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[7.5][ML] Add state format version for resilience (#726) #727

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Merged
merged 1 commit into from
Oct 10, 2019
Merged

[7.5][ML] Add state format version for resilience (#726) #727

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73 changes: 41 additions & 32 deletions lib/maths/CBayesianOptimisation.cc
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -27,6 +27,8 @@ namespace ml {
namespace maths {

namespace {
const std::string VERSION_7_5_TAG{"7.5"};

const std::string MIN_BOUNDARY_TAG{"min_boundary"};
const std::string MAX_BOUNDARY_TAG{"max_boundary"};
const std::string ERROR_VARIANCES_TAG{"error_variances"};
Expand Down Expand Up @@ -443,6 +445,7 @@ double CBayesianOptimisation::kernel(const TVector& a, const TVector& x, const T

void CBayesianOptimisation::acceptPersistInserter(core::CStatePersistInserter& inserter) const {
try {
core::CPersistUtils::persist(VERSION_7_5_TAG, "", inserter);
inserter.insertValue(RNG_TAG, m_Rng.toString());
core::CPersistUtils::persist(MIN_BOUNDARY_TAG, m_MinBoundary, inserter);
core::CPersistUtils::persist(MAX_BOUNDARY_TAG, m_MaxBoundary, inserter);
Expand All @@ -460,39 +463,45 @@ void CBayesianOptimisation::acceptPersistInserter(core::CStatePersistInserter& i
}

bool CBayesianOptimisation::acceptRestoreTraverser(core::CStateRestoreTraverser& traverser) {
try {
do {
const std::string& name = traverser.name();
RESTORE(RNG_TAG, m_Rng.fromString(traverser.value()))
RESTORE(MIN_BOUNDARY_TAG,
core::CPersistUtils::restore(MIN_BOUNDARY_TAG, m_MinBoundary, traverser))
RESTORE(MAX_BOUNDARY_TAG,
core::CPersistUtils::restore(MAX_BOUNDARY_TAG, m_MaxBoundary, traverser))
RESTORE(ERROR_VARIANCES_TAG,
core::CPersistUtils::restore(ERROR_VARIANCES_TAG, m_ErrorVariances, traverser))
RESTORE(RANGE_SHIFT_TAG,
core::CPersistUtils::restore(RANGE_SHIFT_TAG, m_RangeShift, traverser))
RESTORE(RANGE_SCALE_TAG,
core::CPersistUtils::restore(RANGE_SCALE_TAG, m_RangeScale, traverser))
RESTORE(RESTARTS_TAG,
core::CPersistUtils::restore(RESTARTS_TAG, m_Restarts, traverser))
RESTORE(KERNEL_PARAMETERS_TAG,
core::CPersistUtils::restore(KERNEL_PARAMETERS_TAG,
m_KernelParameters, traverser))
RESTORE(MIN_KERNEL_COORDINATE_DISTANCE_SCALES_TAG,
core::CPersistUtils::restore(
MIN_KERNEL_COORDINATE_DISTANCE_SCALES_TAG,
m_MinimumKernelCoordinateDistanceScale, traverser))
RESTORE(FUNCTION_MEAN_VALUES_TAG,
core::CPersistUtils::restore(FUNCTION_MEAN_VALUES_TAG,
m_FunctionMeanValues, traverser))
} while (traverser.next());
} catch (std::exception& e) {
LOG_ERROR(<< "Failed to restore state! " << e.what());
return false;
}
if (traverser.name() == VERSION_7_5_TAG) {
try {
do {
const std::string& name = traverser.name();
RESTORE(RNG_TAG, m_Rng.fromString(traverser.value()))
RESTORE(MIN_BOUNDARY_TAG,
core::CPersistUtils::restore(MIN_BOUNDARY_TAG, m_MinBoundary, traverser))
RESTORE(MAX_BOUNDARY_TAG,
core::CPersistUtils::restore(MAX_BOUNDARY_TAG, m_MaxBoundary, traverser))
RESTORE(ERROR_VARIANCES_TAG,
core::CPersistUtils::restore(ERROR_VARIANCES_TAG,
m_ErrorVariances, traverser))
RESTORE(RANGE_SHIFT_TAG,
core::CPersistUtils::restore(RANGE_SHIFT_TAG, m_RangeShift, traverser))
RESTORE(RANGE_SCALE_TAG,
core::CPersistUtils::restore(RANGE_SCALE_TAG, m_RangeScale, traverser))
RESTORE(RESTARTS_TAG,
core::CPersistUtils::restore(RESTARTS_TAG, m_Restarts, traverser))
RESTORE(KERNEL_PARAMETERS_TAG,
core::CPersistUtils::restore(KERNEL_PARAMETERS_TAG,
m_KernelParameters, traverser))
RESTORE(MIN_KERNEL_COORDINATE_DISTANCE_SCALES_TAG,
core::CPersistUtils::restore(
MIN_KERNEL_COORDINATE_DISTANCE_SCALES_TAG,
m_MinimumKernelCoordinateDistanceScale, traverser))
RESTORE(FUNCTION_MEAN_VALUES_TAG,
core::CPersistUtils::restore(FUNCTION_MEAN_VALUES_TAG,
m_FunctionMeanValues, traverser))
} while (traverser.next());
} catch (std::exception& e) {
LOG_ERROR(<< "Failed to restore state! " << e.what());
return false;
}

return true;
return true;
}
LOG_ERROR(<< "Input error: unsupported state serialization version. Currently supported version: "
<< VERSION_7_5_TAG);
return false;
}

std::size_t CBayesianOptimisation::memoryUsage() const {
Expand Down
179 changes: 95 additions & 84 deletions lib/maths/CBoostedTreeImpl.cc
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -961,13 +961,15 @@ std::size_t CBoostedTreeImpl::maximumTreeSize(std::size_t numberRows) const {
const std::size_t CBoostedTreeImpl::PACKED_BIT_VECTOR_MAXIMUM_ROWS_PER_BYTE{256};

namespace {
const std::string VERSION_7_5_TAG{"7.5"};

const std::string BAYESIAN_OPTIMIZATION_TAG{"bayesian_optimization"};
const std::string BEST_FOREST_TAG{"best_forest"};
const std::string BEST_FOREST_TEST_LOSS_TAG{"best_forest_test_loss"};
const std::string BEST_HYPERPARAMETERS_TAG{"best_hyperparameters"};
const std::string CURRENT_ROUND_TAG{"current_round"};
const std::string DEPENDENT_VARIABLE_TAG{"dependent_variable"};
const std::string ENCODER_TAG{"encoder_tag"};
const std::string ENCODER_TAG{"encoder"};
const std::string ETA_GROWTH_RATE_PER_TREE_TAG{"eta_growth_rate_per_tree"};
const std::string ETA_OVERRIDE_TAG{"eta_override"};
const std::string ETA_TAG{"eta"};
Expand Down Expand Up @@ -1034,6 +1036,7 @@ void CBoostedTreeImpl::SHyperparameters::acceptPersistInserter(core::CStatePersi
}

void CBoostedTreeImpl::acceptPersistInserter(core::CStatePersistInserter& inserter) const {
core::CPersistUtils::persist(VERSION_7_5_TAG, "", inserter);
core::CPersistUtils::persist(BAYESIAN_OPTIMIZATION_TAG, *m_BayesianOptimization, inserter);
core::CPersistUtils::persist(BEST_FOREST_TEST_LOSS_TAG, m_BestForestTestLoss, inserter);
core::CPersistUtils::persist(CURRENT_ROUND_TAG, m_CurrentRound, inserter);
Expand Down Expand Up @@ -1120,89 +1123,97 @@ bool CBoostedTreeImpl::SHyperparameters::acceptRestoreTraverser(core::CStateRest
}

bool CBoostedTreeImpl::acceptRestoreTraverser(core::CStateRestoreTraverser& traverser) {
do {
const std::string& name = traverser.name();
RESTORE_NO_ERROR(BAYESIAN_OPTIMIZATION_TAG,
m_BayesianOptimization =
std::make_unique<CBayesianOptimisation>(traverser))
RESTORE(BEST_FOREST_TEST_LOSS_TAG,
core::CPersistUtils::restore(BEST_FOREST_TEST_LOSS_TAG,
m_BestForestTestLoss, traverser))
RESTORE(CURRENT_ROUND_TAG,
core::CPersistUtils::restore(CURRENT_ROUND_TAG, m_CurrentRound, traverser))
RESTORE(DEPENDENT_VARIABLE_TAG,
core::CPersistUtils::restore(DEPENDENT_VARIABLE_TAG,
m_DependentVariable, traverser))
RESTORE_NO_ERROR(ENCODER_TAG,
m_Encoder = std::make_unique<CDataFrameCategoryEncoder>(traverser))
RESTORE(ETA_GROWTH_RATE_PER_TREE_TAG,
core::CPersistUtils::restore(ETA_GROWTH_RATE_PER_TREE_TAG,
m_EtaGrowthRatePerTree, traverser))
RESTORE(ETA_TAG, core::CPersistUtils::restore(ETA_TAG, m_Eta, traverser))
RESTORE(FEATURE_BAG_FRACTION_TAG,
core::CPersistUtils::restore(FEATURE_BAG_FRACTION_TAG,
m_FeatureBagFraction, traverser))
RESTORE(FEATURE_DATA_TYPES_TAG,
core::CPersistUtils::restore(FEATURE_DATA_TYPES_TAG,
m_FeatureDataTypes, traverser));
RESTORE(FEATURE_SAMPLE_PROBABILITIES_TAG,
core::CPersistUtils::restore(FEATURE_SAMPLE_PROBABILITIES_TAG,
m_FeatureSampleProbabilities, traverser))
RESTORE(MAXIMUM_ATTEMPTS_TO_ADD_TREE_TAG,
core::CPersistUtils::restore(MAXIMUM_ATTEMPTS_TO_ADD_TREE_TAG,
m_MaximumAttemptsToAddTree, traverser))
RESTORE(MAXIMUM_OPTIMISATION_ROUNDS_PER_HYPERPARAMETER_TAG,
core::CPersistUtils::restore(
MAXIMUM_OPTIMISATION_ROUNDS_PER_HYPERPARAMETER_TAG,
m_MaximumOptimisationRoundsPerHyperparameter, traverser))
RESTORE(MAXIMUM_TREE_SIZE_MULTIPLIER_TAG,
core::CPersistUtils::restore(MAXIMUM_TREE_SIZE_MULTIPLIER_TAG,
m_MaximumTreeSizeMultiplier, traverser))
RESTORE(MISSING_FEATURE_ROW_MASKS_TAG,
core::CPersistUtils::restore(MISSING_FEATURE_ROW_MASKS_TAG,
m_MissingFeatureRowMasks, traverser))
RESTORE(NUMBER_FOLDS_TAG,
core::CPersistUtils::restore(NUMBER_FOLDS_TAG, m_NumberFolds, traverser))
RESTORE(NUMBER_ROUNDS_TAG,
core::CPersistUtils::restore(NUMBER_ROUNDS_TAG, m_NumberRounds, traverser))
RESTORE(NUMBER_SPLITS_PER_FEATURE_TAG,
core::CPersistUtils::restore(NUMBER_SPLITS_PER_FEATURE_TAG,
m_NumberSplitsPerFeature, traverser))
RESTORE(NUMBER_THREADS_TAG,
core::CPersistUtils::restore(NUMBER_THREADS_TAG, m_NumberThreads, traverser))
RESTORE(RANDOM_NUMBER_GENERATOR_TAG, m_Rng.fromString(traverser.value()))
RESTORE(REGULARIZATION_TAG,
core::CPersistUtils::restore(REGULARIZATION_TAG, m_Regularization, traverser))
RESTORE(REGULARIZATION_OVERRIDE_TAG,
core::CPersistUtils::restore(REGULARIZATION_OVERRIDE_TAG,
m_RegularizationOverride, traverser))
RESTORE(ROWS_PER_FEATURE_TAG,
core::CPersistUtils::restore(ROWS_PER_FEATURE_TAG, m_RowsPerFeature, traverser))
RESTORE(TESTING_ROW_MASKS_TAG,
core::CPersistUtils::restore(TESTING_ROW_MASKS_TAG, m_TestingRowMasks, traverser))
RESTORE(MAXIMUM_NUMBER_TREES_TAG,
core::CPersistUtils::restore(MAXIMUM_NUMBER_TREES_TAG,
m_MaximumNumberTrees, traverser))
RESTORE(TRAINING_ROW_MASKS_TAG,
core::CPersistUtils::restore(TRAINING_ROW_MASKS_TAG, m_TrainingRowMasks, traverser))
RESTORE(TRAINING_PROGRESS_TAG,
core::CPersistUtils::restore(TRAINING_PROGRESS_TAG, m_TrainingProgress, traverser))
RESTORE(BEST_FOREST_TAG,
core::CPersistUtils::restore(BEST_FOREST_TAG, m_BestForest, traverser))
RESTORE(BEST_HYPERPARAMETERS_TAG,
core::CPersistUtils::restore(BEST_HYPERPARAMETERS_TAG,
m_BestHyperparameters, traverser))
RESTORE(ETA_OVERRIDE_TAG,
core::CPersistUtils::restore(ETA_OVERRIDE_TAG, m_EtaOverride, traverser))
RESTORE(FEATURE_BAG_FRACTION_OVERRIDE_TAG,
core::CPersistUtils::restore(FEATURE_BAG_FRACTION_OVERRIDE_TAG,
m_FeatureBagFractionOverride, traverser))
RESTORE(MAXIMUM_NUMBER_TREES_OVERRIDE_TAG,
core::CPersistUtils::restore(MAXIMUM_NUMBER_TREES_OVERRIDE_TAG,
m_MaximumNumberTreesOverride, traverser))
RESTORE(LOSS_TAG, restoreLoss(m_Loss, traverser))
} while (traverser.next());
return true;
if (traverser.name() == VERSION_7_5_TAG) {
do {
const std::string& name = traverser.name();
RESTORE_NO_ERROR(BAYESIAN_OPTIMIZATION_TAG,
m_BayesianOptimization =
std::make_unique<CBayesianOptimisation>(traverser))
RESTORE(BEST_FOREST_TEST_LOSS_TAG,
core::CPersistUtils::restore(BEST_FOREST_TEST_LOSS_TAG,
m_BestForestTestLoss, traverser))
RESTORE(CURRENT_ROUND_TAG,
core::CPersistUtils::restore(CURRENT_ROUND_TAG, m_CurrentRound, traverser))
RESTORE(DEPENDENT_VARIABLE_TAG,
core::CPersistUtils::restore(DEPENDENT_VARIABLE_TAG,
m_DependentVariable, traverser))
RESTORE_NO_ERROR(ENCODER_TAG,
m_Encoder = std::make_unique<CDataFrameCategoryEncoder>(traverser))
RESTORE(ETA_GROWTH_RATE_PER_TREE_TAG,
core::CPersistUtils::restore(ETA_GROWTH_RATE_PER_TREE_TAG,
m_EtaGrowthRatePerTree, traverser))
RESTORE(ETA_TAG, core::CPersistUtils::restore(ETA_TAG, m_Eta, traverser))
RESTORE(FEATURE_BAG_FRACTION_TAG,
core::CPersistUtils::restore(FEATURE_BAG_FRACTION_TAG,
m_FeatureBagFraction, traverser))
RESTORE(FEATURE_DATA_TYPES_TAG,
core::CPersistUtils::restore(FEATURE_DATA_TYPES_TAG,
m_FeatureDataTypes, traverser));
RESTORE(FEATURE_SAMPLE_PROBABILITIES_TAG,
core::CPersistUtils::restore(FEATURE_SAMPLE_PROBABILITIES_TAG,
m_FeatureSampleProbabilities, traverser))
RESTORE(MAXIMUM_ATTEMPTS_TO_ADD_TREE_TAG,
core::CPersistUtils::restore(MAXIMUM_ATTEMPTS_TO_ADD_TREE_TAG,
m_MaximumAttemptsToAddTree, traverser))
RESTORE(MAXIMUM_OPTIMISATION_ROUNDS_PER_HYPERPARAMETER_TAG,
core::CPersistUtils::restore(
MAXIMUM_OPTIMISATION_ROUNDS_PER_HYPERPARAMETER_TAG,
m_MaximumOptimisationRoundsPerHyperparameter, traverser))
RESTORE(MAXIMUM_TREE_SIZE_MULTIPLIER_TAG,
core::CPersistUtils::restore(MAXIMUM_TREE_SIZE_MULTIPLIER_TAG,
m_MaximumTreeSizeMultiplier, traverser))
RESTORE(MISSING_FEATURE_ROW_MASKS_TAG,
core::CPersistUtils::restore(MISSING_FEATURE_ROW_MASKS_TAG,
m_MissingFeatureRowMasks, traverser))
RESTORE(NUMBER_FOLDS_TAG,
core::CPersistUtils::restore(NUMBER_FOLDS_TAG, m_NumberFolds, traverser))
RESTORE(NUMBER_ROUNDS_TAG,
core::CPersistUtils::restore(NUMBER_ROUNDS_TAG, m_NumberRounds, traverser))
RESTORE(NUMBER_SPLITS_PER_FEATURE_TAG,
core::CPersistUtils::restore(NUMBER_SPLITS_PER_FEATURE_TAG,
m_NumberSplitsPerFeature, traverser))
RESTORE(NUMBER_THREADS_TAG,
core::CPersistUtils::restore(NUMBER_THREADS_TAG, m_NumberThreads, traverser))
RESTORE(RANDOM_NUMBER_GENERATOR_TAG, m_Rng.fromString(traverser.value()))
RESTORE(REGULARIZATION_TAG,
core::CPersistUtils::restore(REGULARIZATION_TAG, m_Regularization, traverser))
RESTORE(REGULARIZATION_OVERRIDE_TAG,
core::CPersistUtils::restore(REGULARIZATION_OVERRIDE_TAG,
m_RegularizationOverride, traverser))
RESTORE(ROWS_PER_FEATURE_TAG,
core::CPersistUtils::restore(ROWS_PER_FEATURE_TAG, m_RowsPerFeature, traverser))
RESTORE(TESTING_ROW_MASKS_TAG,
core::CPersistUtils::restore(TESTING_ROW_MASKS_TAG,
m_TestingRowMasks, traverser))
RESTORE(MAXIMUM_NUMBER_TREES_TAG,
core::CPersistUtils::restore(MAXIMUM_NUMBER_TREES_TAG,
m_MaximumNumberTrees, traverser))
RESTORE(TRAINING_ROW_MASKS_TAG,
core::CPersistUtils::restore(TRAINING_ROW_MASKS_TAG,
m_TrainingRowMasks, traverser))
RESTORE(TRAINING_PROGRESS_TAG,
core::CPersistUtils::restore(TRAINING_PROGRESS_TAG,
m_TrainingProgress, traverser))
RESTORE(BEST_FOREST_TAG,
core::CPersistUtils::restore(BEST_FOREST_TAG, m_BestForest, traverser))
RESTORE(BEST_HYPERPARAMETERS_TAG,
core::CPersistUtils::restore(BEST_HYPERPARAMETERS_TAG,
m_BestHyperparameters, traverser))
RESTORE(ETA_OVERRIDE_TAG,
core::CPersistUtils::restore(ETA_OVERRIDE_TAG, m_EtaOverride, traverser))
RESTORE(FEATURE_BAG_FRACTION_OVERRIDE_TAG,
core::CPersistUtils::restore(FEATURE_BAG_FRACTION_OVERRIDE_TAG,
m_FeatureBagFractionOverride, traverser))
RESTORE(MAXIMUM_NUMBER_TREES_OVERRIDE_TAG,
core::CPersistUtils::restore(MAXIMUM_NUMBER_TREES_OVERRIDE_TAG,
m_MaximumNumberTreesOverride, traverser))
RESTORE(LOSS_TAG, restoreLoss(m_Loss, traverser))
} while (traverser.next());
return true;
}
LOG_ERROR(<< "Input error: unsupported state serialization version. Currently supported version: "
<< VERSION_7_5_TAG);
return false;
}

bool CBoostedTreeImpl::restoreLoss(CBoostedTree::TLossFunctionUPtr& loss,
Expand Down
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