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//! This module implements the config for gradient boosting.
//!
//! Following hyperparameters are supported:
//!
//! 1. feature_size: the size of features. Training data and test data should have
//! the same feature size. (default = 1)
//!
//! 2. max_depth: the max depth of a single decision tree. The root node is considered
//! to be in the layer 0. (default = 2)
//!
//! 3. iterations: the iterations for training, which is also the number of trees in the
//! gradient boosting algorithm. (default = 2)
//!
//! 4. shrinkage: the learning rate parameter of the gradient boosting algorithm.
//! (default = 1.0)
//!
//! 5. feature_sample_raio: portion of features to be splited. When spliting a node, a subset of
//! the features (feature_size * feature_sample_ratio) will be randomly selected to calculate
//! impurity. (default = 1.0)
//!
//! 6. data_sample_ratio: portion of data used to train in a single iteration. Data will
//! be randomly selected for the training. (default = 1.0)
//!
//! 7. min_leaf_size: the minimum number of samples required to be at a leaf node during training.
//! (default = 1)
//!
//! 8. loss: the loss function type. SquaredError, LogLikelyhood and LAD are supported for training and inference.
//! RegLinear, RegLogistic, BinaryLogistic, BinaryLogitraw, MultiSoftprob, MultiSoftmax, RankPairwise are supported for inference with xgboost's model.
//! See [Loss](enum.Loss.html). (default = SquareError)
//!
//! 9. debug: whether the debug information should be outputed. (default = false)
//!
//! 10. initial_guess_enabled: whether initial guess for test data is enabled. (default = false)
//!
//!
//! # Example
//! ```rust
//! use gbdt::config::Config;
//! let mut cfg = Config::new();
//! cfg.set_feature_size(4);
//! cfg.set_max_depth(3);
//! cfg.set_iterations(3);
//! cfg.set_loss("LAD");
//! println!("{}", cfg.to_string());
//!
//! // output
//! // number of features = 4
//! // min leaf size = 1
//! // maximum depth = 3
//! // iterations = 3
//! // shrinkage = 1
//! // feature sample ratio = 1
//! // data sample ratio = 1
//! // debug enabled = false
//! // loss type = LAD
//! // initial guess enabled = false
//! ```
#[cfg(all(feature = "mesalock_sgx", not(target_env = "sgx")))]
use std::prelude::v1::*;
use crate::decision_tree::ValueType;
use serde_derive::{Deserialize, Serialize};
/// This enum defines the loss type.
///
/// We support three loss types for training and inference:
///
/// 1. SquaredError for regression. The label and the predicted value will be a float number.
/// 2. LogLikelyhood for binary classification. The label value should be -1 or 1. The predicted value should be a float number between 0 and 1, which is the possibility of label 1.
/// 3. LAD for regression. The label and the predicted value will be a float number.
///
/// Note that `LogLikelyhood` only support binary classification.
///
/// We also suppot seven objectives from Xgboost for inference. See [xgboost](https://xgboost.readthedocs.io/en/latest/parameter.html)
/// 1. RegLinear ("reg:linear" in xgboost): linear regression.
/// 2. RegLogistic ("reg:logistic" in xgboost): logistic regression.
/// 3. BinaryLogistic ("binary:logistic" in xgboost): logistic regression for binary classification, output probability
/// 4. BinaryLogitraw ("binary:logitraw" in xgboost): logistic regression for binary classification, output score before logistic transformation
/// 5. MultiSoftprob ("multi:softprob" in xgboost): multiclass classification. Call [gbdt::predict_multiclass](../gradient_boost/struct.GBDT.html#method.predict_multiclass) to get the predictions.
/// 6. MultiSoftmax ("multi:softmax" in xgboost): multiclass classification. Call [gbdt::predict_multiclass](../gradient_boost/struct.GBDT.html#method.predict_multiclass) to get the predictions.
/// 7. RankPairwise ("rank:pairwise" in xgboost): pairwise rank. See [xgboost's demo](https://github.com/dmlc/xgboost/tree/master/demo/rank)
#[derive(Debug, PartialEq, Clone, Serialize, Deserialize)]
pub enum Loss {
/// SquaredError ("SquaredError") for regression. The label and the predicted value will be a float number.
SquaredError,
/// LogLikelyhood ("LogLikelyhood") for binary classification. The label value should be -1 or 1. The predicted value should be a float number between 0 and 1, which is the possibility of label 1.
LogLikelyhood,
/// LAD ("LAD") for regression. The label and the predicted value will be a float number.
LAD,
/// RegLinear ("reg:linear") from Xgboost: linear regression.
RegLinear,
/// RegLogistic ("reg:logistic") from Xgboost: logistic regression.
RegLogistic,
/// BinaryLogistic ("binary:logistic") from Xgboost: logistic regression for binary classification, output probability
BinaryLogistic,
/// BinaryLogitraw ("binary:logitraw") from Xgboost: logistic regression for binary classification, output score before logistic transformation
BinaryLogitraw,
/// MultiSoftprob ("multi:softprob") from Xgboost: multiclass classification. Call [gbdt::predict_multiclass](../gradient_boost/struct.GBDT.html#method.predict_multiclass) to get the predictions.
MultiSoftprob,
/// MultiSoftmax ("multi:softmax") from Xgboost: multiclass classification. Call [gbdt::predict_multiclass](../gradient_boost/struct.GBDT.html#method.predict_multiclass) to get the predictions.
MultiSoftmax,
/// RankPairwise ("rank:pairwise") from Xgboost: pairwise rank. See [xgboost's demo](https://github.com/dmlc/xgboost/tree/master/demo/rank)
RankPairwise,
}
impl Default for Loss {
/// SquaredError are used as default loss type.
fn default() -> Self {
Loss::SquaredError
}
}
/// Converting [std::string::String](https://doc.rust-lang.org/std/string/struct.String.html) to [Loss](enum.Loss.html).
///
/// # Example
/// ```rust
/// use gbdt::config::{Loss, string2loss};
///
/// let loss = string2loss("SquaredError");
/// ```
pub fn string2loss(s: &str) -> Loss {
match s {
"LogLikelyhood" => Loss::LogLikelyhood,
"SquaredError" => Loss::SquaredError,
"LAD" => Loss::LAD,
"reg:linear" => Loss::RegLinear,
"binary:logistic" => Loss::BinaryLogistic,
"reg:logistic" => Loss::RegLogistic,
"binary:logitraw" => Loss::BinaryLogitraw,
"multi:softprob" => Loss::MultiSoftprob,
"multi:softmax" => Loss::MultiSoftmax,
"rank:pairwise" => Loss::RankPairwise,
_ => {
println!("unsupported loss, set to default(SquaredError)");
Loss::SquaredError
}
}
}
/// Converting [Loss](enum.Loss.html) to [std::string::String](https://doc.rust-lang.org/std/string/struct.String.html).
///
/// # Example
/// ```rust
/// use gbdt::config::{Loss, loss2string};
/// println!("{}", loss2string(&Loss::SquaredError));
/// ```
pub fn loss2string(l: &Loss) -> String {
match l {
Loss::LogLikelyhood => String::from("LogLikelyhood"),
Loss::SquaredError => String::from("SquaredError"),
Loss::LAD => String::from("LAD"),
Loss::RegLinear => String::from("reg:linear"),
Loss::BinaryLogistic => String::from("binary:logistic"),
Loss::RegLogistic => String::from("reg:logistic"),
Loss::BinaryLogitraw => String::from("binary:logitraw"),
Loss::MultiSoftprob => String::from("multi:softprob"),
Loss::MultiSoftmax => String::from("multi:softmax"),
Loss::RankPairwise => String::from("rank:pairwise"),
}
}
/// The config for the gradient boosting algorithm.
#[derive(Default, Clone, Serialize, Deserialize)]
pub struct Config {
/// The size of features. Training data and test data should have the same feature size. (default = 1)
pub feature_size: usize,
/// The max depth of a single decision tree. The root node is considered to be in the layer 0. (default = 2)
pub max_depth: u32,
/// The iterations to train, which is also the number of trees in the gradient boosting algorithm. (default = 2)
pub iterations: usize,
/// The learning rate parameter of the gradient boosting algorithm.(default = 1.0)
pub shrinkage: ValueType,
/// Portion of features to be splited. (default = 1.0)
pub feature_sample_ratio: f64,
/// Portion of data to be splited. (default = 1.0)
pub data_sample_ratio: f64,
/// The minimum number of samples required to be at a leaf node during training. (default = 1.0)
pub min_leaf_size: usize,
/// The loss function type. (default = SquareError)
pub loss: Loss,
/// Whether the debug information should be outputed. (default = false)
pub debug: bool,
/// Whether initial guess for test data is enabled. (default = false)
pub initial_guess_enabled: bool,
/// Training optimization level (default = 2).
///
/// 0: least memory, slowest speed.
///
/// 1: more memory usage, faster speed.
///
/// 2: most memory usage, fastest speed.
pub training_optimization_level: u8,
}
impl Config {
/// Return a new config with default settings.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// ```
pub fn new() -> Config {
Config {
feature_size: 1,
max_depth: 2,
iterations: 2,
shrinkage: 1.0,
feature_sample_ratio: 1.0,
data_sample_ratio: 1.0,
min_leaf_size: 1,
loss: Loss::SquaredError,
debug: false,
initial_guess_enabled: false,
training_optimization_level: 2,
}
}
/// Set feature size.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.set_feature_size(10);
/// ```
pub fn set_feature_size(&mut self, n: usize) {
self.feature_size = n;
}
/// Set learning rate.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.set_shrinkage(1.0);
/// ```
pub fn set_shrinkage(&mut self, eta: ValueType) {
self.shrinkage = eta;
}
/// Set training optimization level (default = 2).
///
/// 0: least memory, slowest speed.
///
/// 1: more memory usage, faster speed.
///
/// 2: most memory usage, fastest speed.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.set_training_optimization_level(2);
/// ```
pub fn set_training_optimization_level(&mut self, level: u8) {
let optimization_level = if level >= 3 { 2 } else { level };
self.training_optimization_level = optimization_level;
}
/// Set max depth of the tree.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.set_max_depth(5);
/// ```
pub fn set_max_depth(&mut self, n: u32) {
self.max_depth = n;
}
/// Set iterations of the algorithm.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.set_iterations(5);
/// ```
pub fn set_iterations(&mut self, n: usize) {
self.iterations = n;
}
/// Set feature sample ratio.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.set_feature_sample_ratio(0.9);
/// ```
pub fn set_feature_sample_ratio(&mut self, n: f64) {
self.feature_sample_ratio = n;
}
/// Set data sample ratio.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.set_data_sample_ratio(0.9);
/// ```
pub fn set_data_sample_ratio(&mut self, n: f64) {
self.data_sample_ratio = n;
}
/// Set minimal leaf size.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.set_min_leaf_size(3);
/// ```
pub fn set_min_leaf_size(&mut self, n: usize) {
self.min_leaf_size = n;
}
/// Set loss type: "SquaredError", "LogLikelyhood", "LAD", "reg:linear", "binary:logistic", "reg:logistic", "binary:logitraw", "multi:softprob", "multi:softmax", "rank:pairwise"
///
/// # Example
/// ```rust
/// use gbdt::config::{Config, Loss, loss2string};
/// let mut cfg = Config::new();
/// cfg.set_loss("LAD");
/// // Alternative way
/// cfg.set_loss(&loss2string(&Loss::SquaredError));
/// ```
pub fn set_loss(&mut self, l: &str) {
self.loss = string2loss(&l);
}
/// Set debug mode.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.set_debug(true);
/// ```
pub fn set_debug(&mut self, option: bool) {
self.debug = option;
}
/// Set whether initial guess of test data is enabled.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// cfg.enabled_initial_guess(false);
/// ```
pub fn enabled_initial_guess(&mut self, option: bool) {
self.initial_guess_enabled = option;
}
/// Dump the config to string for presentation.
///
/// # Example
/// ```rust
/// use gbdt::config::Config;
/// let mut cfg = Config::new();
/// println!("{}", cfg.to_string());
/// ```
pub fn to_string(&self) -> String {
let mut s = String::from("");
s.push_str(&format!("number of features = {}\n", self.feature_size));
s.push_str(&format!("min leaf size = {}\n", self.min_leaf_size));
s.push_str(&format!("maximum depth = {}\n", self.max_depth));
s.push_str(&format!("iterations = {}\n", self.iterations));
s.push_str(&format!("shrinkage = {}\n", self.shrinkage));
s.push_str(&format!(
"feature sample ratio = {}\n",
self.feature_sample_ratio
));
s.push_str(&format!("data sample ratio = {}\n", self.data_sample_ratio));
s.push_str(&format!("debug enabled = {}\n", self.debug));
s.push_str(&format!("loss type = {}\n", loss2string(&self.loss)));
s.push_str(&format!(
"initial guess enabled = {}\n",
self.initial_guess_enabled
));
s
}
}