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Wide dataset quantile performance improvement (#5306)

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This commit is contained in:
Rory Mitchell
2020-02-16 10:24:42 +13:00
committed by GitHub
parent ed2465cce4
commit 7e32af5c21
4 changed files with 23 additions and 8 deletions
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23
src/common/hist_util.cc
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@@ -286,15 +286,28 @@ void DenseCuts::Build(DMatrix* p_fmat, uint32_t max_num_bins) {
}
}
Init(&sketchs, max_num_bins);
Init(&sketchs, max_num_bins, info.num_row_);
monitor_.Stop(__FUNCTION__);
}
/**
* \param [in,out] in_sketchs
* \param max_num_bins The maximum number bins.
* \param max_rows Number of rows in this DMatrix.
*/
void DenseCuts::Init
(std::vector<WQSketch>* in_sketchs, uint32_t max_num_bins) {
(std::vector<WQSketch>* in_sketchs, uint32_t max_num_bins, size_t max_rows) {
monitor_.Start(__func__);
std::vector<WQSketch>& sketchs = *in_sketchs;
// Compute how many cuts samples we need at each node
// Do not require more than the number of total rows in training data
// This allows efficient training on wide data
size_t global_max_rows = max_rows;
rabit::Allreduce<rabit::op::Sum>(&global_max_rows, 1);
constexpr int kFactor = 8;
size_t intermediate_num_cuts =
std::min(global_max_rows, static_cast<size_t>(max_num_bins * kFactor));
// gather the histogram data
rabit::SerializeReducer<WQSketch::SummaryContainer> sreducer;
std::vector<WQSketch::SummaryContainer> summary_array;
@@ -302,11 +315,11 @@ void DenseCuts::Init
for (size_t i = 0; i < sketchs.size(); ++i) {
WQSketch::SummaryContainer out;
sketchs[i].GetSummary(&out);
summary_array[i].Reserve(max_num_bins * kFactor);
summary_array[i].SetPrune(out, max_num_bins * kFactor);
summary_array[i].Reserve(intermediate_num_cuts);
summary_array[i].SetPrune(out, intermediate_num_cuts);
}
CHECK_EQ(summary_array.size(), in_sketchs->size());
size_t nbytes = WQSketch::SummaryContainer::CalcMemCost(max_num_bins * kFactor);
size_t nbytes = WQSketch::SummaryContainer::CalcMemCost(intermediate_num_cuts);
// TODO(chenqin): rabit failure recovery assumes no boostrap onetime call after loadcheckpoint
// we need to move this allreduce before loadcheckpoint call in future
sreducer.Allreduce(dmlc::BeginPtr(summary_array), nbytes, summary_array.size());