xgboost

base.h
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1
6 #ifndef XGBOOST_BASE_H_
7 #define XGBOOST_BASE_H_
8
9 #include <dmlc/base.h>
10 #include <dmlc/omp.h>
11 #include <cmath>
12 #include <iostream>
13 #include <vector>
14 #include <string>
15 #include <utility>
16
20 #ifndef XGBOOST_STRICT_R_MODE
21 #define XGBOOST_STRICT_R_MODE 0
22 #endif // XGBOOST_STRICT_R_MODE
23
30 #ifndef XGBOOST_LOG_WITH_TIME
31 #define XGBOOST_LOG_WITH_TIME 1
32 #endif // XGBOOST_LOG_WITH_TIME
33
37 #ifndef XGBOOST_CUSTOMIZE_LOGGER
38 #define XGBOOST_CUSTOMIZE_LOGGER XGBOOST_STRICT_R_MODE
39 #endif // XGBOOST_CUSTOMIZE_LOGGER
40
44 #ifndef XGBOOST_CUSTOMIZE_GLOBAL_PRNG
45 #define XGBOOST_CUSTOMIZE_GLOBAL_PRNG XGBOOST_STRICT_R_MODE
46 #endif // XGBOOST_CUSTOMIZE_GLOBAL_PRNG
47
51 #if defined(__GNUC__) && ((__GNUC__ == 4 && __GNUC_MINOR__ >= 8) || __GNUC__ > 4)
52 #define XGBOOST_ALIGNAS(X) alignas(X)
53 #else
54 #define XGBOOST_ALIGNAS(X)
55 #endif // defined(__GNUC__) && ((__GNUC__ == 4 && __GNUC_MINOR__ >= 8) || __GNUC__ > 4)
56
57 #if defined(__GNUC__) && ((__GNUC__ == 4 && __GNUC_MINOR__ >= 8) || __GNUC__ > 4) && \
58 !defined(__CUDACC__)
59 #include <parallel/algorithm>
60 #define XGBOOST_PARALLEL_SORT(X, Y, Z) __gnu_parallel::sort((X), (Y), (Z))
61 #define XGBOOST_PARALLEL_STABLE_SORT(X, Y, Z) \
62 __gnu_parallel::stable_sort((X), (Y), (Z))
63 #elif defined(_MSC_VER) && (!__INTEL_COMPILER)
64 #include <ppl.h>
65 #define XGBOOST_PARALLEL_SORT(X, Y, Z) concurrency::parallel_sort((X), (Y), (Z))
66 #define XGBOOST_PARALLEL_STABLE_SORT(X, Y, Z) std::stable_sort((X), (Y), (Z))
67 #else
68 #define XGBOOST_PARALLEL_SORT(X, Y, Z) std::sort((X), (Y), (Z))
69 #define XGBOOST_PARALLEL_STABLE_SORT(X, Y, Z) std::stable_sort((X), (Y), (Z))
70 #endif // GLIBC VERSION
71
72 #if defined(__GNUC__)
73 #define XGBOOST_EXPECT(cond, ret) __builtin_expect((cond), (ret))
74 #else
75 #define XGBOOST_EXPECT(cond, ret) (cond)
76 #endif // defined(__GNUC__)
77
81 #if defined (__CUDA__) || defined(__NVCC__)
82 #define XGBOOST_DEVICE __host__ __device__
83 #else
84 #define XGBOOST_DEVICE
85 #endif // defined (__CUDA__) || defined(__NVCC__)
86
87 // These check are for Makefile.
88 #if !defined(XGBOOST_MM_PREFETCH_PRESENT) && !defined(XGBOOST_BUILTIN_PREFETCH_PRESENT)
89 /* default logic for software pre-fetching */
90 #if (defined(_MSC_VER) && (defined(_M_IX86) || defined(_M_AMD64))) || defined(__INTEL_COMPILER)
91 // Enable _mm_prefetch for Intel compiler and MSVC+x86
92 #define XGBOOST_MM_PREFETCH_PRESENT
93 #define XGBOOST_BUILTIN_PREFETCH_PRESENT
94 #elif defined(__GNUC__)
95 // Enable __builtin_prefetch for GCC
96 #define XGBOOST_BUILTIN_PREFETCH_PRESENT
97 #endif // GUARDS
98
99 #endif // !defined(XGBOOST_MM_PREFETCH_PRESENT) && !defined()
100
102 namespace xgboost {
103
105 using bst_uint = uint32_t; // NOLINT
107 using bst_int = int32_t; // NOLINT
109 using bst_ulong = uint64_t; // NOLINT
111 using bst_float = float; // NOLINT
112
114 using bst_feature_t = uint32_t; // NOLINT
121 using bst_row_t = std::size_t; // NOLINT
123 using bst_node_t = int32_t; // NOLINT
125 using bst_group_t = uint32_t; // NOLINT
126
127 namespace detail {
131 template <typename T>
132 class GradientPairInternal {
134 T grad_;
136 T hess_;
137
138 XGBOOST_DEVICE void SetGrad(T g) { grad_ = g; }
139 XGBOOST_DEVICE void SetHess(T h) { hess_ = h; }
140
141 public:
142 using ValueT = T;
143
144 XGBOOST_DEVICE GradientPairInternal() : grad_(0), hess_(0) {}
145
146 XGBOOST_DEVICE GradientPairInternal(T grad, T hess) {
147 SetGrad(grad);
148 SetHess(hess);
149 }
150
151 // Copy constructor if of same value type
152 XGBOOST_DEVICE GradientPairInternal(const GradientPairInternal<T> &g)
153 : grad_(g.grad_), hess_(g.hess_) {} // NOLINT
154
155 // Copy constructor if different value type - use getters and setters to
156 // perform conversion
157 template <typename T2>
158 XGBOOST_DEVICE explicit GradientPairInternal(const GradientPairInternal<T2> &g) {
159 SetGrad(g.GetGrad());
160 SetHess(g.GetHess());
161 }
162
163 XGBOOST_DEVICE T GetGrad() const { return grad_; }
164 XGBOOST_DEVICE T GetHess() const { return hess_; }
165
166 XGBOOST_DEVICE GradientPairInternal<T> &operator+=(
167 const GradientPairInternal<T> &rhs) {
168 grad_ += rhs.grad_;
169 hess_ += rhs.hess_;
170 return *this;
171 }
172
173 XGBOOST_DEVICE GradientPairInternal<T> operator+(
174 const GradientPairInternal<T> &rhs) const {
175 GradientPairInternal<T> g;
176 g.grad_ = grad_ + rhs.grad_;
177 g.hess_ = hess_ + rhs.hess_;
178 return g;
179 }
180
181 XGBOOST_DEVICE GradientPairInternal<T> &operator-=(
182 const GradientPairInternal<T> &rhs) {
183 grad_ -= rhs.grad_;
184 hess_ -= rhs.hess_;
185 return *this;
186 }
187
188 XGBOOST_DEVICE GradientPairInternal<T> operator-(
189 const GradientPairInternal<T> &rhs) const {
190 GradientPairInternal<T> g;
191 g.grad_ = grad_ - rhs.grad_;
192 g.hess_ = hess_ - rhs.hess_;
193 return g;
194 }
195
196 XGBOOST_DEVICE GradientPairInternal<T> &operator*=(float multiplier) {
197 grad_ *= multiplier;
198 hess_ *= multiplier;
199 return *this;
200 }
201
202 XGBOOST_DEVICE GradientPairInternal<T> operator*(float multiplier) const {
203 GradientPairInternal<T> g;
204 g.grad_ = grad_ * multiplier;
205 g.hess_ = hess_ * multiplier;
206 return g;
207 }
208
209 XGBOOST_DEVICE GradientPairInternal<T> &operator/=(float divisor) {
210 grad_ /= divisor;
211 hess_ /= divisor;
212 return *this;
213 }
214
215 XGBOOST_DEVICE GradientPairInternal<T> operator/(float divisor) const {
216 GradientPairInternal<T> g;
217 g.grad_ = grad_ / divisor;
218 g.hess_ = hess_ / divisor;
219 return g;
220 }
221
222 XGBOOST_DEVICE bool operator==(const GradientPairInternal<T> &rhs) const {
223 return grad_ == rhs.grad_ && hess_ == rhs.hess_;
224 }
225
226 XGBOOST_DEVICE explicit GradientPairInternal(int value) {
227 *this = GradientPairInternal<T>(static_cast<float>(value),
228 static_cast<float>(value));
229 }
230
231 friend std::ostream &operator<<(std::ostream &os,
232 const GradientPairInternal<T> &g) {
233 os << g.GetGrad() << "/" << g.GetHess();
234 return os;
235 }
236 };
237 } // namespace detail
238
240 using GradientPair = detail::GradientPairInternal<float>;
241
243 using GradientPairPrecise = detail::GradientPairInternal<double>;
244
245 using Args = std::vector<std::pair<std::string, std::string> >;
246
248 constexpr bst_float kRtEps = 1e-6f;
249
251 using omp_ulong = dmlc::omp_ulong; // NOLINT
253 using bst_omp_uint = dmlc::omp_uint; // NOLINT
255 using XGBoostVersionT = int32_t;
256
261 #if DMLC_USE_CXX11 && defined(__GNUC__) && !defined(__clang_version__)
262 #if __GNUC__ == 4 && __GNUC_MINOR__ < 8
263 #define override
264 #define final
265 #endif // __GNUC__ == 4 && __GNUC_MINOR__ < 8
266 #endif // DMLC_USE_CXX11 && defined(__GNUC__) && !defined(__clang_version__)
267 } // namespace xgboost
268
269 #endif // XGBOOST_BASE_H_
xgboost::detail::GradientPairInternal::GradientPairInternal
XGBOOST_DEVICE GradientPairInternal(const GradientPairInternal< T2 > &g)
Definition: base.h:158
xgboost::bst_float
float bst_float
float type, used for storing statistics
Definition: base.h:111
xgboost::detail::GradientPairInternal::operator-=
XGBOOST_DEVICE GradientPairInternal< T > & operator-=(const GradientPairInternal< T > &rhs)
Definition: base.h:181
xgboost::detail::GradientPairInternal::operator*
XGBOOST_DEVICE GradientPairInternal< T > operator*(float multiplier) const
Definition: base.h:202
xgboost::bst_int
int32_t bst_int
integer type.
Definition: base.h:107
xgboost::detail::GradientPairInternal::GetHess
XGBOOST_DEVICE T GetHess() const
Definition: base.h:164
xgboost::detail::GradientPairInternal::GradientPairInternal
XGBOOST_DEVICE GradientPairInternal(int value)
Definition: base.h:226
xgboost::Args
std::vector< std::pair< std::string, std::string > > Args
Definition: base.h:245
xgboost::omp_ulong
dmlc::omp_ulong omp_ulong
define unsigned long for openmp loop
Definition: base.h:251
xgboost::detail::GradientPairInternal::operator/
XGBOOST_DEVICE GradientPairInternal< T > operator/(float divisor) const
Definition: base.h:215
xgboost::bst_feature_t
uint32_t bst_feature_t
Type for data column (feature) index.
Definition: base.h:114
xgboost::bst_omp_uint
dmlc::omp_uint bst_omp_uint
define unsigned int for openmp loop
Definition: base.h:253
xgboost::detail::GradientPairInternal::GradientPairInternal
XGBOOST_DEVICE GradientPairInternal()
Definition: base.h:144
xgboost::XGBoostVersionT
int32_t XGBoostVersionT
Type used for representing version number in binary form.
Definition: base.h:255
xgboost::bst_ulong
uint64_t bst_ulong
unsigned long integers
Definition: base.h:109
xgboost::detail::GradientPairInternal
Implementation of gradient statistics pair. Template specialisation may be used to overload different...
Definition: base.h:132
xgboost::detail::GradientPairInternal::operator==
XGBOOST_DEVICE bool operator==(const GradientPairInternal< T > &rhs) const
Definition: base.h:222
xgboost::detail::GradientPairInternal::GetGrad
XGBOOST_DEVICE T GetGrad() const
Definition: base.h:163
xgboost::bst_group_t
uint32_t bst_group_t
Type for ranking group index.
Definition: base.h:125
xgboost::bst_node_t
int32_t bst_node_t
Type for tree node index.
Definition: base.h:123
xgboost::detail::GradientPairInternal::operator+=
XGBOOST_DEVICE GradientPairInternal< T > & operator+=(const GradientPairInternal< T > &rhs)
Definition: base.h:166
XGBOOST_DEVICE
#define XGBOOST_DEVICE
Tag function as usable by device.
Definition: base.h:84
xgboost::detail::GradientPairInternal::GradientPairInternal
XGBOOST_DEVICE GradientPairInternal(T grad, T hess)
Definition: base.h:146
xgboost::bst_row_t
std::size_t bst_row_t
Type for data row index.
Definition: base.h:121
xgboost
namespace of xgboost
Definition: base.h:102
xgboost::detail::GradientPairInternal::GradientPairInternal
XGBOOST_DEVICE GradientPairInternal(const GradientPairInternal< T > &g)
Definition: base.h:152
xgboost::detail::GradientPairInternal::operator<<
friend std::ostream & operator<<(std::ostream &os, const GradientPairInternal< T > &g)
Definition: base.h:231
xgboost::kRtEps
constexpr bst_float kRtEps
small eps gap for minimum split decision.
Definition: base.h:248
xgboost::detail::GradientPairInternal::operator-
XGBOOST_DEVICE GradientPairInternal< T > operator-(const GradientPairInternal< T > &rhs) const
Definition: base.h:188
xgboost::detail::GradientPairInternal::operator+
XGBOOST_DEVICE GradientPairInternal< T > operator+(const GradientPairInternal< T > &rhs) const
Definition: base.h:173
xgboost::bst_uint
uint32_t bst_uint
unsigned integer type used for feature index.
Definition: base.h:105
xgboost::detail::GradientPairInternal::operator*=
XGBOOST_DEVICE GradientPairInternal< T > & operator*=(float multiplier)
Definition: base.h:196
xgboost::detail::GradientPairInternal::ValueT
T ValueT
Definition: base.h:142
xgboost::detail::GradientPairInternal::operator/=
XGBOOST_DEVICE GradientPairInternal< T > & operator/=(float divisor)
Definition: base.h:209