leaves
Introduction
leaves is a library implementing prediction code for GBRT (Gradient Boosting Regression Trees) models in pure Go. The goal of the project - make it possible to use models from popular GBRT frameworks in Go programs without C API bindings.
NOTE: Before 1.0.0 release the API is a subject to change.
Features
- General Features:
- support parallel predictions for batches
- support sigmoid, softmax transformation functions
- support getting leaf indices of decision trees
- Support LightGBM (repo) models:
- read models from
textformat and fromJSONformat - support
gbdt,rf(random forest) anddartmodels - support multiclass predictions
- addition optimizations for categorical features (for example, one hot decision rule)
- addition optimizations exploiting only prediction usage
- read models from
- Support XGBoost (repo) models:
- read models from binary format
- support
gbtree,gblinear,dartmodels - support multiclass predictions
- support missing values (
nan)
- Support scikit-learn (repo) tree models (experimental support):
- read models from pickle format (protocol
0) - support
sklearn.ensemble.GradientBoostingClassifier
- read models from pickle format (protocol
Usage examples
In order to start, go get this repository:
go get github.com/dmitryikh/leaves
Minimal example:
package main
import (
"fmt"
"github.com/dmitryikh/leaves"
)
func main() {
// 1. Read model
useTransformation := true
model, err := leaves.LGEnsembleFromFile("lightgbm_model.txt", useTransformation)
if err != nil {
panic(err)
}
// 2. Do predictions!
fvals := []float64{1.0, 2.0, 3.0}
p := model.PredictSingle(fvals, 0)
fmt.Printf("Prediction for %v: %f\n", fvals, p)
}
In order to use XGBoost model, just change leaves.LGEnsembleFromFile, to leaves.XGEnsembleFromFile.
Documentation
Documentation is hosted on godoc (link). Documentation contains complex usage examples and full API reference. Some additional information about usage examples can be found in leaves_test.go.
Compatibility
Most leaves features are tested to be compatible with old and coming versions of GBRT libraries. In compatibility.md one can found detailed report about leaves correctness against different versions of external GBRT libraries.
Some additional information on new features and backward compatibility can be found in NOTES.md.
Benchmark
Below are comparisons of prediction speed on batches (~1000 objects in 1 API call). Hardware: MacBook Pro (15-inch, 2017), 2,9 GHz Intel Core i7, 16 ГБ 2133 MHz LPDDR3. C API implementations were called from python bindings. But large batch size should neglect overhead of python bindings. leaves benchmarks were run by means of golang test framework: go test -bench. See benchmark for mode details on measurments. See testdata/README.md for data preparation pipelines.
Single thread:
| Test Case | Features | Trees | Batch size | C API | leaves |
|---|---|---|---|---|---|
| LightGBM MS LTR | 137 | 500 | 1000 | 49ms | 51ms |
| LightGBM Higgs | 28 | 500 | 1000 | 50ms | 50ms |
| LightGBM KDD Cup 99* | 41 | 1200 | 1000 | 70ms | 85ms |
| XGBoost Higgs | 28 | 500 | 1000 | 44ms | 50ms |
4 threads:
| Test Case | Features | Trees | Batch size | C API | leaves |
|---|---|---|---|---|---|
| LightGBM MS LTR | 137 | 500 | 1000 | 14ms | 14ms |
| LightGBM Higgs | 28 | 500 | 1000 | 14ms | 14ms |
| LightGBM KDD Cup 99* | 41 | 1200 | 1000 | 19ms | 24ms |
| XGBoost Higgs | 28 | 500 | 1000 | ? | 14ms |
(?) - currenly I'm unable to utilize multithreading form XGBoost predictions by means of python bindings
(*) - KDD Cup 99 problem involves continuous and categorical features simultaneously
Limitations
- LightGBM models:
- limited support of transformation functions (support only sigmoid, softmax)
- XGBoost models:
- limited support of transformation functions (support only sigmoid, softmax)
- could be slight divergence between C API predictions vs. leaves because of floating point convertions and comparisons tolerances
- scikit-learn tree models:
- no support transformations functions. Output scores is raw scores (as from
GradientBoostingClassifier.decision_function) - only pickle protocol
0is supported - could be slight divergence between sklearn predictions vs. leaves because of floating point convertions and comparisons tolerances
- no support transformations functions. Output scores is raw scores (as from
Contacts
In case if you are interested in the project or if you have questions, please contact with me by email: khdmitryi at gmail.com
