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/*
Copyright (c) 2014 by Contributors
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
package ml.dmlc.xgboost4j.scala.spark
import java.io.File
import java.nio.file.Files
import scala.collection.mutable.ListBuffer
import scala.collection.{AbstractIterator, mutable}
import scala.util.Random
import ml.dmlc.xgboost4j.java.{IRabitTracker, Rabit, XGBoostError, RabitTracker => PyRabitTracker}
import ml.dmlc.xgboost4j.scala.rabit.RabitTracker
import ml.dmlc.xgboost4j.scala.{XGBoost => SXGBoost, _}
import ml.dmlc.xgboost4j.{LabeledPoint => XGBLabeledPoint}
import org.apache.commons.io.FileUtils
import org.apache.commons.logging.LogFactory
import org.apache.spark.rdd.RDD
import org.apache.spark.{SparkContext, SparkParallelismTracker, TaskContext}
import org.apache.spark.sql.{DataFrame, SparkSession}
/**
* Rabit tracker configurations.
*
* @param workerConnectionTimeout The timeout for all workers to connect to the tracker.
* Set timeout length to zero to disable timeout.
* Use a finite, non-zero timeout value to prevent tracker from
* hanging indefinitely (in milliseconds)
* (supported by "scala" implementation only.)
* @param trackerImpl Choice between "python" or "scala". The former utilizes the Java wrapper of
* the Python Rabit tracker (in dmlc_core), whereas the latter is implemented
* in Scala without Python components, and with full support of timeouts.
* The Scala implementation is currently experimental, use at your own risk.
*/
case class TrackerConf(workerConnectionTimeout: Long, trackerImpl: String)
object TrackerConf {
def apply(): TrackerConf = TrackerConf(0L, "python")
}
/**
* Traing data group in a RDD partition.
* @param groupId The group id
* @param points Array of XGBLabeledPoint within the same group.
* @param isEdgeGroup whether it is a frist or last group in a RDD partition.
*/
private[spark] case class XGBLabeledPointGroup(
groupId: Int,
points: Array[XGBLabeledPoint],
isEdgeGroup: Boolean)
object XGBoost extends Serializable {
private val logger = LogFactory.getLog("XGBoostSpark")
private[spark] def removeMissingValues(
xgbLabelPoints: Iterator[XGBLabeledPoint],
missing: Float): Iterator[XGBLabeledPoint] = {
if (!missing.isNaN) {
xgbLabelPoints.map { labeledPoint =>
val indicesBuilder = new mutable.ArrayBuilder.ofInt()
val valuesBuilder = new mutable.ArrayBuilder.ofFloat()
for ((value, i) <- labeledPoint.values.zipWithIndex if value != missing) {
indicesBuilder += (if (labeledPoint.indices == null) i else labeledPoint.indices(i))
valuesBuilder += value
}
labeledPoint.copy(indices = indicesBuilder.result(), values = valuesBuilder.result())
}
} else {
xgbLabelPoints
}
}
private def removeMissingValuesWithGroup(
xgbLabelPointGroups: Iterator[Array[XGBLabeledPoint]],
missing: Float): Iterator[Array[XGBLabeledPoint]] = {
if (!missing.isNaN) {
xgbLabelPointGroups.map {
labeledPoints => XGBoost.removeMissingValues(labeledPoints.iterator, missing).toArray
}
} else {
xgbLabelPointGroups
}
}
private def getCacheDirName(useExternalMemory: Boolean): Option[String] = {
val taskId = TaskContext.getPartitionId().toString
if (useExternalMemory) {
val dir = Files.createTempDirectory(s"${TaskContext.get().stageId()}-cache-$taskId")
Some(dir.toAbsolutePath.toString)
} else {
None
}
}
private def buildDistributedBooster(
watches: Watches,
params: Map[String, Any],
rabitEnv: java.util.Map[String, String],
round: Int,
obj: ObjectiveTrait,
eval: EvalTrait,
prevBooster: Booster): Iterator[(Booster, Map[String, Array[Float]])] = {
// to workaround the empty partitions in training dataset,
// this might not be the best efficient implementation, see
// (https://github.com/dmlc/xgboost/issues/1277)
if (watches.toMap("train").rowNum == 0) {
throw new XGBoostError(
s"detected an empty partition in the training data, partition ID:" +
s" ${TaskContext.getPartitionId()}")
}
val taskId = TaskContext.getPartitionId().toString
rabitEnv.put("DMLC_TASK_ID", taskId)
Rabit.init(rabitEnv)
try {
val numEarlyStoppingRounds = params.get("num_early_stopping_rounds")
.map(_.toString.toInt).getOrElse(0)
if (numEarlyStoppingRounds > 0) {
if (!params.contains("maximize_evaluation_metrics")) {
throw new IllegalArgumentException("maximize_evaluation_metrics has to be specified")
}
}
val metrics = Array.tabulate(watches.size)(_ => Array.ofDim[Float](round))
val booster = SXGBoost.train(watches.toMap("train"), params, round,
watches.toMap, metrics, obj, eval,
earlyStoppingRound = numEarlyStoppingRounds, prevBooster)
Iterator(booster -> watches.toMap.keys.zip(metrics).toMap)
} finally {
Rabit.shutdown()
watches.delete()
}
}
private def overrideParamsAccordingToTaskCPUs(
params: Map[String, Any],
sc: SparkContext): Map[String, Any] = {
val coresPerTask = sc.getConf.getInt("spark.task.cpus", 1)
var overridedParams = params
if (overridedParams.contains("nthread")) {
val nThread = overridedParams("nthread").toString.toInt
require(nThread <= coresPerTask,
s"the nthread configuration ($nThread) must be no larger than " +
s"spark.task.cpus ($coresPerTask)")
} else {
overridedParams = params + ("nthread" -> coresPerTask)
}
overridedParams
}
private def startTracker(nWorkers: Int, trackerConf: TrackerConf): IRabitTracker = {
val tracker: IRabitTracker = trackerConf.trackerImpl match {
case "scala" => new RabitTracker(nWorkers)
case "python" => new PyRabitTracker(nWorkers)
case _ => new PyRabitTracker(nWorkers)
}
require(tracker.start(trackerConf.workerConnectionTimeout), "FAULT: Failed to start tracker")
tracker
}
class IteratorWrapper[T](arrayOfXGBLabeledPoints: Array[(String, Iterator[T])])
extends Iterator[(String, Iterator[T])] {
private var currentIndex = 0
override def hasNext: Boolean = currentIndex <= arrayOfXGBLabeledPoints.length - 1
override def next(): (String, Iterator[T]) = {
currentIndex += 1
arrayOfXGBLabeledPoints(currentIndex - 1)
}
}
private def coPartitionNoGroupSets(
trainingData: RDD[XGBLabeledPoint],
evalSets: Map[String, RDD[XGBLabeledPoint]],
nWorkers: Int) = {
// eval_sets is supposed to be set by the caller of [[trainDistributed]]
val allDatasets = Map("train" -> trainingData) ++ evalSets
val repartitionedDatasets = allDatasets.map{case (name, rdd) =>
if (rdd.getNumPartitions != nWorkers) {
(name, rdd.repartition(nWorkers))
} else {
(name, rdd)
}
}
repartitionedDatasets.foldLeft(trainingData.sparkContext.parallelize(
Array.fill[(String, Iterator[XGBLabeledPoint])](nWorkers)(null), nWorkers)){
case (rddOfIterWrapper, (name, rddOfIter)) =>
rddOfIterWrapper.zipPartitions(rddOfIter){
(itrWrapper, itr) =>
if (!itr.hasNext) {
logger.error("when specifying eval sets as dataframes, you have to ensure that " +
"the number of elements in each dataframe is larger than the number of workers")
throw new Exception("too few elements in evaluation sets")
}
val itrArray = itrWrapper.toArray
if (itrArray.head != null) {
new IteratorWrapper(itrArray :+ (name -> itr))
} else {
new IteratorWrapper(Array(name -> itr))
}
}
}
}
/**
* Check to see if Spark expects SSL encryption (`spark.ssl.enabled` set to true).
* If so, throw an exception unless this safety measure has been explicitly overridden
* via conf `xgboost.spark.ignoreSsl`.
*
* @param sc SparkContext for the training dataset. When looking for the confs, this method
* first checks for an active SparkSession. If one is not available, it falls back
* to this SparkContext.
*/
private def validateSparkSslConf(sc: SparkContext): Unit = {
val (sparkSslEnabled: Boolean, xgboostSparkIgnoreSsl: Boolean) =
SparkSession.getActiveSession match {
case Some(ss) =>
(ss.conf.getOption("spark.ssl.enabled").getOrElse("false").toBoolean,
ss.conf.getOption("xgboost.spark.ignoreSsl").getOrElse("false").toBoolean)
case None =>
(sc.getConf.getBoolean("spark.ssl.enabled", false),
sc.getConf.getBoolean("xgboost.spark.ignoreSsl", false))
}
if (sparkSslEnabled) {
if (xgboostSparkIgnoreSsl) {
logger.warn(s"spark-xgboost is being run without encrypting data in transit! " +
s"Spark Conf spark.ssl.enabled=true was overridden with xgboost.spark.ignoreSsl=true.")
} else {
throw new Exception("xgboost-spark found spark.ssl.enabled=true to encrypt data " +
"in transit, but xgboost-spark sends non-encrypted data over the wire for efficiency. " +
"To override this protection and still use xgboost-spark at your own risk, " +
"you can set the SparkSession conf to use xgboost.spark.ignoreSsl=true.")
}
}
}
private def parameterFetchAndValidation(params: Map[String, Any], sparkContext: SparkContext) = {
val nWorkers = params("num_workers").asInstanceOf[Int]
val round = params("num_round").asInstanceOf[Int]
val useExternalMemory = params("use_external_memory").asInstanceOf[Boolean]
val obj = params.getOrElse("custom_obj", null).asInstanceOf[ObjectiveTrait]
val eval = params.getOrElse("custom_eval", null).asInstanceOf[EvalTrait]
val missing = params.getOrElse("missing", Float.NaN).asInstanceOf[Float]
validateSparkSslConf(sparkContext)
if (params.contains("tree_method")) {
require(params("tree_method") == "hist" ||
params("tree_method") == "approx" ||
params("tree_method") == "auto", "xgboost4j-spark only supports tree_method as 'hist'," +
" 'approx' and 'auto'")
}
if (params.contains("train_test_ratio")) {
logger.warn("train_test_ratio is deprecated since XGBoost 0.82, we recommend to explicitly" +
" pass a training and multiple evaluation datasets by passing 'eval_sets' and " +
"'eval_set_names'")
}
require(nWorkers > 0, "you must specify more than 0 workers")
if (obj != null) {
require(params.get("objective_type").isDefined, "parameter \"objective_type\" is not" +
" defined, you have to specify the objective type as classification or regression" +
" with a customized objective function")
}
val trackerConf = params.get("tracker_conf") match {
case None => TrackerConf()
case Some(conf: TrackerConf) => conf
case _ => throw new IllegalArgumentException("parameter \"tracker_conf\" must be an " +
"instance of TrackerConf.")
}
val timeoutRequestWorkers: Long = params.get("timeout_request_workers") match {
case None => 0L
case Some(interval: Long) => interval
case _ => throw new IllegalArgumentException("parameter \"timeout_request_workers\" must be" +
" an instance of Long.")
}
val (checkpointPath, checkpointInterval) = CheckpointManager.extractParams(params)
(nWorkers, round, useExternalMemory, obj, eval, missing, trackerConf, timeoutRequestWorkers,
checkpointPath, checkpointInterval)
}
private def trainForNonRanking(
trainingData: RDD[XGBLabeledPoint],
params: Map[String, Any],
rabitEnv: java.util.Map[String, String],
checkpointRound: Int,
prevBooster: Booster,
evalSetsMap: Map[String, RDD[XGBLabeledPoint]]): RDD[(Booster, Map[String, Array[Float]])] = {
val (nWorkers, _, useExternalMemory, obj, eval, missing, _, _, _, _) =
parameterFetchAndValidation(params, trainingData.sparkContext)
val partitionedData = repartitionForTraining(trainingData, nWorkers)
if (evalSetsMap.isEmpty) {
partitionedData.mapPartitions(labeledPoints => {
val watches = Watches.buildWatches(params,
removeMissingValues(labeledPoints, missing),
getCacheDirName(useExternalMemory))
buildDistributedBooster(watches, params, rabitEnv, checkpointRound,
obj, eval, prevBooster)
}).cache()
} else {
coPartitionNoGroupSets(partitionedData, evalSetsMap, nWorkers).mapPartitions {
nameAndLabeledPointSets =>
val watches = Watches.buildWatches(
nameAndLabeledPointSets.map {
case (name, iter) => (name, removeMissingValues(iter, missing))},
getCacheDirName(useExternalMemory))
buildDistributedBooster(watches, params, rabitEnv, checkpointRound,
obj, eval, prevBooster)
}.cache()
}
}
private def trainForRanking(
trainingData: RDD[XGBLabeledPoint],
params: Map[String, Any],
rabitEnv: java.util.Map[String, String],
checkpointRound: Int,
prevBooster: Booster,
evalSetsMap: Map[String, RDD[XGBLabeledPoint]]): RDD[(Booster, Map[String, Array[Float]])] = {
val (nWorkers, _, useExternalMemory, obj, eval, missing, _, _, _, _) =
parameterFetchAndValidation(params, trainingData.sparkContext)
val partitionedTrainingSet = repartitionForTrainingGroup(trainingData, nWorkers)
if (evalSetsMap.isEmpty) {
partitionedTrainingSet.mapPartitions(labeledPointGroups => {
val watches = Watches.buildWatchesWithGroup(params,
removeMissingValuesWithGroup(labeledPointGroups, missing),
getCacheDirName(useExternalMemory))
buildDistributedBooster(watches, params, rabitEnv, checkpointRound, obj, eval, prevBooster)
}).cache()
} else {
coPartitionGroupSets(partitionedTrainingSet, evalSetsMap, nWorkers).mapPartitions(
labeledPointGroupSets => {
val watches = Watches.buildWatchesWithGroup(
labeledPointGroupSets.map {
case (name, iter) => (name, removeMissingValuesWithGroup(iter, missing))
},
getCacheDirName(useExternalMemory))
buildDistributedBooster(watches, params, rabitEnv, checkpointRound, obj, eval,
prevBooster)
}).cache()
}
}
/**
* @return A tuple of the booster and the metrics used to build training summary
*/
@throws(classOf[XGBoostError])
private[spark] def trainDistributed(
trainingData: RDD[XGBLabeledPoint],
params: Map[String, Any],
hasGroup: Boolean = false,
evalSetsMap: Map[String, RDD[XGBLabeledPoint]] = Map()):
(Booster, Map[String, Array[Float]]) = {
logger.info(s"XGBoost training with parameters:\n${params.mkString("\n")}")
val (nWorkers, round, _, _, _, _, trackerConf, timeoutRequestWorkers,
checkpointPath, checkpointInterval) = parameterFetchAndValidation(params,
trainingData.sparkContext)
val sc = trainingData.sparkContext
val checkpointManager = new CheckpointManager(sc, checkpointPath)
checkpointManager.cleanUpHigherVersions(round.asInstanceOf[Int])
var prevBooster = checkpointManager.loadCheckpointAsBooster
// Train for every ${savingRound} rounds and save the partially completed booster
checkpointManager.getCheckpointRounds(checkpointInterval, round).map {
checkpointRound: Int =>
val tracker = startTracker(nWorkers, trackerConf)
try {
val overriddenParams = overrideParamsAccordingToTaskCPUs(params, sc)
val parallelismTracker = new SparkParallelismTracker(sc, timeoutRequestWorkers, nWorkers)
val rabitEnv = tracker.getWorkerEnvs
val boostersAndMetrics = if (hasGroup) {
trainForRanking(trainingData, overriddenParams, rabitEnv, checkpointRound,
prevBooster, evalSetsMap)
} else {
trainForNonRanking(trainingData, overriddenParams, rabitEnv, checkpointRound,
prevBooster, evalSetsMap)
}
val sparkJobThread = new Thread() {
override def run() {
// force the job
boostersAndMetrics.foreachPartition(() => _)
}
}
sparkJobThread.setUncaughtExceptionHandler(tracker)
sparkJobThread.start()
val trackerReturnVal = parallelismTracker.execute(tracker.waitFor(0L))
logger.info(s"Rabit returns with exit code $trackerReturnVal")
val (booster, metrics) = postTrackerReturnProcessing(trackerReturnVal, boostersAndMetrics,
sparkJobThread)
if (checkpointRound < round) {
prevBooster = booster
checkpointManager.updateCheckpoint(prevBooster)
}
(booster, metrics)
} finally {
tracker.stop()
}
}.last
}
private[spark] def repartitionForTraining(trainingData: RDD[XGBLabeledPoint], nWorkers: Int) = {
if (trainingData.getNumPartitions != nWorkers) {
logger.info(s"repartitioning training set to $nWorkers partitions")
trainingData.repartition(nWorkers)
} else {
trainingData
}
}
private def aggByGroupInfo(trainingData: RDD[XGBLabeledPoint]) = {
val normalGroups: RDD[Array[XGBLabeledPoint]] = trainingData.mapPartitions(
// LabeledPointGroupIterator returns (Boolean, Array[XGBLabeledPoint])
new LabeledPointGroupIterator(_)).filter(!_.isEdgeGroup).map(_.points)
// edge groups with partition id.
val edgeGroups: RDD[(Int, XGBLabeledPointGroup)] = trainingData.mapPartitions(
new LabeledPointGroupIterator(_)).filter(_.isEdgeGroup).map(
group => (TaskContext.getPartitionId(), group))
// group chunks from different partitions together by group id in XGBLabeledPoint.
// use groupBy instead of aggregateBy since all groups within a partition have unique group ids.
val stitchedGroups: RDD[Array[XGBLabeledPoint]] = edgeGroups.groupBy(_._2.groupId).map(
groups => {
val it: Iterable[(Int, XGBLabeledPointGroup)] = groups._2
// sorted by partition id and merge list of Array[XGBLabeledPoint] into one array
it.toArray.sortBy(_._1).flatMap(_._2.points)
})
normalGroups.union(stitchedGroups)
}
private[spark] def repartitionForTrainingGroup(
trainingData: RDD[XGBLabeledPoint], nWorkers: Int): RDD[Array[XGBLabeledPoint]] = {
val allGroups = aggByGroupInfo(trainingData)
logger.info(s"repartitioning training group set to $nWorkers partitions")
allGroups.repartition(nWorkers)
}
private def coPartitionGroupSets(
aggedTrainingSet: RDD[Array[XGBLabeledPoint]],
evalSets: Map[String, RDD[XGBLabeledPoint]],
nWorkers: Int): RDD[(String, Iterator[Array[XGBLabeledPoint]])] = {
val repartitionedDatasets = Map("train" -> aggedTrainingSet) ++ evalSets.map {
case (name, rdd) => {
val aggedRdd = aggByGroupInfo(rdd)
if (aggedRdd.getNumPartitions != nWorkers) {
name -> aggedRdd.repartition(nWorkers)
} else {
name -> aggedRdd
}
}
}
repartitionedDatasets.foldLeft(aggedTrainingSet.sparkContext.parallelize(
Array.fill[(String, Iterator[Array[XGBLabeledPoint]])](nWorkers)(null), nWorkers)){
case (rddOfIterWrapper, (name, rddOfIter)) =>
rddOfIterWrapper.zipPartitions(rddOfIter){
(itrWrapper, itr) =>
if (!itr.hasNext) {
logger.error("when specifying eval sets as dataframes, you have to ensure that " +
"the number of elements in each dataframe is larger than the number of workers")
throw new Exception("too few elements in evaluation sets")
}
val itrArray = itrWrapper.toArray
if (itrArray.head != null) {
new IteratorWrapper(itrArray :+ (name -> itr))
} else {
new IteratorWrapper(Array(name -> itr))
}
}
}
}
private def postTrackerReturnProcessing(
trackerReturnVal: Int,
distributedBoostersAndMetrics: RDD[(Booster, Map[String, Array[Float]])],
sparkJobThread: Thread): (Booster, Map[String, Array[Float]]) = {
if (trackerReturnVal == 0) {
// Copies of the final booster and the corresponding metrics
// reside in each partition of the `distributedBoostersAndMetrics`.
// Any of them can be used to create the model.
// it's safe to block here forever, as the tracker has returned successfully, and the Spark
// job should have finished, there is no reason for the thread cannot return
sparkJobThread.join()
val (booster, metrics) = distributedBoostersAndMetrics.first()
distributedBoostersAndMetrics.unpersist(false)
(booster, metrics)
} else {
try {
if (sparkJobThread.isAlive) {
sparkJobThread.interrupt()
}
} catch {
case _: InterruptedException =>
logger.info("spark job thread is interrupted")
}
throw new XGBoostError("XGBoostModel training failed")
}
}
}
private class Watches private(
val datasets: Array[DMatrix],
val names: Array[String],
val cacheDirName: Option[String]) {
def toMap: Map[String, DMatrix] = {
names.zip(datasets).toMap.filter { case (_, matrix) => matrix.rowNum > 0 }
}
def size: Int = toMap.size
def delete(): Unit = {
toMap.values.foreach(_.delete())
cacheDirName.foreach { name =>
FileUtils.deleteDirectory(new File(name))
}
}
override def toString: String = toMap.toString
}
private object Watches {
private def fromBaseMarginsToArray(baseMargins: Iterator[Float]): Option[Array[Float]] = {
val builder = new mutable.ArrayBuilder.ofFloat()
var nTotal = 0
var nUndefined = 0
while (baseMargins.hasNext) {
nTotal += 1
val baseMargin = baseMargins.next()
if (baseMargin.isNaN) {
nUndefined += 1 // don't waste space for all-NaNs.
} else {
builder += baseMargin
}
}
if (nUndefined == nTotal) {
None
} else if (nUndefined == 0) {
Some(builder.result())
} else {
throw new IllegalArgumentException(
s"Encountered a partition with $nUndefined NaN base margin values. " +
s"If you want to specify base margin, ensure all values are non-NaN.")
}
}
def buildWatches(
nameAndLabeledPointSets: Iterator[(String, Iterator[XGBLabeledPoint])],
cachedDirName: Option[String]): Watches = {
val dms = nameAndLabeledPointSets.map {
case (name, labeledPoints) =>
val baseMargins = new mutable.ArrayBuilder.ofFloat
val duplicatedItr = labeledPoints.map(labeledPoint => {
baseMargins += labeledPoint.baseMargin
labeledPoint
})
val dMatrix = new DMatrix(duplicatedItr, cachedDirName.map(_ + s"/$name").orNull)
val baseMargin = fromBaseMarginsToArray(baseMargins.result().iterator)
if (baseMargin.isDefined) {
dMatrix.setBaseMargin(baseMargin.get)
}
(name, dMatrix)
}.toArray
new Watches(dms.map(_._2), dms.map(_._1), cachedDirName)
}
def buildWatches(
params: Map[String, Any],
labeledPoints: Iterator[XGBLabeledPoint],
cacheDirName: Option[String]): Watches = {
val trainTestRatio = params.get("train_test_ratio").map(_.toString.toDouble).getOrElse(1.0)
val seed = params.get("seed").map(_.toString.toLong).getOrElse(System.nanoTime())
val r = new Random(seed)
val testPoints = mutable.ArrayBuffer.empty[XGBLabeledPoint]
val trainBaseMargins = new mutable.ArrayBuilder.ofFloat
val testBaseMargins = new mutable.ArrayBuilder.ofFloat
val trainPoints = labeledPoints.filter { labeledPoint =>
val accepted = r.nextDouble() <= trainTestRatio
if (!accepted) {
testPoints += labeledPoint
testBaseMargins += labeledPoint.baseMargin
} else {
trainBaseMargins += labeledPoint.baseMargin
}
accepted
}
val trainMatrix = new DMatrix(trainPoints, cacheDirName.map(_ + "/train").orNull)
val testMatrix = new DMatrix(testPoints.iterator, cacheDirName.map(_ + "/test").orNull)
val trainMargin = fromBaseMarginsToArray(trainBaseMargins.result().iterator)
val testMargin = fromBaseMarginsToArray(testBaseMargins.result().iterator)
if (trainMargin.isDefined) trainMatrix.setBaseMargin(trainMargin.get)
if (testMargin.isDefined) testMatrix.setBaseMargin(testMargin.get)
new Watches(Array(trainMatrix, testMatrix), Array("train", "test"), cacheDirName)
}
def buildWatchesWithGroup(
nameAndlabeledPointGroupSets: Iterator[(String, Iterator[Array[XGBLabeledPoint]])],
cachedDirName: Option[String]): Watches = {
val dms = nameAndlabeledPointGroupSets.map {
case (name, labeledPointsGroups) =>
val baseMargins = new mutable.ArrayBuilder.ofFloat
val groupsInfo = new mutable.ArrayBuilder.ofInt
val weights = new mutable.ArrayBuilder.ofFloat
val iter = labeledPointsGroups.filter(labeledPointGroup => {
var groupWeight = -1.0f
var groupSize = 0
labeledPointGroup.map { labeledPoint => {
if (groupWeight < 0) {
groupWeight = labeledPoint.weight
} else if (groupWeight != labeledPoint.weight) {
throw new IllegalArgumentException("the instances in the same group have to be" +
s" assigned with the same weight (unexpected weight ${labeledPoint.weight}")
}
baseMargins += labeledPoint.baseMargin
groupSize += 1
labeledPoint
}
}
weights += groupWeight
groupsInfo += groupSize
true
})
val dMatrix = new DMatrix(iter.flatMap(_.iterator), cachedDirName.map(_ + s"/$name").orNull)
val baseMargin = fromBaseMarginsToArray(baseMargins.result().iterator)
if (baseMargin.isDefined) {
dMatrix.setBaseMargin(baseMargin.get)
}
dMatrix.setGroup(groupsInfo.result())
dMatrix.setWeight(weights.result())
(name, dMatrix)
}.toArray
new Watches(dms.map(_._2), dms.map(_._1), cachedDirName)
}
def buildWatchesWithGroup(
params: Map[String, Any],
labeledPointGroups: Iterator[Array[XGBLabeledPoint]],
cacheDirName: Option[String]): Watches = {
val trainTestRatio = params.get("train_test_ratio").map(_.toString.toDouble).getOrElse(1.0)
val seed = params.get("seed").map(_.toString.toLong).getOrElse(System.nanoTime())
val r = new Random(seed)
val testPoints = mutable.ArrayBuilder.make[XGBLabeledPoint]
val trainBaseMargins = new mutable.ArrayBuilder.ofFloat
val testBaseMargins = new mutable.ArrayBuilder.ofFloat
val trainGroups = new mutable.ArrayBuilder.ofInt
val testGroups = new mutable.ArrayBuilder.ofInt
val trainWeights = new mutable.ArrayBuilder.ofFloat
val testWeights = new mutable.ArrayBuilder.ofFloat
val trainLabelPointGroups = labeledPointGroups.filter { labeledPointGroup =>
val accepted = r.nextDouble() <= trainTestRatio
if (!accepted) {
var groupWeight = -1.0f
var groupSize = 0
labeledPointGroup.foreach(labeledPoint => {
testPoints += labeledPoint
testBaseMargins += labeledPoint.baseMargin
if (groupWeight < 0) {
groupWeight = labeledPoint.weight
} else if (labeledPoint.weight != groupWeight) {
throw new IllegalArgumentException("the instances in the same group have to be" +
s" assigned with the same weight (unexpected weight ${labeledPoint.weight}")
}
groupSize += 1
})
testWeights += groupWeight
testGroups += groupSize
} else {
var groupWeight = -1.0f
var groupSize = 0
labeledPointGroup.foreach { labeledPoint => {
if (groupWeight < 0) {
groupWeight = labeledPoint.weight
} else if (labeledPoint.weight != groupWeight) {
throw new IllegalArgumentException("the instances in the same group have to be" +
s" assigned with the same weight (unexpected weight ${labeledPoint.weight}")
}
trainBaseMargins += labeledPoint.baseMargin
groupSize += 1
}}
trainWeights += groupWeight
trainGroups += groupSize
}
accepted
}
val trainPoints = trainLabelPointGroups.flatMap(_.iterator)
val trainMatrix = new DMatrix(trainPoints, cacheDirName.map(_ + "/train").orNull)
trainMatrix.setGroup(trainGroups.result())
trainMatrix.setWeight(trainWeights.result())
val testMatrix = new DMatrix(testPoints.result().iterator, cacheDirName.map(_ + "/test").orNull)
if (trainTestRatio < 1.0) {
testMatrix.setGroup(testGroups.result())
testMatrix.setWeight(testWeights.result())
}
val trainMargin = fromBaseMarginsToArray(trainBaseMargins.result().iterator)
val testMargin = fromBaseMarginsToArray(testBaseMargins.result().iterator)
if (trainMargin.isDefined) trainMatrix.setBaseMargin(trainMargin.get)
if (testMargin.isDefined) testMatrix.setBaseMargin(testMargin.get)
new Watches(Array(trainMatrix, testMatrix), Array("train", "test"), cacheDirName)
}
}
/**
* Within each RDD partition, group the XGBLabeledPoint by group id.
* And the first and the last groups may not have all the items due to the data partition.
* LabeledPointGroupIterator orginaizes data in a tuple format:
* (isFistGroup || isLastGroup, Array[XGBLabeledPoint]).
* The edge groups across partitions can be stitched together later.
* @param base collection of XGBLabeledPoint
*/
private[spark] class LabeledPointGroupIterator(base: Iterator[XGBLabeledPoint])
extends AbstractIterator[XGBLabeledPointGroup] {
private var firstPointOfNextGroup: XGBLabeledPoint = null
private var isNewGroup = false
override def hasNext: Boolean = {
base.hasNext || isNewGroup
}
override def next(): XGBLabeledPointGroup = {
val builder = mutable.ArrayBuilder.make[XGBLabeledPoint]
var isFirstGroup = true
if (firstPointOfNextGroup != null) {
builder += firstPointOfNextGroup
isFirstGroup = false
}
isNewGroup = false
while (!isNewGroup && base.hasNext) {
val point = base.next()
val groupId = if (firstPointOfNextGroup != null) firstPointOfNextGroup.group else point.group
firstPointOfNextGroup = point
if (point.group == groupId) {
// add to current group
builder += point
} else {
// start a new group
isNewGroup = true
}
}
val isLastGroup = !isNewGroup
val result = builder.result()
val group = XGBLabeledPointGroup(result(0).group, result, isFirstGroup || isLastGroup)
group
}
}
