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use crate::data::{JaggedMatrix, Matrix};
use crate::histogram::HistogramMatrix;
use crate::histsplitter::HistogramSplitter;
use crate::node::{SplittableNode, TreeNode};
use crate::partial_dependence::tree_partial_dependence;
use crate::utils::{fast_f64_sum, pivot_on_split};
use rayon::prelude::*;
use serde::{Deserialize, Serialize};
use std::collections::VecDeque;
use std::fmt::{self, Display};
#[derive(Deserialize, Serialize)]
pub struct Tree {
pub nodes: Vec<TreeNode>,
}
impl Default for Tree {
fn default() -> Self {
Self::new()
}
}
impl Tree {
pub fn new() -> Self {
Tree { nodes: Vec::new() }
}
#[allow(clippy::too_many_arguments)]
pub fn fit(
&mut self,
data: &Matrix<u16>,
cuts: &JaggedMatrix<f64>,
grad: &[f32],
hess: &[f32],
splitter: &HistogramSplitter,
max_leaves: usize,
max_depth: usize,
parallel: bool,
) {
let mut index = data.index.to_owned();
let mut n_nodes = 1;
let grad_sum = fast_f64_sum(grad);
let hess_sum = fast_f64_sum(hess);
let root_gain = splitter.gain(grad_sum, hess_sum);
let root_weight = splitter.weight(grad_sum, hess_sum);
let root_hists = HistogramMatrix::new(data, cuts, grad, hess, &index, parallel, true);
let root_node = SplittableNode::new(
0,
root_hists,
root_weight,
root_gain,
grad_sum,
hess_sum,
0,
false,
0,
data.rows,
);
self.nodes.push(TreeNode::Splittable(root_node));
let mut n_leaves = 1;
let mut growable = VecDeque::new();
growable.push_front(0);
while !growable.is_empty() {
if n_leaves >= max_leaves {
for i in growable.iter() {
let n = &self.nodes[*i];
if let TreeNode::Splittable(node) = n {
self.nodes[*i] = node.as_leaf_node();
}
}
break;
}
let n_idx = growable
.pop_back()
.expect("Growable buffer should not be empty.");
let n = self.nodes.get_mut(n_idx);
if let Some(TreeNode::Splittable(node)) = n {
let depth = node.depth + 1;
if depth > max_depth {
self.nodes[n_idx] = node.as_leaf_node();
continue;
}
n_leaves -= 1;
let split_info = splitter.best_split(node);
match split_info {
None => {
n_leaves += 1;
self.nodes[n_idx] = node.as_leaf_node();
continue;
}
Some(info) => {
n_leaves += 2;
let left_idx = n_nodes;
let right_idx = left_idx + 1;
let mut split_idx = pivot_on_split(
&mut index[node.start_idx..node.stop_idx],
data.get_col(info.split_feature),
info.split_bin,
info.missing_right,
);
let total_recs = node.stop_idx - node.start_idx;
let n_right = total_recs - split_idx - 1;
let n_left = total_recs - n_right;
split_idx += node.start_idx;
let left_histograms: HistogramMatrix;
let right_histograms: HistogramMatrix;
if n_left < n_right {
left_histograms = HistogramMatrix::new(
data,
cuts,
grad,
hess,
&index[node.start_idx..split_idx],
parallel,
false,
);
right_histograms = HistogramMatrix::from_parent_child(
&node.histograms,
&left_histograms,
);
} else {
right_histograms = HistogramMatrix::new(
data,
cuts,
grad,
hess,
&index[split_idx..node.stop_idx],
parallel,
false,
);
left_histograms = HistogramMatrix::from_parent_child(
&node.histograms,
&right_histograms,
);
}
node.update_children(left_idx, right_idx, &info);
let left_node = SplittableNode::new(
left_idx,
left_histograms,
info.left_weight,
info.left_gain,
info.left_grad,
info.left_cover,
depth,
false,
node.start_idx,
split_idx,
);
let right_node = SplittableNode::new(
right_idx,
right_histograms,
info.right_weight,
info.right_gain,
info.right_grad,
info.right_cover,
depth,
false,
split_idx,
node.stop_idx,
);
growable.push_front(left_idx);
growable.push_front(right_idx);
self.nodes[n_idx] = node.as_parent_node();
self.nodes.push(TreeNode::Splittable(left_node));
self.nodes.push(TreeNode::Splittable(right_node));
n_nodes += 2;
}
}
}
}
}
pub fn predict_row(&self, data: &Matrix<f64>, row: usize) -> f64 {
let mut node_idx = 0;
loop {
let n = &self.nodes[node_idx];
match n {
TreeNode::Leaf(node) => {
return node.weight_value as f64;
}
TreeNode::Parent(node) => {
let v = data.get(row, node.split_feature);
if v.is_nan() {
if node.missing_right {
node_idx = node.right_child;
} else {
node_idx = node.left_child;
}
} else if v < &node.split_value {
node_idx = node.left_child;
} else if v >= &node.split_value {
node_idx = node.right_child;
}
}
_ => unreachable!(),
}
}
}
fn predict_single_threaded(&self, data: &Matrix<f64>) -> Vec<f64> {
data.index
.iter()
.map(|i| self.predict_row(data, *i))
.collect()
}
fn predict_parallel(&self, data: &Matrix<f64>) -> Vec<f64> {
data.index
.par_iter()
.map(|i| self.predict_row(data, *i))
.collect()
}
pub fn predict(&self, data: &Matrix<f64>, parallel: bool) -> Vec<f64> {
if parallel {
self.predict_parallel(data)
} else {
self.predict_single_threaded(data)
}
}
pub fn value_partial_dependence(&self, feature: usize, value: f64) -> f64 {
tree_partial_dependence(self, 0, feature, value, 1.0)
}
}
impl Display for Tree {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
let mut print_buffer: Vec<usize> = vec![0];
let mut r = String::new();
while !print_buffer.is_empty() {
let idx = print_buffer.pop().unwrap();
let n = &self.nodes[idx];
match n {
TreeNode::Leaf(node) => {
r += format!("{}{}\n", " ".repeat(node.depth).as_str(), n).as_str();
}
TreeNode::Parent(node) => {
r += format!("{}{}\n", " ".repeat(node.depth).as_str(), n).as_str();
print_buffer.push(node.right_child);
print_buffer.push(node.left_child);
}
TreeNode::Splittable(node) => {
r += format!("{}{}\n", " ".repeat(node.depth).as_str(), n).as_str();
print_buffer.push(node.right_child);
print_buffer.push(node.left_child);
}
}
}
write!(f, "{}", r)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::binning::bin_matrix;
use crate::objective::{LogLoss, ObjectiveFunction};
use std::fs;
#[test]
fn test_tree_fit() {
let file = fs::read_to_string("resources/contiguous_no_missing.csv")
.expect("Something went wrong reading the file");
let data_vec: Vec<f64> = file.lines().map(|x| x.parse::<f64>().unwrap()).collect();
let file = fs::read_to_string("resources/performance.csv")
.expect("Something went wrong reading the file");
let y: Vec<f64> = file.lines().map(|x| x.parse::<f64>().unwrap()).collect();
let yhat = vec![0.5; y.len()];
let w = vec![1.; y.len()];
let g = LogLoss::calc_grad(&y, &yhat, &w);
let h = LogLoss::calc_hess(&y, &yhat, &w);
let data = Matrix::new(&data_vec, 891, 5);
let splitter = HistogramSplitter {
l2: 1.0,
gamma: 3.0,
min_leaf_weight: 1.0,
learning_rate: 0.3,
};
let mut tree = Tree::new();
let b = bin_matrix(&data, &w, 300).unwrap();
let bdata = Matrix::new(&b.binned_data, data.rows, data.cols);
tree.fit(&bdata, &b.cuts, &g, &h, &splitter, usize::MAX, 5, true);
println!("{}", tree);
let preds = tree.predict(&data, false);
println!("{:?}", &preds[0..10]);
assert_eq!(25, tree.nodes.len())
}
}