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Support vertical federated learning (#8932)

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This commit is contained in:
Rong Ou
2023-03-21 23:25:26 -07:00
committed by GitHub
parent 8dc1e4b3ea
commit b240f055d3
23 changed files with 371 additions and 249 deletions
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56
src/data/simple_dmatrix.cc
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@@ -73,6 +73,19 @@ DMatrix* SimpleDMatrix::SliceCol(int num_slices, int slice_id) {
return out;
}
void SimpleDMatrix::ReindexFeatures() {
if (collective::IsFederated() && info_.data_split_mode == DataSplitMode::kCol) {
std::vector<uint64_t> buffer(collective::GetWorldSize());
buffer[collective::GetRank()] = info_.num_col_;
collective::Allgather(buffer.data(), buffer.size() * sizeof(uint64_t));
auto offset = std::accumulate(buffer.cbegin(), buffer.cbegin() + collective::GetRank(), 0);
if (offset == 0) {
return;
}
sparse_page_->Reindex(offset, ctx_.Threads());
}
}
BatchSet<SparsePage> SimpleDMatrix::GetRowBatches() {
// since csr is the default data structure so `source_` is always available.
auto begin_iter = BatchIterator<SparsePage>(
@@ -151,7 +164,8 @@ BatchSet<ExtSparsePage> SimpleDMatrix::GetExtBatches(BatchParam const&) {
}
template <typename AdapterT>
SimpleDMatrix::SimpleDMatrix(AdapterT* adapter, float missing, int nthread) {
SimpleDMatrix::SimpleDMatrix(AdapterT* adapter, float missing, int nthread,
DataSplitMode data_split_mode) {
this->ctx_.nthread = nthread;
std::vector<uint64_t> qids;
@@ -217,7 +231,9 @@ SimpleDMatrix::SimpleDMatrix(AdapterT* adapter, float missing, int nthread) {
// Synchronise worker columns
collective::Allreduce<collective::Operation::kMax>(&info_.num_col_, 1);
info_.data_split_mode = data_split_mode;
ReindexFeatures();
info_.SynchronizeNumberOfColumns();
if (adapter->NumRows() == kAdapterUnknownSize) {
using IteratorAdapterT
@@ -272,22 +288,31 @@ void SimpleDMatrix::SaveToLocalFile(const std::string& fname) {
fo->Write(sparse_page_->data.HostVector());
}
template SimpleDMatrix::SimpleDMatrix(DenseAdapter* adapter, float missing, int nthread);
template SimpleDMatrix::SimpleDMatrix(ArrayAdapter* adapter, float missing, int nthread);
template SimpleDMatrix::SimpleDMatrix(CSRAdapter* adapter, float missing, int nthread);
template SimpleDMatrix::SimpleDMatrix(CSRArrayAdapter* adapter, float missing, int nthread);
template SimpleDMatrix::SimpleDMatrix(CSCArrayAdapter* adapter, float missing, int nthread);
template SimpleDMatrix::SimpleDMatrix(CSCAdapter* adapter, float missing, int nthread);
template SimpleDMatrix::SimpleDMatrix(DataTableAdapter* adapter, float missing, int nthread);
template SimpleDMatrix::SimpleDMatrix(FileAdapter* adapter, float missing, int nthread);
template SimpleDMatrix::SimpleDMatrix(DenseAdapter* adapter, float missing, int nthread,
DataSplitMode data_split_mode);
template SimpleDMatrix::SimpleDMatrix(ArrayAdapter* adapter, float missing, int nthread,
DataSplitMode data_split_mode);
template SimpleDMatrix::SimpleDMatrix(CSRAdapter* adapter, float missing, int nthread,
DataSplitMode data_split_mode);
template SimpleDMatrix::SimpleDMatrix(CSRArrayAdapter* adapter, float missing, int nthread,
DataSplitMode data_split_mode);
template SimpleDMatrix::SimpleDMatrix(CSCArrayAdapter* adapter, float missing, int nthread,
DataSplitMode data_split_mode);
template SimpleDMatrix::SimpleDMatrix(CSCAdapter* adapter, float missing, int nthread,
DataSplitMode data_split_mode);
template SimpleDMatrix::SimpleDMatrix(DataTableAdapter* adapter, float missing, int nthread,
DataSplitMode data_split_mode);
template SimpleDMatrix::SimpleDMatrix(FileAdapter* adapter, float missing, int nthread,
DataSplitMode data_split_mode);
template SimpleDMatrix::SimpleDMatrix(
IteratorAdapter<DataIterHandle, XGBCallbackDataIterNext, XGBoostBatchCSR>
*adapter,
float missing, int nthread);
float missing, int nthread, DataSplitMode data_split_mode);
template <>
SimpleDMatrix::SimpleDMatrix(RecordBatchesIterAdapter* adapter, float missing, int nthread) {
ctx_.nthread = nthread;
SimpleDMatrix::SimpleDMatrix(RecordBatchesIterAdapter* adapter, float missing, int nthread,
DataSplitMode data_split_mode) {
ctx_.nthread = nthread;
auto& offset_vec = sparse_page_->offset.HostVector();
auto& data_vec = sparse_page_->data.HostVector();
@@ -346,7 +371,10 @@ SimpleDMatrix::SimpleDMatrix(RecordBatchesIterAdapter* adapter, float missing, i
}
// Synchronise worker columns
info_.num_col_ = adapter->NumColumns();
collective::Allreduce<collective::Operation::kMax>(&info_.num_col_, 1);
info_.data_split_mode = data_split_mode;
ReindexFeatures();
info_.SynchronizeNumberOfColumns();
info_.num_row_ = total_batch_size;
info_.num_nonzero_ = data_vec.size();
CHECK_EQ(offset_vec.back(), info_.num_nonzero_);