Method TrainModel

catboost/libs/train_lib/train_model.cpp:776–934

    class TCPUModelTrainer : public IModelTrainer {

        void TrainModel(
            const TTrainModelInternalOptions& internalOptions,
            const NCatboostOptions::TCatBoostOptions& catboostOptions,
            const NCatboostOptions::TOutputFilesOptions& outputOptions,
            const TMaybe<TCustomObjectiveDescriptor>& objectiveDescriptor,
            const TMaybe<TCustomMetricDescriptor>& evalMetricDescriptor,
            TTrainingDataProviders trainingData,
            TMaybe<TPrecomputedOnlineCtrData> precomputedSingleOnlineCtrDataForSingleFold,
            const TLabelConverter& labelConverter,
            ITrainingCallbacks* trainingCallbacks,
            ICustomCallbacks* customCallbacks,
            TMaybe<TFullModel*> initModel,
            THolder<TLearnProgress> initLearnProgress,
            TDataProviders initModelApplyCompatiblePools,
            NPar::ILocalExecutor* localExecutor,
            const TMaybe<TRestorableFastRng64*> rand,
            TFullModel* dstModel,
            const TVector<TEvalResult*>& evalResultPtrs,
            TMetricsAndTimeLeftHistory* metricsAndTimeHistory,
            THolder<TLearnProgress>* dstLearnProgress
        ) const override {

            if (!internalOptions.CalcMetricsOnly) {
                if (dstModel != nullptr) {
                    CB_ENSURE(
                        !outputOptions.ResultModelPath.IsSet(),
                        "Both dstModel != nullptr and ResultModelPath is set"
                    );
                } else {
                    CB_ENSURE(
                        !outputOptions.ResultModelPath.Get().empty(),
                        "Both dstModel == nullptr and ResultModelPath is empty"
                    );
                }
            }

            trainingData.Learn->ObjectsData->CheckCPUTrainCompatibility();
            for (auto& test : trainingData.Test) {
                test->ObjectsData->CheckCPUTrainCompatibility();
            }

            const TString trainingOptionsFileName = outputOptions.CreateTrainingOptionsFullPath();
            if (!trainingOptionsFileName.empty()) {
                TOFStream trainingOptionsFile(trainingOptionsFileName);
                trainingOptionsFile.Write(NJson::PrettifyJson(ToString(catboostOptions)));
            }

            // need to save it because initLearnProgress is moved to TLearnContext
            TMaybe<ui32> initLearnProgressLearnAndTestQuantizedFeaturesCheckSum;
            if (initLearnProgress) {
                initLearnProgressLearnAndTestQuantizedFeaturesCheckSum = initLearnProgress->LearnAndTestQuantizedFeaturesCheckSum;
            }

            if (catboostOptions.BoostingOptions->BoostFromAverage.Get()) {
                CB_ENSURE(!initModel, "You can't use boost_from_average with initial model now.");
                CB_ENSURE(!trainingData.Learn->TargetData->GetBaseline(), "You can't use boost_from_average with baseline now.");
                for (ui32 testIdx = 0; testIdx < trainingData.Test.size(); ++testIdx) {
                    CB_ENSURE(!trainingData.Test[testIdx]->TargetData->GetBaseline(), "You can't use boost_from_average with baseline now.");