def __init__(self, tree_param: DecisionTreeModelParam, valid_feature: dict,
epoch_idx: int, tree_idx: int, flow_id: int):
super(HomoDecisionTreeArbiter, self).__init__(tree_param)
self.splitter = Splitter(
self.criterion_method,
self.criterion_params,
self.min_impurity_split,
self.min_sample_split,
self.min_leaf_node,
)
self.transfer_inst = HomoDecisionTreeTransferVariable()
"""
initializing here
"""
self.valid_features = valid_feature
self.tree_node = [] # start from root node
self.tree_node_num = 0
self.cur_layer_node = []
self.runtime_idx = 0
self.sitename = consts.ARBITER
self.epoch_idx = epoch_idx
self.tree_idx = tree_idx
# secure aggregator
self.set_flowid(flow_id)
self.aggregator = DecisionTreeArbiterAggregator(verbose=False)
# stored histogram for faster computation {node_id:histogram_bag}
self.stored_histograms = {}
def __init__(self, tree_param: DecisionTreeParam, data_bin=None, bin_split_points: np.array = None,
bin_sparse_point=None, g_h=None, valid_feature: dict = None, epoch_idx: int = None,
role: str = None, tree_idx: int = None, flow_id: int = None, mode='train'):
"""
Parameters
----------
tree_param: decision tree parameter object
data_bin binned: data instance
bin_split_points: data split points
bin_sparse_point: sparse data point
g_h computed: g val and h val of instances
valid_feature: dict points out valid features {valid:true,invalid:false}
epoch_idx: current epoch index
role: host or guest
flow_id: flow id
mode: train / predict
"""
super(HomoDecisionTreeClient, self).__init__(tree_param)
self.splitter = Splitter(self.criterion_method, self.criterion_params, self.min_impurity_split,
self.min_sample_split, self.min_leaf_node)
self.data_bin = data_bin
self.g_h = g_h
self.bin_split_points = bin_split_points
self.bin_sparse_points = bin_sparse_point
self.epoch_idx = epoch_idx
self.tree_idx = tree_idx
self.transfer_inst = HomoDecisionTreeTransferVariable()
"""
initializing here
"""
self.valid_features = valid_feature
self.tree_node = [] # start from root node
self.tree_node_num = 0
self.cur_layer_node = []
self.runtime_idx = 0
self.sitename = consts.GUEST
# memory backend
self.arr_bin_data = None
self.memory_hist_builder = None
self.sample_id_arr = None
self.bin_num = 0
# secure aggregator, class SecureBoostClientAggregator
if mode == 'train':
self.role = role
self.set_flowid(flow_id)
self.aggregator = DecisionTreeClientAggregator(verbose=False)
elif mode == 'predict':
self.role, self.aggregator = None, None
self.check_max_split_nodes()
LOGGER.debug('use missing status {} {}'.format(self.use_missing, self.zero_as_missing))
class HomoDecisionTreeArbiter(DecisionTree):
def __init__(self, tree_param: DecisionTreeModelParam, valid_feature: dict,
epoch_idx: int, tree_idx: int, flow_id: int):
super(HomoDecisionTreeArbiter, self).__init__(tree_param)
self.splitter = Splitter(
self.criterion_method,
self.criterion_params,
self.min_impurity_split,
self.min_sample_split,
self.min_leaf_node,
)
self.transfer_inst = HomoDecisionTreeTransferVariable()
"""
initializing here
"""
self.valid_features = valid_feature
self.tree_node = [] # start from root node
self.tree_node_num = 0
self.cur_layer_node = []
self.runtime_idx = 0
self.sitename = consts.ARBITER
self.epoch_idx = epoch_idx
self.tree_idx = tree_idx
# secure aggregator
self.set_flowid(flow_id)
self.aggregator = DecisionTreeArbiterAggregator(verbose=False)
# stored histogram for faster computation {node_id:histogram_bag}
self.stored_histograms = {}
def set_flowid(self, flowid=0):
LOGGER.info("set flowid, flowid is {}".format(flowid))
self.transfer_inst.set_flowid(flowid)
def sync_node_sample_numbers(self, suffix):
cur_layer_node_num = self.transfer_inst.cur_layer_node_num.get(
-1, suffix=suffix)
for num in cur_layer_node_num[1:]:
assert num == cur_layer_node_num[0]
return cur_layer_node_num[0]
def federated_find_best_split(self,
node_histograms,
parallel_partitions=10) -> List[SplitInfo]:
# node histograms [[HistogramBag,HistogramBag,...],[HistogramBag,HistogramBag,....],..]
LOGGER.debug(
'federated finding best splits,histograms from {} guest received'.
format(len(node_histograms)))
LOGGER.debug('aggregating histograms .....')
acc_histogram = node_histograms
best_splits = self.splitter.find_split(acc_histogram,
self.valid_features,
parallel_partitions,
self.sitename, self.use_missing,
self.zero_as_missing)
return best_splits
def sync_best_splits(self, split_info, suffix):
LOGGER.debug('sending best split points')
self.transfer_inst.best_split_points.remote(split_info,
idx=-1,
suffix=suffix)
def sync_local_histogram(self, suffix) -> List[HistogramBag]:
LOGGER.debug('get local histograms')
node_local_histogram = self.aggregator.aggregate_histogram(
suffix=suffix)
LOGGER.debug('num of histograms {}'.format(len(node_local_histogram)))
return node_local_histogram
def histogram_subtraction(self, left_node_histogram, stored_histograms):
# histogram subtraction
all_histograms = []
for left_hist in left_node_histogram:
all_histograms.append(left_hist)
# LOGGER.debug('hist id is {}, pid is {}'.format(left_hist.hid, left_hist.p_hid))
# root node hist
if left_hist.hid == 0:
continue
right_hist = stored_histograms[left_hist.p_hid] - left_hist
right_hist.hid, right_hist.p_hid = left_hist.hid + 1, right_hist.p_hid
all_histograms.append(right_hist)
return all_histograms
def fit(self):
LOGGER.info(
'begin to fit h**o decision tree, epoch {}, tree idx {}'.format(
self.epoch_idx, self.tree_idx))
g_sum, h_sum = self.aggregator.aggregate_root_node_info(
suffix=('root_node_sync1', self.epoch_idx))
LOGGER.debug('g_sum is {},h_sum is {}'.format(g_sum, h_sum))
self.aggregator.broadcast_root_info(g_sum,
h_sum,
suffix=('root_node_sync2',
self.epoch_idx))
if self.max_split_nodes != 0 and self.max_split_nodes % 2 == 1:
self.max_split_nodes += 1
LOGGER.warning(
'an even max_split_nodes value is suggested when using histogram-subtraction, max_split_nodes reset to {}'
.format(self.max_split_nodes))
for dep in range(self.max_depth):
if dep + 1 == self.max_depth:
break
LOGGER.debug('at dep {}'.format(dep))
split_info = []
# get cur layer node num:
cur_layer_node_num = self.sync_node_sample_numbers(
suffix=(dep, self.epoch_idx, self.tree_idx))
LOGGER.debug(
'{} nodes to split at this layer'.format(cur_layer_node_num))
layer_stored_hist = {}
for batch_id, i in enumerate(
range(0, cur_layer_node_num, self.max_split_nodes)):
LOGGER.debug('cur batch id is {}'.format(batch_id))
left_node_histogram = self.sync_local_histogram(
suffix=(batch_id, dep, self.epoch_idx, self.tree_idx))
all_histograms = self.histogram_subtraction(
left_node_histogram, self.stored_histograms)
# store histogram
for hist in all_histograms:
layer_stored_hist[hist.hid] = hist
# FIXME stable parallel_partitions
best_splits = self.federated_find_best_split(
all_histograms, parallel_partitions=10)
split_info += best_splits
self.stored_histograms = layer_stored_hist
self.sync_best_splits(split_info, suffix=(dep, self.epoch_idx))
LOGGER.debug('best_splits_sent')
def predict(self, data_inst=None):
"""
Do nothing
"""
LOGGER.debug('start predicting')
class HomoDecisionTreeClient(DecisionTree):
def __init__(self,
tree_param: DecisionTreeParam,
data_bin=None,
bin_split_points: np.array = None,
bin_sparse_point=None,
g_h=None,
valid_feature: dict = None,
epoch_idx: int = None,
role: str = None,
tree_idx: int = None,
flow_id: int = None,
mode='train'):
"""
Parameters
----------
tree_param: decision tree parameter object
data_bin binned: data instance
bin_split_points: data split points
bin_sparse_point: sparse data point
g_h computed: g val and h val of instances
valid_feature: dict points out valid features {valid:true,invalid:false}
epoch_idx: current epoch index
role: host or guest
flow_id: flow id
mode: train / predict
"""
super(HomoDecisionTreeClient, self).__init__(tree_param)
self.splitter = Splitter(self.criterion_method, self.criterion_params,
self.min_impurity_split,
self.min_sample_split, self.min_leaf_node)
self.data_bin = data_bin
self.g_h = g_h
self.bin_split_points = bin_split_points
self.bin_sparse_points = bin_sparse_point
self.epoch_idx = epoch_idx
self.tree_idx = tree_idx
self.transfer_inst = HomoDecisionTreeTransferVariable()
"""
initializing here
"""
self.valid_features = valid_feature
self.tree_node = [] # start from root node
self.tree_node_num = 0
self.cur_layer_node = []
self.runtime_idx = 0
self.sitename = consts.GUEST
# memory backend
self.arr_bin_data = None
self.memory_hist_builder_list = []
self.sample_id_arr = None
self.bin_num = 0
# secure aggregator, class SecureBoostClientAggregator
if mode == 'train':
self.role = role
self.set_flowid(flow_id)
self.aggregator = DecisionTreeClientAggregator(verbose=False)
elif mode == 'predict':
self.role, self.aggregator = None, None
self.check_max_split_nodes()
LOGGER.debug('use missing status {} {}'.format(self.use_missing,
self.zero_as_missing))
def set_flowid(self, flowid):
LOGGER.info("set flowid, flowid is {}".format(flowid))
self.transfer_inst.set_flowid(flowid)
"""
Federation functions
"""
def sync_local_node_histogram(self, acc_histogram: List[HistogramBag],
suffix):
# sending local histogram
self.aggregator.send_histogram(acc_histogram, suffix=suffix)
LOGGER.debug('local histogram sent at layer {}'.format(suffix[0]))
def sync_cur_layer_node_num(self, node_num, suffix):
self.transfer_inst.cur_layer_node_num.remote(node_num,
role=consts.ARBITER,
idx=-1,
suffix=suffix)
def sync_best_splits(self, suffix) -> List[SplitInfo]:
best_splits = self.transfer_inst.best_split_points.get(idx=0,
suffix=suffix)
return best_splits
"""
Computing functions
"""
def get_node_map(self, nodes: List[Node], left_node_only=True):
node_map = {}
idx = 0
for node in nodes:
if node.id != 0 and (not node.is_left_node and left_node_only):
continue
node_map[node.id] = idx
idx += 1
return node_map
def get_grad_hess_sum(self, grad_and_hess_table):
LOGGER.info("calculate the sum of grad and hess")
grad, hess = grad_and_hess_table.reduce(lambda value1, value2: (value1[
0] + value2[0], value1[1] + value2[1]))
return grad, hess
def get_local_histogram(self, cur_to_split: List[Node], g_h,
table_with_assign, split_points, sparse_point,
valid_feature):
LOGGER.info("start to get node histograms")
node_map = self.get_node_map(nodes=cur_to_split)
histograms = FeatureHistogram.calculate_histogram(
table_with_assign, g_h, split_points, sparse_point, valid_feature,
node_map, self.use_missing, self.zero_as_missing)
hist_bags = []
for hist_list in histograms:
hist_bags.append(HistogramBag(hist_list))
return hist_bags
def get_left_node_local_histogram(self, cur_nodes: List[Node],
tree: List[Node], g_h, table_with_assign,
split_points, sparse_point,
valid_feature):
node_map = self.get_node_map(cur_nodes, left_node_only=True)
LOGGER.info("start to get node histograms")
histograms = self.hist_computer.calculate_histogram(
table_with_assign, g_h, split_points, sparse_point, valid_feature,
node_map, self.use_missing, self.zero_as_missing)
hist_bags = []
for hist_list in histograms:
hist_bags.append(HistogramBag(hist_list))
left_nodes = []
for node in cur_nodes:
if node.is_left_node or node.id == 0:
left_nodes.append(node)
# set histogram id and parent histogram id
for node, hist_bag in zip(left_nodes, hist_bags):
# LOGGER.debug('node id {}, node parent id {}, cur tree {}'.format(node.id, node.parent_nodeid, len(tree)))
hist_bag.hid = node.id
hist_bag.p_hid = node.parent_nodeid
return hist_bags
"""
Tree Updating
"""
def update_tree(self, cur_to_split: List[Node],
split_info: List[SplitInfo]):
"""
update current tree structure
----------
split_info
"""
LOGGER.debug('updating tree_node, cur layer has {} node'.format(
len(cur_to_split)))
next_layer_node = []
assert len(cur_to_split) == len(split_info)
for idx in range(len(cur_to_split)):
sum_grad = cur_to_split[idx].sum_grad
sum_hess = cur_to_split[idx].sum_hess
if split_info[idx].best_fid is None or split_info[
idx].gain <= self.min_impurity_split + consts.FLOAT_ZERO:
cur_to_split[idx].is_leaf = True
self.tree_node.append(cur_to_split[idx])
continue
cur_to_split[idx].fid = split_info[idx].best_fid
cur_to_split[idx].bid = split_info[idx].best_bid
cur_to_split[idx].missing_dir = split_info[idx].missing_dir
p_id = cur_to_split[idx].id
l_id, r_id = self.tree_node_num + 1, self.tree_node_num + 2
cur_to_split[idx].left_nodeid, cur_to_split[
idx].right_nodeid = l_id, r_id
self.tree_node_num += 2
l_g, l_h = split_info[idx].sum_grad, split_info[idx].sum_hess
# create new left node and new right node
left_node = Node(id=l_id,
sitename=self.sitename,
sum_grad=l_g,
sum_hess=l_h,
weight=self.splitter.node_weight(l_g, l_h),
parent_nodeid=p_id,
sibling_nodeid=r_id,
is_left_node=True)
right_node = Node(id=r_id,
sitename=self.sitename,
sum_grad=sum_grad - l_g,
sum_hess=sum_hess - l_h,
weight=self.splitter.node_weight(
sum_grad - l_g, sum_hess - l_h),
parent_nodeid=p_id,
sibling_nodeid=l_id,
is_left_node=False)
next_layer_node.append(left_node)
next_layer_node.append(right_node)
self.tree_node.append(cur_to_split[idx])
self.update_feature_importance(split_info[idx],
record_site_name=False)
return next_layer_node
@staticmethod
def assign_an_instance(row, tree: List[Node], bin_sparse_point,
use_missing, use_zero_as_missing):
leaf_status, nodeid = row[1]
node = tree[nodeid]
if node.is_leaf:
return node.id
data_inst = row[0]
new_layer_nodeid = DecisionTree.go_next_layer(
node,
data_inst,
use_missing,
use_zero_as_missing,
bin_sparse_point=bin_sparse_point)
return 1, new_layer_nodeid
def assign_instances_to_new_node(self, table_with_assignment,
tree_node: List[Node]):
LOGGER.debug('re-assign instance to new nodes')
assign_method = functools.partial(
self.assign_an_instance,
tree=tree_node,
bin_sparse_point=self.bin_sparse_points,
use_missing=self.use_missing,
use_zero_as_missing=self.zero_as_missing)
assign_result = table_with_assignment.mapValues(assign_method)
leaf_val = assign_result.filter(
lambda key, value: isinstance(value, tuple) is False)
assign_result = assign_result.subtractByKey(leaf_val)
return assign_result, leaf_val
def update_instances_node_positions(self, ):
return self.data_bin.join(self.inst2node_idx, lambda inst, assignment:
(inst, assignment))
"""
Pre/Post process
"""
@staticmethod
def get_node_sample_weights(inst2node, tree_node: List[Node]):
"""
get samples' weights which correspond to its node assignment
"""
func = functools.partial(lambda inst, nodes: nodes[inst[1]].weight,
nodes=tree_node)
return inst2node.mapValues(func)
def convert_bin_to_real(self):
"""
convert current bid in tree nodes to real value
"""
for node in self.tree_node:
if not node.is_leaf:
node.bid = self.bin_split_points[node.fid][node.bid]
def assign_instance_to_root_node(self, data_bin, root_node_id):
return data_bin.mapValues(lambda inst: (1, root_node_id))
def init_root_node_and_gh_sum(self):
# compute local g_sum and h_sum
g_sum, h_sum = self.get_grad_hess_sum(self.g_h)
# get aggregated root info
self.aggregator.send_local_root_node_info(g_sum,
h_sum,
suffix=('root_node_sync1',
self.epoch_idx))
g_h_dict = self.aggregator.get_aggregated_root_info(
suffix=('root_node_sync2', self.epoch_idx))
global_g_sum, global_h_sum = g_h_dict['g_sum'], g_h_dict['h_sum']
# initialize node
root_node = Node(id=0,
sitename=consts.GUEST,
sum_grad=global_g_sum,
sum_hess=global_h_sum,
weight=self.splitter.node_weight(
global_g_sum, global_h_sum))
self.cur_layer_node = [root_node]
"""
Memory backend functions
"""
def get_g_h_arr(self):
g_, h_ = [], []
for id_, gh in self.g_h.collect():
g_.append(gh[0])
h_.append(gh[1])
g_, h_ = np.array(g_).astype(np.float32), np.array(h_).astype(
np.float32)
return g_, h_
def init_node2index(self, sample_num):
root_sample_idx = np.array([i for i in range(sample_num)
]).astype(np.uint32)
return root_sample_idx
def init_memory_hist_builder(self, g, h, bin_data, bin_num):
if len(g.shape) == 2: # mo case
idx_end = g.shape[1]
for i in range(0, idx_end):
g_arr = np.ascontiguousarray(g[::, i], dtype=np.float32)
h_arr = np.ascontiguousarray(h[::, i], dtype=np.float32)
hist_builder = HistogramBuilder(bin_data, bin_num, g_arr,
h_arr, False)
self.memory_hist_builder_list.append(hist_builder)
else:
self.memory_hist_builder_list.append(
HistogramBuilder(bin_data, bin_num, g, h, False))
def sklearn_compute_agg_hist(self, data_indices):
hist = []
for memory_hist_builder in self.memory_hist_builder_list:
hist_memory_view = memory_hist_builder.compute_histograms_brute(
data_indices)
hist_arr = np.array(hist_memory_view)
g = hist_arr['sum_gradients'].cumsum(axis=1)
h = hist_arr['sum_hessians'].cumsum(axis=1)
count = hist_arr['count'].cumsum(axis=1)
final_hist = []
for feat_idx in range(len(g)):
arr = np.array([g[feat_idx], h[feat_idx],
count[feat_idx]]).transpose()
final_hist.append(arr)
hist.append(np.array(final_hist))
# non-mo case, return nd array
if len(hist) == 1:
return hist[0]
# handle mo case, return list
multi_dim_g, multi_dim_h, count = None, None, None
for dimension_hist in hist:
cur_g, cur_h = dimension_hist[::, ::, 0], dimension_hist[::, ::, 1]
cur_g = cur_g.reshape(cur_g.shape[0], cur_g.shape[1], 1)
cur_h = cur_h.reshape(cur_h.shape[0], cur_h.shape[1], 1)
if multi_dim_g is None and multi_dim_h is None:
multi_dim_g = cur_g
multi_dim_h = cur_h
else:
multi_dim_g = np.concatenate([multi_dim_g, cur_g], axis=-1)
multi_dim_h = np.concatenate([multi_dim_h, cur_h], axis=-1)
if count is None:
count = dimension_hist[::, ::, 2]
# is a slow realization, to improve
rs = []
for feat_g, feat_h, feat_c in zip(multi_dim_g, multi_dim_h, count):
feat_hist = [[g_arr, h_arr, c]
for g_arr, h_arr, c in zip(feat_g, feat_h, feat_c)]
rs.append(feat_hist)
return rs
def assign_arr_inst(self,
node,
data_arr,
data_indices,
missing_bin_index=None):
# a fast inst assign using memory computing
inst = data_arr[data_indices]
fid = node.fid
bid = node.bid
decision = inst[::, fid] <= bid
if self.use_missing and missing_bin_index is not None:
missing_dir = True if node.missing_dir == -1 else False
missing_samples = (inst[::, fid] == missing_bin_index)
decision[missing_samples] = missing_dir
left_samples = data_indices[decision]
right_samples = data_indices[~decision]
return left_samples, right_samples
"""
Fit & Predict
"""
def memory_fit(self):
"""
fitting using memory backend
"""
LOGGER.info('begin to fit h**o decision tree, epoch {}, tree idx {},'
'running on memory backend'.format(self.epoch_idx,
self.tree_idx))
self.init_root_node_and_gh_sum()
g, h = self.get_g_h_arr()
self.init_memory_hist_builder(g, h, self.arr_bin_data, self.bin_num +
self.use_missing) # last missing bin
root_indices = self.init_node2index(len(self.arr_bin_data))
self.cur_layer_node[0].inst_indices = root_indices # root node
tree_height = self.max_depth + 1 # non-leaf node height + 1 layer leaf
for dep in range(tree_height):
if dep + 1 == tree_height:
for node in self.cur_layer_node:
node.is_leaf = True
self.tree_node.append(node)
break
self.sync_cur_layer_node_num(len(self.cur_layer_node),
suffix=(dep, self.epoch_idx,
self.tree_idx))
node_map = self.get_node_map(self.cur_layer_node)
node_hists = []
for batch_id, i in enumerate(
range(0, len(self.cur_layer_node), self.max_split_nodes)):
cur_to_split = self.cur_layer_node[i:i + self.max_split_nodes]
for node in cur_to_split:
if node.id in node_map:
hist = self.sklearn_compute_agg_hist(node.inst_indices)
hist_bag = HistogramBag(hist)
hist_bag.hid = node.id
hist_bag.p_hid = node.parent_nodeid
node_hists.append(hist_bag)
self.sync_local_node_histogram(node_hists,
suffix=(batch_id, dep,
self.epoch_idx,
self.tree_idx))
node_hists = []
split_info = self.sync_best_splits(suffix=(dep, self.epoch_idx))
new_layer_node = self.update_tree(self.cur_layer_node, split_info)
node2inst_idx = []
for node in self.cur_layer_node:
if node.is_leaf:
continue
l, r = self.assign_arr_inst(node,
self.arr_bin_data,
node.inst_indices,
missing_bin_index=self.bin_num)
node2inst_idx.append(l)
node2inst_idx.append(r)
assert len(node2inst_idx) == len(new_layer_node)
for node, indices in zip(new_layer_node, node2inst_idx):
node.inst_indices = indices
self.cur_layer_node = new_layer_node
sample_indices, weights = [], []
for node in self.tree_node:
if node.is_leaf:
sample_indices += list(node.inst_indices)
weights += [node.weight] * len(node.inst_indices)
else:
node.bid = self.bin_split_points[node.fid][int(node.bid)]
# post-processing of memory backend fit
sample_id = self.sample_id_arr[sample_indices]
self.leaf_count = {}
for node in self.tree_node:
if node.is_leaf:
self.leaf_count[node.id] = len(node.inst_indices)
LOGGER.debug('leaf count is {}'.format(self.leaf_count))
sample_id_type = type(self.g_h.take(1)[0][0])
self.sample_weights = session.parallelize(
[(sample_id_type(id_), weight)
for id_, weight in zip(sample_id, weights)],
include_key=True,
partition=self.data_bin.partitions)
def fit(self):
"""
start to fit
"""
LOGGER.info('begin to fit h**o decision tree, epoch {}, tree idx {},'
'running on distributed backend'.format(
self.epoch_idx, self.tree_idx))
self.init_root_node_and_gh_sum()
LOGGER.debug('assign samples to root node')
self.inst2node_idx = self.assign_instance_to_root_node(
self.data_bin, 0)
tree_height = self.max_depth + 1 # non-leaf node height + 1 layer leaf
for dep in range(tree_height):
if dep + 1 == tree_height:
for node in self.cur_layer_node:
node.is_leaf = True
self.tree_node.append(node)
rest_sample_leaf_pos = self.inst2node_idx.mapValues(
lambda x: x[1])
if self.sample_leaf_pos is None:
self.sample_leaf_pos = rest_sample_leaf_pos
else:
self.sample_leaf_pos = self.sample_leaf_pos.union(
rest_sample_leaf_pos)
# stop fitting
break
LOGGER.debug('start to fit layer {}'.format(dep))
table_with_assignment = self.update_instances_node_positions()
# send current layer node number:
self.sync_cur_layer_node_num(len(self.cur_layer_node),
suffix=(dep, self.epoch_idx,
self.tree_idx))
split_info, agg_histograms = [], []
for batch_id, i in enumerate(
range(0, len(self.cur_layer_node), self.max_split_nodes)):
cur_to_split = self.cur_layer_node[i:i + self.max_split_nodes]
node_map = self.get_node_map(nodes=cur_to_split)
LOGGER.debug('node map is {}'.format(node_map))
LOGGER.debug(
'computing histogram for batch{} at depth{}'.format(
batch_id, dep))
local_histogram = self.get_left_node_local_histogram(
cur_nodes=cur_to_split,
tree=self.tree_node,
g_h=self.g_h,
table_with_assign=table_with_assignment,
split_points=self.bin_split_points,
sparse_point=self.bin_sparse_points,
valid_feature=self.valid_features)
LOGGER.debug(
'federated finding best splits for batch{} at layer {}'.
format(batch_id, dep))
self.sync_local_node_histogram(local_histogram,
suffix=(batch_id, dep,
self.epoch_idx,
self.tree_idx))
agg_histograms += local_histogram
split_info = self.sync_best_splits(suffix=(dep, self.epoch_idx))
LOGGER.debug('got best splits from arbiter')
new_layer_node = self.update_tree(self.cur_layer_node, split_info)
self.cur_layer_node = new_layer_node
self.inst2node_idx, leaf_val = self.assign_instances_to_new_node(
table_with_assignment, self.tree_node)
# record leaf val
if self.sample_leaf_pos is None:
self.sample_leaf_pos = leaf_val
else:
self.sample_leaf_pos = self.sample_leaf_pos.union(leaf_val)
LOGGER.debug('assigning instance to new nodes done')
self.convert_bin_to_real()
self.sample_weights_post_process()
LOGGER.debug('fitting tree done')
def traverse_tree(self, data_inst: Instance, tree: List[Node], use_missing,
zero_as_missing):
nid = 0 # root node id
while True:
if tree[nid].is_leaf:
return tree[nid].weight
nid = DecisionTree.go_next_layer(tree[nid], data_inst, use_missing,
zero_as_missing)
def predict(self, data_inst):
LOGGER.debug('tree start to predict')
traverse_tree = functools.partial(
self.traverse_tree,
tree=self.tree_node,
use_missing=self.use_missing,
zero_as_missing=self.zero_as_missing,
)
predicted_weights = data_inst.mapValues(traverse_tree)
return predicted_weights
"""
Model Outputs
"""
def get_model_meta(self):
model_meta = DecisionTreeModelMeta()
model_meta.criterion_meta.CopyFrom(
CriterionMeta(criterion_method=self.criterion_method,
criterion_param=self.criterion_params))
model_meta.max_depth = self.max_depth
model_meta.min_sample_split = self.min_sample_split
model_meta.min_impurity_split = self.min_impurity_split
model_meta.min_leaf_node = self.min_leaf_node
model_meta.use_missing = self.use_missing
model_meta.zero_as_missing = self.zero_as_missing
return model_meta
def set_model_meta(self, model_meta):
self.max_depth = model_meta.max_depth
self.min_sample_split = model_meta.min_sample_split
self.min_impurity_split = model_meta.min_impurity_split
self.min_leaf_node = model_meta.min_leaf_node
self.criterion_method = model_meta.criterion_meta.criterion_method
self.criterion_params = list(model_meta.criterion_meta.criterion_param)
self.use_missing = model_meta.use_missing
self.zero_as_missing = model_meta.zero_as_missing
def get_model_param(self):
model_param = DecisionTreeModelParam()
for node in self.tree_node:
weight, mo_weight = self.mo_weight_extract(node)
model_param.tree_.add(id=node.id,
sitename=self.role,
fid=node.fid,
bid=node.bid,
weight=weight,
is_leaf=node.is_leaf,
left_nodeid=node.left_nodeid,
right_nodeid=node.right_nodeid,
missing_dir=node.missing_dir,
mo_weight=mo_weight)
model_param.leaf_count.update(self.leaf_count)
return model_param
def set_model_param(self, model_param):
self.tree_node = []
for node_param in model_param.tree_:
weight = self.mo_weight_load(node_param)
_node = Node(id=node_param.id,
sitename=node_param.sitename,
fid=node_param.fid,
bid=node_param.bid,
weight=weight,
is_leaf=node_param.is_leaf,
left_nodeid=node_param.left_nodeid,
right_nodeid=node_param.right_nodeid,
missing_dir=node_param.missing_dir)
self.tree_node.append(_node)
def get_model(self):
model_meta = self.get_model_meta()
model_param = self.get_model_param()
return model_meta, model_param
def load_model(self, model_meta=None, model_param=None):
LOGGER.info("load tree model")
self.set_model_meta(model_meta)
self.set_model_param(model_param)
def compute_best_splits(self, *args):
# not implemented in h**o tree
pass
def initialize_root_node(self, *args):
# not implemented in h**o tree
pass
def __init__(self,
tree_param: DecisionTreeParam,
data_bin=None,
bin_split_points: np.array = None,
bin_sparse_point=None,
g_h=None,
valid_feature: dict = None,
epoch_idx: int = None,
role: str = None,
tree_idx: int = None,
flow_id: int = None,
mode='train'):
"""
Parameters
----------
tree_param: decision tree parameter object
data_bin binned: data instance
bin_split_points: data split points
bin_sparse_point: sparse data point
g_h computed: g val and h val of instances
valid_feature: dict points out valid features {valid:true,invalid:false}
epoch_idx: current epoch index
role: host or guest
flow_id: flow id
mode: train / predict
"""
super(HomoDecisionTreeClient, self).__init__(tree_param)
self.splitter = Splitter(self.criterion_method, self.criterion_params,
self.min_impurity_split,
self.min_sample_split, self.min_leaf_node)
self.data_bin = data_bin
self.g_h = g_h
self.bin_split_points = bin_split_points
self.bin_sparse_points = bin_sparse_point
self.epoch_idx = epoch_idx
self.tree_idx = tree_idx
# check max_split_nodes
if self.max_split_nodes != 0 and self.max_split_nodes % 2 == 1:
self.max_split_nodes += 1
LOGGER.warning(
'an even max_split_nodes value is suggested '
'when using histogram-subtraction, max_split_nodes reset to {}'
.format(self.max_split_nodes))
self.transfer_inst = HomoDecisionTreeTransferVariable()
"""
initializing here
"""
self.valid_features = valid_feature
self.tree_node = [] # start from root node
self.tree_node_num = 0
self.cur_layer_node = []
self.runtime_idx = 0
self.sitename = consts.GUEST
self.feature_importance = {}
# secure aggregator, class SecureBoostClientAggregator
if mode == 'train':
self.role = role
self.set_flowid(flow_id)
self.aggregator = DecisionTreeClientAggregator(verbose=False)
elif mode == 'predict':
self.role, self.aggregator = None, None
class HomoDecisionTreeClient(DecisionTree):
def __init__(self,
tree_param: DecisionTreeParam,
data_bin=None,
bin_split_points: np.array = None,
bin_sparse_point=None,
g_h=None,
valid_feature: dict = None,
epoch_idx: int = None,
role: str = None,
tree_idx: int = None,
flow_id: int = None,
mode='train'):
"""
Parameters
----------
tree_param: decision tree parameter object
data_bin binned: data instance
bin_split_points: data split points
bin_sparse_point: sparse data point
g_h computed: g val and h val of instances
valid_feature: dict points out valid features {valid:true,invalid:false}
epoch_idx: current epoch index
role: host or guest
flow_id: flow id
mode: train / predict
"""
super(HomoDecisionTreeClient, self).__init__(tree_param)
self.splitter = Splitter(self.criterion_method, self.criterion_params,
self.min_impurity_split,
self.min_sample_split, self.min_leaf_node)
self.data_bin = data_bin
self.g_h = g_h
self.bin_split_points = bin_split_points
self.bin_sparse_points = bin_sparse_point
self.epoch_idx = epoch_idx
self.tree_idx = tree_idx
# check max_split_nodes
if self.max_split_nodes != 0 and self.max_split_nodes % 2 == 1:
self.max_split_nodes += 1
LOGGER.warning(
'an even max_split_nodes value is suggested '
'when using histogram-subtraction, max_split_nodes reset to {}'
.format(self.max_split_nodes))
self.transfer_inst = HomoDecisionTreeTransferVariable()
"""
initializing here
"""
self.valid_features = valid_feature
self.tree_node = [] # start from root node
self.tree_node_num = 0
self.cur_layer_node = []
self.runtime_idx = 0
self.sitename = consts.GUEST
self.feature_importance = {}
# secure aggregator, class SecureBoostClientAggregator
if mode == 'train':
self.role = role
self.set_flowid(flow_id)
self.aggregator = DecisionTreeClientAggregator(verbose=False)
elif mode == 'predict':
self.role, self.aggregator = None, None
def set_flowid(self, flowid=0):
LOGGER.info("set flowid, flowid is {}".format(flowid))
self.transfer_inst.set_flowid(flowid)
"""
Federation functions
"""
def sync_local_node_histogram(self, acc_histogram: List[HistogramBag],
suffix):
# sending local histogram
self.aggregator.send_histogram(acc_histogram, suffix=suffix)
LOGGER.debug('local histogram sent at layer {}'.format(suffix[0]))
def sync_cur_layer_node_num(self, node_num, suffix):
self.transfer_inst.cur_layer_node_num.remote(node_num,
role=consts.ARBITER,
idx=-1,
suffix=suffix)
def sync_best_splits(self, suffix) -> List[SplitInfo]:
best_splits = self.transfer_inst.best_split_points.get(idx=0,
suffix=suffix)
return best_splits
"""
Computing functions
"""
def get_node_map(self, nodes: List[Node], left_node_only=True):
node_map = {}
idx = 0
for node in nodes:
if node.id != 0 and (not node.is_left_node and left_node_only):
continue
node_map[node.id] = idx
idx += 1
return node_map
def get_grad_hess_sum(self, grad_and_hess_table):
LOGGER.info("calculate the sum of grad and hess")
grad, hess = grad_and_hess_table.reduce(lambda value1, value2: (value1[
0] + value2[0], value1[1] + value2[1]))
return grad, hess
def get_local_histogram(self, cur_to_split: List[Node], g_h,
table_with_assign, split_points, sparse_point,
valid_feature):
LOGGER.info("start to get node histograms")
node_map = self.get_node_map(nodes=cur_to_split)
histograms = FeatureHistogram.calculate_histogram(
table_with_assign, g_h, split_points, sparse_point, valid_feature,
node_map, self.use_missing, self.zero_as_missing)
hist_bags = []
for hist_list in histograms:
hist_bags.append(HistogramBag(hist_list))
return hist_bags
def get_left_node_local_histogram(self, cur_nodes: List[Node],
tree: List[Node], g_h, table_with_assign,
split_points, sparse_point,
valid_feature):
node_map = self.get_node_map(cur_nodes, left_node_only=True)
LOGGER.info("start to get node histograms")
histograms = FeatureHistogram.calculate_histogram(
table_with_assign, g_h, split_points, sparse_point, valid_feature,
node_map, self.use_missing, self.zero_as_missing)
hist_bags = []
for hist_list in histograms:
hist_bags.append(HistogramBag(hist_list))
left_nodes = []
for node in cur_nodes:
if node.is_left_node or node.id == 0:
left_nodes.append(node)
# set histogram id and parent histogram id
for node, hist_bag in zip(left_nodes, hist_bags):
# LOGGER.debug('node id {}, node parent id {}, cur tree {}'.format(node.id, node.parent_nodeid, len(tree)))
hist_bag.hid = node.id
hist_bag.p_hid = node.parent_nodeid
return hist_bags
"""
Tree Updating
"""
def update_tree(self, cur_to_split: List[Node],
split_info: List[SplitInfo]):
"""
update current tree structure
----------
split_info
"""
LOGGER.debug('updating tree_node, cur layer has {} node'.format(
len(cur_to_split)))
next_layer_node = []
assert len(cur_to_split) == len(split_info)
for idx in range(len(cur_to_split)):
sum_grad = cur_to_split[idx].sum_grad
sum_hess = cur_to_split[idx].sum_hess
if split_info[idx].best_fid is None or split_info[
idx].gain <= self.min_impurity_split + consts.FLOAT_ZERO:
cur_to_split[idx].is_leaf = True
self.tree_node.append(cur_to_split[idx])
continue
cur_to_split[idx].fid = split_info[idx].best_fid
cur_to_split[idx].bid = split_info[idx].best_bid
cur_to_split[idx].missing_dir = split_info[idx].missing_dir
p_id = cur_to_split[idx].id
l_id, r_id = self.tree_node_num + 1, self.tree_node_num + 2
cur_to_split[idx].left_nodeid, cur_to_split[
idx].right_nodeid = l_id, r_id
self.tree_node_num += 2
l_g, l_h = split_info[idx].sum_grad, split_info[idx].sum_hess
# create new left node and new right node
left_node = Node(id=l_id,
sitename=self.sitename,
sum_grad=l_g,
sum_hess=l_h,
weight=self.splitter.node_weight(l_g, l_h),
parent_nodeid=p_id,
sibling_nodeid=r_id,
is_left_node=True)
right_node = Node(id=r_id,
sitename=self.sitename,
sum_grad=sum_grad - l_g,
sum_hess=sum_hess - l_h,
weight=self.splitter.node_weight(
sum_grad - l_g, sum_hess - l_h),
parent_nodeid=p_id,
sibling_nodeid=l_id,
is_left_node=False)
next_layer_node.append(left_node)
next_layer_node.append(right_node)
self.tree_node.append(cur_to_split[idx])
self.update_feature_importance(split_info[idx],
record_site_name=False)
return next_layer_node
@staticmethod
def assign_a_instance(row, tree: List[Node], bin_sparse_point, use_missing,
use_zero_as_missing):
leaf_status, nodeid = row[1]
node = tree[nodeid]
if node.is_leaf:
return node.weight
fid = node.fid
bid = node.bid
missing_dir = node.missing_dir
missing_val = False
if use_zero_as_missing:
if row[0].features.get_data(fid, None) is None or \
row[0].features.get_data(fid) == NoneType():
missing_val = True
elif use_missing and row[0].features.get_data(fid) == NoneType():
missing_val = True
if missing_val:
if missing_dir == 1:
return 1, tree[nodeid].right_nodeid
else:
return 1, tree[nodeid].left_nodeid
else:
if row[0].features.get_data(fid, bin_sparse_point[fid]) <= bid:
return 1, tree[nodeid].left_nodeid
else:
return 1, tree[nodeid].right_nodeid
def assign_instances_to_new_node(self, table_with_assignment,
tree_node: List[Node]):
LOGGER.debug('re-assign instance to new nodes')
assign_method = functools.partial(
self.assign_a_instance,
tree=tree_node,
bin_sparse_point=self.bin_sparse_points,
use_missing=self.use_missing,
use_zero_as_missing=self.zero_as_missing)
assign_result = table_with_assignment.mapValues(assign_method)
leaf_val = assign_result.filter(
lambda key, value: isinstance(value, tuple) is False)
assign_result = assign_result.subtractByKey(leaf_val)
return assign_result, leaf_val
def update_instances_node_positions(self, ):
return self.data_bin.join(self.inst2node_idx, lambda inst, assignment:
(inst, assignment))
"""
Pre/Post process
"""
@staticmethod
def get_node_sample_weights(inst2node, tree_node: List[Node]):
"""
get samples' weights which correspond to its node assignment
"""
func = functools.partial(lambda inst, nodes: nodes[inst[1]].weight,
nodes=tree_node)
return inst2node.mapValues(func)
def get_feature_importance(self):
return self.feature_importance
def convert_bin_to_real(self):
"""
convert current bid in tree nodes to real value
"""
for node in self.tree_node:
if not node.is_leaf:
node.bid = self.bin_split_points[node.fid][node.bid]
def assign_instance_to_root_node(self, data_bin, root_node_id):
return data_bin.mapValues(lambda inst: (1, root_node_id))
"""
Fit & Predict
"""
def fit(self):
"""
start to fit
"""
LOGGER.info(
'begin to fit h**o decision tree, epoch {}, tree idx {}'.format(
self.epoch_idx, self.tree_idx))
# compute local g_sum and h_sum
g_sum, h_sum = self.get_grad_hess_sum(self.g_h)
# get aggregated root info
self.aggregator.send_local_root_node_info(g_sum,
h_sum,
suffix=('root_node_sync1',
self.epoch_idx))
g_h_dict = self.aggregator.get_aggregated_root_info(
suffix=('root_node_sync2', self.epoch_idx))
global_g_sum, global_h_sum = g_h_dict['g_sum'], g_h_dict['h_sum']
# initialize node
root_node = Node(id=0,
sitename=consts.GUEST,
sum_grad=global_g_sum,
sum_hess=global_h_sum,
weight=self.splitter.node_weight(
global_g_sum, global_h_sum))
self.cur_layer_node = [root_node]
LOGGER.debug('assign samples to root node')
self.inst2node_idx = self.assign_instance_to_root_node(
self.data_bin, 0)
tree_height = self.max_depth + 1 # non-leaf node height + 1 layer leaf
for dep in range(tree_height):
if dep + 1 == tree_height:
for node in self.cur_layer_node:
node.is_leaf = True
self.tree_node.append(node)
rest_sample_weights = self.get_node_sample_weights(
self.inst2node_idx, self.tree_node)
if self.sample_weights is None:
self.sample_weights = rest_sample_weights
else:
self.sample_weights = self.sample_weights.union(
rest_sample_weights)
# stop fitting
break
LOGGER.debug('start to fit layer {}'.format(dep))
table_with_assignment = self.update_instances_node_positions()
# send current layer node number:
self.sync_cur_layer_node_num(len(self.cur_layer_node),
suffix=(dep, self.epoch_idx,
self.tree_idx))
split_info, agg_histograms = [], []
for batch_id, i in enumerate(
range(0, len(self.cur_layer_node), self.max_split_nodes)):
cur_to_split = self.cur_layer_node[i:i + self.max_split_nodes]
node_map = self.get_node_map(nodes=cur_to_split)
LOGGER.debug('node map is {}'.format(node_map))
LOGGER.debug(
'computing histogram for batch{} at depth{}'.format(
batch_id, dep))
local_histogram = self.get_left_node_local_histogram(
cur_nodes=cur_to_split,
tree=self.tree_node,
g_h=self.g_h,
table_with_assign=table_with_assignment,
split_points=self.bin_split_points,
sparse_point=self.bin_sparse_points,
valid_feature=self.valid_features)
LOGGER.debug(
'federated finding best splits for batch{} at layer {}'.
format(batch_id, dep))
self.sync_local_node_histogram(local_histogram,
suffix=(batch_id, dep,
self.epoch_idx,
self.tree_idx))
agg_histograms += local_histogram
split_info = self.sync_best_splits(suffix=(dep, self.epoch_idx))
LOGGER.debug('got best splits from arbiter')
new_layer_node = self.update_tree(self.cur_layer_node, split_info)
self.cur_layer_node = new_layer_node
self.inst2node_idx, leaf_val = self.assign_instances_to_new_node(
table_with_assignment, self.tree_node)
# record leaf val
if self.sample_weights is None:
self.sample_weights = leaf_val
else:
self.sample_weights = self.sample_weights.union(leaf_val)
LOGGER.debug('assigning instance to new nodes done')
self.convert_bin_to_real()
LOGGER.debug('fitting tree done')
def traverse_tree(self, data_inst: Instance, tree: List[Node], use_missing,
zero_as_missing):
nid = 0 # root node id
while True:
if tree[nid].is_leaf:
return tree[nid].weight
cur_node = tree[nid]
fid, bid = cur_node.fid, cur_node.bid
missing_dir = cur_node.missing_dir
if use_missing and zero_as_missing:
if data_inst.features.get_data(fid) == NoneType(
) or data_inst.features.get_data(fid, None) is None:
nid = tree[nid].right_nodeid if missing_dir == 1 else tree[
nid].left_nodeid
elif data_inst.features.get_data(
fid) <= bid + consts.FLOAT_ZERO:
nid = tree[nid].left_nodeid
else:
nid = tree[nid].right_nodeid
elif data_inst.features.get_data(fid) == NoneType():
nid = tree[nid].right_nodeid if missing_dir == 1 else tree[
nid].left_nodeid
elif data_inst.features.get_data(fid,
0) <= bid + consts.FLOAT_ZERO:
nid = tree[nid].left_nodeid
else:
nid = tree[nid].right_nodeid
def predict(self, data_inst):
LOGGER.debug('tree start to predict')
traverse_tree = functools.partial(
self.traverse_tree,
tree=self.tree_node,
use_missing=self.use_missing,
zero_as_missing=self.zero_as_missing,
)
predicted_weights = data_inst.mapValues(traverse_tree)
return predicted_weights
"""
Model Outputs
"""
def get_model_meta(self):
model_meta = DecisionTreeModelMeta()
model_meta.criterion_meta.CopyFrom(
CriterionMeta(criterion_method=self.criterion_method,
criterion_param=self.criterion_params))
model_meta.max_depth = self.max_depth
model_meta.min_sample_split = self.min_sample_split
model_meta.min_impurity_split = self.min_impurity_split
model_meta.min_leaf_node = self.min_leaf_node
model_meta.use_missing = self.use_missing
model_meta.zero_as_missing = self.zero_as_missing
return model_meta
def set_model_meta(self, model_meta):
self.max_depth = model_meta.max_depth
self.min_sample_split = model_meta.min_sample_split
self.min_impurity_split = model_meta.min_impurity_split
self.min_leaf_node = model_meta.min_leaf_node
self.criterion_method = model_meta.criterion_meta.criterion_method
self.criterion_params = list(model_meta.criterion_meta.criterion_param)
self.use_missing = model_meta.use_missing
self.zero_as_missing = model_meta.zero_as_missing
def get_model_param(self):
model_param = DecisionTreeModelParam()
for node in self.tree_node:
model_param.tree_.add(id=node.id,
sitename=self.role,
fid=node.fid,
bid=node.bid,
weight=node.weight,
is_leaf=node.is_leaf,
left_nodeid=node.left_nodeid,
right_nodeid=node.right_nodeid,
missing_dir=node.missing_dir)
LOGGER.debug('output tree: epoch_idx:{} tree_idx:{}'.format(
self.epoch_idx, self.tree_idx))
return model_param
def set_model_param(self, model_param):
self.tree_node = []
for node_param in model_param.tree_:
_node = Node(id=node_param.id,
sitename=node_param.sitename,
fid=node_param.fid,
bid=node_param.bid,
weight=node_param.weight,
is_leaf=node_param.is_leaf,
left_nodeid=node_param.left_nodeid,
right_nodeid=node_param.right_nodeid,
missing_dir=node_param.missing_dir)
self.tree_node.append(_node)
def get_model(self):
model_meta = self.get_model_meta()
model_param = self.get_model_param()
return model_meta, model_param
def load_model(self, model_meta=None, model_param=None):
LOGGER.info("load tree model")
self.set_model_meta(model_meta)
self.set_model_param(model_param)
def compute_best_splits(self, *args):
# not implemented in h**o tree
pass
def initialize_root_node(self, *args):
# not implemented in h**o tree
pass
