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Deterministic GPU histogram. (#5361)

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* Use pre-rounding based method to obtain reproducible floating point
  summation.
* GPU Hist for regression and classification are bit-by-bit reproducible.
* Add doc.
* Switch to thrust reduce for `node_sum_gradient`.
This commit is contained in:
Jiaming Yuan
2020-03-04 15:13:28 +08:00
committed by GitHub
parent 9775da02d9
commit 8d06878bf9
18 changed files with 410 additions and 97 deletions
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33
include/xgboost/base.h
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@@ -135,15 +135,15 @@ class GradientPairInternal {
/*! \brief second order gradient statistics */
T hess_;
XGBOOST_DEVICE void SetGrad(float g) { grad_ = g; }
XGBOOST_DEVICE void SetHess(float h) { hess_ = h; }
XGBOOST_DEVICE void SetGrad(T g) { grad_ = g; }
XGBOOST_DEVICE void SetHess(T h) { hess_ = h; }
public:
using ValueT = T;
XGBOOST_DEVICE GradientPairInternal() : grad_(0), hess_(0) {}
XGBOOST_DEVICE GradientPairInternal(float grad, float hess) {
XGBOOST_DEVICE GradientPairInternal(T grad, T hess) {
SetGrad(grad);
SetHess(hess);
}
@@ -160,8 +160,8 @@ class GradientPairInternal {
SetHess(g.GetHess());
}
XGBOOST_DEVICE float GetGrad() const { return grad_; }
XGBOOST_DEVICE float GetHess() const { return hess_; }
XGBOOST_DEVICE T GetGrad() const { return grad_; }
XGBOOST_DEVICE T GetHess() const { return hess_; }
XGBOOST_DEVICE GradientPairInternal<T> &operator+=(
const GradientPairInternal<T> &rhs) {
@@ -234,24 +234,6 @@ class GradientPairInternal {
return os;
}
};
template<>
inline XGBOOST_DEVICE float GradientPairInternal<int64_t>::GetGrad() const {
return grad_ * 1e-4f;
}
template<>
inline XGBOOST_DEVICE float GradientPairInternal<int64_t>::GetHess() const {
return hess_ * 1e-4f;
}
template<>
inline XGBOOST_DEVICE void GradientPairInternal<int64_t>::SetGrad(float g) {
grad_ = static_cast<int64_t>(std::round(g * 1e4));
}
template<>
inline XGBOOST_DEVICE void GradientPairInternal<int64_t>::SetHess(float h) {
hess_ = static_cast<int64_t>(std::round(h * 1e4));
}
} // namespace detail
/*! \brief gradient statistics pair usually needed in gradient boosting */
@@ -260,11 +242,6 @@ using GradientPair = detail::GradientPairInternal<float>;
/*! \brief High precision gradient statistics pair */
using GradientPairPrecise = detail::GradientPairInternal<double>;
/*! \brief High precision gradient statistics pair with integer backed
* storage. Operators are associative where floating point versions are not
* associative. */
using GradientPairInteger = detail::GradientPairInternal<int64_t>;
using Args = std::vector<std::pair<std::string, std::string> >;
/*! \brief small eps gap for minimum split decision. */