[MRG] translate model to if-else (#469)

* translate model to if-else

* support multiclass and predictleaf

* remove java option for now

* support multi-thread

* add task:convert_model

include/LightGBM/application.h

@@ -59,6 +59,9 @@ class Application {
   /*! \brief Main predicting logic */
   void Predict();
 
+  /*! \brief Main Convert model logic */
+  void ConvertModel();
+
   /*! \brief All configs */
   OverallConfig config_;
   /*! \brief Training data */
@@ -80,6 +83,8 @@ inline void Application::Run() {
   if (config_.task_type == TaskType::kPredict) {
     InitPredict();
     Predict();
+  } else if (config_.task_type == TaskType::kConvertModel) {
+    ConvertModel();
   } else {
     InitTrain();
     Train();

include/LightGBM/boosting.h

@@ -136,10 +136,26 @@ class LIGHTGBM_EXPORT Boosting {
 
   /*!
   * \brief Dump model to json format string
+  * \param num_iteration Number of iterations that want to dump, -1 means dump all
   * \return Json format string of model
   */
   virtual std::string DumpModel(int num_iteration) const = 0;
 
+  /*!
+  * \brief Translate model to if-else statement
+  * \param num_iteration Number of iterations that want to translate, -1 means translate all
+  * \return if-else format codes of model
+  */
+  virtual std::string ModelToIfElse(int num_iteration) const = 0;
+
+  /*!
+  * \brief Translate model to if-else statement
+  * \param num_iteration Number of iterations that want to translate, -1 means translate all
+  * \param filename Filename that want to save to
+  * \return is_finish Is training finished or not
+  */
+  virtual bool SaveModelToIfElse(int num_iteration, const char* filename) const = 0;
+
   /*!
   * \brief Save model to file
   * \param num_used_model Number of model that want to save, -1 means save all

include/LightGBM/config.h

@@ -79,7 +79,7 @@ struct ConfigBase {
 
 /*! \brief Types of tasks */
 enum TaskType {
-  kTrain, kPredict
+  kTrain, kPredict, kConvertModel
 };
 
 /*! \brief Config for input and output files */
@@ -93,6 +93,7 @@ struct IOConfig: public ConfigBase {
   int snapshot_freq = 100;
   std::string output_model = "LightGBM_model.txt";
   std::string output_result = "LightGBM_predict_result.txt";
+  std::string convert_model = "LightGBM_convert_model.cpp";
   std::string input_model = "";
   int verbosity = 1;
   int num_iteration_predict = -1;
@@ -269,6 +270,7 @@ struct OverallConfig: public ConfigBase {
   ObjectiveConfig objective_config;
   std::vector<std::string> metric_types;
   MetricConfig metric_config;
+  std::string convert_model_language = "";
 
   LIGHTGBM_EXPORT void Set(const std::unordered_map<std::string, std::string>& params) override;
 

include/LightGBM/tree.h

@@ -119,6 +119,9 @@ class Tree {
   /*! \brief Serialize this object to json*/
   std::string ToJSON();
 
+  /*! \brief Serialize this object to if-else statement*/
+  std::string ToIfElse(int index, bool is_predict_leaf_index);
+
   template<typename T>
   static bool CategoricalDecision(T fval, T threshold) {
     if (static_cast<int>(fval) == static_cast<int>(threshold)) {
@@ -160,6 +163,9 @@ class Tree {
   /*! \brief Serialize one node to json*/
   inline std::string NodeToJSON(int index);
 
+  /*! \brief Serialize one node to if-else statement*/
+  inline std::string NodeToIfElse(int index, bool is_predict_leaf_index);
+
   /*! \brief Number of max leaves*/
   int max_leaves_;
   /*! \brief Number of current levas*/

src/application/application.cpp

@@ -32,7 +32,7 @@ Application::Application(int argc, char** argv) {
   if (config_.num_threads > 0) {
     omp_set_num_threads(config_.num_threads);
   }
-  if (config_.io_config.data_filename.size() == 0) {
+  if (config_.io_config.data_filename.size() == 0 && config_.task_type != TaskType::kConvertModel) {
     Log::Fatal("No training/prediction data, application quit");
   }
 }
@@ -239,10 +239,13 @@ void Application::Train() {
   }
   // save model to file
   boosting_->SaveModelToFile(-1, config_.io_config.output_model.c_str());
+  // convert model to if-else statement code
+  if (config_.convert_model_language == std::string("cpp")) {
+    boosting_->SaveModelToIfElse(-1, config_.io_config.convert_model.c_str());
+  }
   Log::Info("Finished training");
 }
 
-
 void Application::Predict() {
   // create predictor
   Predictor predictor(boosting_.get(), config_.io_config.num_iteration_predict, config_.io_config.is_predict_raw_score,
@@ -258,6 +261,13 @@ void Application::InitPredict() {
   Log::Info("Finished initializing prediction");
 }
 
+void Application::ConvertModel() {
+  boosting_.reset(
+    Boosting::CreateBoosting(config_.boosting_type,
+                             config_.io_config.input_model.c_str()));
+  boosting_->SaveModelToIfElse(-1, config_.io_config.convert_model.c_str());
+}
+
 template<typename T>
 T Application::GlobalSyncUpByMin(T& local) {
   T global = local;

src/boosting/gbdt.cpp

@@ -700,6 +700,99 @@ std::string GBDT::DumpModel(int num_iteration) const {
   return str_buf.str();
 }
 
+std::string GBDT::ModelToIfElse(int num_iteration) const {
+  std::stringstream str_buf;
+
+  int num_used_model = static_cast<int>(models_.size());
+  if (num_iteration > 0) {
+    num_iteration += boost_from_average_ ? 1 : 0;
+    num_used_model = std::min(num_iteration * num_tree_per_iteration_, num_used_model);
+  }
+
+  // PredictRaw
+  for (int i = 0; i < num_used_model; ++i) {
+    str_buf << models_[i]->ToIfElse(i, false) << std::endl;
+  }
+
+  str_buf << "double (*PredictTreePtr[])(const double*) = { ";
+  for (int i = 0; i < num_used_model; ++i) {
+    if (i > 0) {
+      str_buf << " , ";
+    }
+    str_buf << "PredictTree" << i;
+  }
+  str_buf << " };" << std::endl << std::endl;
+
+  std::stringstream pred_str_buf;
+
+  pred_str_buf << "\t" << "if (num_threads_ <= num_tree_per_iteration_) {" << std::endl;
+  pred_str_buf << "\t\t" << "#pragma omp parallel for schedule(static)" << std::endl;
+  pred_str_buf << "\t\t" << "for (int k = 0; k < num_tree_per_iteration_; ++k) {" << std::endl;
+  pred_str_buf << "\t\t\t" << "for (int i = 0; i < num_iteration_for_pred_; ++i) {" << std::endl;
+  pred_str_buf << "\t\t\t\t" << "output[k] += (*PredictTreePtr[i * num_tree_per_iteration_ + k])(features);" << std::endl;
+  pred_str_buf << "\t\t\t" << "}" << std::endl;
+  pred_str_buf << "\t\t" << "}" << std::endl;
+  pred_str_buf << "\t" << "} else {" << std::endl;
+  pred_str_buf << "\t\t" << "for (int k = 0; k < num_tree_per_iteration_; ++k) {" << std::endl;
+  pred_str_buf << "\t\t\t" << "double t = 0.0f;" << std::endl;
+  pred_str_buf << "\t\t\t" << "#pragma omp parallel for schedule(static) reduction(+:t)" << std::endl;
+  pred_str_buf << "\t\t\t" << "for (int i = 0; i < num_iteration_for_pred_; ++i) {" << std::endl;
+  pred_str_buf << "\t\t\t\t" << "t += (*PredictTreePtr[i * num_tree_per_iteration_ + k])(features);" << std::endl;
+  pred_str_buf << "\t\t\t" << "}" << std::endl;
+  pred_str_buf << "\t\t\t" << "output[k] = t;" << std::endl;
+  pred_str_buf << "\t\t" << "}" << std::endl;
+  pred_str_buf << "\t" << "}" << std::endl;
+
+  str_buf << "void GBDT::PredictRaw(const double* features, double *output) const {" << std::endl;
+  str_buf << pred_str_buf.str();
+  str_buf << "}" << std::endl;
+  str_buf << std::endl;
+
+  // Predict
+  str_buf << "void GBDT::Predict(const double* features, double *output) const {" << std::endl;
+  str_buf << pred_str_buf.str();
+  str_buf << "\t" << "if (objective_function_ != nullptr) {" << std::endl;
+  str_buf << "\t\t" << "objective_function_->ConvertOutput(output, output);" << std::endl;
+  str_buf << "\t" << "}" << std::endl;
+  str_buf << "}" << std::endl;
+  str_buf << std::endl;
+
+  // PredictLeafIndex
+  for (int i = 0; i < num_used_model; ++i) {
+    str_buf << models_[i]->ToIfElse(i, true) << std::endl;
+  }
+
+  str_buf << "double (*PredictTreeLeafPtr[])(const double*) = { ";
+  for (int i = 0; i < num_used_model; ++i) {
+    if (i > 0) {
+      str_buf << " , ";
+    }
+    str_buf << "PredictTree" << i << "Leaf";
+  }
+  str_buf << " };" << std::endl << std::endl;
+
+  str_buf << "void GBDT::PredictLeafIndex(const double* features, double *output) const {" << std::endl;
+  str_buf << "\t" << "int total_tree = num_iteration_for_pred_ * num_tree_per_iteration_;" << std::endl;
+  str_buf << "\t" << "#pragma omp parallel for schedule(static)" << std::endl;
+  str_buf << "\t" << "for (int i = 0; i < total_tree; ++i) {" << std::endl;
+  str_buf << "\t\t" << "output[i] = (*PredictTreeLeafPtr[i])(features);" << std::endl;
+  str_buf << "\t" << "}" << std::endl;
+  str_buf << "}" << std::endl;
+  return str_buf.str();
+}
+
+bool GBDT::SaveModelToIfElse(int num_iteration, const char* filename) const {
+  /*! \brief File to write models */
+  std::ofstream output_file;
+  output_file.open(filename);
+
+  output_file << ModelToIfElse(num_iteration);
+
+  output_file.close();
+
+  return (bool)output_file;
+}
+
 std::string GBDT::SaveModelToString(int num_iteration) const {
   std::stringstream ss;
 

src/boosting/gbdt.h

@@ -144,15 +144,31 @@ class GBDT: public Boosting {
 
   /*!
   * \brief Dump model to json format string
+  * \param num_iteration Number of iterations that want to dump, -1 means dump all
   * \return Json format string of model
   */
   std::string DumpModel(int num_iteration) const override;
 
+  /*!
+  * \brief Translate model to if-else statement
+  * \param num_iteration Number of iterations that want to translate, -1 means translate all
+  * \return if-else format codes of model
+  */
+  std::string ModelToIfElse(int num_iteration) const override;
+
+  /*!
+  * \brief Translate model to if-else statement
+  * \param num_iteration Number of iterations that want to translate, -1 means translate all
+  * \param filename Filename that want to save to
+  * \return is_finish Is training finished or not
+  */
+  bool SaveModelToIfElse(int num_iteration, const char* filename) const override;
+
   /*!
   * \brief Save model to file
   * \param num_used_model Number of model that want to save, -1 means save all
-  * \param is_finish Is training finished or not
   * \param filename Filename that want to save to
+  * \return is_finish Is training finished or not
   */
   virtual bool SaveModelToFile(int num_iterations, const char* filename) const override;
 

src/io/config.cpp

@@ -35,6 +35,7 @@ std::unordered_map<std::string, std::string> ConfigBase::Str2Map(const char* par
 void OverallConfig::Set(const std::unordered_map<std::string, std::string>& params) {
   // load main config types
   GetInt(params, "num_threads", &num_threads);
+  GetString(params, "convert_model_language", &convert_model_language);
 
   // generate seeds by seed.
   if (GetInt(params, "seed", &seed)) {
@@ -129,6 +130,8 @@ void OverallConfig::GetTaskType(const std::unordered_map<std::string, std::strin
     } else if (value == std::string("predict") || value == std::string("prediction")
       || value == std::string("test")) {
       task_type = TaskType::kPredict;
+    } else if (value == std::string("convert_model")) {
+      task_type = TaskType::kConvertModel;
     } else {
       Log::Fatal("Unknown task type %s", value.c_str());
     }
@@ -210,6 +213,7 @@ void IOConfig::Set(const std::unordered_map<std::string, std::string>& params) {
   GetInt(params, "snapshot_freq", &snapshot_freq);
   GetString(params, "output_model", &output_model);
   GetString(params, "input_model", &input_model);
+  GetString(params, "convert_model", &convert_model);
   GetString(params, "output_result", &output_result);
   std::string tmp_str = "";
   if (GetString(params, "valid_data", &tmp_str)) {

src/io/tree.cpp

@@ -368,6 +368,54 @@ std::string Tree::NodeToJSON(int index) {
   return str_buf.str();
 }
 
+std::string Tree::ToIfElse(int index, bool is_predict_leaf_index) {
+  std::stringstream str_buf;
+  str_buf << "double PredictTree" << index;
+  if (is_predict_leaf_index) {
+    str_buf << "Leaf";
+  }
+  str_buf << "(const double* arr) { ";
+  if (num_leaves_ == 1) {
+    str_buf << "return 0";
+  } else {
+    str_buf << NodeToIfElse(0, is_predict_leaf_index);
+  }
+  str_buf << " }" << std::endl;
+  return str_buf.str();
+}
+
+std::string Tree::NodeToIfElse(int index, bool is_predict_leaf_index) {
+  std::stringstream str_buf;
+  str_buf << std::setprecision(std::numeric_limits<double>::digits10 + 2);
+  if (index >= 0) {
+    // non-leaf
+    str_buf << "if ( arr[" << split_feature_[index] << "] ";
+    if (decision_type_[index] == 0) {
+      str_buf << "<";
+    } else {
+      str_buf << "=";
+    }
+    str_buf << "= " << threshold_[index] << " ) { ";
+    // left subtree
+    str_buf << NodeToIfElse(left_child_[index], is_predict_leaf_index);
+    str_buf << " } else { ";
+    // right subtree
+    str_buf << NodeToIfElse(right_child_[index], is_predict_leaf_index);
+    str_buf << " }";
+  } else {
+    // leaf
+    str_buf << "return ";
+    if (is_predict_leaf_index) {
+      str_buf << ~index;
+    } else {
+      str_buf << leaf_value_[~index];
+    }
+    str_buf << ";";
+  }
+
+  return str_buf.str();
+}
+
 Tree::Tree(const std::string& str) {
   std::vector<std::string> lines = Common::Split(str.c_str(), '\n');
   std::unordered_map<std::string, std::string> key_vals;