@Override
protected void compute2() {
_model = null; // Resulting model!
try {
Scope.enter(); // Cleanup temp keys
init(true); // Do any expensive tests & conversions now
// Do lock even before checking the errors, since this block is finalized by unlock
// (not the best solution, but the code is more readable)
_parms.read_lock_frames(SharedTree.this); // Fetch & read-lock input frames
if (error_count() > 0)
throw H2OModelBuilderIllegalArgumentException.makeFromBuilder(SharedTree.this);
// New Model? Or continuing from a checkpoint?
if (_parms._checkpoint && DKV.get(_parms._model_id) != null) {
_model = DKV.get(_dest).get();
_model.write_lock(_key); // do not delete previous model; we are extending it
} else { // New Model
// Compute the zero-tree error - guessing only the class distribution.
// MSE is stddev squared when guessing for regression.
// For classification, guess the largest class.
_model =
makeModel(
_dest,
_parms,
initial_MSE(_response, _response),
_valid == null
? Double.NaN
: initial_MSE(_response, _vresponse)); // Make a fresh model
_model.delete_and_lock(_key); // and clear & write-lock it (smashing any prior)
_model._output._init_f = _initialPrediction;
}
// Compute the response domain; makes for nicer printouts
String[] domain = _response.domain();
assert (_nclass > 1 && domain != null) || (_nclass == 1 && domain == null);
if (_nclass == 1) domain = new String[] {"r"}; // For regression, give a name to class 0
// Compute class distribution, used to for initial guesses and to
// upsample minority classes (if asked for).
if (_nclass > 1) { // Classification?
// Handle imbalanced classes by stratified over/under-sampling.
// initWorkFrame sets the modeled class distribution, and
// model.score() corrects the probabilities back using the
// distribution ratios
if (_model._output.isClassifier() && _parms._balance_classes) {
float[] trainSamplingFactors =
new float
[_train
.lastVec()
.domain()
.length]; // leave initialized to 0 -> will be filled up below
if (_parms._class_sampling_factors != null) {
if (_parms._class_sampling_factors.length != _train.lastVec().domain().length)
throw new IllegalArgumentException(
"class_sampling_factors must have "
+ _train.lastVec().domain().length
+ " elements");
trainSamplingFactors =
_parms._class_sampling_factors.clone(); // clone: don't modify the original
}
Frame stratified =
water.util.MRUtils.sampleFrameStratified(
_train,
_train.lastVec(),
_train.vec(_model._output.weightsName()),
trainSamplingFactors,
(long) (_parms._max_after_balance_size * _train.numRows()),
_parms._seed,
true,
false);
if (stratified != _train) {
_train = stratified;
_response = stratified.vec(_parms._response_column);
_weights = stratified.vec(_parms._weights_column);
// Recompute distribution since the input frame was modified
MRUtils.ClassDist cdmt2 =
_weights != null
? new MRUtils.ClassDist(_nclass).doAll(_response, _weights)
: new MRUtils.ClassDist(_nclass).doAll(_response);
_model._output._distribution = cdmt2.dist();
_model._output._modelClassDist = cdmt2.rel_dist();
}
}
Log.info("Prior class distribution: " + Arrays.toString(_model._output._priorClassDist));
Log.info("Model class distribution: " + Arrays.toString(_model._output._modelClassDist));
}
// Also add to the basic working Frame these sets:
// nclass Vecs of current forest results (sum across all trees)
// nclass Vecs of working/temp data
// nclass Vecs of NIDs, allowing 1 tree per class
// Current forest values: results of summing the prior M trees
for (int i = 0; i < _nclass; i++) _train.add("Tree_" + domain[i], _response.makeZero());
// Initial work columns. Set-before-use in the algos.
for (int i = 0; i < _nclass; i++) _train.add("Work_" + domain[i], _response.makeZero());
// One Tree per class, each tree needs a NIDs. For empty classes use a -1
// NID signifying an empty regression tree.
for (int i = 0; i < _nclass; i++)
_train.add(
"NIDs_" + domain[i],
_response.makeCon(
_model._output._distribution == null
? 0
: (_model._output._distribution[i] == 0 ? -1 : 0)));
// Tag out rows missing the response column
new ExcludeNAResponse().doAll(_train);
// Variable importance: squared-error-improvement-per-variable-per-split
_improvPerVar = new float[_ncols];
// Sub-class tree-model-builder specific build code
buildModel();
done(); // Job done!
} catch (Throwable t) {
Job thisJob = DKV.getGet(_key);
if (thisJob._state == JobState.CANCELLED) {
Log.info("Job cancelled by user.");
} else {
t.printStackTrace();
failed(t);
throw t;
}
} finally {
if (_model != null) _model.unlock(_key);
_parms.read_unlock_frames(SharedTree.this);
if (_model == null) Scope.exit();
else {
Scope.exit(
_model._key,
ModelMetrics.buildKey(_model, _parms.train()),
ModelMetrics.buildKey(_model, _parms.valid()));
}
}
tryComplete();
}
@Override
protected void compute2() {
CoxPHModel model = null;
try {
Scope.enter();
_parms.read_lock_frames(CoxPH.this);
init(true);
applyScoringFrameSideEffects();
// The model to be built
model = new CoxPHModel(dest(), _parms, new CoxPHModel.CoxPHOutput(CoxPH.this));
model.delete_and_lock(_key);
applyTrainingFrameSideEffects();
int nResponses = 1;
boolean useAllFactorLevels = false;
final DataInfo dinfo =
new DataInfo(
Key.make(),
_modelBuilderTrain,
null,
nResponses,
useAllFactorLevels,
DataInfo.TransformType.DEMEAN,
TransformType.NONE,
true,
false,
false,
false,
false,
false);
initStats(model, dinfo);
final int n_offsets =
(model._parms.offset_columns == null) ? 0 : model._parms.offset_columns.length;
final int n_coef = dinfo.fullN() - n_offsets;
final double[] step = MemoryManager.malloc8d(n_coef);
final double[] oldCoef = MemoryManager.malloc8d(n_coef);
final double[] newCoef = MemoryManager.malloc8d(n_coef);
Arrays.fill(step, Double.NaN);
Arrays.fill(oldCoef, Double.NaN);
for (int j = 0; j < n_coef; ++j) newCoef[j] = model._parms.init;
double oldLoglik = -Double.MAX_VALUE;
final int n_time = (int) (model._output.max_time - model._output.min_time + 1);
final boolean has_start_column = (model._parms.start_column != null);
final boolean has_weights_column = (model._parms.weights_column != null);
for (int i = 0; i <= model._parms.iter_max; ++i) {
model._output.iter = i;
final CoxPHTask coxMR =
new CoxPHTask(
self(),
dinfo,
newCoef,
model._output.min_time,
n_time,
n_offsets,
has_start_column,
has_weights_column)
.doAll(dinfo._adaptedFrame);
final double newLoglik = calcLoglik(model, coxMR);
if (newLoglik > oldLoglik) {
if (i == 0) calcCounts(model, coxMR);
calcModelStats(model, newCoef, newLoglik);
calcCumhaz_0(model, coxMR);
if (newLoglik == 0) model._output.lre = -Math.log10(Math.abs(oldLoglik - newLoglik));
else model._output.lre = -Math.log10(Math.abs((oldLoglik - newLoglik) / newLoglik));
if (model._output.lre >= model._parms.lre_min) break;
Arrays.fill(step, 0);
for (int j = 0; j < n_coef; ++j)
for (int k = 0; k < n_coef; ++k)
step[j] -= model._output.var_coef[j][k] * model._output.gradient[k];
for (int j = 0; j < n_coef; ++j)
if (Double.isNaN(step[j]) || Double.isInfinite(step[j])) break;
oldLoglik = newLoglik;
System.arraycopy(newCoef, 0, oldCoef, 0, oldCoef.length);
} else {
for (int j = 0; j < n_coef; ++j) step[j] /= 2;
}
for (int j = 0; j < n_coef; ++j) newCoef[j] = oldCoef[j] - step[j];
}
model.update(_key);
} catch (Throwable t) {
Job thisJob = DKV.getGet(_key);
if (thisJob._state == JobState.CANCELLED) {
Log.info("Job cancelled by user.");
} else {
t.printStackTrace();
failed(t);
throw t;
}
} finally {
updateModelOutput();
_parms.read_unlock_frames(CoxPH.this);
Scope.exit();
done(); // Job done!
}
tryComplete();
}