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features/IntegrationPackage
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ccbuilddef2
ccbuilddef
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tryparse
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ML.NET
/
src
/
Microsoft.ML.FastTree
/
RegressionTree.cs
ML.NET
/
src
/
Microsoft.ML.FastTree
/
RegressionTree.cs
RegressionTree.cs 12.52 KB
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Senja Filipi 提交于 2019年03月09日 00:27 +08:00 . Main namespace types2445 (#2885)
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// Licensed to the .NET Foundation under one or more agreements.
// The .NET Foundation licenses this file to you under the MIT license.
// See the LICENSE file in the project root for more information.
using System.Collections.Generic;
using System.Collections.Immutable;
using Microsoft.ML.Runtime;
namespace Microsoft.ML.Trainers.FastTree
{
/// <summary>
/// A container base class for exposing <see cref="InternalRegressionTree"/>'s and
/// <see cref="InternalQuantileRegressionTree"/>'s attributes to users.
/// This class should not be mutable, so it contains a lot of read-only members.
/// </summary>
public abstract class RegressionTreeBase
{
/// <summary>
/// <see cref="RegressionTreeBase"/> is an immutable wrapper over <see cref="_tree"/> for exposing some tree's
/// attribute to users.
/// </summary>
private readonly InternalRegressionTree _tree;
/// <summary>
/// See <see cref="LeftChild"/>.
/// </summary>
private readonly ImmutableArray<int> _lteChild;
/// <summary>
/// See <see cref="RightChild"/>.
/// </summary>
private readonly ImmutableArray<int> _gtChild;
/// <summary>
/// See <see cref="NumericalSplitFeatureIndexes"/>.
/// </summary>
private readonly ImmutableArray<int> _numericalSplitFeatureIndexes;
/// <summary>
/// See <see cref="NumericalSplitThresholds"/>.
/// </summary>
private readonly ImmutableArray<float> _numericalSplitThresholds;
/// <summary>
/// See <see cref="CategoricalSplitFlags"/>.
/// </summary>
private readonly ImmutableArray<bool> _categoricalSplitFlags;
/// <summary>
/// See <see cref="LeafValues"/>.
/// </summary>
private readonly ImmutableArray<double> _leafValues;
/// <summary>
/// See <see cref="SplitGains"/>.
/// </summary>
private readonly ImmutableArray<double> _splitGains;
/// <summary>
/// <see cref="LeftChild"/>[i] is the i-th node's child index used when
/// (1) the numerical feature indexed by <see cref="NumericalSplitFeatureIndexes"/>[i] is less than or equal
/// to the threshold <see cref="NumericalSplitThresholds"/>[i], or
/// (2) the categorical features indexed by <see cref="GetCategoricalCategoricalSplitFeatureRangeAt(int)"/>'s
/// returned value with nodeIndex=i is NOT a sub-set of <see cref="GetCategoricalSplitFeaturesAt(int)"/> with
/// nodeIndex=i.
/// Note that the case (1) happens only when <see cref="CategoricalSplitFlags"/>[i] is true and otherwise (2)
/// occurs. A non-negative returned value means a node (i.e., not a leaf); for example, 2 means the 3rd node in
/// the underlying <see cref="_tree"/>. A negative returned value means a leaf; for example, -1 stands for the
/// <see langword="~"/>(-1)-th leaf in the underlying <see cref="_tree"/>. Note that <see langword="~"/> is the
/// bitwise complement operator in C#; for details, see
/// https://docs.microsoft.com/en-us/dotnet/csharp/language-reference/operators/bitwise-complement-operator.
/// </summary>
public IReadOnlyList<int> LeftChild => _lteChild;
/// <summary>
/// <see cref="RightChild"/>[i] is the i-th node's child index used when the two conditions, (1) and (2),
/// described in <see cref="LeftChild"/>'s document are not true. Its return value follows the format
/// used in <see cref="LeftChild"/>.
/// </summary>
public IReadOnlyList<int> RightChild => _gtChild;
/// <summary>
/// <see cref="NumericalSplitFeatureIndexes"/>[i] is the feature index used the splitting function of the
/// i-th node. This value is valid only if <see cref="CategoricalSplitFlags"/>[i] is false.
/// </summary>
public IReadOnlyList<int> NumericalSplitFeatureIndexes => _numericalSplitFeatureIndexes;
/// <summary>
/// <see cref="NumericalSplitThresholds"/>[i] is the threshold on feature indexed by
/// <see cref="NumericalSplitFeatureIndexes"/>[i], where i is the i-th node's index
/// (for example, i is 1 for the 2nd node in <see cref="_tree"/>).
/// </summary>
public IReadOnlyList<float> NumericalSplitThresholds => _numericalSplitThresholds;
/// <summary>
/// Determine the types of splitting function. If <see cref="CategoricalSplitFlags"/>[i] is true, the i-th
/// node's uses categorical splitting function. Otherwise, traditional numerical split is used.
/// </summary>
public IReadOnlyList<bool> CategoricalSplitFlags => _categoricalSplitFlags;
/// <summary>
/// <see cref="LeafValues"/>[i] is the learned value at the i-th leaf.
/// </summary>
public IReadOnlyList<double> LeafValues => _leafValues;
/// <summary>
/// Return categorical thresholds used at node indexed by nodeIndex. If the considered input feature does NOT
/// matche any of values returned by <see cref="GetCategoricalSplitFeaturesAt(int)"/>, we call it a
/// less-than-threshold event and therefore <see cref="LeftChild"/>[nodeIndex] is the child node that input
/// should go next. The returned value is valid only if <see cref="CategoricalSplitFlags"/>[nodeIndex] is true.
/// </summary>
public IReadOnlyList<int> GetCategoricalSplitFeaturesAt(int nodeIndex)
{
if (nodeIndex < 0 || nodeIndex >= NumberOfNodes)
throw Contracts.Except($"The input index, {nodeIndex}, is invalid. Its valid range is from 0 (inclusive) to {NumberOfNodes} (exclusive).");
if (_tree.CategoricalSplitFeatures == null || _tree.CategoricalSplitFeatures[nodeIndex] == null)
return new List<int>(); // Zero-length vector.
else
return _tree.CategoricalSplitFeatures[nodeIndex];
}
/// <summary>
/// Return categorical thresholds' range used at node indexed by nodeIndex. A categorical split at node indexed
/// by nodeIndex can consider multiple consecutive input features at one time; their range is specified by
/// <see cref="GetCategoricalCategoricalSplitFeatureRangeAt(int)"/>. The returned value is always a 2-element
/// array; its 1st element is the starting index and its 2nd element is the endining index of a feature segment.
/// The returned value is valid only if <see cref="CategoricalSplitFlags"/>[nodeIndex] is true.
/// </summary>
public IReadOnlyList<int> GetCategoricalCategoricalSplitFeatureRangeAt(int nodeIndex)
{
if (nodeIndex < 0 || nodeIndex >= NumberOfNodes)
throw Contracts.Except($"The input node index, {nodeIndex}, is invalid. Its valid range is from 0 (inclusive) to {NumberOfNodes} (exclusive).");
if (_tree.CategoricalSplitFeatureRanges == null || _tree.CategoricalSplitFeatureRanges[nodeIndex] == null)
return new List<int>(); // Zero-length vector.
else
return _tree.CategoricalSplitFeatureRanges[nodeIndex];
}
/// <summary>
/// The gains obtained by splitting data at nodes. Its i-th value is computed from to the split at the i-th node.
/// </summary>
public IReadOnlyList<double> SplitGains => _splitGains;
/// <summary>
/// Number of leaves in the tree. Note that <see cref="NumberOfLeaves"/> does not take non-leaf nodes into account.
/// </summary>
public int NumberOfLeaves => _tree.NumLeaves;
/// <summary>
/// Number of nodes in the tree. This doesn't include any leaves. For example, a tree with node0->node1,
/// node0->leaf3, node1->leaf1, node1->leaf2, <see cref="NumberOfNodes"/> and <see cref="NumberOfLeaves"/> should
/// be 2 and 3, respectively.
/// </summary>
// A visualization of the example mentioned in this doc string.
// node0
// / \
// node1 leaf3
// / \
// leaf1 leaf2
// The index of leaf starts with 1 because interally we use "-1" as the 1st leaf's index, "-2" for the 2nd leaf's index, and so on.
public int NumberOfNodes => _tree.NumNodes;
internal RegressionTreeBase(InternalRegressionTree tree)
{
_tree = tree;
_lteChild = ImmutableArray.Create(_tree.LteChild, 0, _tree.NumNodes);
_gtChild = ImmutableArray.Create(_tree.GtChild, 0, _tree.NumNodes);
_numericalSplitFeatureIndexes = ImmutableArray.Create(_tree.SplitFeatures, 0, _tree.NumNodes);
_numericalSplitThresholds = ImmutableArray.Create(_tree.RawThresholds, 0, _tree.NumNodes);
_categoricalSplitFlags = ImmutableArray.Create(_tree.CategoricalSplit, 0, _tree.NumNodes);
_leafValues = ImmutableArray.Create(_tree.LeafValues, 0, _tree.NumLeaves);
_splitGains = ImmutableArray.Create(_tree.SplitGains, 0, _tree.NumNodes);
}
}
/// <summary>
/// A container class for exposing <see cref="InternalRegressionTree"/>'s attributes to users.
/// This class should not be mutable, so it contains a lot of read-only members. Note that
/// <see cref="RegressionTree"/> is identical to <see cref="RegressionTreeBase"/> but in
/// another derived class <see cref="QuantileRegressionTree"/> some attributes are added.
/// </summary>
public sealed class RegressionTree : RegressionTreeBase
{
internal RegressionTree(InternalRegressionTree tree) : base(tree) { }
}
/// <summary>
/// A container class for exposing <see cref="InternalQuantileRegressionTree"/>'s attributes to users.
/// This class should not be mutable, so it contains a lot of read-only members. In addition to
/// things inherited from <see cref="RegressionTreeBase"/>, we add <see cref="GetLeafSamplesAt(int)"/>
/// and <see cref="GetLeafSampleWeightsAt(int)"/> to expose (sub-sampled) training labels falling into
/// the leafIndex-th leaf and their weights.
/// </summary>
public sealed class QuantileRegressionTree : RegressionTreeBase
{
/// <summary>
/// Sample labels from training data. <see cref="_leafSamples"/>[i] stores the labels falling into the
/// i-th leaf.
/// </summary>
private readonly double[][] _leafSamples;
/// <summary>
/// Sample labels' weights from training data. <see cref="_leafSampleWeights"/>[i] stores the weights for
/// labels falling into the i-th leaf. <see cref="_leafSampleWeights"/>[i][j] is the weight of
/// <see cref="_leafSamples"/>[i][j].
/// </summary>
private readonly double[][] _leafSampleWeights;
/// <summary>
/// Return the training labels falling into the specified leaf.
/// </summary>
/// <param name="leafIndex">The index of the specified leaf.</param>
/// <returns>Training labels</returns>
public IReadOnlyList<double> GetLeafSamplesAt(int leafIndex)
{
if (leafIndex < 0 || leafIndex >= NumberOfLeaves)
throw Contracts.Except($"The input leaf index, {leafIndex}, is invalid. Its valid range is from 0 (inclusive) to {NumberOfLeaves} (exclusive).");
// _leafSample always contains valid values assigned in constructor.
return _leafSamples[leafIndex];
}
/// <summary>
/// Return the weights for training labels falling into the specified leaf. If <see cref="GetLeafSamplesAt"/>
/// and <see cref="GetLeafSampleWeightsAt"/> use the same input, the i-th returned value of this function is
/// the weight of the i-th label in <see cref="GetLeafSamplesAt"/>.
/// </summary>
/// <param name="leafIndex">The index of the specified leaf.</param>
/// <returns>Training labels' weights</returns>
public IReadOnlyList<double> GetLeafSampleWeightsAt(int leafIndex)
{
if (leafIndex < 0 || leafIndex >= NumberOfLeaves)
throw Contracts.Except($"The input leaf index, {leafIndex}, is invalid. Its valid range is from 0 (inclusive) to {NumberOfLeaves} (exclusive).");
// _leafSampleWeights always contains valid values assigned in constructor.
return _leafSampleWeights[leafIndex];
}
internal QuantileRegressionTree(InternalQuantileRegressionTree tree) : base(tree)
{
tree.ExtractLeafSamplesAndTheirWeights(out _leafSamples, out _leafSampleWeights);
}
}
}
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