Function Train

catboost/libs/train_lib/train_model.cpp:376–546

}

static void Train(
    const TTrainModelInternalOptions& internalOptions,
    const TTrainingDataProviders& data,
    ITrainingCallbacks* trainingCallbacks,
    ICustomCallbacks* customCallbacks,
    TLearnContext* ctx,
    TVector<TVector<TVector<double>>>* testMultiApprox // [test][dim][docIdx], can be nullptr if not needed
) {
    TProfileInfo& profile = ctx->Profile;

    TMetricsData metricsData;
    InitializeAndCheckMetricData(internalOptions, data, *ctx, &metricsData);

    const auto onLoadSnapshotCallback = [&] (IInputStream* in) {
        return trainingCallbacks->OnLoadSnapshot(in);
    };

    const bool progressLoaded = ctx->TryLoadProgress(onLoadSnapshotCallback);

    TLoggingData loggingData;
    bool continueTraining;
    ProcessHistoryMetrics(data, *ctx, trainingCallbacks, &metricsData, &loggingData, &continueTraining);

    const bool useBestModel = ctx->OutputOptions.ShrinkModelToBestIteration();
    const bool hasTest = data.GetTestSampleCount() > 0;
    const auto& metrics = metricsData.Metrics;
    auto& errorTracker = metricsData.ErrorTracker;

    if (progressLoaded && ctx->Params.SystemOptions->IsMaster()) {
        MapRestoreApproxFromTreeStruct(
            (hasTest && useBestModel) ? MakeMaybe(errorTracker->GetBestIteration()) : Nothing(),
            ctx);
    }

    if (continueTraining) {
        InitializeSamplingStructures(data, ctx);
    }

    THPTimer timer;

    const auto onSaveSnapshotCallback = [&] (IOutputStream* out) {
        trainingCallbacks->OnSaveSnapshot(NJson::TJsonValue{}, out);
    };

    for (ui32 iter = ctx->LearnProgress->GetCurrentTrainingIterationCount();
         continueTraining && (iter < ctx->Params.BoostingOptions->IterationCount);
         ++iter)

    {
        if (errorTracker && errorTracker->GetIsNeedStop()) {
            LogThatStoppingOccured(*errorTracker);
            break;
        }

        profile.StartNextIteration();

        if (timer.Passed() > ctx->OutputOptions.GetSnapshotSaveInterval()) {
            ctx->SaveProgress(onSaveSnapshotCallback);