
inline int GetLeafByMap(const std::unordered_map<int, double>& feature_values) const;
/*! \brief Serialize one node to json*/
std::string NodeToJSON(int index) const;
/*! \brief Serialize one node to if-else statement*/
std::string NodeToIfElse(int index, bool predict_leaf_index) const;
std::string NodeToIfElseByMap(int index, bool predict_leaf_index) const;
double ExpectedValue() const;
/*! \brief This is used fill in leaf_depth_ after reloading a model*/
inline void RecomputeLeafDepths(int node = 0, int depth = 0);
/*!
* \brief Used by TreeSHAP for data we keep about our decision path
*/
struct PathElement {
int feature_index;
double zero_fraction;
double one_fraction;
// note that pweight is included for convenience and is not tied with the other attributes,
// the pweight of the i'th path element is the permutation weight of paths with i-1 ones in them
double pweight;
PathElement() {}
PathElement(int i, double z, double o, double w) : feature_index(i), zero_fraction(z), one_fraction(o), pweight(w) {}
};
/*! \brief Polynomial time algorithm for SHAP values (arXiv:1706.06060)*/
void TreeSHAP(const double *feature_values, double *phi,
int node, int unique_depth,
PathElement *parent_unique_path, double parent_zero_fraction,
double parent_one_fraction, int parent_feature_index) const;
/*! \brief Extend our decision path with a fraction of one and zero extensions for TreeSHAP*/
static void ExtendPath(PathElement *unique_path, int unique_depth,
double zero_fraction, double one_fraction, int feature_index);
/*! \brief Undo a previous extension of the decision path for TreeSHAP*/
static void UnwindPath(PathElement *unique_path, int unique_depth, int path_index);
/*! determine what the total permutation weight would be if we unwound a previous extension in the decision path*/
static double UnwoundPathSum(const PathElement *unique_path, int unique_depth, int path_index);
/*! \brief Number of max leaves*/
int max_leaves_;
/*! \brief Number of current leaves*/
int num_leaves_;
// following values used for non-leaf node
/*! \brief A non-leaf node's left child */
std::vector<int> left_child_;
/*! \brief A non-leaf node's right child */
std::vector<int> right_child_;
/*! \brief A non-leaf node's split feature */
std::vector<int> split_feature_inner_;
/*! \brief A non-leaf node's split feature, the original index */
std::vector<int> split_feature_;
/*! \brief A non-leaf node's split threshold in bin */
std::vector<uint32_t> threshold_in_bin_;
/*! \brief A non-leaf node's split threshold in feature value */
std::vector<double> threshold_;
int num_cat_;
std::vector<int> cat_boundaries_inner_;
std::vector<uint32_t> cat_threshold_inner_;
std::vector<int> cat_boundaries_;
std::vector<uint32_t> cat_threshold_;
/*! \brief Store the information for categorical feature handle and missing value handle. */
std::vector<int8_t> decision_type_;
/*! \brief A non-leaf node's split gain */
std::vector<float> split_gain_;
// used for leaf node
/*! \brief The parent of leaf */
std::vector<int> leaf_parent_;
/*! \brief Output of leaves */
std::vector<double> leaf_value_;
/*! \brief weight of leaves */
std::vector<double> leaf_weight_;
/*! \brief DataCount of leaves */
std::vector<int> leaf_count_;
/*! \brief Output of non-leaf nodes */
std::vector<double> internal_value_;
/*! \brief weight of non-leaf nodes */
std::vector<double> internal_weight_;
/*! \brief DataCount of non-leaf nodes */
std::vector<int> internal_count_;
/*! \brief Depth for leaves */
std::vector<int> leaf_depth_;
double shrinkage_;
int max_depth_;
};
inline void Tree::Split(int leaf, int feature, int real_feature,
double left_value, double right_value, int left_cnt, int right_cnt,
double left_weight, double right_weight, float gain) {
int new_node_idx = num_leaves_ - 1;
// update parent info
int parent = leaf_parent_[leaf];
if (parent >= 0) {
// if cur node is left child
if (left_child_[parent] == ~leaf) {
left_child_[parent] = new_node_idx;
} else {
right_child_[parent] = new_node_idx;
}
}
// add new node
split_feature_inner_[new_node_idx] = feature;
split_feature_[new_node_idx] = real_feature;
split_gain_[new_node_idx] = gain;
// add two new leaves
left_child_[new_node_idx] = ~leaf;
right_child_[new_node_idx] = ~num_leaves_;
// update new leaves
leaf_parent_[leaf] = new_node_idx;
leaf_parent_[num_leaves_] = new_node_idx;
// save current leaf value to internal node before change
internal_weight_[new_node_idx] = leaf_weight_[leaf];
internal_value_[new_node_idx] = leaf_value_[leaf];
internal_count_[new_node_idx] = left_cnt + right_cnt;
leaf_value_[leaf] = std::isnan(left_value) ? 0.0f : left_value;
leaf_weight_[leaf] = left_weight;
leaf_count_[leaf] = left_cnt;
leaf_value_[num_leaves_] = std::isnan(right_value) ? 0.0f : right_value;
leaf_weight_[num_leaves_] = right_weight;
leaf_count_[num_leaves_] = right_cnt;
// update leaf depth
leaf_depth_[num_leaves_] = leaf_depth_[leaf] + 1;
leaf_depth_[leaf]++;
}
inline double Tree::Predict(const double* feature_values) const {
if (num_leaves_ > 1) {
int leaf = GetLeaf(feature_values);
return LeafOutput(leaf);
} else {
return leaf_value_[0];
}
}
inline double Tree::PredictByMap(const std::unordered_map<int, double>& feature_values) const {
if (num_leaves_ > 1) {
int leaf = GetLeafByMap(feature_values);
return LeafOutput(leaf);
} else {
return leaf_value_[0];
}
}
inline int Tree::PredictLeafIndex(const double* feature_values) const {
if (num_leaves_ > 1) {
int leaf = GetLeaf(feature_values);
return leaf;
} else {
return 0;
}
}
inline int Tree::PredictLeafIndexByMap(const std::unordered_map<int, double>& feature_values) const {
if (num_leaves_ > 1) {
int leaf = GetLeafByMap(feature_values);
return leaf;
} else {
return 0;
}
}
inline void Tree::PredictContrib(const double* feature_values, int num_features, double* output) {
output[num_features] += ExpectedValue();
// Run the recursion with preallocated space for the unique path data
if (num_leaves_ > 1) {
CHECK_GE(max_depth_, 0);
const int max_path_len = max_depth_ + 1;
std::vector<PathElement> unique_path_data(max_path_len*(max_path_len + 1) / 2);
TreeSHAP(feature_values, output, 0, 0, unique_path_data.data(), 1, 1, -1);
}
}
inline void Tree::RecomputeLeafDepths(int node, int depth) {
if (node == 0) leaf_depth_.resize(num_leaves());
if (node < 0) {
leaf_depth_[~node] = depth;
} else {
RecomputeLeafDepths(left_child_[node], depth + 1);
RecomputeLeafDepths(right_child_[node], depth + 1);
}
}
inline int Tree::GetLeaf(const double* feature_values) const {
int node = 0;
if (num_cat_ > 0) {
while (node >= 0) {
node = Decision(feature_values[split_feature_[node]], node);
}
} else {
while (node >= 0) {
node = NumericalDecision(feature_values[split_feature_[node]], node);
}
}
return ~node;
}
inline int Tree::GetLeafByMap(const std::unordered_map<int, double>& feature_values) const {
int node = 0;
if (num_cat_ > 0) {
while (node >= 0) {
node = Decision(feature_values.count(split_feature_[node]) > 0 ? feature_values.at(split_feature_[node]) : 0.0f, node);
}
} else {
while (node >= 0) {
node = NumericalDecision(feature_values.count(split_feature_[node]) > 0 ? feature_values.at(split_feature_[node]) : 0.0f, node);
}
}
return ~node;
}
} // namespace LightGBM
#endif // LightGBM_TREE_H_