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Fix parsing of non-finite values #3942

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16 changes: 11 additions & 5 deletions include/LightGBM/utils/common.h
Original file line number Diff line number Diff line change
Expand Up @@ -1082,12 +1082,18 @@ struct __StringToTHelper<T, true> {
// Fast (common) path: For numeric inputs in RFC 7159 format:
const bool fast_parse_succeeded = fast_double_parser::parse_number(str.c_str(), &tmp);

// Rare path: Not in RFC 7159 format. Possible "inf", "nan", etc. Fallback to standard library:
// Rare path: Not in RFC 7159 format. Possible "inf", "nan", etc.
if (!fast_parse_succeeded) {
std::stringstream ss;
Common::C_stringstream(ss);
ss << str;
ss >> tmp;
Comment on lines -1087 to -1090
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Keep this code on the else branch instead of raising a fatal error.

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But that code silently fails, which is completely unacceptable.

In reality we are only parsing strings generated by LightGBM itself when the model was written out to file, so we should ensure there are robust round-trip tests which include models that contain inf and nan values. There are no other possible non-finite values defined for IEEE 754 floating point numbers, and if at some point in the future the standard changed, this would be quickly picked up by the round-trip tests and easily addressed.

I am shocked that such tests don't already exist.

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I meant doing number parsing after the nan and inf checks. Your logic makes sense regarding IEEE-754, although I wouldn't recommend dropping that parsing at the end without adding said tests first, not 100.0% sure fast_double_parser parses all numbers.

std::string strlower(str);
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std::transform(strlower.begin(), strlower.end(), strlower.begin(), [](int c) -> char { return static_cast<char>(::tolower(c)); });
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@AlbertoEAF AlbertoEAF Feb 13, 2021

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Great clean code @mjmckp ;)

Instead of allocating a string, and since you already have a lambda, what about defining a case-insensitive comparison lambda and use std::equal to check the "inf" and "nan" values below?

Although this is the rare branch there might be longer strings than inf or nan which might be parsed here and might slow down our parsing without need.

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Again, this hardly seems worth it, this branch is rarely invoked, meanwhile a colossal amount of strings are being allocated in splitting and parsing the input file, so these few extra allocations are a drop in the ocean.

I think our time is better spent adding robust round-trip tests to ensure major bugs like this don't occur again...

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I think our time is better spent adding robust round-trip tests to ensure major bugs like this don't occur again...

Agreed. Will you add such tests?
I actually run such tests but on an external lgbm provider and didn't have nan nor inf on my model, but would prefer to see them in lgbm's CI so any breakage is detected immediately.

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I could assist in adding the tests, any idea where these should go and how best to implement them?

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@mjmckp #3555 has been just merged. We will really appreciate new GTest-compatible tests in this or in a follow-up PR.

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Sure, would you mind pointing me towards a similar kind of test that I can use as a starting point please?

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Unfortunately, we don't have any tests yet. This is something that we should concentrate on in the near future. For now, I think you can take a look at tests from @AlbertoEAF in #3997.
https://github.com/microsoft/LightGBM/pull/3997/files#diff-c363eba6eda99d9e560f8341a1fc8fe02e885d2256db2482e1c543430a25666d

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@mjmckp I've merged this PR with the aim to not delay the upcoming release. Please feel free to add tests in a new PR. We'll be very grateful! And thanks a lot for the bug fix!

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@StrikerRUS Thanks a lot, I'll get up to speed on how the new tests work and add some tests for this in a new PR soon.

if (strlower == std::string("inf"))
tmp = std::numeric_limits<double>::infinity();
else if (strlower == std::string("-inf"))
tmp = -std::numeric_limits<double>::infinity();
else if (strlower == std::string("nan"))
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Important: Missing -nan handling.

Probably best to halve the string comparisons by parsing first the "-" sign.

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Ok thanks, I'll add -nan. I don't think it's worth obfuscating this rarely executed branch with optimisations until profiling shows it is a bottleneck.

tmp = std::numeric_limits<double>::quiet_NaN();
else
Log::Fatal("Failed to parse double: %s", str.c_str());
}

return static_cast<T>(tmp);
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