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Optimized BuildHist function (#5156)

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This commit is contained in:
Egor Smirnov
2020-01-30 10:32:57 +03:00
committed by GitHub
parent 4240daed4e
commit c67163250e
8 changed files with 610 additions and 184 deletions
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242
src/tree/updater_quantile_hist.cc
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@@ -2,7 +2,7 @@
* Copyright 2017-2018 by Contributors
* \file updater_quantile_hist.cc
* \brief use quantized feature values to construct a tree
* \author Philip Cho, Tianqi Checn
* \author Philip Cho, Tianqi Checn, Egor Smirnov
*/
#include <dmlc/timer.h>
#include <rabit/rabit.h>
@@ -44,7 +44,7 @@ void QuantileHistMaker::Configure(const Args& args) {
pruner_->Configure(args);
param_.UpdateAllowUnknown(args);
// initialise the split evaluator
// initialize the split evaluator
if (!spliteval_) {
spliteval_.reset(SplitEvaluator::Create(param_.split_evaluator));
}
@@ -100,66 +100,121 @@ void QuantileHistMaker::Builder::SyncHistograms(
int sync_count,
RegTree *p_tree) {
builder_monitor_.Start("SyncHistograms");
this->histred_.Allreduce(hist_[starting_index].data(), hist_builder_.GetNumBins() * sync_count);
// use Subtraction Trick
for (auto const& node_pair : nodes_for_subtraction_trick_) {
hist_.AddHistRow(node_pair.first);
SubtractionTrick(hist_[node_pair.first], hist_[node_pair.second],
hist_[(*p_tree)[node_pair.first].Parent()]);
const bool isDistributed = rabit::IsDistributed();
const size_t nbins = hist_builder_.GetNumBins();
common::BlockedSpace2d space(nodes_for_explicit_hist_build_.size(), [&](size_t node) {
return nbins;
}, 1024);
common::ParallelFor2d(space, this->nthread_, [&](size_t node, common::Range1d r) {
const auto entry = nodes_for_explicit_hist_build_[node];
auto this_hist = hist_[entry.nid];
// Merging histograms from each thread into once
hist_buffer_.ReduceHist(node, r.begin(), r.end());
if (!(*p_tree)[entry.nid].IsRoot() && entry.sibling_nid > -1 && !isDistributed) {
auto parent_hist = hist_[(*p_tree)[entry.nid].Parent()];
auto sibling_hist = hist_[entry.sibling_nid];
SubtractionHist(sibling_hist, parent_hist, this_hist, r.begin(), r.end());
}
});
if (isDistributed) {
this->histred_.Allreduce(hist_[starting_index].data(), hist_builder_.GetNumBins() * sync_count);
// use Subtraction Trick
for (auto const& node : nodes_for_subtraction_trick_) {
SubtractionTrick(hist_[node.nid], hist_[node.sibling_nid],
hist_[(*p_tree)[node.nid].Parent()]);
}
}
builder_monitor_.Stop("SyncHistograms");
}
void QuantileHistMaker::Builder::BuildHistogramsLossGuide(
ExpandEntry entry,
const GHistIndexMatrix &gmat,
const GHistIndexBlockMatrix &gmatb,
RegTree *p_tree,
const std::vector<GradientPair> &gpair_h) {
nodes_for_explicit_hist_build_.clear();
nodes_for_subtraction_trick_.clear();
nodes_for_explicit_hist_build_.push_back(entry);
if (entry.sibling_nid > -1) {
nodes_for_subtraction_trick_.emplace_back(entry.sibling_nid, entry.nid,
p_tree->GetDepth(entry.sibling_nid), 0.0f, 0);
}
int starting_index = std::numeric_limits<int>::max();
int sync_count = 0;
AddHistRows(&starting_index, &sync_count);
BuildLocalHistograms(gmat, gmatb, p_tree, gpair_h);
SyncHistograms(starting_index, sync_count, p_tree);
}
void QuantileHistMaker::Builder::AddHistRows(int *starting_index, int *sync_count) {
builder_monitor_.Start("AddHistRows");
for (auto const& entry : nodes_for_explicit_hist_build_) {
int nid = entry.nid;
hist_.AddHistRow(nid);
(*starting_index) = std::min(nid, (*starting_index));
}
(*sync_count) = nodes_for_explicit_hist_build_.size();
for (auto const& node : nodes_for_subtraction_trick_) {
hist_.AddHistRow(node.nid);
}
builder_monitor_.Stop("AddHistRows");
}
void QuantileHistMaker::Builder::BuildLocalHistograms(
int *starting_index,
int *sync_count,
const GHistIndexMatrix &gmat,
const GHistIndexBlockMatrix &gmatb,
RegTree *p_tree,
const std::vector<GradientPair> &gpair_h) {
builder_monitor_.Start("BuildLocalHistograms");
for (auto const& entry : qexpand_depth_wise_) {
int nid = entry.nid;
RegTree::Node &node = (*p_tree)[nid];
if (rabit::IsDistributed()) {
if (node.IsRoot() || node.IsLeftChild()) {
hist_.AddHistRow(nid);
// in distributed setting, we always calculate from left child or root node
BuildHist(gpair_h, row_set_collection_[nid], gmat, gmatb, hist_[nid], false);
if (!node.IsRoot()) {
nodes_for_subtraction_trick_[(*p_tree)[node.Parent()].RightChild()] = nid;
}
(*sync_count)++;
(*starting_index) = std::min((*starting_index), nid);
}
} else {
if (!node.IsRoot() && node.IsLeftChild() &&
(row_set_collection_[nid].Size() <
row_set_collection_[(*p_tree)[node.Parent()].RightChild()].Size())) {
hist_.AddHistRow(nid);
BuildHist(gpair_h, row_set_collection_[nid], gmat, gmatb, hist_[nid], false);
nodes_for_subtraction_trick_[(*p_tree)[node.Parent()].RightChild()] = nid;
(*sync_count)++;
(*starting_index) = std::min((*starting_index), nid);
} else if (!node.IsRoot() && !node.IsLeftChild() &&
(row_set_collection_[nid].Size() <=
row_set_collection_[(*p_tree)[node.Parent()].LeftChild()].Size())) {
hist_.AddHistRow(nid);
BuildHist(gpair_h, row_set_collection_[nid], gmat, gmatb, hist_[nid], false);
nodes_for_subtraction_trick_[(*p_tree)[node.Parent()].LeftChild()] = nid;
(*sync_count)++;
(*starting_index) = std::min((*starting_index), nid);
} else if (node.IsRoot()) {
hist_.AddHistRow(nid);
BuildHist(gpair_h, row_set_collection_[nid], gmat, gmatb, hist_[nid], false);
(*sync_count)++;
(*starting_index) = std::min((*starting_index), nid);
}
}
const size_t n_nodes = nodes_for_explicit_hist_build_.size();
// create space of size (# rows in each node)
common::BlockedSpace2d space(n_nodes, [&](size_t node) {
const int32_t nid = nodes_for_explicit_hist_build_[node].nid;
return row_set_collection_[nid].Size();
}, 256);
std::vector<GHistRow> target_hists(n_nodes);
for (size_t i = 0; i < n_nodes; ++i) {
const int32_t nid = nodes_for_explicit_hist_build_[i].nid;
target_hists[i] = hist_[nid];
}
hist_buffer_.Reset(this->nthread_, n_nodes, space, target_hists);
// Parallel processing by nodes and data in each node
common::ParallelFor2d(space, this->nthread_, [&](size_t nid_in_set, common::Range1d r) {
const auto tid = static_cast<unsigned>(omp_get_thread_num());
const int32_t nid = nodes_for_explicit_hist_build_[nid_in_set].nid;
auto start_of_row_set = row_set_collection_[nid].begin;
auto rid_set = RowSetCollection::Elem(start_of_row_set + r.begin(),
start_of_row_set + r.end(),
nid);
BuildHist(gpair_h, rid_set, gmat, gmatb, hist_buffer_.GetInitializedHist(tid, nid_in_set));
});
builder_monitor_.Stop("BuildLocalHistograms");
}
void QuantileHistMaker::Builder::BuildNodeStats(
const GHistIndexMatrix &gmat,
DMatrix *p_fmat,
@@ -193,7 +248,7 @@ void QuantileHistMaker::Builder::EvaluateSplits(
int depth,
unsigned *timestamp,
std::vector<ExpandEntry> *temp_qexpand_depth) {
this->EvaluateSplit(qexpand_depth_wise_, gmat, hist_, *p_fmat, *p_tree);
EvaluateSplit(qexpand_depth_wise_, gmat, hist_, *p_fmat, *p_tree);
for (auto const& entry : qexpand_depth_wise_) {
int nid = entry.nid;
@@ -206,9 +261,9 @@ void QuantileHistMaker::Builder::EvaluateSplits(
this->ApplySplit(nid, gmat, column_matrix, hist_, *p_fmat, p_tree);
int left_id = (*p_tree)[nid].LeftChild();
int right_id = (*p_tree)[nid].RightChild();
temp_qexpand_depth->push_back(ExpandEntry(left_id,
temp_qexpand_depth->push_back(ExpandEntry(left_id, right_id,
p_tree->GetDepth(left_id), 0.0, (*timestamp)++));
temp_qexpand_depth->push_back(ExpandEntry(right_id,
temp_qexpand_depth->push_back(ExpandEntry(right_id, left_id,
p_tree->GetDepth(right_id), 0.0, (*timestamp)++));
// - 1 parent + 2 new children
(*num_leaves)++;
@@ -216,6 +271,43 @@ void QuantileHistMaker::Builder::EvaluateSplits(
}
}
// Split nodes to 2 sets depending on amount of rows in each node
// Histograms for small nodes will be built explicitly
// Histograms for big nodes will be built by 'Subtraction Trick'
// Exception: in distributed setting, we always build the histogram for the left child node
// and use 'Subtraction Trick' to built the histogram for the right child node.
// This ensures that the workers operate on the same set of tree nodes.
void QuantileHistMaker::Builder::SplitSiblings(const std::vector<ExpandEntry>& nodes,
std::vector<ExpandEntry>* small_siblings,
std::vector<ExpandEntry>* big_siblings,
RegTree *p_tree) {
for (auto const& entry : nodes) {
int nid = entry.nid;
RegTree::Node &node = (*p_tree)[nid];
if (rabit::IsDistributed()) {
if (node.IsRoot() || node.IsLeftChild()) {
small_siblings->push_back(entry);
} else {
big_siblings->push_back(entry);
}
} else {
if (!node.IsRoot() && node.IsLeftChild() &&
(row_set_collection_[nid].Size() <
row_set_collection_[(*p_tree)[node.Parent()].RightChild()].Size())) {
small_siblings->push_back(entry);
} else if (!node.IsRoot() && !node.IsLeftChild() &&
(row_set_collection_[nid].Size() <=
row_set_collection_[(*p_tree)[node.Parent()].LeftChild()].Size())) {
small_siblings->push_back(entry);
} else if (node.IsRoot()) {
small_siblings->push_back(entry);
} else {
big_siblings->push_back(entry);
}
}
}
}
void QuantileHistMaker::Builder::ExpandWithDepthWise(
const GHistIndexMatrix &gmat,
const GHistIndexBlockMatrix &gmatb,
@@ -227,21 +319,28 @@ void QuantileHistMaker::Builder::ExpandWithDepthWise(
int num_leaves = 0;
// in depth_wise growing, we feed loss_chg with 0.0 since it is not used anyway
qexpand_depth_wise_.emplace_back(ExpandEntry(ExpandEntry::kRootNid,
qexpand_depth_wise_.emplace_back(ExpandEntry(ExpandEntry::kRootNid, ExpandEntry::kEmptyNid,
p_tree->GetDepth(ExpandEntry::kRootNid), 0.0, timestamp++));
++num_leaves;
for (int depth = 0; depth < param_.max_depth + 1; depth++) {
int starting_index = std::numeric_limits<int>::max();
int sync_count = 0;
std::vector<ExpandEntry> temp_qexpand_depth;
BuildLocalHistograms(&starting_index, &sync_count, gmat, gmatb, p_tree, gpair_h);
SplitSiblings(qexpand_depth_wise_, &nodes_for_explicit_hist_build_,
&nodes_for_subtraction_trick_, p_tree);
AddHistRows(&starting_index, &sync_count);
BuildLocalHistograms(gmat, gmatb, p_tree, gpair_h);
SyncHistograms(starting_index, sync_count, p_tree);
BuildNodeStats(gmat, p_fmat, p_tree, gpair_h);
EvaluateSplits(gmat, column_matrix, p_fmat, p_tree, &num_leaves, depth, &timestamp,
&temp_qexpand_depth);
// clean up
qexpand_depth_wise_.clear();
nodes_for_subtraction_trick_.clear();
nodes_for_explicit_hist_build_.clear();
if (temp_qexpand_depth.empty()) {
break;
} else {
@@ -262,14 +361,12 @@ void QuantileHistMaker::Builder::ExpandWithLossGuide(
unsigned timestamp = 0;
int num_leaves = 0;
hist_.AddHistRow(ExpandEntry::kRootNid);
BuildHist(gpair_h, row_set_collection_[ExpandEntry::kRootNid], gmat, gmatb,
hist_[ExpandEntry::kRootNid], true);
ExpandEntry node(ExpandEntry::kRootNid, ExpandEntry::kEmptyNid,
p_tree->GetDepth(0), 0.0f, timestamp++);
BuildHistogramsLossGuide(node, gmat, gmatb, p_tree, gpair_h);
this->InitNewNode(ExpandEntry::kRootNid, gmat, gpair_h, *p_fmat, *p_tree);
ExpandEntry node(ExpandEntry::kRootNid, p_tree->GetDepth(ExpandEntry::kRootNid),
snode_[ExpandEntry::kRootNid].best.loss_chg, timestamp++);
this->EvaluateSplit({node}, gmat, hist_, *p_fmat, *p_tree);
node.loss_chg = snode_[ExpandEntry::kRootNid].best.loss_chg;
@@ -289,20 +386,20 @@ void QuantileHistMaker::Builder::ExpandWithLossGuide(
const int cleft = (*p_tree)[nid].LeftChild();
const int cright = (*p_tree)[nid].RightChild();
hist_.AddHistRow(cleft);
hist_.AddHistRow(cright);
ExpandEntry left_node(cleft, cright, p_tree->GetDepth(cleft),
0.0f, timestamp++);
ExpandEntry right_node(cright, cleft, p_tree->GetDepth(cright),
0.0f, timestamp++);
if (rabit::IsDistributed()) {
// in distributed mode, we need to keep consistent across workers
BuildHist(gpair_h, row_set_collection_[cleft], gmat, gmatb, hist_[cleft], true);
SubtractionTrick(hist_[cright], hist_[cleft], hist_[nid]);
BuildHistogramsLossGuide(left_node, gmat, gmatb, p_tree, gpair_h);
} else {
if (row_set_collection_[cleft].Size() < row_set_collection_[cright].Size()) {
BuildHist(gpair_h, row_set_collection_[cleft], gmat, gmatb, hist_[cleft], true);
SubtractionTrick(hist_[cright], hist_[cleft], hist_[nid]);
BuildHistogramsLossGuide(left_node, gmat, gmatb, p_tree, gpair_h);
} else {
BuildHist(gpair_h, row_set_collection_[cright], gmat, gmatb, hist_[cright], true);
SubtractionTrick(hist_[cleft], hist_[cright], hist_[nid]);
BuildHistogramsLossGuide(right_node, gmat, gmatb, p_tree, gpair_h);
}
}
@@ -313,11 +410,6 @@ void QuantileHistMaker::Builder::ExpandWithLossGuide(
snode_[cleft].weight, snode_[cright].weight);
interaction_constraints_.Split(nid, featureid, cleft, cright);
ExpandEntry left_node(cleft, p_tree->GetDepth(cleft),
snode_[cleft].best.loss_chg, timestamp++);
ExpandEntry right_node(cright, p_tree->GetDepth(cright),
snode_[cright].best.loss_chg, timestamp++);
this->EvaluateSplit({left_node, right_node}, gmat, hist_, *p_fmat, *p_tree);
left_node.loss_chg = snode_[cleft].best.loss_chg;
right_node.loss_chg = snode_[cright].best.loss_chg;
@@ -427,6 +519,7 @@ void QuantileHistMaker::Builder::InitData(const GHistIndexMatrix& gmat,
// initialize histogram collection
uint32_t nbins = gmat.cut.Ptrs().back();
hist_.Init(nbins);
hist_buffer_.Init(nbins);
// initialize histogram builder
#pragma omp parallel
@@ -586,7 +679,7 @@ void QuantileHistMaker::Builder::EvaluateSplit(const std::vector<ExpandEntry>& n
builder_monitor_.Start("EvaluateSplit");
const size_t n_nodes_in_set = nodes_set.size();
const auto nthread = static_cast<bst_omp_uint>(this->nthread_);
const size_t nthread = std::max(1, this->nthread_);
using FeatureSetType = std::shared_ptr<HostDeviceVector<bst_feature_t>>;
std::vector<FeatureSetType> features_sets(n_nodes_in_set);
@@ -604,12 +697,13 @@ void QuantileHistMaker::Builder::EvaluateSplit(const std::vector<ExpandEntry>& n
// Create 2D space (# of nodes to process x # of features to process)
// to process them in parallel
const size_t grain_size = std::max<size_t>(1, features_sets[0]->Size() / nthread);
common::BlockedSpace2d space(n_nodes_in_set, [&](size_t nid_in_set) {
return features_sets[nid_in_set]->Size();
}, 1);
}, grain_size);
// Start parallel enumeration for all tree nodes in the set and all features
common::ParallelFor2d(space, [&](size_t nid_in_set, common::Range1d r) {
common::ParallelFor2d(space, this->nthread_, [&](size_t nid_in_set, common::Range1d r) {
const int32_t nid = nodes_set[nid_in_set].nid;
const auto tid = static_cast<unsigned>(omp_get_thread_num());
GHistRow node_hist = hist[nid];

44
src/tree/updater_quantile_hist.h
View File

@@ -2,7 +2,7 @@
* Copyright 2017-2018 by Contributors
* \file updater_quantile_hist.h
* \brief use quantized feature values to construct a tree
* \author Philip Cho, Tianqi Chen
* \author Philip Cho, Tianqi Chen, Egor Smirnov
*/
#ifndef XGBOOST_TREE_UPDATER_QUANTILE_HIST_H_
#define XGBOOST_TREE_UPDATER_QUANTILE_HIST_H_
@@ -157,18 +157,12 @@ class QuantileHistMaker: public TreeUpdater {
const RowSetCollection::Elem row_indices,
const GHistIndexMatrix& gmat,
const GHistIndexBlockMatrix& gmatb,
GHistRow hist,
bool sync_hist) {
builder_monitor_.Start("BuildHist");
GHistRow hist) {
if (param_.enable_feature_grouping > 0) {
hist_builder_.BuildBlockHist(gpair, row_indices, gmatb, hist);
} else {
hist_builder_.BuildHist(gpair, row_indices, gmat, hist);
}
if (sync_hist) {
this->histred_.Allreduce(hist.data(), hist_builder_.GetNumBins());
}
builder_monitor_.Stop("BuildHist");
}
inline void SubtractionTrick(GHistRow self, GHistRow sibling, GHistRow parent) {
@@ -183,13 +177,15 @@ class QuantileHistMaker: public TreeUpdater {
protected:
/* tree growing policies */
struct ExpandEntry {
static const int kRootNid = 0;
static const int kRootNid = 0;
static const int kEmptyNid = -1;
int nid;
int sibling_nid;
int depth;
bst_float loss_chg;
unsigned timestamp;
ExpandEntry(int nid, int depth, bst_float loss_chg, unsigned tstmp)
: nid(nid), depth(depth), loss_chg(loss_chg), timestamp(tstmp) {}
ExpandEntry(int nid, int sibling_nid, int depth, bst_float loss_chg, unsigned tstmp):
nid(nid), sibling_nid(sibling_nid), depth(depth), loss_chg(loss_chg), timestamp(tstmp) {}
};
// initialize temp data structure
@@ -259,13 +255,28 @@ class QuantileHistMaker: public TreeUpdater {
RegTree *p_tree,
const std::vector<GradientPair> &gpair_h);
void BuildLocalHistograms(int *starting_index,
int *sync_count,
const GHistIndexMatrix &gmat,
void BuildLocalHistograms(const GHistIndexMatrix &gmat,
const GHistIndexBlockMatrix &gmatb,
RegTree *p_tree,
const std::vector<GradientPair> &gpair_h);
void AddHistRows(int *starting_index, int *sync_count);
void BuildHistogramsLossGuide(
ExpandEntry entry,
const GHistIndexMatrix &gmat,
const GHistIndexBlockMatrix &gmatb,
RegTree *p_tree,
const std::vector<GradientPair> &gpair_h);
// Split nodes to 2 sets depending on amount of rows in each node
// Histograms for small nodes will be built explicitly
// Histograms for big nodes will be built by 'Subtraction Trick'
void SplitSiblings(const std::vector<ExpandEntry>& nodes,
std::vector<ExpandEntry>* small_siblings,
std::vector<ExpandEntry>* big_siblings,
RegTree *p_tree);
void SyncHistograms(int starting_index,
int sync_count,
RegTree *p_tree);
@@ -336,12 +347,15 @@ class QuantileHistMaker: public TreeUpdater {
std::vector<ExpandEntry> qexpand_depth_wise_;
// key is the node id which should be calculated by Subtraction Trick, value is the node which
// provides the evidence for substracts
std::unordered_map<int, int> nodes_for_subtraction_trick_;
std::vector<ExpandEntry> nodes_for_subtraction_trick_;
// list of nodes whose histograms would be built explicitly.
std::vector<ExpandEntry> nodes_for_explicit_hist_build_;
enum DataLayout { kDenseDataZeroBased, kDenseDataOneBased, kSparseData };
DataLayout data_layout_;
common::Monitor builder_monitor_;
common::ParallelGHistBuilder hist_buffer_;
rabit::Reducer<GradStats, GradStats::Reduce> histred_;
};