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Improved gpu_hist_experimental algorithm (#2866)

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- Implement colsampling, subsampling for gpu_hist_experimental

 - Optimised multi-GPU implementation for gpu_hist_experimental

 - Make nccl optional

 - Add Volta architecture flag

 - Optimise RegLossObj

 - Add timing utilities for debug verbose mode

 - Bump required cuda version to 8.0
This commit is contained in:
Rory Mitchell
2017-11-11 13:58:40 +13:00
committed by GitHub
parent 16c63f30d0
commit 40c6e2f0c8
14 changed files with 855 additions and 473 deletions
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42
tests/benchmark/benchmark.py
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@@ -11,20 +11,36 @@ rng = np.random.RandomState(1994)
def run_benchmark(args):
print("Generating dataset: {} rows * {} columns".format(args.rows, args.columns))
print("{}/{} test/train split".format(args.test_size, 1.0 - args.test_size))
tmp = time.time()
X, y = make_classification(args.rows, n_features=args.columns, random_state=7)
if args.sparsity < 1.0:
X = np.array([[np.nan if rng.uniform(0, 1) < args.sparsity else x for x in x_row] for x_row in X])
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=args.test_size, random_state=7)
print ("Generate Time: %s seconds" % (str(time.time() - tmp)))
tmp = time.time()
print ("DMatrix Start")
dtrain = xgb.DMatrix(X_train, y_train, nthread=-1)
dtest = xgb.DMatrix(X_test, y_test, nthread=-1)
print ("DMatrix Time: %s seconds" % (str(time.time() - tmp)))
try:
dtest = xgb.DMatrix('dtest.dm')
dtrain = xgb.DMatrix('dtrain.dm')
if not (dtest.num_col() == args.columns \
and dtrain.num_col() == args.columns):
raise ValueError("Wrong cols")
if not (dtest.num_row() == args.rows * args.test_size \
and dtrain.num_row() == args.rows * (1-args.test_size)):
raise ValueError("Wrong rows")
except:
print("Generating dataset: {} rows * {} columns".format(args.rows, args.columns))
print("{}/{} test/train split".format(args.test_size, 1.0 - args.test_size))
tmp = time.time()
X, y = make_classification(args.rows, n_features=args.columns, n_redundant=0, n_informative=args.columns, n_repeated=0, random_state=7)
if args.sparsity < 1.0:
X = np.array([[np.nan if rng.uniform(0, 1) < args.sparsity else x for x in x_row] for x_row in X])
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=args.test_size, random_state=7)
print ("Generate Time: %s seconds" % (str(time.time() - tmp)))
tmp = time.time()
print ("DMatrix Start")
dtrain = xgb.DMatrix(X_train, y_train)
dtest = xgb.DMatrix(X_test, y_test, nthread=-1)
print ("DMatrix Time: %s seconds" % (str(time.time() - tmp)))
dtest.save_binary('dtest.dm')
dtrain.save_binary('dtrain.dm')
param = {'objective': 'binary:logistic'}
if args.params is not '':