public override RegressionTree TrainingIteration(IChannel ch, bool[] activeFeatures) { Contracts.CheckValue(ch, nameof(ch)); AgdScoreTracker trainingScores = TrainingScores as AgdScoreTracker; //First Let's make XK=YK as we want to fit YK and LineSearch YK // and call base class that uses fits XK (in our case will fir YK thanks to the swap) var xk = trainingScores.XK; trainingScores.XK = trainingScores.YK; trainingScores.YK = null; //Invoke standard gradient descent on YK rather than XK(Scores) RegressionTree tree = base.TrainingIteration(ch, activeFeatures); //Reverse the XK/YK swap trainingScores.YK = trainingScores.XK; trainingScores.XK = xk; if (tree == null) { return(null); // No tree was actually learnt. Give up. } // ... and update the training scores that we omitted from update // in AcceleratedGradientDescent.UpdateScores // Here we could use faster way of comuting train scores taking advantage of scores precompited by LineSearch // But that would make the code here even more difficult/complex trainingScores.AddScores(tree, TreeLearner.Partitioning, 1.0); //Now rescale all previous trees based on ratio of new_desired_tree_scale/previous_tree_scale for (int t = 0; t < Ensemble.NumTrees - 1; t++) { Ensemble.GetTreeAt(t).ScaleOutputsBy(AgdScoreTracker.TreeMultiplier(t, Ensemble.NumTrees) / AgdScoreTracker.TreeMultiplier(t, Ensemble.NumTrees - 1)); } return(tree); }
// Divides output values of leaves to bag count. // This brings back the final scores generated by model on a same // range as when we didn't use bagging public void ScaleEnsembleLeaves(int numTrees, int bagSize, Ensemble ensemble) { int bagCount = GetBagCount(numTrees, bagSize); for (int t = 0; t < ensemble.NumTrees; t++) { RegressionTree tree = ensemble.GetTreeAt(t); tree.ScaleOutputsBy(1.0 / bagCount); } }
public override void FinalizeLearning(int bestIteration) { if (bestIteration != Ensemble.NumTrees) { // Restore multiplier for each tree as it was set during bestIteration for (int t = 0; t < bestIteration; t++) { Ensemble.GetTreeAt(t).ScaleOutputsBy(AgdScoreTracker.TreeMultiplier(t, bestIteration) / AgdScoreTracker.TreeMultiplier(t, Ensemble.NumTrees)); } } base.FinalizeLearning(bestIteration); }
private protected virtual double[] GetGradient(IChannel ch) { Contracts.AssertValue(ch); if (DropoutRate > 0) { if (_droppedScores == null) { _droppedScores = new double[TrainingScores.Scores.Length]; } else { Array.Clear(_droppedScores, 0, _droppedScores.Length); } if (_scores == null) { _scores = new double[TrainingScores.Scores.Length]; } int numberOfTrees = Ensemble.NumTrees; int[] droppedTrees = Enumerable.Range(0, numberOfTrees).Where(t => (DropoutRng.NextDouble() < DropoutRate)).ToArray(); _numberOfDroppedTrees = droppedTrees.Length; if ((_numberOfDroppedTrees == 0) && (numberOfTrees > 0)) { droppedTrees = new int[] { DropoutRng.Next(numberOfTrees) }; // force at least a single tree to be dropped _numberOfDroppedTrees = droppedTrees.Length; } ch.Trace("dropout: Dropping {0} trees of {1} for rate {2}", _numberOfDroppedTrees, numberOfTrees, DropoutRate); foreach (int i in droppedTrees) { double[] s = _treeScores[i]; for (int j = 0; j < _droppedScores.Length; j++) { _droppedScores[j] += s[j]; // summing up the weights of the dropped tree s[j] *= _numberOfDroppedTrees / (1.0 + _numberOfDroppedTrees); // rescaling the dropped tree } Ensemble.GetTreeAt(i).ScaleOutputsBy(_numberOfDroppedTrees / (1.0 + _numberOfDroppedTrees)); } for (int j = 0; j < _scores.Length; j++) { _scores[j] = TrainingScores.Scores[j] - _droppedScores[j]; TrainingScores.Scores[j] -= _droppedScores[j] / (1.0 + _numberOfDroppedTrees); } return(ObjectiveFunction.GetGradient(ch, _scores)); } else { return(ObjectiveFunction.GetGradient(ch, TrainingScores.Scores)); } }
private Ensemble GetEnsembleFromSolution(LassoFit fit, int solutionIdx, Ensemble originalEnsemble) { Ensemble ensemble = new Ensemble(); int weightsCount = fit.NumberOfWeights[solutionIdx]; for (int i = 0; i < weightsCount; i++) { double weight = fit.CompressedWeights[solutionIdx][i]; if (weight != 0) { RegressionTree tree = originalEnsemble.GetTreeAt(fit.Indices[i]); tree.Weight = weight; ensemble.AddTree(tree); } } ensemble.Bias = fit.Intercepts[solutionIdx]; return(ensemble); }