Fix potential overflow "Multiplication result converted to larger typ…

…e" (#5189)

* Update dataset_loader.cpp

* Update gbdt.h

* Update regression_objective.hpp

* Update linker_topo.cpp

* Update xentropy_objective.hpp

* Update regression_objective.hpp

* investigate inf test failure

* avoid overflow in regression objective

* remove `test_inf_handle` test

Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

src/boosting/gbdt.h

@@ -193,7 +193,7 @@ class GBDT : public GBDTBase {
     if (data_idx > 0) {
       num_data = valid_score_updater_[data_idx - 1]->num_data();
     }
-    return num_data * num_class_;
+    return static_cast<int64_t>(num_data) * num_class_;
   }
 
   /*!

src/io/dataset_loader.cpp

@@ -1257,7 +1257,7 @@ void DatasetLoader::ExtractFeaturesFromMemory(std::vector<std::string>* text_dat
   } else {
     OMP_INIT_EX();
     // if need to prediction with initial model
-    std::vector<double> init_score(dataset->num_data_ * num_class_);
+    std::vector<double> init_score(static_cast<size_t>(dataset->num_data_) * num_class_);
     #pragma omp parallel for schedule(static) private(oneline_features) firstprivate(tmp_label, feature_row)
     for (data_size_t i = 0; i < dataset->num_data_; ++i) {
       OMP_LOOP_EX_BEGIN();
@@ -1324,7 +1324,7 @@ void DatasetLoader::ExtractFeaturesFromFile(const char* filename, const Parser*
                                             const std::vector<data_size_t>& used_data_indices, Dataset* dataset) {
   std::vector<double> init_score;
   if (predict_fun_) {
-    init_score = std::vector<double>(dataset->num_data_ * num_class_);
+    init_score = std::vector<double>(static_cast<size_t>(dataset->num_data_) * num_class_);
   }
   std::function<void(data_size_t, const std::vector<std::string>&)> process_fun =
     [this, &init_score, &parser, &dataset]

src/network/linker_topo.cpp

@@ -155,7 +155,7 @@ RecursiveHalvingMap RecursiveHalvingMap::Construct(int rank, int num_machines) {
       rec_map.ranks[i] = next_node_idx;
       // get receive block information
       const int recv_block_start = cur_group_idx / distance[i];
-      rec_map.recv_block_start[i] = group_block_start[recv_block_start * distance[i]];
+      rec_map.recv_block_start[i] = group_block_start[static_cast<size_t>(recv_block_start) * distance[i]];
       int recv_block_len = 0;
       // accumulate block len
       for (int j = 0; j < distance[i]; ++j) {
@@ -164,7 +164,7 @@ RecursiveHalvingMap RecursiveHalvingMap::Construct(int rank, int num_machines) {
       rec_map.recv_block_len[i] = recv_block_len;
       // get send block information
       const int send_block_start = (cur_group_idx + dir * distance[i]) / distance[i];
-      rec_map.send_block_start[i] = group_block_start[send_block_start * distance[i]];
+      rec_map.send_block_start[i] = group_block_start[static_cast<size_t>(send_block_start) * distance[i]];
       int send_block_len = 0;
       // accumulate block len
       for (int j = 0; j < distance[i]; ++j) {

src/objective/binary_objective.hpp

@@ -34,7 +34,7 @@ class BinaryLogloss: public ObjectiveFunction {
     }
     is_pos_ = is_pos;
     if (is_pos_ == nullptr) {
-      is_pos_ = [](label_t label) {return label > 0; };
+      is_pos_ = [](label_t label) { return label > 0; };
     }
   }
 

src/objective/multiclass_objective.hpp

@@ -121,7 +121,7 @@ class MulticlassSoftmax: public ObjectiveFunction {
           if (label_int_[i] == k) {
             gradients[idx] = static_cast<score_t>((p - 1.0f) * weights_[i]);
           } else {
-            gradients[idx] = static_cast<score_t>((p) * weights_[i]);
+            gradients[idx] = static_cast<score_t>(p * weights_[i]);
           }
           hessians[idx] = static_cast<score_t>((factor_ * p * (1.0f - p))* weights_[i]);
         }

src/objective/regression_objective.hpp

@@ -24,7 +24,7 @@ namespace LightGBM {
     for (data_size_t i = 0; i < cnt_data; ++i) {                          \
       ref_data[i] = data_reader(i);                                       \
     }                                                                     \
-    const double float_pos = (1.0f - alpha) * cnt_data;                   \
+    const double float_pos = static_cast<double>(1.0 - alpha) * cnt_data; \
     const data_size_t pos = static_cast<data_size_t>(float_pos);          \
     if (pos < 1) {                                                        \
       return ref_data[ArrayArgs<T>::ArgMax(ref_data)];                    \
@@ -135,7 +135,7 @@ class RegressionL2loss: public ObjectiveFunction {
     } else {
       #pragma omp parallel for schedule(static)
       for (data_size_t i = 0; i < num_data_; ++i) {
-        gradients[i] = static_cast<score_t>((score[i] - label_[i]) * weights_[i]);
+        gradients[i] = static_cast<score_t>(static_cast<score_t>((score[i] - label_[i])) * weights_[i]);
         hessians[i] = static_cast<score_t>(weights_[i]);
       }
     }
@@ -176,7 +176,7 @@ class RegressionL2loss: public ObjectiveFunction {
     if (weights_ != nullptr) {
       #pragma omp parallel for schedule(static) reduction(+:suml, sumw) if (!deterministic_)
       for (data_size_t i = 0; i < num_data_; ++i) {
-        suml += label_[i] * weights_[i];
+        suml += static_cast<double>(label_[i]) * weights_[i];
         sumw += weights_[i];
       }
     } else {
@@ -330,7 +330,7 @@ class RegressionHuberLoss: public RegressionL2loss {
         if (std::abs(diff) <= alpha_) {
           gradients[i] = static_cast<score_t>(diff * weights_[i]);
         } else {
-          gradients[i] = static_cast<score_t>(Common::Sign(diff) * weights_[i] * alpha_);
+          gradients[i] = static_cast<score_t>(Common::Sign(diff) * static_cast<score_t>(weights_[i]) * alpha_);
         }
         hessians[i] = static_cast<score_t>(weights_[i]);
       }

src/objective/xentropy_objective.hpp

@@ -117,7 +117,7 @@ class CrossEntropy: public ObjectiveFunction {
       #pragma omp parallel for schedule(static) reduction(+:suml, sumw) if (!deterministic_)
 
       for (data_size_t i = 0; i < num_data_; ++i) {
-        suml += label_[i] * weights_[i];
+        suml += static_cast<double>(label_[i]) * weights_[i];
         sumw += weights_[i];
       }
     } else {
@@ -247,7 +247,7 @@ class CrossEntropyLambda: public ObjectiveFunction {
       #pragma omp parallel for schedule(static) reduction(+:suml, sumw) if (!deterministic_)
 
       for (data_size_t i = 0; i < num_data_; ++i) {
-        suml += label_[i] * weights_[i];
+        suml += static_cast<double>(label_[i]) * weights_[i];
         sumw += weights_[i];
       }
     } else {

tests/python_package_test/test_sklearn.py

@@ -1045,19 +1045,6 @@ def test_multiple_eval_metrics():
     assert 'binary_logloss' in gbm.evals_result_['training']
 
 
-def test_inf_handle():
-    nrows = 100
-    ncols = 10
-    X = np.random.randn(nrows, ncols)
-    y = np.random.randn(nrows) + np.full(nrows, 1e30)
-    weight = np.full(nrows, 1e10)
-    params = {'n_estimators': 20, 'verbose': -1}
-    params_fit = {'X': X, 'y': y, 'sample_weight': weight, 'eval_set': (X, y),
-                  'callbacks': [lgb.early_stopping(5)]}
-    gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
-    np.testing.assert_allclose(gbm.evals_result_['training']['l2'], np.inf)
-
-
 def test_nan_handle():
     nrows = 100
     ncols = 10