Dmatrix refactor stage 2 (#3395)
* DMatrix refactor 2 * Remove buffered rowset usage where possible * Transition to c++11 style iterators for row access * Transition column iterators to C++ 11
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@@ -65,9 +65,7 @@ inline std::pair<double, double> GetGradient(int group_idx, int num_group, int f
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const std::vector<GradientPair> &gpair,
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DMatrix *p_fmat) {
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double sum_grad = 0.0, sum_hess = 0.0;
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auto iter = p_fmat->ColIterator();
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while (iter->Next()) {
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auto &batch = iter->Value();
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for (const auto &batch : p_fmat->GetColumnBatches()) {
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auto col = batch[fidx];
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const auto ndata = static_cast<bst_omp_uint>(col.size());
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for (bst_omp_uint j = 0; j < ndata; ++j) {
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@@ -96,9 +94,7 @@ inline std::pair<double, double> GetGradientParallel(int group_idx, int num_grou
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const std::vector<GradientPair> &gpair,
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DMatrix *p_fmat) {
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double sum_grad = 0.0, sum_hess = 0.0;
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auto iter = p_fmat->ColIterator();
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while (iter->Next()) {
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auto &batch = iter->Value();
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for (const auto &batch : p_fmat->GetColumnBatches()) {
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auto col = batch[fidx];
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const auto ndata = static_cast<bst_omp_uint>(col.size());
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#pragma omp parallel for schedule(static) reduction(+ : sum_grad, sum_hess)
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@@ -126,12 +122,11 @@ inline std::pair<double, double> GetGradientParallel(int group_idx, int num_grou
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inline std::pair<double, double> GetBiasGradientParallel(int group_idx, int num_group,
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const std::vector<GradientPair> &gpair,
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DMatrix *p_fmat) {
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const RowSet &rowset = p_fmat->BufferedRowset();
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double sum_grad = 0.0, sum_hess = 0.0;
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const auto ndata = static_cast<bst_omp_uint>(rowset.Size());
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const auto ndata = static_cast<bst_omp_uint>(p_fmat->Info().num_row_);
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#pragma omp parallel for schedule(static) reduction(+ : sum_grad, sum_hess)
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for (bst_omp_uint i = 0; i < ndata; ++i) {
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auto &p = gpair[rowset[i] * num_group + group_idx];
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auto &p = gpair[i * num_group + group_idx];
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if (p.GetHess() >= 0.0f) {
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sum_grad += p.GetGrad();
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sum_hess += p.GetHess();
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@@ -154,9 +149,7 @@ inline void UpdateResidualParallel(int fidx, int group_idx, int num_group,
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float dw, std::vector<GradientPair> *in_gpair,
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DMatrix *p_fmat) {
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if (dw == 0.0f) return;
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auto iter = p_fmat->ColIterator();
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while (iter->Next()) {
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auto &batch = iter->Value();
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for (const auto &batch : p_fmat->GetColumnBatches()) {
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auto col = batch[fidx];
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// update grad value
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const auto num_row = static_cast<bst_omp_uint>(col.size());
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@@ -182,11 +175,10 @@ inline void UpdateBiasResidualParallel(int group_idx, int num_group, float dbias
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std::vector<GradientPair> *in_gpair,
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DMatrix *p_fmat) {
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if (dbias == 0.0f) return;
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const RowSet &rowset = p_fmat->BufferedRowset();
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const auto ndata = static_cast<bst_omp_uint>(p_fmat->Info().num_row_);
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#pragma omp parallel for schedule(static)
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for (bst_omp_uint i = 0; i < ndata; ++i) {
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GradientPair &g = (*in_gpair)[rowset[i] * num_group + group_idx];
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GradientPair &g = (*in_gpair)[i * num_group + group_idx];
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if (g.GetHess() < 0.0f) continue;
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g += GradientPair(g.GetHess() * dbias, 0);
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}
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@@ -325,9 +317,7 @@ class GreedyFeatureSelector : public FeatureSelector {
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const bst_omp_uint nfeat = model.param.num_feature;
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// Calculate univariate gradient sums
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std::fill(gpair_sums_.begin(), gpair_sums_.end(), std::make_pair(0., 0.));
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auto iter = p_fmat->ColIterator();
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while (iter->Next()) {
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auto &batch = iter->Value();
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for (const auto &batch : p_fmat->GetColumnBatches()) {
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#pragma omp parallel for schedule(static)
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for (bst_omp_uint i = 0; i < nfeat; ++i) {
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const auto col = batch[i];
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@@ -392,11 +382,9 @@ class ThriftyFeatureSelector : public FeatureSelector {
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}
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// Calculate univariate gradient sums
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std::fill(gpair_sums_.begin(), gpair_sums_.end(), std::make_pair(0., 0.));
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auto iter = p_fmat->ColIterator();
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while (iter->Next()) {
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auto &batch = iter->Value();
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// column-parallel is usually faster than row-parallel
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#pragma omp parallel for schedule(static)
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for (const auto &batch : p_fmat->GetColumnBatches()) {
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// column-parallel is usually faster than row-parallel
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#pragma omp parallel for schedule(static)
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for (bst_omp_uint i = 0; i < nfeat; ++i) {
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const auto col = batch[i];
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const bst_uint ndata = col.size();
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@@ -235,10 +235,8 @@ class GPUCoordinateUpdater : public LinearUpdater {
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row_begin = row_end;
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}
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auto iter = p_fmat->ColIterator();
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CHECK(p_fmat->SingleColBlock());
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iter->Next();
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auto &batch = iter->Value();
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const auto &batch = *p_fmat->GetColumnBatches().begin();
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shards.resize(n_devices);
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// Create device shards
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@@ -80,9 +80,7 @@ class ShotgunUpdater : public LinearUpdater {
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// lock-free parallel updates of weights
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selector_->Setup(*model, in_gpair->ConstHostVector(), p_fmat,
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param_.reg_alpha_denorm, param_.reg_lambda_denorm, 0);
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auto iter = p_fmat->ColIterator();
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while (iter->Next()) {
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auto &batch = iter->Value();
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for (const auto &batch : p_fmat->GetColumnBatches()) {
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const auto nfeat = static_cast<bst_omp_uint>(batch.Size());
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#pragma omp parallel for schedule(static)
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for (bst_omp_uint i = 0; i < nfeat; ++i) {
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