Skip to content

Commit

Permalink
Process numerical features in numpy.ndarray for float32 in C++ code a…
Browse files Browse the repository at this point in the history 
…syncroniousy with categorical features and in parallel.,. #385, Fix #2542.
  • Loading branch information
@andrey-khropov
andrey-khropov committed Feb 7, 2024
1 parent eb287a4 commit 588e1bc
Show file tree
Hide file tree
Showing 2 changed files with 132 additions and 20 deletions.
86 changes: 66 additions & 20 deletions catboost/python-package/catboost/_catboost.pyx
View file
Original file line number Diff line number Diff line change
Expand Up @@ -230,6 +230,13 @@ class MultiTargetCustomObjective:
cdef extern from "Python.h":
char* PyUnicode_AsUTF8AndSize(object s, Py_ssize_t* l)


cdef extern from "<future>" namespace "std":
cdef cppclass future[T]:
bool_t valid()
void get() except +ProcessException


cdef extern from "catboost/libs/logging/logging.h":
ctypedef void(*TCustomLoggingFunctionPtr)(const char *, size_t len, void *) except * with gil
cdef void SetCustomLoggingFunction(TCustomLoggingFunctionPtr, TCustomLoggingFunctionPtr, void*, void*) except +ProcessException
Expand Down Expand Up @@ -977,6 +984,17 @@ cdef extern from "catboost/python-package/catboost/helpers.h":
cdef void SetPythonInterruptHandler() nogil
cdef void ResetPythonInterruptHandler() nogil
cdef void ThrowCppExceptionWithMessage(const TString&) nogil
cdef void AsyncSetDataFromCythonMemoryViewCOrder[TFloatOrInteger](
ui32 objCount,
TFloatOrInteger* data,
size_t objStride, # dim 0
size_t elementStride, # dim 1
bool_t hasSeparateEmbeddingFeaturesData,
TConstArrayRef[ui32] mainDataFeatureIdxToDstFeatureIdx,
TConstArrayRef[bool_t] isCatFeature, # can be empty, it means no categorical data
IRawObjectsOrderDataVisitor* builderVisitor,
ILocalExecutor* localExecutor,
future[void]* result) nogil except +ProcessException
cdef void SetDataFromScipyCsrSparse[TFloatOrUi64](
TConstArrayRef[ui32] rowMarkup,
TConstArrayRef[TFloatOrUi64] values,
Expand Down Expand Up @@ -2845,41 +2863,69 @@ cdef _set_data_np(
const float [:,:] num_feature_values,
object [:,:] cat_feature_values, # cannot be const due to https://github.com/cython/cython/issues/2485
bool_t has_separate_embedding_features_data,
const TFeaturesLayout* features_layout,
IRawObjectsOrderDataVisitor* builder_visitor
Py_ObjectsOrderBuilderVisitor py_builder_visitor
):
if (num_feature_values is None) and (cat_feature_values is None):
raise CatBoostError('both num_feature_values and cat_feature_values are empty')

cdef ui32 doc_count = <ui32>(
num_feature_values.shape[0] if num_feature_values is not None else cat_feature_values.shape[0]
)
if doc_count == 0:
return

cdef IRawObjectsOrderDataVisitor* builder_visitor
py_builder_visitor.get_raw_objects_order_data_visitor(&builder_visitor)

cdef const TFeaturesLayout* features_layout
py_builder_visitor.get_features_layout(&features_layout)

cdef TVector[ui32] main_data_feature_idx_to_dst_feature_idx = _get_main_data_feature_idx_to_dst_feature_idx(features_layout, has_separate_embedding_features_data)
cdef TConstArrayRef[ui32] main_data_feature_idx_to_dst_feature_idx_ref = <TConstArrayRef[ui32]>main_data_feature_idx_to_dst_feature_idx

cdef ui32 num_feature_count = <ui32>(num_feature_values.shape[1] if num_feature_values is not None else 0)
cdef ui32 cat_feature_count = <ui32>(cat_feature_values.shape[1] if cat_feature_values is not None else 0)

cdef TVector[bool_t] is_cat_feature_mask = _get_is_feature_type_mask(features_layout, EFeatureType_Categorical)
cdef TConstArrayRef[bool_t] is_cat_feature_ref = <TConstArrayRef[bool_t]>is_cat_feature_mask
cdef TConstArrayRef[bool_t] empty_mask

cdef ui32 doc_idx
cdef ui32 num_feature_idx
cdef ui32 cat_feature_idx

cdef future[void] num_features_future

if num_feature_count > 0:
AsyncSetDataFromCythonMemoryViewCOrder[np.float32_t](
doc_count,
&num_feature_values[0, 0],
num_feature_values.strides[0] / sizeof(np.float32_t),
num_feature_values.strides[1] / sizeof(np.float32_t),
has_separate_embedding_features_data,
TConstArrayRef[ui32](&main_data_feature_idx_to_dst_feature_idx_ref[0], num_feature_count),
empty_mask,
builder_visitor,
<ILocalExecutor*>py_builder_visitor.local_executor.Get(),
&num_features_future
)

cdef ui32 src_feature_idx
for doc_idx in xrange(doc_count):
src_feature_idx = <ui32>0
for num_feature_idx in xrange(num_feature_count):
builder_visitor[0].AddFloatFeature(
doc_idx,
main_data_feature_idx_to_dst_feature_idx[src_feature_idx],
num_feature_values[doc_idx, num_feature_idx]
)
src_feature_idx += 1
for cat_feature_idx in xrange(cat_feature_count):
builder_visitor[0].AddCatFeature(
doc_idx,
main_data_feature_idx_to_dst_feature_idx[src_feature_idx],
<TStringBuf>to_arcadia_string(cat_feature_values[doc_idx, cat_feature_idx])
)
src_feature_idx += 1

if cat_feature_values is not None:
for doc_idx in xrange(doc_count):
src_feature_idx = num_feature_count
for cat_feature_idx in xrange(cat_feature_count):
builder_visitor[0].AddCatFeature(
doc_idx,
main_data_feature_idx_to_dst_feature_idx[src_feature_idx],
<TStringBuf>to_arcadia_string(cat_feature_values[doc_idx, cat_feature_idx])
)
src_feature_idx += 1

if num_features_future.valid():
num_features_future.get()


# scipy.sparse matrixes always have default value 0
cdef _set_cat_features_default_values_for_scipy_sparse(
Expand Down Expand Up @@ -3472,9 +3518,9 @@ cdef _set_data(data, embedding_features_data, feature_names, const TFeaturesLayo
new_data_holders = []

if isinstance(data, FeaturesData):
_set_data_np(data.num_feature_data, data.cat_feature_data, embedding_features_data is not None, features_layout, py_builder_visitor.builder_visitor)
_set_data_np(data.num_feature_data, data.cat_feature_data, embedding_features_data is not None, py_builder_visitor)
elif isinstance(data, np.ndarray) and data.dtype == np.float32:
_set_data_np(data, None, embedding_features_data is not None, features_layout, py_builder_visitor.builder_visitor)
_set_data_np(data, None, embedding_features_data is not None, py_builder_visitor)
elif isinstance(data, SPARSE_MATRIX_TYPES):
_set_objects_order_data_scipy_sparse_matrix(data, embedding_features_data is not None, features_layout, py_builder_visitor)
else:
Expand Down
66 changes: 66 additions & 0 deletions catboost/python-package/catboost/helpers.h
View file
Original file line number Diff line number Diff line change
Expand Up @@ -24,6 +24,7 @@
#include <util/generic/ptr.h>
#include <util/generic/xrange.h>

#include <future>
#include <type_traits>


Expand Down Expand Up @@ -197,6 +198,71 @@ class TPythonStreamWrapper : public IInputStream {
PyObject* Stream;
};


template <class TFloatOrInteger>
void AsyncSetDataFromCythonMemoryViewCOrder(
ui32 objCount,
const TFloatOrInteger* data,
size_t objStride, // dim 0
size_t elementStride, // dim 1
bool hasSeparateEmbeddingFeaturesData,
TConstArrayRef<ui32> mainDataFeatureIdxToDstFeatureIdx,
TConstArrayRef<bool> isCatFeature, // can be empty, it means no categorical data
NCB::IRawObjectsOrderDataVisitor* builderVisitor,
NPar::ILocalExecutor* localExecutor,
std::future<void>* result
) {
*result = std::move(
std::async(
[=]() {
if (isCatFeature) {
NPar::ParallelFor(
*localExecutor,
0,
objCount,
[=] (ui32 objIdx) {
const TFloatOrInteger* dataPtr = data + objIdx * objStride;
const auto value = *dataPtr;
for (auto featureIdx : mainDataFeatureIdxToDstFeatureIdx) {
if (isCatFeature[featureIdx]) {
const auto isFloat
= std::is_same<TFloatOrInteger, float>::value
|| std::is_same<TFloatOrInteger, double>::value;
CB_ENSURE(
!isFloat,
"Invalid value for cat_feature[" << objIdx << "," << featureIdx << "]="
<< value << " cat_features must be integer or string. Real numbers"
"and NaNs should be converted to strings."
);
const auto catValue = ToString(value);
builderVisitor->AddCatFeature(objIdx, featureIdx, catValue);
} else {
builderVisitor->AddFloatFeature(objIdx, featureIdx, value);
}
dataPtr += elementStride;
}
}
);
} else {
NPar::ParallelFor(
*localExecutor,
0,
objCount,
[=] (ui32 objIdx) {
const TFloatOrInteger* dataPtr = data + objIdx * objStride;
for (auto featureIdx : mainDataFeatureIdxToDstFeatureIdx) {
builderVisitor->AddFloatFeature(objIdx, featureIdx, *dataPtr);
dataPtr += elementStride;
}
}
);
}
}
)
);
}


template <typename TFloatOrInteger>
void SetDataFromScipyCsrSparse(
TConstArrayRef<ui32> indptr,
Expand Down

0 comments on commit 588e1bc

Please sign in to comment.