[back port] Optimize dart inplace predict perf. (dmlc#6804) (dmlc#6829)

src/gbm/gbtree.cc

@@ -575,6 +575,20 @@ void GPUDartPredictInc(common::Span<float> out_predts,
 }
 #endif
 
+void GPUDartInplacePredictInc(common::Span<float> out_predts,
+                              common::Span<float> predts, float tree_w,
+                              size_t n_rows, float base_score,
+                              bst_group_t n_groups,
+                              bst_group_t group)
+#if defined(XGBOOST_USE_CUDA)
+;  // NOLINT
+#else
+{
+  common::AssertGPUSupport();
+}
+#endif
+
+
 class Dart : public GBTree {
  public:
   explicit Dart(LearnerModelParam const* booster_config) :
@@ -728,20 +742,22 @@ class Dart : public GBTree {
       gpu_predictor_.get()
 #endif  // defined(XGBOOST_USE_CUDA)
     };
+    Predictor const * predictor {nullptr};
 
     MetaInfo info;
     StringView msg{"Unsupported data type for inplace predict."};
     int32_t device = GenericParameter::kCpuId;
+    PredictionCacheEntry predts;
     // Inplace predict is not used for training, so no need to drop tree.
     for (size_t i = tree_begin; i < tree_end; ++i) {
-      PredictionCacheEntry predts;
       if (tparam_.predictor == PredictorType::kAuto) {
         // Try both predictor implementations
         bool success = false;
         for (auto const &p : predictors) {
           if (p && p->InplacePredict(x, nullptr, model_, missing, &predts, i,
                                      i + 1)) {
             success = true;
+            predictor = p;
 #if defined(XGBOOST_USE_CUDA)
             device = predts.predictions.DeviceIdx();
 #endif  // defined(XGBOOST_USE_CUDA)
@@ -750,46 +766,53 @@ class Dart : public GBTree {
         }
         CHECK(success) << msg;
       } else {
-        // No base margin for each tree
-        bool success = this->GetPredictor()->InplacePredict(
-            x, nullptr, model_, missing, &predts, i, i + 1);
+        // No base margin from meta info for each tree
+        predictor = this->GetPredictor().get();
+        bool success = predictor->InplacePredict(x, nullptr, model_, missing,
+                                                 &predts, i, i + 1);
         device = predts.predictions.DeviceIdx();
         CHECK(success) << msg;
       }
 
       auto w = this->weight_drop_.at(i);
-      auto &h_predts = predts.predictions.HostVector();
-      auto &h_out_predts = out_preds->predictions.HostVector();
+      size_t n_groups = model_.learner_model_param->num_output_group;
+      auto n_rows = predts.predictions.Size() / n_groups;
 
       if (i == tree_begin) {
-        auto n_rows =
-            h_predts.size() / model_.learner_model_param->num_output_group;
+        // base margin is added here.
         if (p_m) {
           p_m->Info().num_row_ = n_rows;
-          cpu_predictor_->InitOutPredictions(p_m->Info(),
-                                             &out_preds->predictions, model_);
+          predictor->InitOutPredictions(p_m->Info(), &out_preds->predictions,
+                                        model_);
         } else {
           info.num_row_ = n_rows;
-          cpu_predictor_->InitOutPredictions(info, &out_preds->predictions,
-                                             model_);
+          predictor->InitOutPredictions(info, &out_preds->predictions, model_);
         }
       }
 
       // Multiple the tree weight
-      CHECK_EQ(h_predts.size(), h_out_predts.size());
+      CHECK_EQ(predts.predictions.Size(), out_preds->predictions.Size());
+      auto group = model_.tree_info.at(i);
 
+      if (device == GenericParameter::kCpuId) {
+        auto &h_predts = predts.predictions.HostVector();
+        auto &h_out_predts = out_preds->predictions.HostVector();
 #pragma omp parallel for
-      for (omp_ulong i = 0; i < h_out_predts.size(); ++i) {
-        // Need to remove the base margin from indiviual tree.
-        h_out_predts[i] +=
-            (h_predts[i] - model_.learner_model_param->base_score) * w;
+        for (omp_ulong ridx = 0; ridx < n_rows; ++ridx) {
+          const size_t offset = ridx * n_groups + group;
+          // Need to remove the base margin from indiviual tree.
+          h_out_predts[offset] +=
+              (h_predts[offset] - model_.learner_model_param->base_score) * w;
+        }
+      } else {
+        out_preds->predictions.SetDevice(device);
+        predts.predictions.SetDevice(device);
+        GPUDartInplacePredictInc(out_preds->predictions.DeviceSpan(),
+                                 predts.predictions.DeviceSpan(), w, n_rows,
+                                 model_.learner_model_param->base_score,
+                                 n_groups, group);
       }
     }
-
-    if (device != GenericParameter::kCpuId) {
-      out_preds->predictions.SetDevice(device);
-      out_preds->predictions.DeviceSpan();
-    }
   }
 
   void PredictInstance(const SparsePage::Inst &inst,

src/gbm/gbtree.cu

@@ -14,5 +14,15 @@ void GPUDartPredictInc(common::Span<float> out_predts,
     out_predts[offset] += (predts[offset] * tree_w);
   });
 }
+
+void GPUDartInplacePredictInc(common::Span<float> out_predts,
+                              common::Span<float> predts, float tree_w,
+                              size_t n_rows, float base_score,
+                              bst_group_t n_groups, bst_group_t group) {
+  dh::LaunchN(dh::CurrentDevice(), n_rows, [=] XGBOOST_DEVICE(size_t ridx) {
+    const size_t offset = ridx * n_groups + group;
+    out_predts[offset] += (predts[offset] - base_score) * tree_w;
+  });
+}
 }  // namespace gbm
 }  // namespace xgboost

tests/python-gpu/test_gpu_prediction.py

@@ -332,27 +332,44 @@ def test_predict_categorical_split(self, df):
         rmse = mean_squared_error(y_true=y, y_pred=pred, squared=False)
         np.testing.assert_almost_equal(rmse, eval_history['train']['rmse'][-1], decimal=5)
 
-    def test_predict_dart(self):
+    @pytest.mark.parametrize("n_classes", [2, 3])
+    def test_predict_dart(self, n_classes):
+        from sklearn.datasets import make_classification
         import cupy as cp
-        rng = cp.random.RandomState(1994)
         n_samples = 1000
-        X = rng.randn(n_samples, 10)
-        y = rng.randn(n_samples)
+        X_, y_ = make_classification(
+            n_samples=n_samples, n_informative=5, n_classes=n_classes
+        )
+        X, y = cp.array(X_), cp.array(y_)
+
         Xy = xgb.DMatrix(X, y)
-        booster = xgb.train(
-            {
+        if n_classes == 2:
+            params = {
                 "tree_method": "gpu_hist",
                 "booster": "dart",
                 "rate_drop": 0.5,
-            },
-            Xy,
-            num_boost_round=32
-        )
+                "objective": "binary:logistic"
+            }
+        else:
+            params = {
+                "tree_method": "gpu_hist",
+                "booster": "dart",
+                "rate_drop": 0.5,
+                "objective": "multi:softprob",
+                "num_class": n_classes
+            }
+
+        booster = xgb.train(params, Xy, num_boost_round=32)
         # predictor=auto
         inplace = booster.inplace_predict(X)
         copied = booster.predict(Xy)
+        cpu_inplace = booster.inplace_predict(X_)
+        booster.set_param({"predictor": "cpu_predictor"})
+        cpu_copied = booster.predict(Xy)
 
         copied = cp.array(copied)
+        cp.testing.assert_allclose(cpu_inplace, copied, atol=1e-6)
+        cp.testing.assert_allclose(cpu_copied, copied, atol=1e-6)
         cp.testing.assert_allclose(inplace, copied, atol=1e-6)
 
         booster.set_param({"predictor": "gpu_predictor"})