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

* 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.

src/data/gradient_index_format.cc

@@ -0,0 +1,107 @@
+/*!
+ * Copyright 2021 XGBoost contributors
+ */
+#include "sparse_page_writer.h"
+#include "gradient_index.h"
+#include "histogram_cut_format.h"
+
+namespace xgboost {
+namespace data {
+
+class GHistIndexRawFormat : public SparsePageFormat<GHistIndexMatrix> {
+ public:
+  bool Read(GHistIndexMatrix* page, dmlc::SeekStream* fi) override {
+    if (!ReadHistogramCuts(&page->cut, fi)) {
+      return false;
+    }
+    // indptr
+    fi->Read(&page->row_ptr);
+    // offset
+    using OffsetT = std::iterator_traits<decltype(page->index.Offset())>::value_type;
+    std::vector<OffsetT> offset;
+    if (!fi->Read(&offset)) {
+      return false;
+    }
+    page->index.ResizeOffset(offset.size());
+    std::copy(offset.begin(), offset.end(), page->index.Offset());
+    // data
+    std::vector<uint8_t> data;
+    if (!fi->Read(&data)) {
+      return false;
+    }
+    page->index.Resize(data.size());
+    std::copy(data.cbegin(), data.cend(), page->index.begin());
+    // bin type
+    // Old gcc doesn't support reading from enum.
+    std::underlying_type_t<common::BinTypeSize> uint_bin_type{0};
+    if (!fi->Read(&uint_bin_type)) {
+      return false;
+    }
+    common::BinTypeSize size_type =
+        static_cast<common::BinTypeSize>(uint_bin_type);
+    page->index.SetBinTypeSize(size_type);
+    // hit count
+    if (!fi->Read(&page->hit_count)) {
+      return false;
+    }
+    if (!fi->Read(&page->max_num_bins)) {
+      return false;
+    }
+    if (!fi->Read(&page->base_rowid)) {
+      return false;
+    }
+    bool is_dense = false;
+    if (!fi->Read(&is_dense)) {
+      return false;
+    }
+    page->SetDense(is_dense);
+    return true;
+  }
+
+  size_t Write(GHistIndexMatrix const &page, dmlc::Stream *fo) override {
+    size_t bytes = 0;
+    bytes += WriteHistogramCuts(page.cut, fo);
+    // indptr
+    fo->Write(page.row_ptr);
+    bytes += page.row_ptr.size() * sizeof(decltype(page.row_ptr)::value_type) +
+             sizeof(uint64_t);
+    // offset
+    using OffsetT = std::iterator_traits<decltype(page.index.Offset())>::value_type;
+    std::vector<OffsetT> offset(page.index.OffsetSize());
+    std::copy(page.index.Offset(),
+              page.index.Offset() + page.index.OffsetSize(), offset.begin());
+    fo->Write(offset);
+    bytes += page.index.OffsetSize() * sizeof(OffsetT) + sizeof(uint64_t);
+    // data
+    std::vector<uint8_t> data(page.index.begin(), page.index.end());
+    fo->Write(data);
+    bytes += data.size() * sizeof(decltype(data)::value_type) + sizeof(uint64_t);
+    // bin type
+    std::underlying_type_t<common::BinTypeSize> uint_bin_type =
+        page.index.GetBinTypeSize();
+    fo->Write(uint_bin_type);
+    bytes += sizeof(page.index.GetBinTypeSize());
+    // hit count
+    fo->Write(page.hit_count);
+    bytes +=
+        page.hit_count.size() * sizeof(decltype(page.hit_count)::value_type) +
+        sizeof(uint64_t);
+    // max_bins, base row, is_dense
+    fo->Write(page.max_num_bins);
+    bytes += sizeof(page.max_num_bins);
+    fo->Write(page.base_rowid);
+    bytes += sizeof(page.base_rowid);
+    fo->Write(page.IsDense());
+    bytes += sizeof(page.IsDense());
+    return bytes;
+  }
+};
+
+DMLC_REGISTRY_FILE_TAG(gradient_index_format);
+
+XGBOOST_REGISTER_GHIST_INDEX_PAGE_FORMAT(raw)
+    .describe("Raw GHistIndex binary data format.")
+    .set_body([]() { return new GHistIndexRawFormat(); });
+
+}  // namespace data
+}  // namespace xgboost