Sycl implementation for objective functions (#9846)

---------

Co-authored-by: Dmitry Razdoburdin <>

tests/cpp/plugin/test_sycl_multiclass_obj.cc

@@ -0,0 +1,28 @@
+/*!
+ * Copyright 2018-2023 XGBoost contributors
+ */
+#include <gtest/gtest.h>
+#include <xgboost/context.h>
+
+#include "../objective/test_multiclass_obj.h"
+
+namespace xgboost {
+
+TEST(SyclObjective, SoftmaxMultiClassObjGPair) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"device", "sycl"}});
+  TestSoftmaxMultiClassObjGPair(&ctx);
+}
+
+TEST(SyclObjective, SoftmaxMultiClassBasic) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"device", "sycl"}});
+  TestSoftmaxMultiClassObjGPair(&ctx);
+}
+
+TEST(SyclObjective, SoftprobMultiClassBasic) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"device", "sycl"}});
+  TestSoftprobMultiClassBasic(&ctx);
+}
+}  // namespace xgboost

tests/cpp/plugin/test_sycl_regression_obj.cc

@@ -0,0 +1,99 @@
+/*!
+ * Copyright 2017-2019 XGBoost contributors
+ */
+#include <gtest/gtest.h>
+#include <xgboost/objective.h>
+#include <xgboost/context.h>
+
+#include "../helpers.h"
+#include "../objective/test_regression_obj.h"
+
+namespace xgboost {
+
+TEST(SyclObjective, LinearRegressionGPair) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"device", "sycl"}});
+  TestLinearRegressionGPair(&ctx);
+}
+
+TEST(SyclObjective, SquaredLog) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"device", "sycl"}});
+  TestSquaredLog(&ctx);
+}
+
+TEST(SyclObjective, LogisticRegressionGPair) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"device", "sycl"}});
+  TestLogisticRegressionGPair(&ctx);
+}
+
+TEST(SyclObjective, LogisticRegressionBasic) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"device", "sycl"}});
+
+  TestLogisticRegressionBasic(&ctx);
+}
+
+TEST(SyclObjective, LogisticRawGPair) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"device", "sycl"}});
+  TestsLogisticRawGPair(&ctx);
+}
+
+TEST(SyclObjective, CPUvsSycl) {
+  Context ctx;
+  ctx.UpdateAllowUnknown(Args{{"device", "sycl"}});
+  ObjFunction * obj_sycl =
+      ObjFunction::Create("reg:squarederror_sycl", &ctx);
+
+  ctx = ctx.MakeCPU();
+  ObjFunction * obj_cpu =
+      ObjFunction::Create("reg:squarederror", &ctx);
+
+  linalg::Matrix<GradientPair> cpu_out_preds;
+  linalg::Matrix<GradientPair> sycl_out_preds;
+
+  constexpr size_t kRows = 400;
+  constexpr size_t kCols = 100;
+  auto pdmat = RandomDataGenerator(kRows, kCols, 0).Seed(0).GenerateDMatrix();
+  HostDeviceVector<float> preds;
+  preds.Resize(kRows);
+  auto& h_preds = preds.HostVector();
+  for (size_t i = 0; i < h_preds.size(); ++i) {
+    h_preds[i] = static_cast<float>(i);
+  }
+  auto& info = pdmat->Info();
+
+  info.labels.Reshape(kRows, 1);
+  auto& h_labels = info.labels.Data()->HostVector();
+  for (size_t i = 0; i < h_labels.size(); ++i) {
+    h_labels[i] = 1 / static_cast<float>(i+1);
+  }
+
+  {
+    // CPU
+    obj_cpu->GetGradient(preds, info, 0, &cpu_out_preds);
+  }
+  {
+    // sycl
+    obj_sycl->GetGradient(preds, info, 0, &sycl_out_preds);
+  }
+
+  auto h_cpu_out = cpu_out_preds.HostView();
+  auto h_sycl_out = sycl_out_preds.HostView();
+
+  float sgrad = 0;
+  float shess = 0;
+  for (size_t i = 0; i < kRows; ++i) {
+    sgrad += std::pow(h_cpu_out(i).GetGrad() - h_sycl_out(i).GetGrad(), 2);
+    shess += std::pow(h_cpu_out(i).GetHess() - h_sycl_out(i).GetHess(), 2);
+  }
+  ASSERT_NEAR(sgrad, 0.0f, kRtEps);
+  ASSERT_NEAR(shess, 0.0f, kRtEps);
+
+  delete obj_cpu;
+  delete obj_sycl;
+}
+
+}  // namespace xgboost