protected EnsembleModelParametersBase(IHostEnvironment env, string name, ModelLoadContext ctx)
: base(env, name, ctx)
{
// *** Binary format ***
// int: model count
// int: weight count (0 or model count)
// Float[]: weights
// for each model:
// int: number of SelectedFeatures (in bits)
// byte[]: selected features (as many as needed for number of bits == (numSelectedFeatures + 7) / 8)
// int: number of Metric values
// for each Metric:
// Float: metric value
// int: metric name (id of the metric name in the string table)
// in version 0x0001x0002:
// bool: is the metric averaged
int count = ctx.Reader.ReadInt32();
Host.CheckDecode(count > 0);
int weightCount = ctx.Reader.ReadInt32();
Host.CheckDecode(weightCount == 0 || weightCount == count);
Weights = ctx.Reader.ReadFloatArray(weightCount);
Models = new FeatureSubsetModel <TPredictor> [count];
var ver = ctx.Header.ModelVerWritten;
for (int i = 0; i < count; i++)
{
ctx.LoadModel <IPredictor, SignatureLoadModel>(Host, out IPredictor p, string.Format(SubPredictorFmt, i));
var predictor = p as TPredictor;
Host.Check(p != null, "Inner predictor type not compatible with the ensemble type.");
var features = ctx.Reader.ReadBitArray();
int numMetrics = ctx.Reader.ReadInt32();
Host.CheckDecode(numMetrics >= 0);
var metrics = new KeyValuePair <string, double> [numMetrics];
for (int j = 0; j < numMetrics; j++)
{
var metricValue = ctx.Reader.ReadFloat();
var metricName = ctx.LoadStringOrNull();
if (ver == VerOld)
{
ctx.Reader.ReadBoolByte();
}
metrics[j] = new KeyValuePair <string, double>(metricName, metricValue);
}
Models[i] = new FeatureSubsetModel <TPredictor>(predictor, features, metrics);
}
ctx.LoadModel <IOutputCombiner <TOutput>, SignatureLoadModel>(Host, out Combiner, @"Combiner");
}
private protected static FeatureSubsetModel <T>[] CreateModels <T>(List <FeatureSubsetModel <IPredictorProducing <TOutput> > > models) where T : IPredictor
{
var subsetModels = new FeatureSubsetModel <T> [models.Count];
for (int i = 0; i < models.Count; i++)
{
subsetModels[i] = new FeatureSubsetModel <T>(
(T)models[i].Predictor,
models[i].SelectedFeatures,
models[i].Metrics);
}
return(subsetModels);
}
private TPredictor TrainCore(IChannel ch, RoleMappedData data)
{
Host.AssertValue(ch);
ch.AssertValue(data);
// 1. Subset Selection
var stackingTrainer = Combiner as IStackingTrainer <TOutput>;
//REVIEW: Implement stacking for Batch mode.
ch.CheckUserArg(stackingTrainer == null || Args.BatchSize <= 0, nameof(Args.BatchSize), "Stacking works only with Non-batch mode");
var validationDataSetProportion = SubModelSelector.ValidationDatasetProportion;
if (stackingTrainer != null)
{
validationDataSetProportion = Math.Max(validationDataSetProportion, stackingTrainer.ValidationDatasetProportion);
}
var needMetrics = Args.ShowMetrics || Combiner is IWeightedAverager;
var models = new List <FeatureSubsetModel <IPredictorProducing <TOutput> > >();
_subsetSelector.Initialize(data, NumModels, Args.BatchSize, validationDataSetProportion);
int batchNumber = 1;
foreach (var batch in _subsetSelector.GetBatches(Host.Rand))
{
// 2. Core train
ch.Info("Training {0} learners for the batch {1}", Trainers.Length, batchNumber++);
var batchModels = new FeatureSubsetModel <IPredictorProducing <TOutput> > [Trainers.Length];
Parallel.ForEach(_subsetSelector.GetSubsets(batch, Host.Rand),
new ParallelOptions()
{
MaxDegreeOfParallelism = Args.TrainParallel ? -1 : 1
},
(subset, state, index) =>
{
ch.Info("Beginning training model {0} of {1}", index + 1, Trainers.Length);
Stopwatch sw = Stopwatch.StartNew();
try
{
if (EnsureMinimumFeaturesSelected(subset))
{
var model = new FeatureSubsetModel <IPredictorProducing <TOutput> >(
Trainers[(int)index].Train(subset.Data),
subset.SelectedFeatures,
null);
SubModelSelector.CalculateMetrics(model, _subsetSelector, subset, batch, needMetrics);
batchModels[(int)index] = model;
}
}
catch (Exception ex)
{
ch.Assert(batchModels[(int)index] == null);
ch.Warning(ex.Sensitivity(), "Trainer {0} of {1} was not learned properly due to the exception '{2}' and will not be added to models.",
index + 1, Trainers.Length, ex.Message);
}
ch.Info("Trainer {0} of {1} finished in {2}", index + 1, Trainers.Length, sw.Elapsed);
});
var modelsList = batchModels.Where(m => m != null).ToList();
if (Args.ShowMetrics)
{
PrintMetrics(ch, modelsList);
}
modelsList = SubModelSelector.Prune(modelsList).ToList();
if (stackingTrainer != null)
{
stackingTrainer.Train(modelsList, _subsetSelector.GetTestData(null, batch), Host);
}
models.AddRange(modelsList);
int modelSize = Utils.Size(models);
if (modelSize < Utils.Size(Trainers))
{
ch.Warning("{0} of {1} trainings failed.", Utils.Size(Trainers) - modelSize, Utils.Size(Trainers));
}
ch.Check(modelSize > 0, "Ensemble training resulted in no valid models.");
}
return(CreatePredictor(models));
}