[SWIG] Add streaming data support + cpp tests

.ci/test.sh

@@ -64,7 +64,7 @@ if [[ $TASK == "lint" ]]; then
     echo "Linting R code"
     Rscript ${BUILD_DIRECTORY}/.ci/lint_r_code.R ${BUILD_DIRECTORY} || exit -1
     echo "Linting C++ code"
-    cpplint --filter=-build/c++11,-build/include_subdir,-build/header_guard,-whitespace/line_length --recursive ./src ./include ./R-package || exit -1
+    cpplint --filter=-build/c++11,-build/include_subdir,-build/header_guard,-whitespace/line_length --recursive ./src ./include ./R-package ./swig || exit -1
     exit 0
 fi
 

include/LightGBM/utils/chunked_array.hpp

@@ -0,0 +1,260 @@
+/*!
+ * Copyright (c) 2021 Microsoft Corporation. All rights reserved.
+ * Licensed under the MIT License. See LICENSE file in the project root for license information.
+ *
+ * Author: Alberto Ferreira
+ */
+#ifndef LIGHTGBM_UTILS_CHUNKED_ARRAY_HPP_
+#define LIGHTGBM_UTILS_CHUNKED_ARRAY_HPP_
+
+#include <LightGBM/utils/log.h>
+
+#include <stdint.h>
+
+#include <algorithm>
+#include <new>
+#include <vector>
+
+
+namespace LightGBM {
+
+/**
+ * Container that manages a dynamic array of fixed-length chunks.
+ *
+ * The class also takes care of allocation & release of the underlying
+ * memory. It can be used with either a high or low-level API.
+ *
+ * The high-level API allocates chunks as needed, manages addresses automatically and keeps
+ * track of number of inserted elements, but is not thread-safe (this is ok as usually input is a streaming iterator).
+ * For parallel input sources the low-level API must be used.
+ *
+ * Note: When using this for `LGBM_DatasetCreateFromMats` use a
+ *       chunk_size multiple of #num_cols for your dataset, so each chunk
+ *       contains "complete" instances.
+ *
+ * === High-level insert API intro ===
+ *
+ * The easiest way to use is:
+ *  0. ChunkedArray(chunk_size)  # Choose appropriate size
+ *  1. add(value)                # as many times as you want (will generate chunks as needed)
+ *  2. data() or void_data()     # retrieves a T** or void** pointer (useful for `LGBM_DatasetCreateFromMats`).
+ *
+ * Useful query methods (all O(1)):
+ *  - get_add_count()   # total count of added elements.
+ *  - get_chunks_count()  # how many chunks are currently allocated.
+ *  - get_current_chunk_added_count()  # for the last add() chunk, how many items there are.
+ *  - get_chunk_size()    # get constant chunk_size from constructor call.
+ *
+ *  With those you can generate int32_t sizes[]. Last chunk can be smaller than chunk_size, so, for any i:
+ *    - sizes[i<last] = get_chunk_size()
+ *    - sizes[i==last] = get_add_count()
+ *
+ *
+ * === Low-level insert API intro ===
+ *
+ * For advanced usage - useful for inserting in parallel - one can also:
+ *  1. call new_chunk() at any time for as many chunks as needed.  (thread-UNsafe)
+ *  2. call setitem(chunk, idx, value) to insert each value.       (thread-safe)
+ *
+ */
+template <class T>
+class ChunkedArray {
+ public:
+    explicit ChunkedArray(size_t chunk_size)
+      : _chunk_size(chunk_size), _last_chunk_idx(0), _last_idx_in_last_chunk(0) {
+      if (chunk_size == 0) {
+        Log::Fatal("ChunkedArray chunk size must be larger than 0!");
+      }
+       new_chunk();
+    }
+
+    ~ChunkedArray() {
+        release();
+    }
+
+    /**
+     * Adds a value to the chunks sequentially.
+     * If the last chunk is full it creates a new one and appends to it.
+     *
+     * @param value value to insert.
+     */
+    void add(T value) {
+        if (!within_bounds(_last_chunk_idx, _last_idx_in_last_chunk)) {
+            new_chunk();
+            ++_last_chunk_idx;
+            _last_idx_in_last_chunk = 0;
+        }
+
+        CHECK_EQ(setitem(_last_chunk_idx, _last_idx_in_last_chunk, value), 0);
+        ++_last_idx_in_last_chunk;
+    }
+
+    /**
+     * @return Number of add() calls.
+     */
+    size_t get_add_count() const {
+        return _last_chunk_idx * _chunk_size + _last_idx_in_last_chunk;
+    }
+
+    /**
+     * @return Number of allocated chunks.
+     */
+    size_t get_chunks_count() const {
+        return _chunks.size();
+    }
+
+    /**
+     * @return Number of elemends add()'ed in the last chunk.
+     */
+    size_t get_last_chunk_add_count() const {
+        return _last_idx_in_last_chunk;
+    }
+
+    /**
+     * Getter for the chunk size set at the constructor.
+     *
+     * @return Return the size of chunks.
+     */
+    size_t get_chunk_size() const {
+        return _chunk_size;
+    }
+
+    /**
+     * Returns the pointer to the raw chunks data.
+     *
+     * @return T** pointer to raw data.
+     */
+    T **data() noexcept {
+        return _chunks.data();
+    }
+
+    /**
+     * Returns the pointer to the raw chunks data, but cast to void**.
+     * This is so ``LGBM_DatasetCreateFromMats`` accepts it.
+     *
+     * @return void** pointer to raw data.
+     */
+    void **data_as_void() noexcept {
+        return reinterpret_cast<void**>(_chunks.data());
+    }
+
+    /**
+     * Coalesces (copies chunked data) to a contiguous array of the same type.
+     * It assumes that ``other`` has enough space to receive that data.
+     *
+     * @param other array with elements T of size >= this->get_add_count().
+     * @param all_valid_addresses
+     *            If true exports values from all valid addresses independently of add() count.
+     *            Otherwise, exports only up to `get_add_count()` addresses.
+     */
+    void coalesce_to(T *other, bool all_valid_addresses = false) const {
+        const size_t full_chunks = this->get_chunks_count() - 1;
+
+        // Copy full chunks:
+        size_t i = 0;
+        for (size_t chunk = 0; chunk < full_chunks; ++chunk) {
+            T* chunk_ptr = _chunks[chunk];
+            for (size_t in_chunk_idx = 0; in_chunk_idx < _chunk_size; ++in_chunk_idx) {
+                other[i++] = chunk_ptr[in_chunk_idx];
+            }
+        }
+        // Copy filled values from last chunk only:
+        const size_t last_chunk_elems_to_copy = all_valid_addresses ? _chunk_size : this->get_last_chunk_add_count();
+        T* chunk_ptr = _chunks[full_chunks];
+        for (size_t in_chunk_idx = 0; in_chunk_idx < last_chunk_elems_to_copy; ++in_chunk_idx) {
+            other[i++] = chunk_ptr[in_chunk_idx];
+        }
+    }
+
+    /**
+     * Return value from array of chunks.
+     *
+     * @param chunk_index index of the chunk
+     * @param index_within_chunk index within chunk
+     * @param on_fail_value sentinel value. If out of bounds returns that value.
+     *
+     * @return pointer or nullptr if index is out of bounds.
+     */
+    T getitem(size_t chunk_index, size_t index_within_chunk, T on_fail_value) const noexcept {
+        if (within_bounds(chunk_index, index_within_chunk))
+            return _chunks[chunk_index][index_within_chunk];
+        else
+            return on_fail_value;
+    }
+
+    /**
+     * Sets the value at a specific address in one of the chunks.
+     *
+     * @param chunk_index index of the chunk
+     * @param index_within_chunk index within chunk
+     * @param value value to store
+     *
+     * @return 0 = success, -1 = out of bounds access.
+     */
+    int setitem(size_t chunk_index, size_t index_within_chunk, T value) noexcept {
+        if (within_bounds(chunk_index, index_within_chunk)) {
+            _chunks[chunk_index][index_within_chunk] = value;
+            return 0;
+        } else {
+            return -1;
+        }
+    }
+
+    /**
+     * To reset storage call this.
+     * Will release existing resources and prepare for reuse.
+     */
+    void clear() noexcept {
+        release();
+        new_chunk();
+    }
+
+    /**
+     * Deletes all the allocated chunks.
+     * Do not use container after this! See ``clear()`` instead.
+     */
+    void release() noexcept {
+        std::for_each(_chunks.begin(), _chunks.end(), [](T* c) { delete[] c; });
+        _chunks.clear();
+        _chunks.shrink_to_fit();
+        _last_chunk_idx = 0;
+        _last_idx_in_last_chunk = 0;
+    }
+
+    /**
+     * As the array is dynamic, checks whether a given address is currently within bounds.
+     *
+     * @param chunk_index index of the chunk
+     * @param index_within_chunk index within that chunk
+     * @return true if that chunk is already allocated and index_within_chunk < chunk size.
+     */
+    inline bool within_bounds(size_t chunk_index, size_t index_within_chunk) const {
+        return (chunk_index < _chunks.size()) && (index_within_chunk < _chunk_size);
+    }
+
+    /**
+     * Adds a new chunk to the array of chunks. Not thread-safe.
+     */
+    void new_chunk() {
+        _chunks.push_back(new (std::nothrow) T[_chunk_size]);
+
+        // Check memory allocation success:
+        if (!_chunks[_chunks.size()-1]) {
+            release();
+            Log::Fatal("Memory exhausted! Cannot allocate new ChunkedArray chunk.");
+        }
+    }
+
+ private:
+    const size_t _chunk_size;
+    std::vector<T*> _chunks;
+
+    // For the add() interface & some of the get_*() queries:
+    size_t _last_chunk_idx;  //<! Index of chunks
+    size_t _last_idx_in_last_chunk;  //<! Index within chunk
+};
+
+
+}  // namespace LightGBM
+
+#endif  // LIGHTGBM_UTILS_CHUNKED_ARRAY_HPP_

swig/ChunkedArray_API_extensions.i

@@ -0,0 +1,23 @@
+/**
+ * Wrap chunked_array.hpp class for SWIG usage.
+ *
+ * Author: Alberto Ferreira
+ */
+
+%{
+#include "../include/LightGBM/utils/chunked_array.hpp"
+%}
+
+%include "../include/LightGBM/utils/chunked_array.hpp"
+
+using LightGBM::ChunkedArray;
+
+%template(int32ChunkedArray) ChunkedArray<int32_t>;
+/* Unfortunately, for the time being,
+ * SWIG has issues generating the overloads to coalesce_to()
+ * for larger integral types
+ * so we won't support that for now:
+ */
+//%template(int64ChunkedArray) ChunkedArray<int64_t>;
+%template(floatChunkedArray) ChunkedArray<float>;
+%template(doubleChunkedArray) ChunkedArray<double>;