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checkin some micro optimization

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This commit is contained in:
tqchen 2015-05-15 23:54:03 -07:00
parent 9c52fc8e22
commit 792cff5abc
4 changed files with 193 additions and 14 deletions
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2
Makefile
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@ -2,7 +2,7 @@ export CC = gcc
export CXX = g++
export MPICXX = mpicxx
export LDFLAGS= -pthread -lm
export CFLAGS = -Wall -O3 -msse2 -Wno-unknown-pragmas
export CFLAGS = -Wall -O3 -msse2 -Wno-unknown-pragmas -funroll-loops
ifeq ($(OS), Windows_NT)
export CXX = g++ -m64

18
src/tree/param.h
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@ -48,6 +48,8 @@ struct TrainParam{
int size_leaf_vector;
// option for parallelization
int parallel_option;
// option to open cacheline optimizaton
int cache_opt;
// number of threads to be used for tree construction,
// if OpenMP is enabled, if equals 0, use system default
int nthread;
@ -70,6 +72,7 @@ struct TrainParam{
parallel_option = 2;
sketch_eps = 0.1f;
sketch_ratio = 2.0f;
cache_opt = 0;
}
/*!
* \brief set parameters from outside
@ -96,6 +99,7 @@ struct TrainParam{
if (!strcmp(name, "sketch_ratio")) sketch_ratio = static_cast<float>(atof(val));
if (!strcmp(name, "opt_dense_col")) opt_dense_col = static_cast<float>(atof(val));
if (!strcmp(name, "size_leaf_vector")) size_leaf_vector = atoi(val);
if (!strcmp(name, "cache_opt")) cache_opt = atoi(val);
if (!strcmp(name, "max_depth")) max_depth = atoi(val);
if (!strcmp(name, "nthread")) nthread = atoi(val);
if (!strcmp(name, "parallel_option")) parallel_option = atoi(val);
@ -192,6 +196,11 @@ struct GradStats {
double sum_grad;
/*! \brief sum hessian statistics */
double sum_hess;
/*!
* \brief whether this is simply statistics and we only need to call
* Add(gpair), instead of Add(gpair, info, ridx)
*/
static const int kSimpleStats = 1;
/*! \brief constructor, the object must be cleared during construction */
explicit GradStats(const TrainParam &param) {
this->Clear();
@ -204,7 +213,14 @@ struct GradStats {
inline static void CheckInfo(const BoosterInfo &info) {
}
/*!
* \brief accumulate statistics,
* \brief accumulate statistics
* \param p the gradient pair
*/
inline void Add(bst_gpair p) {
this->Add(p.grad, p.hess);
}
/*!
* \brief accumulate statistics, more complicated version
* \param gpair the vector storing the gradient statistics
* \param info the additional information
* \param ridx instance index of this instance

103
src/tree/updater_colmaker-inl.hpp
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@ -356,7 +356,100 @@ class ColMaker: public IUpdater {
}
}
}
}
}
// update enumeration solution
inline void UpdateEnumeration(int nid, bst_gpair gstats,
float fvalue, int d_step, bst_uint fid,
TStats &c, std::vector<ThreadEntry> &temp) {
// get the statistics of nid
ThreadEntry &e = temp[nid];
// test if first hit, this is fine, because we set 0 during init
if (e.stats.Empty()) {
e.stats.Add(gstats);
e.last_fvalue = fvalue;
} else {
// try to find a split
if (std::abs(fvalue - e.last_fvalue) > rt_2eps && e.stats.sum_hess >= param.min_child_weight) {
c.SetSubstract(snode[nid].stats, e.stats);
if (c.sum_hess >= param.min_child_weight) {
bst_float loss_chg = static_cast<bst_float>(e.stats.CalcGain(param) + c.CalcGain(param) - snode[nid].root_gain);
e.best.Update(loss_chg, fid, (fvalue + e.last_fvalue) * 0.5f, d_step == -1);
}
}
// update the statistics
e.stats.Add(gstats);
e.last_fvalue = fvalue;
}
}
// same as EnumerateSplit, with cacheline prefetch optimization
inline void EnumerateSplitCacheOpt(const ColBatch::Entry *begin,
const ColBatch::Entry *end,
int d_step,
bst_uint fid,
const std::vector<bst_gpair> &gpair,
std::vector<ThreadEntry> &temp) {
const std::vector<int> &qexpand = qexpand_;
// clear all the temp statistics
for (size_t j = 0; j < qexpand.size(); ++j) {
temp[qexpand[j]].stats.Clear();
}
// left statistics
TStats c(param);
// local cache buffer for position and gradient pair
const int kBuffer = 32;
int buf_position[kBuffer];
bst_gpair buf_gpair[kBuffer];
// aligned ending position
const ColBatch::Entry *align_end;
if (d_step > 0) {
align_end = begin + (end - begin) / kBuffer * kBuffer;
} else {
align_end = begin - (begin - end) / kBuffer * kBuffer;
}
int i;
const ColBatch::Entry *it;
const int align_step = d_step * kBuffer;
// internal cached loop
for (it = begin; it != align_end; it += align_step) {
const ColBatch::Entry *p;
for (i = 0, p = it; i < kBuffer; ++i, p += d_step) {
buf_position[i] = position[p->index];
buf_gpair[i] = gpair[p->index];
}
for (i = 0, p = it; i < kBuffer; ++i, p += d_step) {
const int nid = buf_position[i];
if (nid < 0) continue;
this->UpdateEnumeration(nid, buf_gpair[i],
p->fvalue, d_step,
fid, c, temp);
}
}
// finish up the ending piece
for (it = align_end, i = 0; it != end; ++i, it += d_step) {
buf_position[i] = position[it->index];
buf_gpair[i] = gpair[it->index];
}
for (it = align_end, i = 0; it != end; ++i, it += d_step) {
const int nid = buf_position[i];
if (nid < 0) continue;
this->UpdateEnumeration(nid, buf_gpair[i],
it->fvalue, d_step,
fid, c, temp);
}
// finish updating all statistics, check if it is possible to include all sum statistics
for (size_t i = 0; i < qexpand.size(); ++i) {
const int nid = qexpand[i];
ThreadEntry &e = temp[nid];
c.SetSubstract(snode[nid].stats, e.stats);
if (e.stats.sum_hess >= param.min_child_weight && c.sum_hess >= param.min_child_weight) {
bst_float loss_chg = static_cast<bst_float>(e.stats.CalcGain(param) + c.CalcGain(param) - snode[nid].root_gain);
const float gap = std::abs(e.last_fvalue) + rt_eps;
const float delta = d_step == +1 ? gap: -gap;
e.best.Update(loss_chg, fid, e.last_fvalue + delta, d_step == -1);
}
}
}
// enumerate the split values of specific feature
inline void EnumerateSplit(const ColBatch::Entry *begin,
const ColBatch::Entry *end,
@ -365,6 +458,11 @@ class ColMaker: public IUpdater {
const std::vector<bst_gpair> &gpair,
const BoosterInfo &info,
std::vector<ThreadEntry> &temp) {
// use cacheline aware optimization
if (TStats::kSimpleStats != 0 && param.cache_opt != 0) {
EnumerateSplitCacheOpt(begin, end, d_step, fid, gpair, temp);
return;
}
const std::vector<int> &qexpand = qexpand_;
// clear all the temp statistics
for (size_t j = 0; j < qexpand.size(); ++j) {
@ -411,6 +509,7 @@ class ColMaker: public IUpdater {
}
}
}
// update the solution candidate
virtual void UpdateSolution(const ColBatch &batch,
const std::vector<bst_gpair> &gpair,
@ -550,8 +649,8 @@ class ColMaker: public IUpdater {
#pragma omp parallel for schedule(static)
for (bst_omp_uint j = 0; j < ndata; ++j) {
const bst_uint ridx = col[j].index;
const float fvalue = col[j].fvalue;
const int nid = this->DecodePosition(ridx);
const float fvalue = col[j].fvalue;
// go back to parent, correct those who are not default
if (!tree[nid].is_leaf() && tree[nid].split_index() == fid) {
if(fvalue < tree[nid].split_cond()) {

84
src/tree/updater_histmaker-inl.hpp
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@ -282,6 +282,16 @@ class CQHistMaker: public HistMaker<TStats> {
utils::Assert(istart != hist.size, "the bound variable must be max");
hist.data[istart].Add(gpair, info, ridx);
}
/*!
* \brief add a histogram to data,
* do linear scan, start from istart
*/
inline void Add(bst_float fv,
bst_gpair gstats) {
while (istart < hist.size && !(fv < hist.cut[istart])) ++istart;
utils::Assert(istart != hist.size, "the bound variable must be max");
hist.data[istart].Add(gstats);
}
};
// sketch type used for this
typedef utils::WXQuantileSketch<bst_float, bst_float> WXQSketch;
@ -479,11 +489,38 @@ class CQHistMaker: public HistMaker<TStats> {
hbuilder[nid].istart = 0;
hbuilder[nid].hist = this->wspace.hset[0][fid_offset + wid * (fset.size()+1)];
}
for (bst_uint j = 0; j < c.length; ++j) {
const bst_uint ridx = c[j].index;
const int nid = this->position[ridx];
if (nid >= 0) {
hbuilder[nid].Add(c[j].fvalue, gpair, info, ridx);
if (TStats::kSimpleStats != 0 && this->param.cache_opt != 0) {
const bst_uint kBuffer = 32;
bst_uint align_length = c.length / kBuffer * kBuffer;
int buf_position[kBuffer];
bst_gpair buf_gpair[kBuffer];
for (bst_uint j = 0; j < align_length; j += kBuffer) {
for (bst_uint i = 0; i < kBuffer; ++i) {
bst_uint ridx = c[j + i].index;
buf_position[i] = this->position[ridx];
buf_gpair[i] = gpair[ridx];
}
for (bst_uint i = 0; i < kBuffer; ++i) {
const int nid = buf_position[i];
if (nid >= 0) {
hbuilder[nid].Add(c[j + i].fvalue, buf_gpair[i]);
}
}
}
for (bst_uint j = align_length; j < c.length; ++j) {
const bst_uint ridx = c[j].index;
const int nid = this->position[ridx];
if (nid >= 0) {
hbuilder[nid].Add(c[j].fvalue, gpair[ridx]);
}
}
} else {
for (bst_uint j = 0; j < c.length; ++j) {
const bst_uint ridx = c[j].index;
const int nid = this->position[ridx];
if (nid >= 0) {
hbuilder[nid].Add(c[j].fvalue, gpair, info, ridx);
}
}
}
}
@ -536,11 +573,38 @@ class CQHistMaker: public HistMaker<TStats> {
sbuilder[nid].Init(max_size);
}
// second pass, build the sketch
for (bst_uint j = 0; j < c.length; ++j) {
const bst_uint ridx = c[j].index;
const int nid = this->position[ridx];
if (nid >= 0) {
sbuilder[nid].Push(c[j].fvalue, gpair[ridx].hess, max_size);
if (TStats::kSimpleStats != 0 && this->param.cache_opt != 0) {
const bst_uint kBuffer = 32;
bst_uint align_length = c.length / kBuffer * kBuffer;
int buf_position[kBuffer];
bst_float buf_hess[kBuffer];
for (bst_uint j = 0; j < align_length; j += kBuffer) {
for (bst_uint i = 0; i < kBuffer; ++i) {
bst_uint ridx = c[j + i].index;
buf_position[i] = this->position[ridx];
buf_hess[i] = gpair[ridx].hess;
}
for (bst_uint i = 0; i < kBuffer; ++i) {
const int nid = buf_position[i];
if (nid >= 0) {
sbuilder[nid].Push(c[j + i].fvalue, buf_hess[i], max_size);
}
}
}
for (bst_uint j = align_length; j < c.length; ++j) {
const bst_uint ridx = c[j].index;
const int nid = this->position[ridx];
if (nid >= 0) {
sbuilder[nid].Push(c[j].fvalue, gpair[ridx].hess, max_size);
}
}
} else {
for (bst_uint j = 0; j < c.length; ++j) {
const bst_uint ridx = c[j].index;
const int nid = this->position[ridx];
if (nid >= 0) {
sbuilder[nid].Push(c[j].fvalue, gpair[ridx].hess, max_size);
}
}
}
for (size_t i = 0; i < this->qexpand.size(); ++i) {