Write ELLPACK pages to disk (#4879)

* add ellpack source
* add batch param
* extract function to parse cache info
* construct ellpack info separately
* push batch to ellpack page
* write ellpack page.
* make sparse page source reusable

include/xgboost/data.h

@@ -156,6 +156,18 @@ struct Entry {
   }
 };
 
+/*!
+ * \brief Parameters for constructing batches.
+ */
+struct BatchParam {
+  /*! \brief The GPU device to use. */
+  int gpu_id;
+  /*! \brief Maximum number of bins per feature for histograms. */
+  int max_bin;
+  /*! \brief Number of rows in a GPU batch, used for finding quantiles on GPU. */
+  int gpu_batch_nrows;
+};
+
 /*!
  * \brief In-memory storage unit of sparse batch, stored in CSR format.
  */
@@ -191,14 +203,17 @@ class SparsePage {
   SparsePage() {
     this->Clear();
   }
-  /*! \return number of instance in the page */
+
+  /*! \return Number of instances in the page. */
   inline size_t Size() const {
     return offset.Size() - 1;
   }
+
   /*! \return estimation of memory cost of this page */
   inline size_t MemCostBytes() const {
     return offset.Size() * sizeof(size_t) + data.Size() * sizeof(Entry);
   }
+
   /*! \brief clear the page */
   inline void Clear() {
     base_rowid = 0;
@@ -208,6 +223,11 @@ class SparsePage {
     data.HostVector().clear();
   }
 
+  /*! \brief Set the base row id for this page. */
+  inline void SetBaseRowId(size_t row_id) {
+    base_rowid = row_id;
+  }
+
   SparsePage GetTranspose(int num_columns) const;
 
   void SortRows() {
@@ -238,13 +258,6 @@ class SparsePage {
    * \param batch The row batch to be pushed
    */
   void PushCSC(const SparsePage& batch);
-  /*!
-   * \brief Push one instance into page
-   *  \param inst an instance row
-   */
-  void Push(const Inst &inst);
-
-  size_t Size() { return offset.Size() - 1; }
 };
 
 class CSCPage: public SparsePage {
@@ -268,9 +281,31 @@ class EllpackPageImpl;
  */
 class EllpackPage {
  public:
-  explicit EllpackPage(DMatrix* dmat);
+  /*!
+   * \brief Default constructor.
+   *
+   * This is used in the external memory case. An empty ELLPACK page is constructed with its content
+   * set later by the reader.
+   */
+  EllpackPage();
+
+  /*!
+   * \brief Constructor from an existing DMatrix.
+   *
+   * This is used in the in-memory case. The ELLPACK page is constructed from an existing DMatrix
+   * in CSR format.
+   */
+  explicit EllpackPage(DMatrix* dmat, const BatchParam& param);
+
+  /*! \brief Destructor. */
   ~EllpackPage();
 
+  /*! \return Number of instances in the page. */
+  size_t Size() const;
+
+  /*! \brief Set the base row id for this page. */
+  void SetBaseRowId(size_t row_id);
+
   const EllpackPageImpl* Impl() const { return impl_.get(); }
   EllpackPageImpl* Impl() { return impl_.get(); }
 
@@ -356,7 +391,8 @@ class DataSource : public dmlc::DataIter<T> {
  *  There are two ways to create a customized DMatrix that reads in user defined-format.
  *
  *  - Provide a dmlc::Parser and pass into the DMatrix::Create
- *  - Alternatively, if data can be represented by an URL, define a new dmlc::Parser and register by DMLC_REGISTER_DATA_PARSER;
+ *  - Alternatively, if data can be represented by an URL, define a new dmlc::Parser and register by
+ *    DMLC_REGISTER_DATA_PARSER;
  *      - This works best for user defined data input source, such as data-base, filesystem.
  *  - Provide a DataSource, that can be passed to DMatrix::Create
  *      This can be used to re-use inmemory data structure into DMatrix.
@@ -373,7 +409,7 @@ class DMatrix {
    * \brief Gets batches. Use range based for loop over BatchSet to access individual batches.
    */
   template<typename T>
-  BatchSet<T> GetBatches();
+  BatchSet<T> GetBatches(const BatchParam& param = {});
   // the following are column meta data, should be able to answer them fast.
   /*! \return Whether the data columns single column block. */
   virtual bool SingleColBlock() const = 0;
@@ -389,6 +425,12 @@ class DMatrix {
    * \return The created DMatrix.
    */
   virtual void SaveToLocalFile(const std::string& fname);
+
+  /*! \brief Whether the matrix is dense. */
+  bool IsDense() const {
+    return Info().num_nonzero_ == Info().num_row_ * Info().num_col_;
+  }
+
   /*!
    * \brief Load DMatrix from URI.
    * \param uri The URI of input.
@@ -438,27 +480,27 @@ class DMatrix {
   virtual BatchSet<SparsePage> GetRowBatches() = 0;
   virtual BatchSet<CSCPage> GetColumnBatches() = 0;
   virtual BatchSet<SortedCSCPage> GetSortedColumnBatches() = 0;
-  virtual BatchSet<EllpackPage> GetEllpackBatches() = 0;
+  virtual BatchSet<EllpackPage> GetEllpackBatches(const BatchParam& param) = 0;
 };
 
 template<>
-inline BatchSet<SparsePage> DMatrix::GetBatches() {
+inline BatchSet<SparsePage> DMatrix::GetBatches(const BatchParam&) {
   return GetRowBatches();
 }
 
 template<>
-inline BatchSet<CSCPage> DMatrix::GetBatches() {
+inline BatchSet<CSCPage> DMatrix::GetBatches(const BatchParam&) {
   return GetColumnBatches();
 }
 
 template<>
-inline BatchSet<SortedCSCPage> DMatrix::GetBatches() {
+inline BatchSet<SortedCSCPage> DMatrix::GetBatches(const BatchParam&) {
   return GetSortedColumnBatches();
 }
 
 template<>
-inline BatchSet<EllpackPage> DMatrix::GetBatches() {
-  return GetEllpackBatches();
+inline BatchSet<EllpackPage> DMatrix::GetBatches(const BatchParam& param) {
+  return GetEllpackBatches(param);
 }
 }  // namespace xgboost