public void Predict(ref VBuffer <Float> features,
ref VBuffer <Float> predictedValues,
ref XGBoostTreeBuffer internalBuffer,
bool outputMargin = true,
int ntreeLimit = 0)
{
PredictOneOff(ref features, ref predictedValues, ref internalBuffer, outputMargin, ntreeLimit);
#if (DEBUG && MORE_CHECKING)
// This part checks that the function PredictOneOff which relies on a customized version
// of XGBoost produces the same result as the official API.
// This makes the prediction terribly slow as the prediction are called twice
// and the second call (PredictN) cannot be parallelized (lock protected).
VBuffer <Float> check = new VBuffer <float>();
DMatrix data;
if (features.IsDense)
{
data = new DMatrix(features.Values, 1, (uint)features.Count);
}
else
{
int nb = features.Count;
var indptr = new ulong[] { 0, (uint)nb };
var indices = new uint[nb];
for (int i = 0; i < nb; ++i)
{
indices[i] = (uint)features.Indices[i];
}
data = new DMatrix((uint)features.Length, indptr, indices, features.Values, 1, (uint)nb);
}
PredictN(data, ref check, outputMargin, ntreeLimit);
if (check.Count != predictedValues.Count)
{
string message =
string.Format(
"Count={0} Length={1} IsDense={2}\nValues={3}\nIndices={4}\nCustom Ouput={5}\nOfficial API={6}",
features.Count, features.Length, features.IsDense,
features.Values == null
? ""
: string.Join(", ", features.Values.Select(c => c.ToString()).ToArray()),
features.Indices == null
? ""
: string.Join(", ", features.Indices.Select(c => c.ToString()).ToArray()),
predictedValues.Values == null
? ""
: string.Join(", ", predictedValues.Values.Select(c => c.ToString()).ToArray()),
check.Values == null
? ""
: string.Join(", ", check.Values.Select(c => c.ToString()).ToArray()));
throw Contracts.Except("Mismatch between official API and custom API (dimension).\n" + message);
}
for (int i = 0; i < check.Count; ++i)
{
if (Math.Abs(check.Values[0] - predictedValues.Values[0]) > 1e-5)
{
string message =
string.Format(
"Count={0} Length={1} IsDense={2}\nValues={3}\nIndices={4}\nCustom Ouput={5}\nOfficial API={6}",
features.Count, features.Length, features.IsDense,
features.Values == null
? ""
: string.Join(", ", features.Values.Select(c => c.ToString()).ToArray()),
features.Indices == null
? ""
: string.Join(", ", features.Indices.Select(c => c.ToString()).ToArray()),
predictedValues.Values == null
? ""
: string.Join(", ", predictedValues.Values.Select(c => c.ToString()).ToArray()),
check.Values == null
? ""
: string.Join(", ", check.Values.Select(c => c.ToString()).ToArray()));
PredictOneOff(ref features, ref predictedValues, ref internalBuffer, outputMargin, ntreeLimit);
message += string.Format("\nSecond computation\n{0}", predictedValues.Values == null
? ""
: string.Join(", ", predictedValues.Values.Select(c => c.ToString()).ToArray()));
throw Contracts.Except("Mismatch between official API and custom API (output).\n" + message);
}
}
#endif
}
/// <summary>
/// Predict with data.
/// This function uses a modified API which does not use caches.
/// </summary>
/// <param name="vbuf">one row</param>
/// <param name="predictedValues">Results of the prediction</param>
/// <param name="internalBuffer">buffers allocated by Microsoft.ML and given to XGBoost to avoid XGBoost to allocated caches on its own</param>
/// <param name="outputMargin">Whether to output the raw untransformed margin value.</param>
/// <param name="ntreeLimit">Limit number of trees in the prediction; defaults to 0 (use all trees).</param>
public void PredictOneOff(ref VBuffer <Float> vbuf, ref VBuffer <Float> predictedValues,
ref XGBoostTreeBuffer internalBuffer, bool outputMargin = true, int ntreeLimit = 0)
{
// REVIEW xadupre: XGBoost can produce an output per tree (pred_leaf=true)
// When this option is on, the output will be a matrix of (nsample, ntrees)
// with each record indicating the predicted leaf index of each sample in each tree.
// Note that the leaf index of a tree is unique per tree, so you may find leaf 1
// in both tree 1 and tree 0.
// if (pred_leaf)
// option_mask |= 0x02;
// This might be an interesting feature to implement.
int optionMask = 0x00;
if (outputMargin)
{
optionMask |= 0x01;
}
Contracts.Check(internalBuffer != null);
uint length = 0;
uint lengthBuffer = 0;
uint nb = (uint)vbuf.Count;
// This function relies on a modified API. Instead of letting XGBoost handle its own caches,
// the function calls XGBoosterPredictOutputSize to know what cache size is required.
// Microsoft.ML allocated the caches and gives them to XGBoost.
// First, we allocated the cache for the features. Only then XGBoost
// will be able to known the required cache size.
#if (XGB_EXTENDED)
internalBuffer.ResizeEntries(nb, vbuf.Length);
#else
internalBuffer.ResizeEntries(nb);
#endif
unsafe
{
fixed(float *p = vbuf.Values)
fixed(int *i = vbuf.Indices)
fixed(byte *entries = internalBuffer.XGBoostEntries)
{
WrappedXGBoostInterface.XGBoosterCopyEntries((IntPtr)entries, ref nb, p, vbuf.IsDense ? null : i, float.NaN);
WrappedXGBoostInterface.XGBoosterPredictOutputSize(_handle,
(IntPtr)entries, nb, optionMask, (uint)ntreeLimit, ref length, ref lengthBuffer);
}
}
// Then we allocated the cache for the prediction.
internalBuffer.ResizeOutputs(length, lengthBuffer, ref predictedValues);
unsafe
{
fixed(byte *entries = internalBuffer.XGBoostEntries)
fixed(float *ppreds = predictedValues.Values)
fixed(float *ppredBuffer = internalBuffer.PredBuffer)
fixed(uint *ppredCounter = internalBuffer.PredCounter)
{
WrappedXGBoostInterface.XGBoosterPredictNoInsideCache(_handle,
(IntPtr)entries, nb, optionMask, (uint)ntreeLimit, length, lengthBuffer, ppreds, ppredBuffer, ppredCounter
#if (XGB_EXTENDED)
, internalBuffer.RegTreeFVec
#endif
);
}
}
}