Option to store actual model instead of a surrogate-model for GBT-Solutions

[pfleck]

To save memory, a GBT model is not stored directly, but a surrogate-GBT model is stored that holds information to recreate the actual GBT model. However, recreating the GBT model is CPU-intensive. A similar method is also used for random forests.

Currently, we have the option to disable the solution-creation to avoid creating any models. An additional option would be useful, to store the actual model instead of the surrogate-model to avoid re-calculating. This way, the user can choose a trade-off between memory consumption and calculation-effort.

[fholzing]

r15668: Created branch folder

[fholzing]

r15669: Created branch folder

[fholzing]

r15670: Made the solution compile

[fholzing]

r15675: Changed from Boolean to Enum

[fholzing]

r15678: Implemented third option for complete storage

[fholzing]

r15679: Removed backwardscompatibility and changed the level of the decision if surrogate or not into the algorithm (so one level up)

[fholzing]

r15687: Adapted to new trunk-structure

[fholzing]

r15732: Changed ToolTip with new recommendation (see #2890)

[pfleck]

r16158 merged trunk

[pfleck]

Functionality

• Everything works fine: selecting Parameters keeps the file-size small but requires time to re-run the model; selecting Complete increases the filesize drastically but re-running the alg is not required.
• Saving and loading a GBT Solution (Complete or Parameters where model is already created), causes HL to freeze for 2-3 seconds until the file-save/load progress shows.

Code

• Please restore the original coding style (e.g. opening braces in same line in GradientBoostedTreesAlgorithm.cs, GradientBoostedTreesModel.cs and GradientBoostedTreesModelSurrogate.cs)
• Put ModelStorage into namespace HeuristicLab.Algorithms.DataAnalysis.
• Otherwise, the code looks good.

Discussion

• I think the names for the ModelStorage-enum, its values and the CreateSolution Parameter/Setting should be changed. Currently, the concept of "what is created" and the concept of "how it is stored" is mixed. The property-name indicates that we control what results are created, and the property-type indicates that we control how the model is stored. We should find a concise way to address and name those concepts clearly.
• The functionality implemented in this ticket would also very interesting for the RandomForest. Please open a separate ticket for this.

[fholzing]

r16220: Changed formatting to adhere to the coding guidelines

[fholzing]

r16229: Implemented Review-Points (Renamed ModelStorage to ModelCreation and and gave the enum-values better names), also added a more descriptive description.

[fholzing]

Ticket to implement the same behaviour for RandomForest is now available (#2952).

[mkommend]

r17030: Merged all changesets into trunk.

Could not perform a merge because of the issues with our sources folder; instead I reapplied the changes.

[mkommend]

r17031: Deleted branch for GBT Model storage.

[mkommend]

r17032: Adapted comment in ModelCreation enum.

[mkommend]

r17033: Adapted unit test for GBTs.

[mkommend]

r17043: Removed outdated comment in GBTModel.

[mkommend]

r17044: Initialized Lazy object in GBTModelSurrogate.

[pfleck]

If a GBT Solutions using a GradientBoostedTreesModelSurrogate is cloned, the re-training procedure is triggered. This happens, for example, when downloading a Hive Job that contains a GBT Solution.

Recalculation is triggered in the cloning constructor of the ModelSurrogate when accessing the ActualModel property in if (original.ActualModel != null). Using original.actualModel.IsValueCreated instead fixes the problem.

[mkommend]

Thank you Philipp for spotting this error. Could you please change the code to use the IsValueCreated property? The same bug might be present in #2952 as the implementation is closely related to this ticket.

[pfleck]

r17137 Fixed triggering model recalculation when cloning.

[mkommend]

Reviewed and tested r17137.

[gkronber]

r17156: merged r17030, r17032, r17033, r17043, r17044, r17137 from trunk to stable