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Prototype for saving gidx.
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Save cuts.

Prototype on fetching.

Copy the code.

Simple test.

Add gpair to batch parameter.

Add hessian to batch parameter.

Move.

Pass hessian into sketching.

Extract a push page function.

Make private.

Lint.

Revert debug.

Simple DMatrix.

Regenerate the index.

ama.

Clang tidy.

Retain page.

Fix.

Lint.

Tidy.

Integer backed enum.

Convert to uint32_t.

Prototype for saving gidx.

Save cuts.

Prototype on fetching.

Copy the code.

Simple test.

Add gpair to batch parameter.

Add hessian to batch parameter.

Move.

Pass hessian into sketching.

Extract a push page function.

Make private.

Lint.

Revert debug.

Simple DMatrix.

Initial port.

Pass in hessian.

Init column sampler.

Unused code.

Use ctx.

Merge sampling.

Use ctx in partition.

Fix init root.

Force regenerate the sketch.

Create a ctx.

Get it compile.

Don't use const method.

Use page id.

Pass in base row id.

Pass the cut instead.

Small fixes.

Debug.

Fix bin size.

Debug.

Fixes.

Debug.

Fix empty partition.

Remove comment.

Lint.

Fix tests compilation.

Remove check.

Merge some fixes.

fix.

Fix fetching.

lint.

Extract expand entry.

Lint.

Fix unittests.

Fix windows build.

Fix comparison.

Make const.

Note.

const.

Fix reduce hist.

Fix sparse data.

Avoid implicit conversion.

private.

mem leak.

Remove skip initialization.

Use maximum space.

demo.

lint.

File link tags.

ama.

Fix redefinition.

Fix ranking.

use npy.

Comment.

Tune it down.

Specify the tree method.

Get rid of the duplicated partitioner.

Allocate task.

Tests.

make batches.

Log.

Remove span.

Revert "make batches."

This reverts commit 33f7072.

small cleanup.

Lint.

Revert demo.

Better make batches.

Demo.

Test for grow policy.

Test feature weights.

small cleanup.

Remove iterator in evaluation.

Fix dask test.
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@trivialfis
trivialfis committed Oct 27, 2021
1 parent d434942 commit d579b50
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Showing 19 changed files with 1,120 additions and 356 deletions.
1 change: 1 addition & 0 deletions amalgamation/xgboost-all0.cc
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Original file line number Diff line number Diff line change
Expand Up @@ -57,6 +57,7 @@
#include "../src/tree/updater_refresh.cc"
#include "../src/tree/updater_sync.cc"
#include "../src/tree/updater_histmaker.cc"
#include "../src/tree/updater_approx.cc"
#include "../src/tree/constraints.cc"

// linear
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6 changes: 5 additions & 1 deletion .../xgboost4j-spark/src/test/scala/ml/dmlc/xgboost4j/scala/spark/XGBoostRegressorSuite.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -219,8 +219,12 @@ abstract class XGBoostRegressorSuiteBase extends FunSuite with PerTest {
}
}

class XGBoostCpuRegressorSuite extends XGBoostRegressorSuiteBase {
class XGBoostCpuRegressorSuiteApprox extends XGBoostRegressorSuiteBase {
override protected val treeMethod: String = "approx"
}

class XGBoostCpuRegressorSuiteHist extends XGBoostRegressorSuiteBase {
override protected val treeMethod: String = "hist"
}

@GpuTestSuite
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120 changes: 65 additions & 55 deletions src/common/hist_util.cc
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Original file line number Diff line number Diff line change
Expand Up @@ -133,84 +133,93 @@ struct Prefetch {

constexpr size_t Prefetch::kNoPrefetchSize;


template<typename FPType, bool do_prefetch, typename BinIdxType, bool any_missing = true>
void BuildHistKernel(const std::vector<GradientPair>& gpair,
template <typename FPType, bool do_prefetch, typename BinIdxType,
bool any_missing = true>
void BuildHistKernel(const std::vector<GradientPair> &gpair,
const RowSetCollection::Elem row_indices,
const GHistIndexMatrix& gmat,
GHistRow<FPType> hist) {
const GHistIndexMatrix &gmat, GHistRow<FPType> hist) {
const size_t size = row_indices.Size();
const size_t* rid = row_indices.begin;
const float* pgh = reinterpret_cast<const float*>(gpair.data());
const BinIdxType* gradient_index = gmat.index.data<BinIdxType>();
const size_t* row_ptr = gmat.row_ptr.data();
const uint32_t* offsets = gmat.index.Offset();
const size_t n_features = row_ptr[row_indices.begin[0]+1] - row_ptr[row_indices.begin[0]];
FPType* hist_data = reinterpret_cast<FPType*>(hist.data());
const uint32_t two {2}; // Each element from 'gpair' and 'hist' contains
// 2 FP values: gradient and hessian.
// So we need to multiply each row-index/bin-index by 2
// to work with gradient pairs as a singe row FP array
const size_t *rid = row_indices.begin;
auto const *pgh = reinterpret_cast<const float *>(gpair.data());
const BinIdxType *gradient_index = gmat.index.data<BinIdxType>();

auto const &row_ptr = gmat.row_ptr;
auto base_rowid = gmat.base_rowid;
const uint32_t *offsets = gmat.index.Offset();
auto get_row_ptr = [&](size_t ridx) { return row_ptr[ridx - base_rowid]; };
auto get_rid = [&](size_t ridx) { return ridx - base_rowid; };

const size_t n_features =
get_row_ptr(row_indices.begin[0] + 1) - get_row_ptr(row_indices.begin[0]);
auto hist_data = reinterpret_cast<FPType *>(hist.data());
const uint32_t two{2}; // Each element from 'gpair' and 'hist' contains
// 2 FP values: gradient and hessian.
// So we need to multiply each row-index/bin-index by 2
// to work with gradient pairs as a singe row FP array

for (size_t i = 0; i < size; ++i) {
const size_t icol_start = any_missing ? row_ptr[rid[i]] : rid[i] * n_features;
const size_t icol_end = any_missing ? row_ptr[rid[i]+1] : icol_start + n_features;
const size_t icol_start =
any_missing ? get_row_ptr(rid[i]) : get_rid(rid[i]) * n_features;
const size_t icol_end =
any_missing ? get_row_ptr(rid[i] + 1) : icol_start + n_features;

const size_t row_size = icol_end - icol_start;
const size_t idx_gh = two * rid[i];

if (do_prefetch) {
const size_t icol_start_prefetch = any_missing ? row_ptr[rid[i+Prefetch::kPrefetchOffset]] :
rid[i + Prefetch::kPrefetchOffset] * n_features;
const size_t icol_end_prefetch = any_missing ? row_ptr[rid[i+Prefetch::kPrefetchOffset]+1] :
icol_start_prefetch + n_features;
const size_t icol_start_prefetch =
any_missing
? get_row_ptr(rid[i + Prefetch::kPrefetchOffset])
: get_rid(rid[i + Prefetch::kPrefetchOffset]) * n_features;
const size_t icol_end_prefetch =
any_missing ? get_row_ptr(rid[i + Prefetch::kPrefetchOffset] + 1)
: icol_start_prefetch + n_features;

PREFETCH_READ_T0(pgh + two * rid[i + Prefetch::kPrefetchOffset]);
for (size_t j = icol_start_prefetch; j < icol_end_prefetch;
j+=Prefetch::GetPrefetchStep<uint32_t>()) {
j += Prefetch::GetPrefetchStep<uint32_t>()) {
PREFETCH_READ_T0(gradient_index + j);
}
}
const BinIdxType* gr_index_local = gradient_index + icol_start;
const BinIdxType *gr_index_local = gradient_index + icol_start;

for (size_t j = 0; j < row_size; ++j) {
const uint32_t idx_bin = two * (static_cast<uint32_t>(gr_index_local[j]) + (
any_missing ? 0 : offsets[j]));

hist_data[idx_bin] += pgh[idx_gh];
hist_data[idx_bin+1] += pgh[idx_gh+1];
const uint32_t idx_bin = two * (static_cast<uint32_t>(gr_index_local[j]) +
(any_missing ? 0 : offsets[j]));
hist_data[idx_bin] += pgh[idx_gh];
hist_data[idx_bin + 1] += pgh[idx_gh + 1];
}
}
}

template<typename FPType, bool do_prefetch, bool any_missing>
void BuildHistDispatch(const std::vector<GradientPair>& gpair,
template <typename FPType, bool do_prefetch, bool any_missing>
void BuildHistDispatch(const std::vector<GradientPair> &gpair,
const RowSetCollection::Elem row_indices,
const GHistIndexMatrix& gmat, GHistRow<FPType> hist) {
const GHistIndexMatrix &gmat, GHistRow<FPType> hist) {
switch (gmat.index.GetBinTypeSize()) {
case kUint8BinsTypeSize:
BuildHistKernel<FPType, do_prefetch, uint8_t, any_missing>(gpair, row_indices,
gmat, hist);
break;
case kUint16BinsTypeSize:
BuildHistKernel<FPType, do_prefetch, uint16_t, any_missing>(gpair, row_indices,
gmat, hist);
break;
case kUint32BinsTypeSize:
BuildHistKernel<FPType, do_prefetch, uint32_t, any_missing>(gpair, row_indices,
gmat, hist);
break;
default:
CHECK(false); // no default behavior
case kUint8BinsTypeSize:
BuildHistKernel<FPType, do_prefetch, uint8_t, any_missing>(
gpair, row_indices, gmat, hist);
break;
case kUint16BinsTypeSize:
BuildHistKernel<FPType, do_prefetch, uint16_t, any_missing>(
gpair, row_indices, gmat, hist);
break;
case kUint32BinsTypeSize:
BuildHistKernel<FPType, do_prefetch, uint32_t, any_missing>(
gpair, row_indices, gmat, hist);
break;
default:
CHECK(false); // no default behavior
}
}

template <typename GradientSumT>
template <bool any_missing>
void GHistBuilder<GradientSumT>::BuildHist(
const std::vector<GradientPair> &gpair,
const RowSetCollection::Elem row_indices,
const GHistIndexMatrix &gmat,
GHistRowT hist) {
const RowSetCollection::Elem row_indices, const GHistIndexMatrix &gmat,
GHistRowT hist) const {
const size_t nrows = row_indices.Size();
const size_t no_prefetch_size = Prefetch::NoPrefetchSize(nrows);

Expand All @@ -233,22 +242,22 @@ template void
GHistBuilder<float>::BuildHist<true>(const std::vector<GradientPair> &gpair,
const RowSetCollection::Elem row_indices,
const GHistIndexMatrix &gmat,
GHistRow<float> hist);
GHistRow<float> hist) const;
template void
GHistBuilder<float>::BuildHist<false>(const std::vector<GradientPair> &gpair,
const RowSetCollection::Elem row_indices,
const GHistIndexMatrix &gmat,
GHistRow<float> hist);
GHistRow<float> hist) const;
template void
GHistBuilder<double>::BuildHist<true>(const std::vector<GradientPair> &gpair,
const RowSetCollection::Elem row_indices,
const GHistIndexMatrix &gmat,
GHistRow<double> hist);
GHistRow<double> hist) const;
template void
GHistBuilder<double>::BuildHist<false>(const std::vector<GradientPair> &gpair,
const RowSetCollection::Elem row_indices,
const GHistIndexMatrix &gmat,
GHistRow<double> hist);
GHistRow<double> hist) const;

template<typename GradientSumT>
void GHistBuilder<GradientSumT>::SubtractionTrick(GHistRowT self,
Expand All @@ -262,8 +271,9 @@ void GHistBuilder<GradientSumT>::SubtractionTrick(GHistRowT self,
size_t n_blocks = size/block_size + !!(size%block_size);

ParallelFor(omp_ulong(n_blocks), [&](omp_ulong iblock) {
const size_t ibegin = iblock*block_size;
const size_t iend = (((iblock+1)*block_size > size) ? size : ibegin + block_size);
const size_t ibegin = iblock * block_size;
const size_t iend =
(((iblock + 1) * block_size > size) ? size : ibegin + block_size);
SubtractionHist(self, parent, sibling, ibegin, iend);
});
}
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6 changes: 3 additions & 3 deletions src/common/hist_util.h
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Original file line number Diff line number Diff line change
Expand Up @@ -441,7 +441,7 @@ class ParallelGHistBuilder {
}

// Reduce following bins (begin, end] for nid-node in dst across threads
void ReduceHist(size_t nid, size_t begin, size_t end) {
void ReduceHist(size_t nid, size_t begin, size_t end) const {
CHECK_GT(end, begin);
CHECK_LT(nid, nodes_);

Expand All @@ -467,7 +467,6 @@ class ParallelGHistBuilder {
}
}

protected:
void MatchThreadsToNodes(const BlockedSpace2d& space) {
const size_t space_size = space.Size();
const size_t chunck_size = space_size / nthreads_ + !!(space_size % nthreads_);
Expand Down Expand Up @@ -514,6 +513,7 @@ class ParallelGHistBuilder {
}
}

private:
void MatchNodeNidPairToHist() {
size_t hist_allocated_additionally = 0;

Expand Down Expand Up @@ -574,7 +574,7 @@ class GHistBuilder {
void BuildHist(const std::vector<GradientPair>& gpair,
const RowSetCollection::Elem row_indices,
const GHistIndexMatrix& gmat,
GHistRowT hist);
GHistRowT hist) const;
// construct a histogram via subtraction trick
void SubtractionTrick(GHistRowT self,
GHistRowT sibling,
Expand Down
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