Predict on Ellpack. (#5327)
* Unify GPU prediction node. * Add `PageExists`. * Dispatch prediction on input data for GPU Predictor.
This commit is contained in:
@@ -31,8 +31,8 @@ __global__ void CompressBinEllpackKernel(
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common::CompressedByteT* __restrict__ buffer, // gidx_buffer
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const size_t* __restrict__ row_ptrs, // row offset of input data
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const Entry* __restrict__ entries, // One batch of input data
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const float* __restrict__ cuts, // HistogramCuts::cut
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const uint32_t* __restrict__ cut_rows, // HistogramCuts::row_ptrs
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const float* __restrict__ cuts, // HistogramCuts::cut_values_
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const uint32_t* __restrict__ cut_rows, // HistogramCuts::cut_ptrs_
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size_t base_row, // batch_row_begin
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size_t n_rows,
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size_t row_stride,
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@@ -76,6 +76,9 @@ struct EllpackInfo {
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size_t NumSymbols() const {
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return n_bins + 1;
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}
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size_t NumFeatures() const {
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return min_fvalue.size();
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}
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};
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/** \brief Struct for accessing and manipulating an ellpack matrix on the
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@@ -89,7 +92,7 @@ struct EllpackMatrix {
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// Get a matrix element, uses binary search for look up Return NaN if missing
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// Given a row index and a feature index, returns the corresponding cut value
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__device__ bst_float GetElement(size_t ridx, size_t fidx) const {
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__device__ int32_t GetBinIndex(size_t ridx, size_t fidx) const {
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ridx -= base_rowid;
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auto row_begin = info.row_stride * ridx;
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auto row_end = row_begin + info.row_stride;
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@@ -103,6 +106,10 @@ struct EllpackMatrix {
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info.feature_segments[fidx],
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info.feature_segments[fidx + 1]);
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}
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return gidx;
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}
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__device__ bst_float GetFvalue(size_t ridx, size_t fidx) const {
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auto gidx = GetBinIndex(ridx, fidx);
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if (gidx == -1) {
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return nan("");
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}
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@@ -61,11 +61,15 @@ BatchSet<SortedCSCPage> SimpleDMatrix::GetSortedColumnBatches() {
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}
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BatchSet<EllpackPage> SimpleDMatrix::GetEllpackBatches(const BatchParam& param) {
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CHECK_GE(param.gpu_id, 0);
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CHECK_GE(param.max_bin, 2);
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// ELLPACK page doesn't exist, generate it
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if (!ellpack_page_) {
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if (!(batch_param_ != BatchParam{})) {
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CHECK(param != BatchParam{}) << "Batch parameter is not initialized.";
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}
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if (!ellpack_page_ || (batch_param_ != param && param != BatchParam{})) {
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CHECK_GE(param.gpu_id, 0);
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CHECK_GE(param.max_bin, 2);
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ellpack_page_.reset(new EllpackPage(this, param));
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batch_param_ = param;
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}
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auto begin_iter =
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BatchIterator<EllpackPage>(new SimpleBatchIteratorImpl<EllpackPage>(ellpack_page_.get()));
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@@ -48,6 +48,14 @@ class SimpleDMatrix : public DMatrix {
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std::unique_ptr<CSCPage> column_page_;
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std::unique_ptr<SortedCSCPage> sorted_column_page_;
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std::unique_ptr<EllpackPage> ellpack_page_;
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BatchParam batch_param_;
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bool EllpackExists() const override {
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return static_cast<bool>(ellpack_page_);
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}
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bool SparsePageExists() const override {
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return true;
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}
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};
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} // namespace data
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} // namespace xgboost
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@@ -1,5 +1,5 @@
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/*!
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* Copyright 2014 by Contributors
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* Copyright 2014-2020 by Contributors
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* \file sparse_page_dmatrix.cc
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* \brief The external memory version of Page Iterator.
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* \author Tianqi Chen
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@@ -47,7 +47,7 @@ BatchSet<EllpackPage> SparsePageDMatrix::GetEllpackBatches(const BatchParam& par
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CHECK_GE(param.gpu_id, 0);
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CHECK_GE(param.max_bin, 2);
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// Lazily instantiate
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if (!ellpack_source_ || batch_param_ != param) {
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if (!ellpack_source_ || (batch_param_ != param && param != BatchParam{})) {
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ellpack_source_.reset(new EllpackPageSource(this, cache_info_, param));
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batch_param_ = param;
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}
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@@ -58,6 +58,13 @@ class SparsePageDMatrix : public DMatrix {
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std::string cache_info_;
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// Store column densities to avoid recalculating
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std::vector<float> col_density_;
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bool EllpackExists() const override {
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return static_cast<bool>(ellpack_source_);
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}
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bool SparsePageExists() const override {
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return static_cast<bool>(row_source_);
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}
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};
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} // namespace data
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} // namespace xgboost
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@@ -14,6 +14,7 @@
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#include "xgboost/host_device_vector.h"
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#include "../gbm/gbtree_model.h"
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#include "../data/ellpack_page.cuh"
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#include "../common/common.h"
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#include "../common/device_helpers.cuh"
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@@ -22,78 +23,32 @@ namespace predictor {
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DMLC_REGISTRY_FILE_TAG(gpu_predictor);
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/**
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* \struct DevicePredictionNode
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*
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* \brief Packed 16 byte representation of a tree node for use in device
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* prediction
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*/
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struct DevicePredictionNode {
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XGBOOST_DEVICE DevicePredictionNode()
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: fidx{-1}, left_child_idx{-1}, right_child_idx{-1} {}
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struct SparsePageView {
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common::Span<const Entry> d_data;
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common::Span<const bst_row_t> d_row_ptr;
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union NodeValue {
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float leaf_weight;
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float fvalue;
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};
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int fidx;
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int left_child_idx;
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int right_child_idx;
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NodeValue val{};
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DevicePredictionNode(const RegTree::Node& n) { // NOLINT
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static_assert(sizeof(DevicePredictionNode) == 16, "Size is not 16 bytes");
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this->left_child_idx = n.LeftChild();
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this->right_child_idx = n.RightChild();
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this->fidx = n.SplitIndex();
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if (n.DefaultLeft()) {
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fidx |= (1U << 31);
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}
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if (n.IsLeaf()) {
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this->val.leaf_weight = n.LeafValue();
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} else {
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this->val.fvalue = n.SplitCond();
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}
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}
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XGBOOST_DEVICE bool IsLeaf() const { return left_child_idx == -1; }
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XGBOOST_DEVICE int GetFidx() const { return fidx & ((1U << 31) - 1U); }
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XGBOOST_DEVICE bool MissingLeft() const { return (fidx >> 31) != 0; }
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XGBOOST_DEVICE int MissingIdx() const {
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if (MissingLeft()) {
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return this->left_child_idx;
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} else {
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return this->right_child_idx;
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}
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}
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XGBOOST_DEVICE float GetFvalue() const { return val.fvalue; }
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XGBOOST_DEVICE float GetWeight() const { return val.leaf_weight; }
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XGBOOST_DEVICE SparsePageView(common::Span<const Entry> data,
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common::Span<const bst_row_t> row_ptr) :
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d_data{data}, d_row_ptr{row_ptr} {}
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};
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struct ElementLoader {
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struct SparsePageLoader {
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bool use_shared;
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common::Span<const bst_row_t> d_row_ptr;
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common::Span<const Entry> d_data;
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int num_features;
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bst_feature_t num_features;
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float* smem;
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size_t entry_start;
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__device__ ElementLoader(bool use_shared, common::Span<const bst_row_t> row_ptr,
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common::Span<const Entry> entry, int num_features,
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float* smem, int num_rows, size_t entry_start)
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__device__ SparsePageLoader(SparsePageView data, bool use_shared, bst_feature_t num_features,
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bst_row_t num_rows, size_t entry_start)
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: use_shared(use_shared),
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d_row_ptr(row_ptr),
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d_data(entry),
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d_row_ptr(data.d_row_ptr),
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d_data(data.d_data),
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num_features(num_features),
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smem(smem),
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entry_start(entry_start) {
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extern __shared__ float _smem[];
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smem = _smem;
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// Copy instances
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if (use_shared) {
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bst_uint global_idx = blockDim.x * blockIdx.x + threadIdx.x;
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@@ -111,7 +66,7 @@ struct ElementLoader {
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__syncthreads();
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}
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}
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__device__ float GetFvalue(int ridx, int fidx) {
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__device__ float GetFvalue(int ridx, int fidx) const {
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if (use_shared) {
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return smem[threadIdx.x * num_features + fidx];
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} else {
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@@ -141,52 +96,69 @@ struct ElementLoader {
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}
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};
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__device__ float GetLeafWeight(bst_uint ridx, const DevicePredictionNode* tree,
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ElementLoader* loader) {
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DevicePredictionNode n = tree[0];
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struct EllpackLoader {
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EllpackMatrix const& matrix;
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XGBOOST_DEVICE EllpackLoader(EllpackMatrix const& m, bool use_shared, bst_feature_t num_features,
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bst_row_t num_rows, size_t entry_start) : matrix{m} {}
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__device__ __forceinline__ float GetFvalue(int ridx, int fidx) const {
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auto gidx = matrix.GetBinIndex(ridx, fidx);
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if (gidx == -1) {
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return nan("");
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}
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// The gradient index needs to be shifted by one as min values are not included in the
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// cuts.
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if (gidx == matrix.info.feature_segments[fidx]) {
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return matrix.info.min_fvalue[fidx];
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}
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return matrix.info.gidx_fvalue_map[gidx - 1];
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}
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};
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template <typename Loader>
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__device__ float GetLeafWeight(bst_uint ridx, const RegTree::Node* tree,
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Loader* loader) {
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RegTree::Node n = tree[0];
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while (!n.IsLeaf()) {
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float fvalue = loader->GetFvalue(ridx, n.GetFidx());
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float fvalue = loader->GetFvalue(ridx, n.SplitIndex());
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// Missing value
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if (isnan(fvalue)) {
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n = tree[n.MissingIdx()];
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n = tree[n.DefaultChild()];
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} else {
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if (fvalue < n.GetFvalue()) {
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n = tree[n.left_child_idx];
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if (fvalue < n.SplitCond()) {
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n = tree[n.LeftChild()];
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} else {
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n = tree[n.right_child_idx];
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n = tree[n.RightChild()];
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}
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}
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}
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return n.GetWeight();
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return n.LeafValue();
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}
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template <int BLOCK_THREADS>
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__global__ void PredictKernel(common::Span<const DevicePredictionNode> d_nodes,
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template <typename Loader, typename Data>
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__global__ void PredictKernel(Data data,
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common::Span<const RegTree::Node> d_nodes,
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common::Span<float> d_out_predictions,
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common::Span<size_t> d_tree_segments,
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common::Span<int> d_tree_group,
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common::Span<const bst_row_t> d_row_ptr,
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common::Span<const Entry> d_data, size_t tree_begin,
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size_t tree_end, size_t num_features,
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size_t tree_begin, size_t tree_end, size_t num_features,
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size_t num_rows, size_t entry_start,
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bool use_shared, int num_group) {
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extern __shared__ float smem[];
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bst_uint global_idx = blockDim.x * blockIdx.x + threadIdx.x;
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ElementLoader loader(use_shared, d_row_ptr, d_data, num_features, smem,
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num_rows, entry_start);
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Loader loader(data, use_shared, num_features, num_rows, entry_start);
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if (global_idx >= num_rows) return;
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if (num_group == 1) {
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float sum = 0;
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for (int tree_idx = tree_begin; tree_idx < tree_end; tree_idx++) {
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const DevicePredictionNode* d_tree =
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const RegTree::Node* d_tree =
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&d_nodes[d_tree_segments[tree_idx - tree_begin]];
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sum += GetLeafWeight(global_idx, d_tree, &loader);
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float leaf = GetLeafWeight(global_idx, d_tree, &loader);
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sum += leaf;
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}
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d_out_predictions[global_idx] += sum;
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} else {
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for (int tree_idx = tree_begin; tree_idx < tree_end; tree_idx++) {
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int tree_group = d_tree_group[tree_idx];
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const DevicePredictionNode* d_tree =
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const RegTree::Node* d_tree =
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&d_nodes[d_tree_segments[tree_idx - tree_begin]];
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bst_uint out_prediction_idx = global_idx * num_group + tree_group;
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d_out_predictions[out_prediction_idx] +=
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@@ -198,13 +170,13 @@ __global__ void PredictKernel(common::Span<const DevicePredictionNode> d_nodes,
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class GPUPredictor : public xgboost::Predictor {
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private:
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void InitModel(const gbm::GBTreeModel& model,
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const thrust::host_vector<size_t>& h_tree_segments,
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const thrust::host_vector<DevicePredictionNode>& h_nodes,
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size_t tree_begin, size_t tree_end) {
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const thrust::host_vector<size_t>& h_tree_segments,
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const thrust::host_vector<RegTree::Node>& h_nodes,
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size_t tree_begin, size_t tree_end) {
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dh::safe_cuda(cudaSetDevice(generic_param_->gpu_id));
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nodes_.resize(h_nodes.size());
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dh::safe_cuda(cudaMemcpyAsync(nodes_.data().get(), h_nodes.data(),
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sizeof(DevicePredictionNode) * h_nodes.size(),
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sizeof(RegTree::Node) * h_nodes.size(),
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cudaMemcpyHostToDevice));
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tree_segments_.resize(h_tree_segments.size());
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dh::safe_cuda(cudaMemcpyAsync(tree_segments_.data().get(), h_tree_segments.data(),
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@@ -219,15 +191,11 @@ class GPUPredictor : public xgboost::Predictor {
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this->num_group_ = model.learner_model_param_->num_output_group;
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}
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void PredictInternal(const SparsePage& batch,
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size_t num_features,
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void PredictInternal(const SparsePage& batch, size_t num_features,
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HostDeviceVector<bst_float>* predictions,
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size_t batch_offset) {
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dh::safe_cuda(cudaSetDevice(generic_param_->gpu_id));
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batch.data.SetDevice(generic_param_->gpu_id);
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batch.offset.SetDevice(generic_param_->gpu_id);
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predictions->SetDevice(generic_param_->gpu_id);
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batch.data.SetDevice(generic_param_->gpu_id);
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const uint32_t BLOCK_THREADS = 128;
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size_t num_rows = batch.Size();
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auto GRID_SIZE = static_cast<uint32_t>(common::DivRoundUp(num_rows, BLOCK_THREADS));
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@@ -240,12 +208,29 @@ class GPUPredictor : public xgboost::Predictor {
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use_shared = false;
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}
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size_t entry_start = 0;
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SparsePageView data{batch.data.DeviceSpan(), batch.offset.DeviceSpan()};
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dh::LaunchKernel {GRID_SIZE, BLOCK_THREADS, shared_memory_bytes} (
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PredictKernel<BLOCK_THREADS>,
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PredictKernel<SparsePageLoader, SparsePageView>,
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data,
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dh::ToSpan(nodes_), predictions->DeviceSpan().subspan(batch_offset),
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dh::ToSpan(tree_segments_), dh::ToSpan(tree_group_), batch.offset.DeviceSpan(),
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batch.data.DeviceSpan(), this->tree_begin_, this->tree_end_, num_features, num_rows,
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dh::ToSpan(tree_segments_), dh::ToSpan(tree_group_),
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this->tree_begin_, this->tree_end_, num_features, num_rows,
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entry_start, use_shared, this->num_group_);
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}
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void PredictInternal(EllpackMatrix const& batch, HostDeviceVector<bst_float>* out_preds,
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size_t batch_offset) {
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const uint32_t BLOCK_THREADS = 256;
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size_t num_rows = batch.n_rows;
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auto GRID_SIZE = static_cast<uint32_t>(common::DivRoundUp(num_rows, BLOCK_THREADS));
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bool use_shared = false;
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size_t entry_start = 0;
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dh::LaunchKernel {GRID_SIZE, BLOCK_THREADS} (
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PredictKernel<EllpackLoader, EllpackMatrix>,
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batch,
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dh::ToSpan(nodes_), out_preds->DeviceSpan().subspan(batch_offset),
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dh::ToSpan(tree_segments_), dh::ToSpan(tree_group_),
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this->tree_begin_, this->tree_end_, batch.info.NumFeatures(), num_rows,
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entry_start, use_shared, this->num_group_);
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}
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@@ -261,7 +246,7 @@ class GPUPredictor : public xgboost::Predictor {
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h_tree_segments.push_back(sum);
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}
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thrust::host_vector<DevicePredictionNode> h_nodes(h_tree_segments.back());
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thrust::host_vector<RegTree::Node> h_nodes(h_tree_segments.back());
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for (auto tree_idx = tree_begin; tree_idx < tree_end; tree_idx++) {
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auto& src_nodes = model.trees.at(tree_idx)->GetNodes();
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std::copy(src_nodes.begin(), src_nodes.end(),
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@@ -270,26 +255,31 @@ class GPUPredictor : public xgboost::Predictor {
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InitModel(model, h_tree_segments, h_nodes, tree_begin, tree_end);
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}
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void DevicePredictInternal(DMatrix* dmat,
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HostDeviceVector<bst_float>* out_preds,
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void DevicePredictInternal(DMatrix* dmat, HostDeviceVector<float>* out_preds,
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const gbm::GBTreeModel& model, size_t tree_begin,
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size_t tree_end) {
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dh::safe_cuda(cudaSetDevice(generic_param_->gpu_id));
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if (tree_end - tree_begin == 0) {
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return;
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}
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monitor_.StartCuda("DevicePredictInternal");
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InitModel(model, tree_begin, tree_end);
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out_preds->SetDevice(generic_param_->gpu_id);
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size_t batch_offset = 0;
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for (auto &batch : dmat->GetBatches<SparsePage>()) {
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batch.offset.SetDevice(generic_param_->gpu_id);
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batch.data.SetDevice(generic_param_->gpu_id);
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PredictInternal(batch, model.learner_model_param_->num_feature,
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out_preds, batch_offset);
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batch_offset += batch.Size() * model.learner_model_param_->num_output_group;
|
||||
if (dmat->PageExists<EllpackPage>()) {
|
||||
size_t batch_offset = 0;
|
||||
for (auto const& page : dmat->GetBatches<EllpackPage>()) {
|
||||
this->PredictInternal(page.Impl()->matrix, out_preds, batch_offset);
|
||||
batch_offset += page.Impl()->matrix.n_rows;
|
||||
}
|
||||
} else {
|
||||
size_t batch_offset = 0;
|
||||
for (auto &batch : dmat->GetBatches<SparsePage>()) {
|
||||
this->PredictInternal(batch, model.learner_model_param_->num_feature,
|
||||
out_preds, batch_offset);
|
||||
batch_offset += batch.Size() * model.learner_model_param_->num_output_group;
|
||||
}
|
||||
}
|
||||
|
||||
monitor_.StopCuda("DevicePredictInternal");
|
||||
}
|
||||
|
||||
@@ -418,7 +408,7 @@ class GPUPredictor : public xgboost::Predictor {
|
||||
}
|
||||
|
||||
common::Monitor monitor_;
|
||||
dh::device_vector<DevicePredictionNode> nodes_;
|
||||
dh::device_vector<RegTree::Node> nodes_;
|
||||
dh::device_vector<size_t> tree_segments_;
|
||||
dh::device_vector<int> tree_group_;
|
||||
size_t max_shared_memory_bytes_;
|
||||
|
||||
@@ -792,7 +792,7 @@ void RegTree::CalculateContributionsApprox(const RegTree::FVec &feat,
|
||||
bst_node_t nid = 0;
|
||||
while (!(*this)[nid].IsLeaf()) {
|
||||
split_index = (*this)[nid].SplitIndex();
|
||||
nid = this->GetNext(nid, feat.Fvalue(split_index), feat.IsMissing(split_index));
|
||||
nid = this->GetNext(nid, feat.GetFvalue(split_index), feat.IsMissing(split_index));
|
||||
bst_float new_value = this->node_mean_values_[nid];
|
||||
// update feature weight
|
||||
out_contribs[split_index] += new_value - node_value;
|
||||
@@ -924,7 +924,7 @@ void RegTree::TreeShap(const RegTree::FVec &feat, bst_float *phi,
|
||||
unsigned hot_index = 0;
|
||||
if (feat.IsMissing(split_index)) {
|
||||
hot_index = node.DefaultChild();
|
||||
} else if (feat.Fvalue(split_index) < node.SplitCond()) {
|
||||
} else if (feat.GetFvalue(split_index) < node.SplitCond()) {
|
||||
hot_index = node.LeftChild();
|
||||
} else {
|
||||
hot_index = node.RightChild();
|
||||
|
||||
@@ -688,7 +688,7 @@ struct GPUHistMakerDevice {
|
||||
[=] __device__(bst_uint ridx) {
|
||||
// given a row index, returns the node id it belongs to
|
||||
bst_float cut_value =
|
||||
d_matrix.GetElement(ridx, split_node.SplitIndex());
|
||||
d_matrix.GetFvalue(ridx, split_node.SplitIndex());
|
||||
// Missing value
|
||||
int new_position = 0;
|
||||
if (isnan(cut_value)) {
|
||||
@@ -737,7 +737,7 @@ struct GPUHistMakerDevice {
|
||||
auto node = d_nodes[position];
|
||||
|
||||
while (!node.IsLeaf()) {
|
||||
bst_float element = d_matrix.GetElement(row_id, node.SplitIndex());
|
||||
bst_float element = d_matrix.GetFvalue(row_id, node.SplitIndex());
|
||||
// Missing value
|
||||
if (isnan(element)) {
|
||||
position = node.DefaultChild();
|
||||
|
||||
@@ -119,7 +119,7 @@ class TreeRefresher: public TreeUpdater {
|
||||
// tranverse tree
|
||||
while (!tree[pid].IsLeaf()) {
|
||||
unsigned split_index = tree[pid].SplitIndex();
|
||||
pid = tree.GetNext(pid, feat.Fvalue(split_index), feat.IsMissing(split_index));
|
||||
pid = tree.GetNext(pid, feat.GetFvalue(split_index), feat.IsMissing(split_index));
|
||||
gstats[pid].Add(gpair[ridx]);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user