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External memory support for hist (#7531)

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* Generate column matrix from gHistIndex.
* Avoid synchronization with the sparse page once the cache is written.
* Cleanups: Remove member variables/functions, change the update routine to look like approx and gpu_hist.
* Remove pruner.
This commit is contained in:
Jiaming Yuan
2022-03-22 00:13:20 +08:00
committed by GitHub
parent cd55823112
commit 4d81c741e9
25 changed files with 563 additions and 686 deletions
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6
tests/cpp/tree/hist/test_histogram.cc
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@@ -446,6 +446,12 @@ void TestHistogramExternalMemory(BatchParam batch_param, bool is_approx) {
TEST(CPUHistogram, ExternalMemory) {
int32_t constexpr kBins = 256;
TestHistogramExternalMemory(BatchParam{kBins, common::Span<float>{}, false}, true);
float sparse_thresh{0.5};
TestHistogramExternalMemory({kBins, sparse_thresh}, false);
sparse_thresh = std::numeric_limits<float>::quiet_NaN();
TestHistogramExternalMemory({kBins, sparse_thresh}, false);
}
} // namespace tree
} // namespace xgboost

157
tests/cpp/tree/test_quantile_hist.cc
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@@ -18,138 +18,6 @@
namespace xgboost {
namespace tree {
class QuantileHistMock : public QuantileHistMaker {
static double constexpr kEps = 1e-6;
template <typename GradientSumT>
struct BuilderMock : public QuantileHistMaker::Builder<GradientSumT> {
using RealImpl = QuantileHistMaker::Builder<GradientSumT>;
BuilderMock(const TrainParam &param, std::unique_ptr<TreeUpdater> pruner,
DMatrix const *fmat, GenericParameter const* ctx)
: RealImpl(1, param, std::move(pruner), fmat, ObjInfo{ObjInfo::kRegression}, ctx) {}
public:
void TestInitData(const GHistIndexMatrix& gmat,
std::vector<GradientPair>* gpair,
DMatrix* p_fmat,
const RegTree& tree) {
RealImpl::InitData(gmat, p_fmat, tree, gpair);
/* The creation of HistCutMatrix and GHistIndexMatrix are not technically
* part of QuantileHist updater logic, but we include it here because
* QuantileHist updater object currently stores GHistIndexMatrix
* internally. According to https://github.com/dmlc/xgboost/pull/3803,
* we should eventually move GHistIndexMatrix out of the QuantileHist
* updater. */
const size_t num_row = p_fmat->Info().num_row_;
const size_t num_col = p_fmat->Info().num_col_;
/* Validate HistCutMatrix */
ASSERT_EQ(gmat.cut.Ptrs().size(), num_col + 1);
for (size_t fid = 0; fid < num_col; ++fid) {
const size_t ibegin = gmat.cut.Ptrs()[fid];
const size_t iend = gmat.cut.Ptrs()[fid + 1];
// Ordered, but empty feature is allowed.
ASSERT_LE(ibegin, iend);
for (size_t i = ibegin; i < iend - 1; ++i) {
// Quantile points must be sorted in ascending order
// No duplicates allowed
ASSERT_LT(gmat.cut.Values()[i], gmat.cut.Values()[i + 1])
<< "ibegin: " << ibegin << ", "
<< "iend: " << iend;
}
}
/* Validate GHistIndexMatrix */
ASSERT_EQ(gmat.row_ptr.size(), num_row + 1);
ASSERT_LT(*std::max_element(gmat.index.begin(), gmat.index.end()),
gmat.cut.Ptrs().back());
for (const auto& batch : p_fmat->GetBatches<xgboost::SparsePage>()) {
auto page = batch.GetView();
for (size_t i = 0; i < batch.Size(); ++i) {
const size_t rid = batch.base_rowid + i;
ASSERT_LT(rid, num_row);
const size_t gmat_row_offset = gmat.row_ptr[rid];
ASSERT_LT(gmat_row_offset, gmat.index.Size());
SparsePage::Inst inst = page[i];
ASSERT_EQ(gmat.row_ptr[rid] + inst.size(), gmat.row_ptr[rid + 1]);
for (size_t j = 0; j < inst.size(); ++j) {
// Each entry of GHistIndexMatrix represents a bin ID
const size_t bin_id = gmat.index[gmat_row_offset + j];
const size_t fid = inst[j].index;
// The bin ID must correspond to correct feature
ASSERT_GE(bin_id, gmat.cut.Ptrs()[fid]);
ASSERT_LT(bin_id, gmat.cut.Ptrs()[fid + 1]);
// The bin ID must correspond to a region between two
// suitable quantile points
ASSERT_LT(inst[j].fvalue, gmat.cut.Values()[bin_id]);
if (bin_id > gmat.cut.Ptrs()[fid]) {
ASSERT_GE(inst[j].fvalue, gmat.cut.Values()[bin_id - 1]);
} else {
ASSERT_GE(inst[j].fvalue, gmat.cut.MinValues()[fid]);
}
}
}
}
}
};
int static constexpr kNRows = 8, kNCols = 16;
std::shared_ptr<xgboost::DMatrix> dmat_;
GenericParameter ctx_;
const std::vector<std::pair<std::string, std::string> > cfg_;
std::shared_ptr<BuilderMock<float> > float_builder_;
std::shared_ptr<BuilderMock<double> > double_builder_;
public:
explicit QuantileHistMock(
const std::vector<std::pair<std::string, std::string> >& args,
const bool single_precision_histogram = false, bool batch = true) :
QuantileHistMaker{ObjInfo{ObjInfo::kRegression}}, cfg_{args} {
QuantileHistMaker::Configure(args);
dmat_ = RandomDataGenerator(kNRows, kNCols, 0.8).Seed(3).GenerateDMatrix();
ctx_.UpdateAllowUnknown(Args{});
if (single_precision_histogram) {
float_builder_.reset(new BuilderMock<float>(param_, std::move(pruner_), dmat_.get(), &ctx_));
} else {
double_builder_.reset(
new BuilderMock<double>(param_, std::move(pruner_), dmat_.get(), &ctx_));
}
}
~QuantileHistMock() override = default;
static size_t GetNumColumns() { return kNCols; }
void TestInitData() {
int32_t constexpr kMaxBins = 4;
GHistIndexMatrix gmat{dmat_.get(), kMaxBins, 0.0f, false, common::OmpGetNumThreads(0)};
RegTree tree = RegTree();
tree.param.UpdateAllowUnknown(cfg_);
std::vector<GradientPair> gpair =
{ {0.23f, 0.24f}, {0.23f, 0.24f}, {0.23f, 0.24f}, {0.23f, 0.24f},
{0.27f, 0.29f}, {0.27f, 0.29f}, {0.27f, 0.29f}, {0.27f, 0.29f} };
if (double_builder_) {
double_builder_->TestInitData(gmat, &gpair, dmat_.get(), tree);
} else {
float_builder_->TestInitData(gmat, &gpair, dmat_.get(), tree);
}
}
};
TEST(QuantileHist, InitData) {
std::vector<std::pair<std::string, std::string>> cfg
{{"num_feature", std::to_string(QuantileHistMock::GetNumColumns())}};
QuantileHistMock maker(cfg);
maker.TestInitData();
const bool single_precision_histogram = true;
QuantileHistMock maker_float(cfg, single_precision_histogram);
maker_float.TestInitData();
}
TEST(QuantileHist, Partitioner) {
size_t n_samples = 1024, n_features = 1, base_rowid = 0;
GenericParameter ctx;
@@ -163,45 +31,44 @@ TEST(QuantileHist, Partitioner) {
auto Xy = RandomDataGenerator{n_samples, n_features, 0}.GenerateDMatrix(true);
std::vector<CPUExpandEntry> candidates{{0, 0, 0.4}};
auto grad = GenerateRandomGradients(n_samples);
std::vector<float> hess(grad.Size());
std::transform(grad.HostVector().cbegin(), grad.HostVector().cend(), hess.begin(),
[](auto gpair) { return gpair.GetHess(); });
auto cuts = common::SketchOnDMatrix(Xy.get(), 64, ctx.Threads());
for (auto const& page : Xy->GetBatches<GHistIndexMatrix>({64, 0.5})) {
for (auto const& page : Xy->GetBatches<SparsePage>()) {
GHistIndexMatrix gmat;
gmat.Init(page, {}, cuts, 64, false, 0.5, ctx.Threads());
bst_feature_t const split_ind = 0;
common::ColumnMatrix column_indices;
column_indices.Init(page, 0.5, ctx.Threads());
column_indices.Init(page, gmat, 0.5, ctx.Threads());
{
auto min_value = page.cut.MinValues()[split_ind];
auto min_value = gmat.cut.MinValues()[split_ind];
RegTree tree;
HistRowPartitioner partitioner{n_samples, base_rowid, ctx.Threads()};
GetSplit(&tree, min_value, &candidates);
partitioner.UpdatePosition<false, true>(&ctx, page, column_indices, candidates, &tree);
partitioner.UpdatePosition<false, true>(&ctx, gmat, column_indices, candidates, &tree);
ASSERT_EQ(partitioner.Size(), 3);
ASSERT_EQ(partitioner[1].Size(), 0);
ASSERT_EQ(partitioner[2].Size(), n_samples);
}
{
HistRowPartitioner partitioner{n_samples, base_rowid, ctx.Threads()};
auto ptr = page.cut.Ptrs()[split_ind + 1];
float split_value = page.cut.Values().at(ptr / 2);
auto ptr = gmat.cut.Ptrs()[split_ind + 1];
float split_value = gmat.cut.Values().at(ptr / 2);
RegTree tree;
GetSplit(&tree, split_value, &candidates);
auto left_nidx = tree[RegTree::kRoot].LeftChild();
partitioner.UpdatePosition<false, true>(&ctx, page, column_indices, candidates, &tree);
partitioner.UpdatePosition<false, true>(&ctx, gmat, column_indices, candidates, &tree);
auto elem = partitioner[left_nidx];
ASSERT_LT(elem.Size(), n_samples);
ASSERT_GT(elem.Size(), 1);
for (auto it = elem.begin; it != elem.end; ++it) {
auto value = page.cut.Values().at(page.index[*it]);
auto value = gmat.cut.Values().at(gmat.index[*it]);
ASSERT_LE(value, split_value);
}
auto right_nidx = tree[RegTree::kRoot].RightChild();
elem = partitioner[right_nidx];
for (auto it = elem.begin; it != elem.end; ++it) {
auto value = page.cut.Values().at(page.index[*it]);
auto value = gmat.cut.Values().at(gmat.index[*it]);
ASSERT_GT(value, split_value) << *it;
}
}