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[breaking] Add prediction fucntion for DMatrix and use inplace predict for dask. (#6668)

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* Add a new API function for predicting on `DMatrix`.  This function aligns
with rest of the `XGBoosterPredictFrom*` functions on semantic of function
arguments.
* Purge `ntree_limit` from libxgboost, use iteration instead.
* [dask] Use `inplace_predict` by default for dask sklearn models.
* [dask] Run prediction shape inference on worker instead of client.

The breaking change is in the Python sklearn `apply` function, I made it to be
consistent with other prediction functions where `best_iteration` is used by
default.
This commit is contained in:
Jiaming Yuan
2021-02-08 18:26:32 +08:00
committed by GitHub
parent dbb5208a0a
commit 4656b09d5d
29 changed files with 1134 additions and 604 deletions
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103
src/predictor/gpu_predictor.cu
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@@ -536,6 +536,7 @@ class GPUPredictor : public xgboost::Predictor {
const uint32_t BLOCK_THREADS = 256;
size_t num_rows = batch.n_rows;
auto GRID_SIZE = static_cast<uint32_t>(common::DivRoundUp(num_rows, BLOCK_THREADS));
DeviceModel d_model;
bool use_shared = false;
size_t entry_start = 0;
@@ -593,54 +594,27 @@ class GPUPredictor : public xgboost::Predictor {
}
void PredictBatch(DMatrix* dmat, PredictionCacheEntry* predts,
const gbm::GBTreeModel& model, int tree_begin,
unsigned ntree_limit = 0) const override {
// This function is duplicated with CPU predictor PredictBatch, see comments in there.
// FIXME(trivialfis): Remove the duplication.
const gbm::GBTreeModel& model, uint32_t tree_begin,
uint32_t tree_end = 0) const override {
int device = generic_param_->gpu_id;
CHECK_GE(device, 0) << "Set `gpu_id' to positive value for processing GPU data.";
ConfigureDevice(device);
CHECK_EQ(tree_begin, 0);
auto* out_preds = &predts->predictions;
CHECK_GE(predts->version, tree_begin);
if (out_preds->Size() == 0 && dmat->Info().num_row_ != 0) {
CHECK_EQ(predts->version, 0);
}
if (tree_end == 0) {
tree_end = model.trees.size();
}
if (predts->version == 0) {
// out_preds->Size() can be non-zero as it's initialized here before any tree is
// built at the 0^th iterator.
this->InitOutPredictions(dmat->Info(), out_preds, model);
}
uint32_t const output_groups = model.learner_model_param->num_output_group;
CHECK_NE(output_groups, 0);
uint32_t real_ntree_limit = ntree_limit * output_groups;
if (real_ntree_limit == 0 || real_ntree_limit > model.trees.size()) {
real_ntree_limit = static_cast<uint32_t>(model.trees.size());
if (tree_end - tree_begin == 0) {
return;
}
uint32_t const end_version = (tree_begin + real_ntree_limit) / output_groups;
if (predts->version > end_version) {
CHECK_NE(ntree_limit, 0);
this->InitOutPredictions(dmat->Info(), out_preds, model);
predts->version = 0;
}
uint32_t const beg_version = predts->version;
CHECK_LE(beg_version, end_version);
if (beg_version < end_version) {
this->DevicePredictInternal(dmat, out_preds, model,
beg_version * output_groups,
end_version * output_groups);
}
uint32_t delta = end_version - beg_version;
CHECK_LE(delta, model.trees.size());
predts->Update(delta);
CHECK(out_preds->Size() == output_groups * dmat->Info().num_row_ ||
out_preds->Size() == dmat->Info().num_row_);
this->DevicePredictInternal(dmat, out_preds, model, tree_begin, tree_end);
}
template <typename Adapter, typename Loader>
@@ -648,15 +622,12 @@ class GPUPredictor : public xgboost::Predictor {
const gbm::GBTreeModel &model, float,
PredictionCacheEntry *out_preds,
uint32_t tree_begin, uint32_t tree_end) const {
auto max_shared_memory_bytes = dh::MaxSharedMemory(this->generic_param_->gpu_id);
uint32_t const output_groups = model.learner_model_param->num_output_group;
DeviceModel d_model;
d_model.Init(model, tree_begin, tree_end, this->generic_param_->gpu_id);
auto m = dmlc::get<std::shared_ptr<Adapter>>(x);
CHECK_EQ(m->NumColumns(), model.learner_model_param->num_feature)
<< "Number of columns in data must equal to trained model.";
CHECK_EQ(this->generic_param_->gpu_id, m->DeviceIdx())
CHECK_EQ(dh::CurrentDevice(), m->DeviceIdx())
<< "XGBoost is running on device: " << this->generic_param_->gpu_id << ", "
<< "but data is on: " << m->DeviceIdx();
if (p_m) {
@@ -667,12 +638,17 @@ class GPUPredictor : public xgboost::Predictor {
info.num_row_ = m->NumRows();
this->InitOutPredictions(info, &(out_preds->predictions), model);
}
out_preds->predictions.SetDevice(m->DeviceIdx());
const uint32_t BLOCK_THREADS = 128;
auto GRID_SIZE = static_cast<uint32_t>(common::DivRoundUp(m->NumRows(), BLOCK_THREADS));
auto max_shared_memory_bytes = dh::MaxSharedMemory(m->DeviceIdx());
size_t shared_memory_bytes =
SharedMemoryBytes<BLOCK_THREADS>(m->NumColumns(), max_shared_memory_bytes);
DeviceModel d_model;
d_model.Init(model, tree_begin, tree_end, m->DeviceIdx());
bool use_shared = shared_memory_bytes != 0;
size_t entry_start = 0;
@@ -707,20 +683,17 @@ class GPUPredictor : public xgboost::Predictor {
void PredictContribution(DMatrix* p_fmat,
HostDeviceVector<bst_float>* out_contribs,
const gbm::GBTreeModel& model, unsigned ntree_limit,
const gbm::GBTreeModel& model, unsigned tree_end,
std::vector<bst_float>*,
bool approximate, int,
unsigned) const override {
if (approximate) {
LOG(FATAL) << "Approximated contribution is not implemented in GPU Predictor.";
}
dh::safe_cuda(cudaSetDevice(generic_param_->gpu_id));
out_contribs->SetDevice(generic_param_->gpu_id);
uint32_t real_ntree_limit =
ntree_limit * model.learner_model_param->num_output_group;
if (real_ntree_limit == 0 || real_ntree_limit > model.trees.size()) {
real_ntree_limit = static_cast<uint32_t>(model.trees.size());
if (tree_end == 0 || tree_end > model.trees.size()) {
tree_end = static_cast<uint32_t>(model.trees.size());
}
const int ngroup = model.learner_model_param->num_output_group;
@@ -734,8 +707,7 @@ class GPUPredictor : public xgboost::Predictor {
auto phis = out_contribs->DeviceSpan();
dh::device_vector<gpu_treeshap::PathElement> device_paths;
ExtractPaths(&device_paths, model, real_ntree_limit,
generic_param_->gpu_id);
ExtractPaths(&device_paths, model, tree_end, generic_param_->gpu_id);
for (auto& batch : p_fmat->GetBatches<SparsePage>()) {
batch.data.SetDevice(generic_param_->gpu_id);
batch.offset.SetDevice(generic_param_->gpu_id);
@@ -761,20 +733,17 @@ class GPUPredictor : public xgboost::Predictor {
void PredictInteractionContributions(DMatrix* p_fmat,
HostDeviceVector<bst_float>* out_contribs,
const gbm::GBTreeModel& model,
unsigned ntree_limit,
unsigned tree_end,
std::vector<bst_float>*,
bool approximate) const override {
if (approximate) {
LOG(FATAL) << "[Internal error]: " << __func__
<< " approximate is not implemented in GPU Predictor.";
}
dh::safe_cuda(cudaSetDevice(generic_param_->gpu_id));
out_contribs->SetDevice(generic_param_->gpu_id);
uint32_t real_ntree_limit =
ntree_limit * model.learner_model_param->num_output_group;
if (real_ntree_limit == 0 || real_ntree_limit > model.trees.size()) {
real_ntree_limit = static_cast<uint32_t>(model.trees.size());
if (tree_end == 0 || tree_end > model.trees.size()) {
tree_end = static_cast<uint32_t>(model.trees.size());
}
const int ngroup = model.learner_model_param->num_output_group;
@@ -789,8 +758,7 @@ class GPUPredictor : public xgboost::Predictor {
auto phis = out_contribs->DeviceSpan();
dh::device_vector<gpu_treeshap::PathElement> device_paths;
ExtractPaths(&device_paths, model, real_ntree_limit,
generic_param_->gpu_id);
ExtractPaths(&device_paths, model, tree_end, generic_param_->gpu_id);
for (auto& batch : p_fmat->GetBatches<SparsePage>()) {
batch.data.SetDevice(generic_param_->gpu_id);
batch.offset.SetDevice(generic_param_->gpu_id);
@@ -841,29 +809,28 @@ class GPUPredictor : public xgboost::Predictor {
<< " is not implemented in GPU Predictor.";
}
void PredictLeaf(DMatrix* p_fmat, HostDeviceVector<bst_float>* predictions,
const gbm::GBTreeModel& model,
unsigned ntree_limit) const override {
void PredictLeaf(DMatrix *p_fmat, HostDeviceVector<bst_float> *predictions,
const gbm::GBTreeModel &model,
unsigned tree_end) const override {
dh::safe_cuda(cudaSetDevice(generic_param_->gpu_id));
auto max_shared_memory_bytes = ConfigureDevice(generic_param_->gpu_id);
const MetaInfo& info = p_fmat->Info();
constexpr uint32_t kBlockThreads = 128;
size_t shared_memory_bytes =
SharedMemoryBytes<kBlockThreads>(info.num_col_, max_shared_memory_bytes);
size_t shared_memory_bytes = SharedMemoryBytes<kBlockThreads>(
info.num_col_, max_shared_memory_bytes);
bool use_shared = shared_memory_bytes != 0;
bst_feature_t num_features = info.num_col_;
bst_row_t num_rows = info.num_row_;
size_t entry_start = 0;
uint32_t real_ntree_limit = ntree_limit * model.learner_model_param->num_output_group;
if (real_ntree_limit == 0 || real_ntree_limit > model.trees.size()) {
real_ntree_limit = static_cast<uint32_t>(model.trees.size());
if (tree_end == 0 || tree_end > model.trees.size()) {
tree_end = static_cast<uint32_t>(model.trees.size());
}
predictions->SetDevice(generic_param_->gpu_id);
predictions->Resize(num_rows * real_ntree_limit);
predictions->Resize(num_rows * tree_end);
DeviceModel d_model;
d_model.Init(model, 0, real_ntree_limit, this->generic_param_->gpu_id);
d_model.Init(model, 0, tree_end, this->generic_param_->gpu_id);
if (p_fmat->PageExists<SparsePage>()) {
for (auto const& batch : p_fmat->GetBatches<SparsePage>()) {