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Improve OpenMP exception handling (#6680)

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This commit is contained in:
Louis Desreumaux
2021-02-25 06:56:16 +01:00
committed by GitHub
parent c375173dca
commit 9b530e5697
26 changed files with 610 additions and 475 deletions
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124
src/objective/rank_obj.cu
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@@ -823,72 +823,80 @@ class LambdaRankObj : public ObjFunction {
const auto ngroup = static_cast<bst_omp_uint>(gptr.size() - 1);
out_gpair->Resize(preds.Size());
dmlc::OMPException exc;
#pragma omp parallel
{
// parallel construct, declare random number generator here, so that each
// thread use its own random number generator, seed by thread id and current iteration
std::minstd_rand rnd((iter + 1) * 1111);
std::vector<LambdaPair> pairs;
std::vector<ListEntry> lst;
std::vector< std::pair<bst_float, unsigned> > rec;
exc.Run([&]() {
// parallel construct, declare random number generator here, so that each
// thread use its own random number generator, seed by thread id and current iteration
std::minstd_rand rnd((iter + 1) * 1111);
std::vector<LambdaPair> pairs;
std::vector<ListEntry> lst;
std::vector< std::pair<bst_float, unsigned> > rec;
#pragma omp for schedule(static)
for (bst_omp_uint k = 0; k < ngroup; ++k) {
lst.clear(); pairs.clear();
for (unsigned j = gptr[k]; j < gptr[k+1]; ++j) {
lst.emplace_back(preds_h[j], labels[j], j);
gpair[j] = GradientPair(0.0f, 0.0f);
}
std::stable_sort(lst.begin(), lst.end(), ListEntry::CmpPred);
rec.resize(lst.size());
for (unsigned i = 0; i < lst.size(); ++i) {
rec[i] = std::make_pair(lst[i].label, i);
}
std::stable_sort(rec.begin(), rec.end(), common::CmpFirst);
// enumerate buckets with same label, for each item in the lst, grab another sample randomly
for (unsigned i = 0; i < rec.size(); ) {
unsigned j = i + 1;
while (j < rec.size() && rec[j].first == rec[i].first) ++j;
// bucket in [i,j), get a sample outside bucket
unsigned nleft = i, nright = static_cast<unsigned>(rec.size() - j);
if (nleft + nright != 0) {
int nsample = param_.num_pairsample;
while (nsample --) {
for (unsigned pid = i; pid < j; ++pid) {
unsigned ridx = std::uniform_int_distribution<unsigned>(0, nleft + nright - 1)(rnd);
if (ridx < nleft) {
pairs.emplace_back(rec[ridx].second, rec[pid].second,
info.GetWeight(k) * weight_normalization_factor);
} else {
pairs.emplace_back(rec[pid].second, rec[ridx+j-i].second,
info.GetWeight(k) * weight_normalization_factor);
#pragma omp for schedule(static)
for (bst_omp_uint k = 0; k < ngroup; ++k) {
exc.Run([&]() {
lst.clear(); pairs.clear();
for (unsigned j = gptr[k]; j < gptr[k+1]; ++j) {
lst.emplace_back(preds_h[j], labels[j], j);
gpair[j] = GradientPair(0.0f, 0.0f);
}
std::stable_sort(lst.begin(), lst.end(), ListEntry::CmpPred);
rec.resize(lst.size());
for (unsigned i = 0; i < lst.size(); ++i) {
rec[i] = std::make_pair(lst[i].label, i);
}
std::stable_sort(rec.begin(), rec.end(), common::CmpFirst);
// enumerate buckets with same label
// for each item in the lst, grab another sample randomly
for (unsigned i = 0; i < rec.size(); ) {
unsigned j = i + 1;
while (j < rec.size() && rec[j].first == rec[i].first) ++j;
// bucket in [i,j), get a sample outside bucket
unsigned nleft = i, nright = static_cast<unsigned>(rec.size() - j);
if (nleft + nright != 0) {
int nsample = param_.num_pairsample;
while (nsample --) {
for (unsigned pid = i; pid < j; ++pid) {
unsigned ridx =
std::uniform_int_distribution<unsigned>(0, nleft + nright - 1)(rnd);
if (ridx < nleft) {
pairs.emplace_back(rec[ridx].second, rec[pid].second,
info.GetWeight(k) * weight_normalization_factor);
} else {
pairs.emplace_back(rec[pid].second, rec[ridx+j-i].second,
info.GetWeight(k) * weight_normalization_factor);
}
}
}
}
i = j;
}
}
i = j;
// get lambda weight for the pairs
LambdaWeightComputerT::GetLambdaWeight(lst, &pairs);
// rescale each gradient and hessian so that the lst have constant weighted
float scale = 1.0f / param_.num_pairsample;
if (param_.fix_list_weight != 0.0f) {
scale *= param_.fix_list_weight / (gptr[k + 1] - gptr[k]);
}
for (auto & pair : pairs) {
const ListEntry &pos = lst[pair.pos_index];
const ListEntry &neg = lst[pair.neg_index];
const bst_float w = pair.weight * scale;
const float eps = 1e-16f;
bst_float p = common::Sigmoid(pos.pred - neg.pred);
bst_float g = p - 1.0f;
bst_float h = std::max(p * (1.0f - p), eps);
// accumulate gradient and hessian in both pid, and nid
gpair[pos.rindex] += GradientPair(g * w, 2.0f*w*h);
gpair[neg.rindex] += GradientPair(-g * w, 2.0f*w*h);
}
});
}
// get lambda weight for the pairs
LambdaWeightComputerT::GetLambdaWeight(lst, &pairs);
// rescale each gradient and hessian so that the lst have constant weighted
float scale = 1.0f / param_.num_pairsample;
if (param_.fix_list_weight != 0.0f) {
scale *= param_.fix_list_weight / (gptr[k + 1] - gptr[k]);
}
for (auto & pair : pairs) {
const ListEntry &pos = lst[pair.pos_index];
const ListEntry &neg = lst[pair.neg_index];
const bst_float w = pair.weight * scale;
const float eps = 1e-16f;
bst_float p = common::Sigmoid(pos.pred - neg.pred);
bst_float g = p - 1.0f;
bst_float h = std::max(p * (1.0f - p), eps);
// accumulate gradient and hessian in both pid, and nid
gpair[pos.rindex] += GradientPair(g * w, 2.0f*w*h);
gpair[neg.rindex] += GradientPair(-g * w, 2.0f*w*h);
}
}
});
}
exc.Rethrow();
}
#if defined(__CUDACC__)

6
src/objective/regression_obj.cu
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@@ -19,6 +19,7 @@
#include "../common/transform.h"
#include "../common/common.h"
#include "../common/threading_utils.h"
#include "./regression_loss.h"
@@ -345,10 +346,9 @@ class CoxRegression : public ObjFunction {
void PredTransform(HostDeviceVector<bst_float> *io_preds) override {
std::vector<bst_float> &preds = io_preds->HostVector();
const long ndata = static_cast<long>(preds.size()); // NOLINT(*)
#pragma omp parallel for schedule(static)
for (long j = 0; j < ndata; ++j) { // NOLINT(*)
common::ParallelFor(ndata, [&](long j) { // NOLINT(*)
preds[j] = std::exp(preds[j]);
}
});
}
void EvalTransform(HostDeviceVector<bst_float> *io_preds) override {
PredTransform(io_preds);