Optimize cpu sketch allreduce for sparse data. (#6009)

* Bypass RABIT serialization reducer and use custom allgather based merging.

src/common/hist_util.h

@@ -116,26 +116,14 @@ inline HistogramCuts SketchOnDMatrix(DMatrix *m, int32_t max_bins) {
   for (auto& column : column_sizes) {
     column.resize(info.num_col_, 0);
   }
-  for (auto const& page : m->GetBatches<SparsePage>()) {
-    page.data.HostVector();
-    page.offset.HostVector();
-    ParallelFor(page.Size(), threads, [&](size_t i) {
-      auto &local_column_sizes = column_sizes.at(omp_get_thread_num());
-      auto row = page[i];
-      auto const *p_row = row.data();
-      for (size_t j = 0; j < row.size(); ++j) {
-        local_column_sizes.at(p_row[j].index)++;
-      }
-    });
-  }
   std::vector<bst_row_t> reduced(info.num_col_, 0);
-
+  for (auto const& page : m->GetBatches<SparsePage>()) {
-  ParallelFor(info.num_col_, threads, [&](size_t i) {
+    auto const &entries_per_column =
-    for (auto const &thread : column_sizes) {
+        HostSketchContainer::CalcColumnSize(page, info.num_col_, threads);
-      reduced[i] += thread[i];
+    for (size_t i = 0; i < entries_per_column.size(); ++i) {
+      reduced[i] += entries_per_column[i];
+    }
   }
-  });
-
   HostSketchContainer container(reduced, max_bins,
                                 HostSketchContainer::UseGroup(info));
   for (auto const &page : m->GetBatches<SparsePage>()) {

src/common/quantile.cc

@@ -25,34 +25,67 @@ HostSketchContainer::HostSketchContainer(std::vector<bst_row_t> columns_size,
   }
 }
 
-std::vector<bst_feature_t> LoadBalance(SparsePage const &page,
+std::vector<bst_row_t>
-                                       std::vector<size_t> columns_size,
+HostSketchContainer::CalcColumnSize(SparsePage const &batch,
+                                    bst_feature_t const n_columns,
                                     size_t const nthreads) {
-  /* Some sparse datasets have their mass concentrating on small
+  auto page = batch.GetView();
-   * number of features.  To avoid wating for a few threads running
+  std::vector<std::vector<bst_row_t>> column_sizes(nthreads);
-   * forever, we here distirbute different number of columns to
+  for (auto &column : column_sizes) {
-   * different threads according to number of entries. */
+    column.resize(n_columns, 0);
-  size_t const total_entries = page.data.Size();
+  }
+
+  ParallelFor(page.Size(), nthreads, [&](size_t i) {
+    auto &local_column_sizes = column_sizes.at(omp_get_thread_num());
+    auto row = page[i];
+    auto const *p_row = row.data();
+    for (size_t j = 0; j < row.size(); ++j) {
+      local_column_sizes.at(p_row[j].index)++;
+    }
+  });
+  std::vector<bst_row_t> entries_per_columns(n_columns, 0);
+  ParallelFor(n_columns, nthreads, [&](size_t i) {
+    for (auto const &thread : column_sizes) {
+      entries_per_columns[i] += thread[i];
+    }
+  });
+  return entries_per_columns;
+}
+
+std::vector<bst_feature_t> HostSketchContainer::LoadBalance(
+    SparsePage const &batch, bst_feature_t n_columns, size_t const nthreads) {
+  /* Some sparse datasets have their mass concentrating on small number of features.  To
+   * avoid wating for a few threads running forever, we here distirbute different number
+   * of columns to different threads according to number of entries.
+   */
+  auto page = batch.GetView();
+  size_t const total_entries = page.data.size();
   size_t const entries_per_thread = common::DivRoundUp(total_entries, nthreads);
 
-  std::vector<bst_feature_t> cols_ptr(nthreads+1, 0);
+  std::vector<std::vector<bst_row_t>> column_sizes(nthreads);
+  for (auto& column : column_sizes) {
+    column.resize(n_columns, 0);
+  }
+  std::vector<bst_row_t> entries_per_columns =
+      CalcColumnSize(batch, n_columns, nthreads);
+  std::vector<bst_feature_t> cols_ptr(nthreads + 1, 0);
   size_t count {0};
   size_t current_thread {1};
 
-  for (auto col : columns_size) {
+  for (auto col : entries_per_columns) {
-    cols_ptr[current_thread]++;  // add one column to thread
+    cols_ptr.at(current_thread)++;  // add one column to thread
     count += col;
-    if (count > entries_per_thread + 1) {
+    CHECK_LE(count, total_entries);
+    if (count > entries_per_thread) {
       current_thread++;
       count = 0;
-      cols_ptr[current_thread] = cols_ptr[current_thread-1];
+      cols_ptr.at(current_thread) = cols_ptr[current_thread-1];
     }
   }
   // Idle threads.
   for (; current_thread < cols_ptr.size() - 1; ++current_thread) {
     cols_ptr[current_thread+1] = cols_ptr[current_thread];
   }
-
   return cols_ptr;
 }
 
@@ -67,11 +100,10 @@ void HostSketchContainer::PushRowPage(SparsePage const &page,
   // Use group index for weights?
   auto batch = page.GetView();
   dmlc::OMPException exec;
-  // Parallel over columns.  Asumming the data is dense, each thread owns a set of
+  // Parallel over columns.  Each thread owns a set of consecutive columns.
-  // consecutive columns.
   auto const ncol = static_cast<uint32_t>(info.num_col_);
   auto const is_dense = info.num_nonzero_ == info.num_col_ * info.num_row_;
-  auto thread_columns_ptr = LoadBalance(page, columns_size_, nthread);
+  auto thread_columns_ptr = LoadBalance(page, info.num_col_, nthread);
 
 #pragma omp parallel num_threads(nthread)
   {
@@ -112,6 +144,132 @@ void HostSketchContainer::PushRowPage(SparsePage const &page,
   monitor_.Stop(__func__);
 }
 
+void HostSketchContainer::GatherSketchInfo(
+    std::vector<WQSketch::SummaryContainer> const &reduced,
+    std::vector<size_t> *p_worker_segments,
+    std::vector<bst_row_t> *p_sketches_scan,
+    std::vector<WQSketch::Entry> *p_global_sketches) {
+  auto& worker_segments = *p_worker_segments;
+  worker_segments.resize(1, 0);
+  auto world = rabit::GetWorldSize();
+  auto rank = rabit::GetRank();
+  auto n_columns = sketches_.size();
+
+  std::vector<bst_row_t> sketch_size;
+  for (auto const& sketch : reduced) {
+    sketch_size.push_back(sketch.size);
+  }
+  std::vector<bst_row_t>& sketches_scan = *p_sketches_scan;
+  sketches_scan.resize((n_columns + 1) * world, 0);
+  size_t beg_scan = rank * (n_columns + 1);
+  std::partial_sum(sketch_size.cbegin(), sketch_size.cend(),
+                   sketches_scan.begin() + beg_scan + 1);
+  // Gather all column pointers
+  rabit::Allreduce<rabit::op::Sum>(sketches_scan.data(), sketches_scan.size());
+
+  for (int32_t i = 0; i < world; ++i) {
+    size_t back = (i + 1) * (n_columns + 1) - 1;
+    auto n_entries = sketches_scan.at(back);
+    worker_segments.push_back(n_entries);
+  }
+  // Offset of sketch from each worker.
+  std::partial_sum(worker_segments.begin(), worker_segments.end(),
+                   worker_segments.begin());
+  CHECK_GE(worker_segments.size(), 1);
+  auto total = worker_segments.back();
+
+  auto& global_sketches = *p_global_sketches;
+  global_sketches.resize(total, WQSketch::Entry{0, 0, 0, 0});
+  auto worker_sketch = Span<WQSketch::Entry>{global_sketches}.subspan(
+      worker_segments[rank], worker_segments[rank + 1] - worker_segments[rank]);
+  size_t cursor = 0;
+  for (auto const &sketch : reduced) {
+    std::copy(sketch.data, sketch.data + sketch.size,
+              worker_sketch.begin() + cursor);
+    cursor += sketch.size;
+  }
+
+  static_assert(sizeof(WQSketch::Entry) / 4 == sizeof(float), "");
+  rabit::Allreduce<rabit::op::Sum>(
+      reinterpret_cast<float *>(global_sketches.data()),
+      global_sketches.size() * sizeof(WQSketch::Entry) / sizeof(float));
+}
+
+void HostSketchContainer::AllReduce(
+    std::vector<WQSketch::SummaryContainer> *p_reduced,
+    std::vector<int32_t>* p_num_cuts) {
+  monitor_.Start(__func__);
+  auto& num_cuts = *p_num_cuts;
+  CHECK_EQ(num_cuts.size(), 0);
+  auto &reduced = *p_reduced;
+  reduced.resize(sketches_.size());
+
+  size_t n_columns = sketches_.size();
+  rabit::Allreduce<rabit::op::Max>(&n_columns, 1);
+  CHECK_EQ(n_columns, sketches_.size()) << "Number of columns differs across workers";
+
+  // Prune the intermediate num cuts for synchronization.
+  std::vector<bst_row_t> global_column_size(columns_size_);
+  rabit::Allreduce<rabit::op::Sum>(global_column_size.data(), global_column_size.size());
+
+size_t nbytes = 0;
+  for (size_t i = 0; i < sketches_.size(); ++i) {
+    int32_t intermediate_num_cuts =  static_cast<int32_t>(std::min(
+        global_column_size[i], static_cast<size_t>(max_bins_ * WQSketch::kFactor)));
+    if (global_column_size[i] != 0) {
+      WQSketch::SummaryContainer out;
+      sketches_[i].GetSummary(&out);
+      reduced[i].Reserve(intermediate_num_cuts);
+      CHECK(reduced[i].data);
+      reduced[i].SetPrune(out, intermediate_num_cuts);
+      nbytes = std::max(
+          WQSketch::SummaryContainer::CalcMemCost(intermediate_num_cuts),
+          nbytes);
+    }
+
+    num_cuts.push_back(intermediate_num_cuts);
+  }
+  auto world = rabit::GetWorldSize();
+  if (world == 1) {
+    return;
+  }
+
+  std::vector<size_t> worker_segments(1, 0);  // CSC pointer to sketches.
+  std::vector<bst_row_t> sketches_scan((n_columns + 1) * world, 0);
+
+  std::vector<WQSketch::Entry> global_sketches;
+  this->GatherSketchInfo(reduced, &worker_segments, &sketches_scan,
+                         &global_sketches);
+
+  std::vector<WQSketch::SummaryContainer> final_sketches(n_columns);
+  ParallelFor(n_columns, omp_get_max_threads(), [&](size_t fidx) {
+    int32_t intermediate_num_cuts = num_cuts[fidx];
+    auto nbytes =
+        WQSketch::SummaryContainer::CalcMemCost(intermediate_num_cuts);
+
+    for (int32_t i = 1; i < world + 1; ++i) {
+      auto size = worker_segments.at(i) - worker_segments[i - 1];
+      auto worker_sketches = Span<WQSketch::Entry>{global_sketches}.subspan(
+          worker_segments[i - 1], size);
+      auto worker_scan =
+          Span<bst_row_t>(sketches_scan)
+              .subspan((i - 1) * (n_columns + 1), (n_columns + 1));
+
+      auto worker_feature = worker_sketches.subspan(
+          worker_scan[fidx], worker_scan[fidx + 1] - worker_scan[fidx]);
+      CHECK(worker_feature.data());
+      WQSummary<float, float> summary(worker_feature.data(),
+                                      worker_feature.size());
+      auto &out = final_sketches.at(fidx);
+      out.Reduce(summary, nbytes);
+    }
+
+    reduced.at(fidx).Reserve(intermediate_num_cuts);
+    reduced.at(fidx).SetPrune(final_sketches.at(fidx), intermediate_num_cuts);
+  });
+  monitor_.Stop(__func__);
+}
+
 void AddCutPoint(WQuantileSketch<float, float>::SummaryContainer const &summary,
                  int max_bin, HistogramCuts *cuts) {
   size_t required_cuts = std::min(summary.size, static_cast<size_t>(max_bin));
@@ -126,44 +284,18 @@ void AddCutPoint(WQuantileSketch<float, float>::SummaryContainer const &summary,
 
 void HostSketchContainer::MakeCuts(HistogramCuts* cuts) {
   monitor_.Start(__func__);
-  rabit::Allreduce<rabit::op::Sum>(columns_size_.data(), columns_size_.size());
+  std::vector<WQSketch::SummaryContainer> reduced;
-  std::vector<WQSketch::SummaryContainer> reduced(sketches_.size());
   std::vector<int32_t> num_cuts;
-  size_t nbytes = 0;
+  this->AllReduce(&reduced, &num_cuts);
-  for (size_t i = 0; i < sketches_.size(); ++i) {
-    int32_t intermediate_num_cuts =  static_cast<int32_t>(std::min(
-        columns_size_[i], static_cast<size_t>(max_bins_ * WQSketch::kFactor)));
-    if (columns_size_[i] != 0) {
-      WQSketch::SummaryContainer out;
-      sketches_[i].GetSummary(&out);
-      reduced[i].Reserve(intermediate_num_cuts);
-      CHECK(reduced[i].data);
-      reduced[i].SetPrune(out, intermediate_num_cuts);
-    }
-    num_cuts.push_back(intermediate_num_cuts);
-    nbytes = std::max(
-        WQSketch::SummaryContainer::CalcMemCost(intermediate_num_cuts), nbytes);
-  }
-
-  if (rabit::IsDistributed()) {
-    // FIXME(trivialfis): This call will allocate nbytes * num_columns on rabit, which
-    // may generate oom error when data is sparse.  To fix it, we need to:
-    //   - gather the column offsets over all workers.
-    //   - run rabit::allgather on sketch data to collect all data.
-    //   - merge all gathered sketches based on worker offsets and column offsets of data
-    //     from each worker.
-    // See GPU implementation for details.
-    rabit::SerializeReducer<WQSketch::SummaryContainer> sreducer;
-    sreducer.Allreduce(dmlc::BeginPtr(reduced), nbytes, reduced.size());
-  }
 
   cuts->min_vals_.HostVector().resize(sketches_.size(), 0.0f);
+
   for (size_t fid = 0; fid < reduced.size(); ++fid) {
     WQSketch::SummaryContainer a;
     size_t max_num_bins = std::min(num_cuts[fid], max_bins_);
     a.Reserve(max_num_bins + 1);
     CHECK(a.data);
-    if (columns_size_[fid] != 0) {
+    if (num_cuts[fid] != 0) {
       a.SetPrune(reduced[fid], max_num_bins + 1);
       CHECK(a.data && reduced[fid].data);
       const bst_float mval = a.data[0].value;
@@ -173,6 +305,7 @@ void HostSketchContainer::MakeCuts(HistogramCuts* cuts) {
       const float mval = 1e-5f;
       cuts->min_vals_.HostVector()[fid] = mval;
     }
+
     AddCutPoint(a, max_num_bins, cuts);
     // push a value that is greater than anything
     const bst_float cpt

src/common/quantile.h

@@ -166,6 +166,16 @@ struct WQSummary {
    * \param src source sketch
    */
   inline void CopyFrom(const WQSummary &src) {
+    if (!src.data) {
+      CHECK_EQ(src.size, 0);
+      size = 0;
+      return;
+    }
+    if (!data) {
+      CHECK_EQ(this->size, 0);
+      CHECK_EQ(src.size, 0);
+      return;
+    }
     size = src.size;
     std::memcpy(data, src.data, sizeof(Entry) * size);
   }
@@ -721,6 +731,14 @@ class HostSketchContainer {
     return use_group_ind;
   }
 
+  static std::vector<bst_row_t> CalcColumnSize(SparsePage const &page,
+                                               bst_feature_t const n_columns,
+                                               size_t const nthreads);
+
+  static std::vector<bst_feature_t> LoadBalance(SparsePage const &page,
+                                                bst_feature_t n_columns,
+                                                size_t const nthreads);
+
   static uint32_t SearchGroupIndFromRow(std::vector<bst_uint> const &group_ptr,
                                         size_t const base_rowid) {
     CHECK_LT(base_rowid, group_ptr.back())
@@ -730,6 +748,14 @@ class HostSketchContainer {
         group_ptr.cbegin() - 1;
     return group_ind;
   }
+  // Gather sketches from all workers.
+  void GatherSketchInfo(std::vector<WQSketch::SummaryContainer> const &reduced,
+                        std::vector<bst_row_t> *p_worker_segments,
+                        std::vector<bst_row_t> *p_sketches_scan,
+                        std::vector<WQSketch::Entry> *p_global_sketches);
+  // Merge sketches from all workers.
+  void AllReduce(std::vector<WQSketch::SummaryContainer> *p_reduced,
+                 std::vector<int32_t>* p_num_cuts);
 
   /* \brief Push a CSR matrix. */
   void PushRowPage(SparsePage const& page, MetaInfo const& info);

tests/cpp/c_api/test_c_api.cc

@@ -23,9 +23,9 @@ TEST(CAPI, XGDMatrixCreateFromMatDT) {
   std::shared_ptr<xgboost::DMatrix> *dmat =
       static_cast<std::shared_ptr<xgboost::DMatrix> *>(handle);
   xgboost::MetaInfo &info = (*dmat)->Info();
-  ASSERT_EQ(info.num_col_, 2);
+  ASSERT_EQ(info.num_col_, 2ul);
-  ASSERT_EQ(info.num_row_, 3);
+  ASSERT_EQ(info.num_row_, 3ul);
-  ASSERT_EQ(info.num_nonzero_, 6);
+  ASSERT_EQ(info.num_nonzero_, 6ul);
 
   for (const auto &batch : (*dmat)->GetBatches<xgboost::SparsePage>()) {
     ASSERT_EQ(batch[0][0].fvalue, 0.0f);
@@ -38,9 +38,9 @@ TEST(CAPI, XGDMatrixCreateFromMatDT) {
 }
 
 TEST(CAPI, XGDMatrixCreateFromMatOmp) {
-  std::vector<int> num_rows = {100, 11374, 15000};
+  std::vector<bst_ulong> num_rows = {100, 11374, 15000};
   for (auto row : num_rows) {
-    int num_cols = 50;
+    bst_ulong num_cols = 50;
     int num_missing = 5;
     DMatrixHandle handle;
     std::vector<float> data(num_cols * row, 1.5);

tests/cpp/common/test_hist_util.cc

@@ -159,10 +159,10 @@ TEST(CutsBuilder, SearchGroupInd) {
   HistogramCuts hmat;
 
   size_t group_ind = HostSketchContainer::SearchGroupIndFromRow(p_mat->Info().group_ptr_, 0);
-  ASSERT_EQ(group_ind, 0);
+  ASSERT_EQ(group_ind, 0ul);
 
   group_ind = HostSketchContainer::SearchGroupIndFromRow(p_mat->Info().group_ptr_, 5);
-  ASSERT_EQ(group_ind, 2);
+  ASSERT_EQ(group_ind, 2ul);
 
   EXPECT_ANY_THROW(HostSketchContainer::SearchGroupIndFromRow(p_mat->Info().group_ptr_, 17));
 
@@ -189,7 +189,7 @@ TEST(HistUtil, DenseCutsCategorical) {
        EXPECT_LT(cuts.MinValues()[0], x_sorted.front());
        EXPECT_GT(cuts_from_sketch.front(), x_sorted.front());
        EXPECT_GE(cuts_from_sketch.back(), x_sorted.back());
-       EXPECT_EQ(cuts_from_sketch.size(), num_categories);
+       EXPECT_EQ(cuts_from_sketch.size(), static_cast<size_t>(num_categories));
      }
    }
 }

tests/cpp/common/test_hist_util.h

@@ -162,7 +162,7 @@ inline void ValidateColumn(const HistogramCuts& cuts, int column_idx,
 
   // Check all cut points are unique
   EXPECT_EQ(std::set<float>(cuts_begin, cuts_end).size(),
-            cuts_end - cuts_begin);
+            static_cast<size_t>(cuts_end - cuts_begin));
 
   auto unique = std::set<float>(sorted_column.begin(), sorted_column.end());
   if (unique.size() <= num_bins) {
@@ -189,7 +189,7 @@ inline void ValidateCuts(const HistogramCuts& cuts, DMatrix* dmat,
   // Collect data into columns
   std::vector<std::vector<float>> columns(dmat->Info().num_col_);
   for (auto& batch : dmat->GetBatches<SparsePage>()) {
-    ASSERT_GT(batch.Size(), 0);
+    ASSERT_GT(batch.Size(), 0ul);
     for (auto i = 0ull; i < batch.Size(); i++) {
       for (auto e : batch[i]) {
         columns[e.index].push_back(e.fvalue);

tests/cpp/common/test_json.cc

@@ -222,7 +222,7 @@ TEST(Json, ParseArray) {
   auto json = Json::Load(StringView{str.c_str(), str.size()});
   json = json["nodes"];
   std::vector<Json> arr = get<JsonArray>(json);
-  ASSERT_EQ(arr.size(), 3);
+  ASSERT_EQ(arr.size(), 3ul);
   Json v0 = arr[0];
   ASSERT_EQ(get<Integer>(v0["depth"]), 3);
   ASSERT_NEAR(get<Number>(v0["gain"]), 10.4866, kRtEps);
@@ -284,7 +284,7 @@ TEST(Json, EmptyArray) {
   std::istringstream iss(str);
   auto json = Json::Load(StringView{str.c_str(), str.size()});
   auto arr = get<JsonArray>(json["leaf_vector"]);
-  ASSERT_EQ(arr.size(), 0);
+  ASSERT_EQ(arr.size(), 0ul);
 }
 
 TEST(Json, Boolean) {
@@ -315,7 +315,7 @@ TEST(Json, AssigningObjects) {
     Json json;
     json = JsonObject();
     json["Okay"] = JsonArray();
-    ASSERT_EQ(get<JsonArray>(json["Okay"]).size(), 0);
+    ASSERT_EQ(get<JsonArray>(json["Okay"]).size(), 0ul);
   }
 
   {

tests/cpp/common/test_quantile.cc

@@ -5,14 +5,122 @@
 
 namespace xgboost {
 namespace common {
+
+TEST(Quantile, LoadBalance) {
+  size_t constexpr kRows = 1000, kCols = 100;
+  auto m = RandomDataGenerator{kRows, kCols, 0}.GenerateDMatrix();
+  std::vector<bst_feature_t> cols_ptr;
+  for (auto const &page : m->GetBatches<SparsePage>()) {
+    cols_ptr = HostSketchContainer::LoadBalance(page, kCols, 13);
+  }
+  size_t n_cols = 0;
+  for (size_t i = 1; i < cols_ptr.size(); ++i) {
+    n_cols += cols_ptr[i] - cols_ptr[i - 1];
+  }
+  CHECK_EQ(n_cols, kCols);
+}
+
+void TestDistributedQuantile(size_t rows, size_t cols) {
+  std::string msg {"Skipping AllReduce test"};
+  int32_t constexpr kWorkers = 4;
+  InitRabitContext(msg, kWorkers);
+  auto world = rabit::GetWorldSize();
+  if (world != 1) {
+    ASSERT_EQ(world, kWorkers);
+  } else {
+    return;
+  }
+
+  std::vector<MetaInfo> infos(2);
+  auto& h_weights = infos.front().weights_.HostVector();
+  h_weights.resize(rows);
+  SimpleLCG lcg;
+  SimpleRealUniformDistribution<float> dist(3, 1000);
+  std::generate(h_weights.begin(), h_weights.end(), [&]() { return dist(&lcg); });
+  std::vector<bst_row_t> column_size(cols, rows);
+  size_t n_bins = 64;
+
+  // Generate cuts for distributed environment.
+  auto sparsity = 0.5f;
+  auto rank = rabit::GetRank();
+  HostSketchContainer sketch_distributed(column_size, n_bins, false);
+  auto m = RandomDataGenerator{rows, cols, sparsity}
+               .Seed(rank)
+               .Lower(.0f)
+               .Upper(1.0f)
+               .GenerateDMatrix();
+  for (auto const &page : m->GetBatches<SparsePage>()) {
+    sketch_distributed.PushRowPage(page, m->Info());
+  }
+  HistogramCuts distributed_cuts;
+  sketch_distributed.MakeCuts(&distributed_cuts);
+
+  // Generate cuts for single node environment
+  rabit::Finalize();
+  CHECK_EQ(rabit::GetWorldSize(), 1);
+  std::for_each(column_size.begin(), column_size.end(), [=](auto& size) { size *= world; });
+  HostSketchContainer sketch_on_single_node(column_size, n_bins, false);
+  for (auto rank = 0; rank < world; ++rank) {
+    auto m = RandomDataGenerator{rows, cols, sparsity}
+                 .Seed(rank)
+                 .Lower(.0f)
+                 .Upper(1.0f)
+                 .GenerateDMatrix();
+    for (auto const &page : m->GetBatches<SparsePage>()) {
+      sketch_on_single_node.PushRowPage(page, m->Info());
+    }
+  }
+
+  HistogramCuts single_node_cuts;
+  sketch_on_single_node.MakeCuts(&single_node_cuts);
+
+  auto const& sptrs = single_node_cuts.Ptrs();
+  auto const& dptrs = distributed_cuts.Ptrs();
+  auto const& svals = single_node_cuts.Values();
+  auto const& dvals = distributed_cuts.Values();
+  auto const& smins = single_node_cuts.MinValues();
+  auto const& dmins = distributed_cuts.MinValues();
+
+  ASSERT_EQ(sptrs.size(), dptrs.size());
+  for (size_t i = 0; i < sptrs.size(); ++i) {
+    ASSERT_EQ(sptrs[i], dptrs[i]);
+  }
+
+  ASSERT_EQ(svals.size(), dvals.size());
+  for (size_t i = 0; i < svals.size(); ++i) {
+    ASSERT_NEAR(svals[i], dvals[i], 2e-2f);
+  }
+
+  ASSERT_EQ(smins.size(), dmins.size());
+  for (size_t i = 0; i < smins.size(); ++i) {
+    ASSERT_FLOAT_EQ(smins[i], dmins[i]);
+  }
+}
+
+TEST(Quantile, DistributedBasic) {
+#if defined(__unix__)
+  constexpr size_t kRows = 10, kCols = 10;
+  TestDistributedQuantile(kRows, kCols);
+#endif
+}
+
+TEST(Quantile, Distributed) {
+#if defined(__unix__)
+  constexpr size_t kRows = 1000, kCols = 200;
+  TestDistributedQuantile(kRows, kCols);
+#endif
+}
+
 TEST(Quantile, SameOnAllWorkers) {
+#if defined(__unix__)
   std::string msg{"Skipping Quantile AllreduceBasic test"};
-  size_t constexpr kWorkers = 4;
+  int32_t constexpr kWorkers = 4;
   InitRabitContext(msg, kWorkers);
   auto world = rabit::GetWorldSize();
   if (world != 1) {
     CHECK_EQ(world, kWorkers);
   } else {
+    LOG(WARNING) << msg;
     return;
   }
 
@@ -72,6 +180,8 @@ TEST(Quantile, SameOnAllWorkers) {
           }
         }
       });
+  rabit::Finalize();
+#endif  // defined(__unix__)
 }
 }  // namespace common
 }  // namespace xgboost

tests/cpp/common/test_quantile.h

@@ -7,7 +7,7 @@
 
 namespace xgboost {
 namespace common {
-inline void InitRabitContext(std::string msg, size_t n_workers) {
+inline void InitRabitContext(std::string msg, int32_t n_workers) {
   auto port = std::getenv("DMLC_TRACKER_PORT");
   std::string port_str;
   if (port) {
@@ -35,7 +35,7 @@ template <typename Fn> void RunWithSeedsAndBins(size_t rows, Fn fn) {
   for (size_t i = 0; i < bins.size() - 1; ++i) {
     bins[i] = i * 35 + 2;
   }
-  bins.back() = rows + 80;  // provide a bin number greater than rows.
+  bins.back() = rows + 160;  // provide a bin number greater than rows.
 
   std::vector<MetaInfo> infos(2);
   auto& h_weights = infos.front().weights_.HostVector();

tests/python/test_with_dask.py

@@ -501,17 +501,20 @@ class TestWithDask:
                                  num_boost_round=num_rounds,
                                  evals=[(m, 'train')])['history']
         note(history)
-        assert tm.non_increasing(history['train'][dataset.metric])
+        history = history['train'][dataset.metric]
+        assert tm.non_increasing(history)
+        # Make sure that it's decreasing
+        assert history[-1] < history[0]
 
     @given(params=hist_parameter_strategy,
-           num_rounds=strategies.integers(10, 20),
+           num_rounds=strategies.integers(20, 30),
            dataset=tm.dataset_strategy)
     @settings(deadline=None)
     def test_hist(self, params, num_rounds, dataset, client):
         self.run_updater_test(client, params, num_rounds, dataset, 'hist')
 
     @given(params=exact_parameter_strategy,
-           num_rounds=strategies.integers(10, 20),
+           num_rounds=strategies.integers(20, 30),
            dataset=tm.dataset_strategy)
     @settings(deadline=None)
     def test_approx(self, client, params, num_rounds, dataset):
@@ -524,8 +527,7 @@ class TestWithDask:
         exe = None
         for possible_path in {'./testxgboost', './build/testxgboost',
                               '../build/testxgboost',
-                              '../cpu-build/testxgboost',
+                              '../cpu-build/testxgboost'}:
-                              '../gpu-build/testxgboost'}:
             if os.path.exists(possible_path):
                 exe = possible_path
         if exe is None:
@@ -542,7 +544,7 @@ class TestWithDask:
             port = port.split('=')
             env = os.environ.copy()
             env[port[0]] = port[1]
-            return subprocess.run([exe, test], env=env, stdout=subprocess.PIPE)
+            return subprocess.run([exe, test], env=env, capture_output=True)
 
         with LocalCluster(n_workers=4) as cluster:
             with Client(cluster) as client:
@@ -555,6 +557,7 @@ class TestWithDask:
                                      workers=workers,
                                      rabit_args=rabit_args)
                 results = client.gather(futures)
+
                 for ret in results:
                     msg = ret.stdout.decode('utf-8')
                     assert msg.find('1 test from Quantile') != -1, msg
@@ -563,4 +566,14 @@ class TestWithDask:
     @pytest.mark.skipif(**tm.no_dask())
     @pytest.mark.gtest
     def test_quantile_basic(self):
+        self.run_quantile('DistributedBasic')
+
+    @pytest.mark.skipif(**tm.no_dask())
+    @pytest.mark.gtest
+    def test_quantile(self):
+        self.run_quantile('Distributed')
+
+    @pytest.mark.skipif(**tm.no_dask())
+    @pytest.mark.gtest
+    def test_quantile_same_on_all_workers(self):
         self.run_quantile('SameOnAllWorkers')