void SetParentLeafIndex(int nodeIndex, GBMTreeCreationItem parentItem)
{
if (parentItem.Values.Position == NodePositionType.Left)
{
parentItem.Parent.LeftIndex = nodeIndex;
}
else if (parentItem.Values.Position == NodePositionType.Right)
{
parentItem.Parent.RightIndex = nodeIndex;
}
}
void SplitWorker(F64Matrix observations, double[] residuals, double[] targets, double[] predictions, int[][] orderedElements,
GBMTreeCreationItem parentItem, bool[] parentInSample, ConcurrentQueue <int> featureIndices, ConcurrentBag <GBMSplitResult> results)
{
int featureIndex = -1;
while (featureIndices.TryDequeue(out featureIndex))
{
FindBestSplit(observations, residuals, targets, predictions, orderedElements,
parentItem, parentInSample, featureIndex, results);
}
}
void FindBestSplit(F64Matrix observations, double[] residuals, double[] targets, double[] predictions, int[][] orderedElements,
GBMTreeCreationItem parentItem, bool[] parentInSample, int featureIndex, ConcurrentBag <GBMSplitResult> results)
{
var bestSplit = new GBMSplit
{
Depth = parentItem.Depth,
FeatureIndex = -1,
SplitIndex = -1,
SplitValue = -1,
Cost = double.MaxValue,
LeftConstant = -1,
RightConstant = -1,
SampleCount = parentItem.Values.Samples
};
var bestLeft = GBMSplitInfo.NewEmpty();
var bestRight = GBMSplitInfo.NewEmpty();
var left = GBMSplitInfo.NewEmpty();
var right = parentItem.Values.Copy(NodePositionType.Right);
var orderedIndices = orderedElements[featureIndex];
var j = NextAllowedIndex(0, orderedIndices, parentInSample);
// No allowed sample or valid split left.
if (j >= orderedIndices.Length || orderedIndices.Length == 1)
{
return;
}
var currentIndex = orderedIndices[j];
m_loss.UpdateSplitConstants(ref left, ref right, targets[currentIndex], residuals[currentIndex]);
var previousValue = observations.At(currentIndex, featureIndex);
while (right.Samples > 0)
{
j = NextAllowedIndex(j + 1, orderedIndices, parentInSample);
currentIndex = orderedIndices[j];
var currentValue = observations.At(currentIndex, featureIndex);
if (Math.Min(left.Samples, right.Samples) >= m_minimumSplitSize)
{
if (previousValue != currentValue)
{
var cost = left.Cost + right.Cost;
if (cost < bestSplit.Cost)
{
bestSplit.FeatureIndex = featureIndex;
bestSplit.SplitIndex = j;
bestSplit.SplitValue = (previousValue + currentValue) * .5;
bestSplit.LeftError = left.Cost;
bestSplit.RightError = right.Cost;
bestSplit.Cost = cost;
bestSplit.CostImprovement = parentItem.Values.Cost - cost;
bestSplit.LeftConstant = left.BestConstant;
bestSplit.RightConstant = right.BestConstant;
bestLeft = left.Copy();
bestRight = right.Copy();
}
}
}
m_loss.UpdateSplitConstants(ref left, ref right, targets[currentIndex], residuals[currentIndex]);
previousValue = currentValue;
}
if (bestSplit.FeatureIndex != -1)
{
results.Add(new GBMSplitResult {
BestSplit = bestSplit, Left = bestLeft, Right = bestRight
});
}
}
