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Improve multi-threaded performance (#2104)

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* Add UpdatePredictionCache() option to updaters

Some updaters (e.g. fast_hist) has enough information to quickly compute
prediction cache for the training data. Each updater may override
UpdaterPredictionCache() method to update the prediction cache. Note: this
trick does not apply to validation data.

* Respond to code review

* Disable some debug messages by default
* Document UpdatePredictionCache() interface
* Remove base_margin logic from UpdatePredictionCache() implementation
* Do not take pointer to cfg, as reference may get stale

* Improve multi-threaded performance

* Use columnwise accessor to accelerate ApplySplit() step,
  with support for a compressed representation
* Parallel sort for evaluation step
* Inline BuildHist() function
* Cache gradient pairs when building histograms in BuildHist()

* Add missing #if macro

* Respond to code review

* Use wrapper to enable parallel sort on Linux

* Fix C++ compatibility issues

* MSVC doesn't support unsigned in OpenMP loops
* gcc 4.6 doesn't support using keyword

* Fix lint issues

* Respond to code review

* Fix bug in ApplySplitSparseData()

* Attempting to read beyond the end of a sparse column
* Mishandling the case where an entire range of rows have missing values

* Fix training continuation bug

Disable UpdatePredictionCache() in the first iteration. This way, we can
accomodate the scenario where we build off of an existing (nonempty) ensemble.

* Add regression test for fast_hist

* Respond to code review

* Add back old version of ApplySplitSparseData
This commit is contained in:
Philip Cho
2017-03-25 10:35:01 -07:00
committed by Tianqi Chen
parent 332aea26a3
commit 14fba01b5a
14 changed files with 719 additions and 171 deletions
Download Patch File Download Diff File Expand all files Collapse all files

34
src/common/row_set.h
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@@ -17,15 +17,20 @@ namespace common {
/*! \brief collection of rowset */
class RowSetCollection {
public:
/*! \brief subset of rows */
/*! \brief data structure to store an instance set, a subset of
* rows (instances) associated with a particular node in a decision
* tree. */
struct Elem {
const bst_uint* begin;
const bst_uint* end;
int node_id;
// id of node associated with this instance set; -1 means uninitialized
Elem(void)
: begin(nullptr), end(nullptr) {}
: begin(nullptr), end(nullptr), node_id(-1) {}
Elem(const bst_uint* begin,
const bst_uint* end)
: begin(begin), end(end) {}
const bst_uint* end,
int node_id)
: begin(begin), end(end), node_id(node_id) {}
inline size_t size() const {
return end - begin;
@@ -36,6 +41,15 @@ class RowSetCollection {
std::vector<bst_uint> left;
std::vector<bst_uint> right;
};
inline std::vector<Elem>::const_iterator begin() const {
return elem_of_each_node_.begin();
}
inline std::vector<Elem>::const_iterator end() const {
return elem_of_each_node_.end();
}
/*! \brief return corresponding element set given the node_id */
inline const Elem& operator[](unsigned node_id) const {
const Elem& e = elem_of_each_node_[node_id];
@@ -53,7 +67,7 @@ class RowSetCollection {
CHECK_EQ(elem_of_each_node_.size(), 0U);
const bst_uint* begin = dmlc::BeginPtr(row_indices_);
const bst_uint* end = dmlc::BeginPtr(row_indices_) + row_indices_.size();
elem_of_each_node_.emplace_back(Elem(begin, end));
elem_of_each_node_.emplace_back(Elem(begin, end, 0));
}
// split rowset into two
inline void AddSplit(unsigned node_id,
@@ -79,15 +93,15 @@ class RowSetCollection {
}
if (left_node_id >= elem_of_each_node_.size()) {
elem_of_each_node_.resize(left_node_id + 1, Elem(nullptr, nullptr));
elem_of_each_node_.resize(left_node_id + 1, Elem(nullptr, nullptr, -1));
}
if (right_node_id >= elem_of_each_node_.size()) {
elem_of_each_node_.resize(right_node_id + 1, Elem(nullptr, nullptr));
elem_of_each_node_.resize(right_node_id + 1, Elem(nullptr, nullptr, -1));
}
elem_of_each_node_[left_node_id] = Elem(begin, split_pt);
elem_of_each_node_[right_node_id] = Elem(split_pt, e.end);
elem_of_each_node_[node_id] = Elem(nullptr, nullptr);
elem_of_each_node_[left_node_id] = Elem(begin, split_pt, left_node_id);
elem_of_each_node_[right_node_id] = Elem(split_pt, e.end, right_node_id);
elem_of_each_node_[node_id] = Elem(nullptr, nullptr, -1);
}
// stores the row indices in the set