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hex.tree.xgboost.XGBoostPojoWriter Maven / Gradle / Ivy
package hex.tree.xgboost;
import biz.k11i.xgboost.Predictor;
import biz.k11i.xgboost.gbm.Dart;
import biz.k11i.xgboost.gbm.GBLinear;
import biz.k11i.xgboost.gbm.GBTree;
import biz.k11i.xgboost.tree.RegTree;
import biz.k11i.xgboost.tree.RegTreeNode;
import hex.LinkFunction;
import hex.LinkFunctionFactory;
import hex.genmodel.utils.LinkFunctionType;
import water.codegen.CodeGenerator;
import water.codegen.CodeGeneratorPipeline;
import water.exceptions.JCodeSB;
import water.util.SBPrintStream;
import static hex.genmodel.algos.xgboost.XGBoostMojoModel.ObjectiveType;
public abstract class XGBoostPojoWriter {
public static XGBoostPojoWriter make(
Predictor p,
String namePrefix,
XGBoostOutput output,
double defaultThreshold
) {
if (p.getBooster() instanceof GBTree) {
return new XGBoostPojoTreeWriter(p, namePrefix, output, defaultThreshold);
} else {
return new XGBoostPojoLinearWriter(p, namePrefix, output, defaultThreshold);
}
}
protected final Predictor _p;
protected final String _namePrefix;
protected final XGBoostOutput _output;
private final double _defaultThreshold;
protected XGBoostPojoWriter(Predictor p, String namePrefix, XGBoostOutput output, double defaultThreshold) {
_p = p;
_namePrefix = namePrefix;
_output = output;
_defaultThreshold = defaultThreshold;
}
protected String getFeatureAccessor(int idx) {
if (idx >= _output._catOffsets[_output._cats]) {
int colIdx = idx - _output._catOffsets[_output._cats] + _output._cats;
if (_output._sparse) {
return "(data[" + colIdx + "] == 0 ? Double.NaN : data[" + colIdx + "])";
} else {
return "data[" + colIdx + "]";
}
} else {
int colIdx = 0;
while (idx >= _output._catOffsets[colIdx + 1]) colIdx++;
int colValue = idx - _output._catOffsets[colIdx];
return "(data[" + colIdx + "] == " + colValue + " ? 1 : " + (_output._sparse ? "Float.NaN" : "0") + ")";
}
}
private void renderPredTransformViaLinkFunction(LinkFunctionType type, SBPrintStream sb) {
LinkFunction lf = LinkFunctionFactory.getLinkFunction(type);
sb.ip("preds[0] = (float) ").p(lf.linkInvStringFloat("preds[0]")).p(";").nl();
}
private void renderMultiClassPredTransform(SBPrintStream sb) {
sb.ip("double max = preds[0];").nl();
sb.ip("for (int i = 1; i < preds.length-1; i++) max = Math.max(preds[i], max); ").nl();
sb.ip("double sum = 0.0D;").nl();
sb.ip("for (int i = 0; i < preds.length-1; i++) {").nl();
sb.ip(" preds[i] = Math.exp(preds[i] - max);").nl();
sb.ip(" sum += preds[i];").nl();
sb.ip("}").nl();
sb.ip("for (int i = 0; i < preds.length-1; i++) {").nl();
sb.ip(" preds[i] /= (float) sum;").nl();
sb.ip("}").nl();
}
private void renderPredTransform(SBPrintStream sb) {
String objFunction = _p.getObjName();
if (ObjectiveType.REG_GAMMA.getId().equals(objFunction) ||
ObjectiveType.REG_TWEEDIE.getId().equals(objFunction) ||
ObjectiveType.COUNT_POISSON.getId().equals(objFunction)) {
renderPredTransformViaLinkFunction(LinkFunctionType.log, sb);
} else if (ObjectiveType.BINARY_LOGISTIC.getId().equals(objFunction)) {
renderPredTransformViaLinkFunction(LinkFunctionType.logit, sb);
} else if (ObjectiveType.REG_LINEAR.getId().equals(objFunction) ||
ObjectiveType.REG_SQUAREDERROR.getId().equals(objFunction) ||
ObjectiveType.RANK_PAIRWISE.getId().equals(objFunction)) {
renderPredTransformViaLinkFunction(LinkFunctionType.identity, sb);
} else if (ObjectiveType.MULTI_SOFTPROB.getId().equals(objFunction)) {
renderMultiClassPredTransform(sb);
} else {
throw new IllegalArgumentException("Unexpected objFunction " + objFunction);
}
}
private void renderPredPostProcess(SBPrintStream sb) {
if (_output.nclasses() > 2) {
sb.ip("for (int i = preds.length-2; i >= 0; i--)").nl();
sb.ip(" preds[1 + i] = preds[i];").nl();
sb.ip("preds[0] = GenModel.getPrediction(preds, PRIOR_CLASS_DISTRIB, data, ").pj(_defaultThreshold).p(");").nl();
} else if (_output.nclasses() == 2) {
sb.ip("preds[1] = 1f - preds[0];").nl();
sb.ip("preds[2] = preds[0];").nl();
sb.ip("preds[0] = GenModel.getPrediction(preds, PRIOR_CLASS_DISTRIB, data, ").pj(_defaultThreshold).p(");").nl();
}
}
public void renderJavaPredictBody(SBPrintStream sb, CodeGeneratorPipeline fileCtx) {
renderComputePredict(sb, fileCtx);
renderPredTransform(sb);
renderPredPostProcess(sb);
}
protected abstract void renderComputePredict(SBPrintStream sb, CodeGeneratorPipeline fileCtx);
static class XGBoostPojoTreeWriter extends XGBoostPojoWriter {
protected XGBoostPojoTreeWriter(Predictor p, String namePrefix, XGBoostOutput output, double defaultThreshold) {
super(p, namePrefix, output, defaultThreshold);
}
@Override
public void renderComputePredict(SBPrintStream sb, CodeGeneratorPipeline fileCtx) {
GBTree booster = (GBTree) _p.getBooster();
Dart dartBooster = null;
if (booster instanceof Dart) {
dartBooster = (Dart) booster;
}
RegTree[][] trees = booster.getGroupedTrees();
for (int gidx = 0; gidx < trees.length; gidx++) {
sb.ip("float preds_").p(gidx).p(" = ").pj(_p.getBaseScore()).p(";").nl();
for (int tidx = 0; tidx < trees[gidx].length; tidx++) {
String treeClassName = renderTreeClass(trees, gidx, tidx, dartBooster, fileCtx);
sb.ip("preds_").p(gidx).p(" += ").p(treeClassName).p(".score0(data);").nl();
}
sb.ip("preds[").p(gidx).p("] = preds_").p(gidx).p(";").nl();
}
}
private String renderTreeClass(
RegTree[][] trees,
final int gidx,
final int tidx,
final Dart dart,
CodeGeneratorPipeline fileCtx
) {
final RegTree tree = trees[gidx][tidx];
final String className = _namePrefix + "_Tree_g_" + gidx + "_t_" + tidx;
fileCtx.add(new CodeGenerator() {
@Override
public void generate(JCodeSB sb) {
sb.nl().p("class ").p(className).p(" {").nl();
sb.ii(1);
sb.ip("static float score0(double[] data) {").nl();
sb.ii(1);
sb.ip("return ");
if (dart != null) {
sb.pj(dart.weight(tidx)).p(" * ");
}
renderTree(sb, tree, 0);
sb.p(";").nl();
sb.di(1);
sb.ip("}").nl();
sb.di(1);
sb.ip("}").nl();
}
});
return className;
}
private void renderTree(JCodeSB sb, RegTree tree, int nidx) {
RegTreeNode node = tree.getNodes()[nidx];
if (node.isLeaf()) {
sb.ip("").pj(node.getLeafValue());
} else {
String accessor = getFeatureAccessor(node.getSplitIndex());
String operator;
int trueChild;
int falseChild;
if (node.default_left()) {
operator = " < ";
trueChild = node.getLeftChildIndex();
falseChild = node.getRightChildIndex();
} else {
operator = " >= ";
trueChild = node.getRightChildIndex();
falseChild = node.getLeftChildIndex();
}
sb.ip("((Double.isNaN(").p(accessor).p(") || ((float)").p(accessor).p(")").p(operator).pj(node.getSplitCondition()).p(") ?").nl();
sb.ii(1);
renderTree(sb, tree, trueChild);
sb.nl().ip(":").nl();
renderTree(sb, tree, falseChild);
sb.di(1);
sb.nl().ip(")");
}
}
}
static class XGBoostPojoLinearWriter extends XGBoostPojoWriter {
protected XGBoostPojoLinearWriter(Predictor p, String namePrefix, XGBoostOutput output, double defaultThreshold) {
super(p, namePrefix, output, defaultThreshold);
}
@Override
public void renderComputePredict(SBPrintStream sb, CodeGeneratorPipeline fileCtx) {
GBLinear booster = (GBLinear) _p.getBooster();
for (int gidx = 0; gidx < booster.getNumOutputGroup(); gidx++) {
sb.ip("preds[").p(gidx).p("] =").nl();
sb.ii(1);
for (int fid = 0; fid < booster.getNumFeature(); fid++) {
String accessor = getFeatureAccessor(fid);
sb.ip("(Double.isNaN(").p(accessor).p(") ? 0 : (").pj(booster.weight(fid, gidx)).p(" * ").p(accessor).p(")) + ").nl();
}
sb.ip("").pj(booster.bias(gidx)).p(" +").nl();
sb.ip("").pj(_p.getBaseScore()).p(";").nl();
sb.di(1);
}
}
}
}
