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Initial support for external memory in gradient index. (#7183)

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* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.
This commit is contained in:
Jiaming Yuan
2021-09-13 12:40:56 +08:00
committed by GitHub
parent a0dcf6f5c1
commit 3515931305
26 changed files with 546 additions and 171 deletions
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19
include/xgboost/data.h
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@@ -1,5 +1,5 @@
/*!
* Copyright (c) 2015 by Contributors
* Copyright (c) 2015-2021 by Contributors
* \file data.h
* \brief The input data structure of xgboost.
* \author Tianqi Chen
@@ -214,12 +214,27 @@ struct BatchParam {
int gpu_id;
/*! \brief Maximum number of bins per feature for histograms. */
int max_bin{0};
/*! \brief Hessian, used for sketching with future approx implementation. */
common::Span<float> hess;
/*! \brief Whether should DMatrix regenerate the batch. Only used for GHistIndex. */
bool regen {false};
BatchParam() = default;
BatchParam(int32_t device, int32_t max_bin)
: gpu_id{device}, max_bin{max_bin} {}
/**
* \brief Get batch with sketch weighted by hessian. The batch will be regenerated if
* the span is changed, so caller should keep the span for each iteration.
*/
BatchParam(int32_t device, int32_t max_bin, common::Span<float> hessian,
bool regenerate = false)
: gpu_id{device}, max_bin{max_bin}, hess{hessian}, regen{regenerate} {}
bool operator!=(const BatchParam& other) const {
return gpu_id != other.gpu_id || max_bin != other.max_bin;
if (hess.empty() && other.hess.empty()) {
return gpu_id != other.gpu_id || max_bin != other.max_bin;
}
return gpu_id != other.gpu_id || max_bin != other.max_bin || hess.data() != other.hess.data();
}
};