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Dmatrix refactor stage 1 (#3301)

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* Use sparse page as singular CSR matrix representation

* Simplify dmatrix methods

* Reduce statefullness of batch iterators

* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
This commit is contained in:
Rory Mitchell
2018-06-07 10:25:58 +12:00
committed by GitHub
parent 286dccb8e8
commit a96039141a
47 changed files with 650 additions and 1036 deletions
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201
src/data/simple_dmatrix.cc
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@@ -16,107 +16,50 @@ namespace xgboost {
namespace data {
bool SimpleDMatrix::ColBatchIter::Next() {
if (data_ptr_ >= cpages_.size()) return false;
data_ptr_ += 1;
SparsePage* pcol = cpages_[data_ptr_ - 1].get();
batch_.size = col_index_.size();
col_data_.resize(col_index_.size(), SparseBatch::Inst(nullptr, 0));
for (size_t i = 0; i < col_data_.size(); ++i) {
const bst_uint ridx = col_index_[i];
col_data_[i] = SparseBatch::Inst
(dmlc::BeginPtr(pcol->data) + pcol->offset[ridx],
static_cast<bst_uint>(pcol->offset[ridx + 1] - pcol->offset[ridx]));
}
batch_.col_index = dmlc::BeginPtr(col_index_);
batch_.col_data = dmlc::BeginPtr(col_data_);
if (data_ >= 1) return false;
data_ += 1;
return true;
}
dmlc::DataIter<ColBatch>* SimpleDMatrix::ColIterator() {
size_t ncol = this->Info().num_col_;
col_iter_.col_index_.resize(ncol);
for (size_t i = 0; i < ncol; ++i) {
col_iter_.col_index_[i] = static_cast<bst_uint>(i);
}
dmlc::DataIter<SparsePage>* SimpleDMatrix::ColIterator() {
col_iter_.BeforeFirst();
return &col_iter_;
}
dmlc::DataIter<ColBatch>* SimpleDMatrix::ColIterator(const std::vector<bst_uint>&fset) {
size_t ncol = this->Info().num_col_;
col_iter_.col_index_.resize(0);
for (auto fidx : fset) {
if (fidx < ncol) col_iter_.col_index_.push_back(fidx);
}
col_iter_.BeforeFirst();
return &col_iter_;
}
void SimpleDMatrix::InitColAccess(const std::vector<bool> &enabled,
float pkeep,
size_t max_row_perbatch, bool sorted) {
void SimpleDMatrix::InitColAccess(
size_t max_row_perbatch, bool sorted) {
if (this->HaveColAccess(sorted)) return;
col_iter_.sorted_ = sorted;
col_iter_.cpages_.clear();
if (Info().num_row_ < max_row_perbatch) {
std::unique_ptr<SparsePage> page(new SparsePage());
this->MakeOneBatch(enabled, pkeep, page.get(), sorted);
col_iter_.cpages_.push_back(std::move(page));
} else {
this->MakeManyBatch(enabled, pkeep, max_row_perbatch, sorted);
}
// setup col-size
col_size_.resize(Info().num_col_);
std::fill(col_size_.begin(), col_size_.end(), 0);
for (auto & cpage : col_iter_.cpages_) {
SparsePage *pcol = cpage.get();
for (size_t j = 0; j < pcol->Size(); ++j) {
col_size_[j] += pcol->offset[j + 1] - pcol->offset[j];
}
}
col_iter_.column_page_.reset(new SparsePage());
this->MakeOneBatch(col_iter_.column_page_.get(), sorted);
}
// internal function to make one batch from row iter.
void SimpleDMatrix::MakeOneBatch(const std::vector<bool>& enabled, float pkeep,
SparsePage* pcol, bool sorted) {
void SimpleDMatrix::MakeOneBatch(SparsePage* pcol, bool sorted) {
// clear rowset
buffered_rowset_.Clear();
// bit map
const int nthread = omp_get_max_threads();
std::vector<bool> bmap;
pcol->Clear();
common::ParallelGroupBuilder<SparseBatch::Entry>
common::ParallelGroupBuilder<Entry>
builder(&pcol->offset, &pcol->data);
builder.InitBudget(Info().num_col_, nthread);
// start working
dmlc::DataIter<RowBatch>* iter = this->RowIterator();
auto iter = this->RowIterator();
iter->BeforeFirst();
while (iter->Next()) {
const RowBatch& batch = iter->Value();
bmap.resize(bmap.size() + batch.size, true);
std::bernoulli_distribution coin_flip(pkeep);
auto& rnd = common::GlobalRandom();
long batch_size = static_cast<long>(batch.size); // NOLINT(*)
const auto& batch = iter->Value();
long batch_size = static_cast<long>(batch.Size()); // NOLINT(*)
for (long i = 0; i < batch_size; ++i) { // NOLINT(*)
auto ridx = static_cast<bst_uint>(batch.base_rowid + i);
if (pkeep == 1.0f || coin_flip(rnd)) {
buffered_rowset_.PushBack(ridx);
} else {
bmap[i] = false;
}
buffered_rowset_.PushBack(ridx);
}
#pragma omp parallel for schedule(static)
for (long i = 0; i < batch_size; ++i) { // NOLINT(*)
int tid = omp_get_thread_num();
auto ridx = static_cast<bst_uint>(batch.base_rowid + i);
if (bmap[ridx]) {
RowBatch::Inst inst = batch[i];
for (bst_uint j = 0; j < inst.length; ++j) {
if (enabled[inst[j].index]) {
builder.AddBudget(inst[j].index, tid);
}
}
auto inst = batch[i];
for (bst_uint j = 0; j < inst.length; ++j) {
builder.AddBudget(inst[j].index, tid);
}
}
}
@@ -124,20 +67,16 @@ void SimpleDMatrix::MakeOneBatch(const std::vector<bool>& enabled, float pkeep,
iter->BeforeFirst();
while (iter->Next()) {
const RowBatch& batch = iter->Value();
auto batch = iter->Value();
#pragma omp parallel for schedule(static)
for (long i = 0; i < static_cast<long>(batch.size); ++i) { // NOLINT(*)
for (long i = 0; i < static_cast<long>(batch.Size()); ++i) { // NOLINT(*)
int tid = omp_get_thread_num();
auto ridx = static_cast<bst_uint>(batch.base_rowid + i);
if (bmap[ridx]) {
RowBatch::Inst inst = batch[i];
for (bst_uint j = 0; j < inst.length; ++j) {
if (enabled[inst[j].index]) {
builder.Push(inst[j].index,
SparseBatch::Entry(static_cast<bst_uint>(batch.base_rowid+i),
inst[j].fvalue), tid);
}
}
auto inst = batch[i];
for (bst_uint j = 0; j < inst.length; ++j) {
builder.Push(
inst[j].index,
Entry(static_cast<bst_uint>(batch.base_rowid + i), inst[j].fvalue),
tid);
}
}
}
@@ -152,102 +91,14 @@ void SimpleDMatrix::MakeOneBatch(const std::vector<bool>& enabled, float pkeep,
if (pcol->offset[i] < pcol->offset[i + 1]) {
std::sort(dmlc::BeginPtr(pcol->data) + pcol->offset[i],
dmlc::BeginPtr(pcol->data) + pcol->offset[i + 1],
SparseBatch::Entry::CmpValue);
}
}
}
}
void SimpleDMatrix::MakeManyBatch(const std::vector<bool>& enabled,
float pkeep,
size_t max_row_perbatch, bool sorted) {
size_t btop = 0;
std::bernoulli_distribution coin_flip(pkeep);
auto& rnd = common::GlobalRandom();
buffered_rowset_.Clear();
// internal temp cache
SparsePage tmp; tmp.Clear();
// start working
dmlc::DataIter<RowBatch>* iter = this->RowIterator();
iter->BeforeFirst();
while (iter->Next()) {
const RowBatch &batch = iter->Value();
for (size_t i = 0; i < batch.size; ++i) {
auto ridx = static_cast<bst_uint>(batch.base_rowid + i);
if (pkeep == 1.0f || coin_flip(rnd)) {
buffered_rowset_.PushBack(ridx);
tmp.Push(batch[i]);
}
if (tmp.Size() >= max_row_perbatch) {
std::unique_ptr<SparsePage> page(new SparsePage());
this->MakeColPage(tmp.GetRowBatch(0), btop, enabled, page.get(), sorted);
col_iter_.cpages_.push_back(std::move(page));
btop = buffered_rowset_.Size();
tmp.Clear();
}
}
}
if (tmp.Size() != 0) {
std::unique_ptr<SparsePage> page(new SparsePage());
this->MakeColPage(tmp.GetRowBatch(0), btop, enabled, page.get(), sorted);
col_iter_.cpages_.push_back(std::move(page));
}
}
// make column page from subset of rowbatchs
void SimpleDMatrix::MakeColPage(const RowBatch& batch,
size_t buffer_begin,
const std::vector<bool>& enabled,
SparsePage* pcol, bool sorted) {
const int nthread = std::min(omp_get_max_threads(), std::max(omp_get_num_procs() / 2 - 2, 1));
pcol->Clear();
common::ParallelGroupBuilder<SparseBatch::Entry>
builder(&pcol->offset, &pcol->data);
builder.InitBudget(Info().num_col_, nthread);
bst_omp_uint ndata = static_cast<bst_uint>(batch.size);
#pragma omp parallel for schedule(static) num_threads(nthread)
for (bst_omp_uint i = 0; i < ndata; ++i) {
int tid = omp_get_thread_num();
RowBatch::Inst inst = batch[i];
for (bst_uint j = 0; j < inst.length; ++j) {
const SparseBatch::Entry &e = inst[j];
if (enabled[e.index]) {
builder.AddBudget(e.index, tid);
}
}
}
builder.InitStorage();
#pragma omp parallel for schedule(static) num_threads(nthread)
for (bst_omp_uint i = 0; i < ndata; ++i) {
int tid = omp_get_thread_num();
RowBatch::Inst inst = batch[i];
for (bst_uint j = 0; j < inst.length; ++j) {
const SparseBatch::Entry &e = inst[j];
builder.Push(
e.index,
SparseBatch::Entry(buffered_rowset_[i + buffer_begin], e.fvalue),
tid);
}
}
CHECK_EQ(pcol->Size(), Info().num_col_);
// sort columns
if (sorted) {
auto ncol = static_cast<bst_omp_uint>(pcol->Size());
#pragma omp parallel for schedule(dynamic, 1) num_threads(nthread)
for (bst_omp_uint i = 0; i < ncol; ++i) {
if (pcol->offset[i] < pcol->offset[i + 1]) {
std::sort(dmlc::BeginPtr(pcol->data) + pcol->offset[i],
dmlc::BeginPtr(pcol->data) + pcol->offset[i + 1],
SparseBatch::Entry::CmpValue);
Entry::CmpValue);
}
}
}
}
bool SimpleDMatrix::SingleColBlock() const {
return col_iter_.cpages_.size() <= 1;
return true;
}
} // namespace data
} // namespace xgboost