a version that compile

src/sync/sync.h

@@ -8,6 +8,7 @@
 #include <cstdio>
 #include <cstring>
 #include "../utils/utils.h"
+#include "../utils/io.h"
 #include <string>
 
 namespace xgboost {
@@ -125,6 +126,54 @@ class Reducer {
   ReduceHandle handle;
 };
 
+/*!
+ * \brief template class to make customized reduce, complex reducer handles all the data structure that can be 
+ *        serialized/deserialzed into fixed size buffer
+ * Do not use reducer directly in the function you call Finalize, because the destructor can happen after Finalize
+ * 
+ * \tparam DType data type that to be reduced, DType must contain following functions:
+ *   (1) Save(IStream &fs)  (2) Load(IStream &fs) (3) Reduce(const DType &d);
+ */
+template<typename DType>
+class ComplexReducer {
+ public:
+  ComplexReducer(void) {
+    handle.Init(ReduceInner);
+  }
+  /*!
+   * \brief customized in-place all reduce operation 
+   * \param sendrecvobj pointer to the object to be reduced
+   * \param max_n4byte maximum amount of memory needed in 4byte
+   * \param reducer the reducer function
+   */
+  inline void AllReduce(DType *sendrecvobj, size_t max_n4byte) {
+    buffer.resize(max_n4byte);
+    utils::MemoryFixSizeBuffer fs(BeginPtr(buffer), max_n4byte * 4);
+    sendrecvobj->Save(fs);
+    handle.AllReduce(BeginPtr(buffer), max_n4byte);
+    fs.Seek(0);
+    sendrecvobj->Load(fs);
+  }
+
+ private:
+  // unit size
+  // inner implementation of reducer
+  inline static void ReduceInner(const void *src_, void *dst_, int len_) {
+    utils::MemoryFixSizeBuffer fsrc((void*)(src_), len_);
+    utils::MemoryFixSizeBuffer fdst(dst_, len_);
+    // temp space
+    DType tsrc, tdst;
+    tsrc.Load(fsrc); tdst.Load(fdst);
+    // govern const check
+    tdst.Reduce(static_cast<const DType &>(tsrc));
+    tdst.Save(fdst);
+  }
+  // function handle
+  ReduceHandle handle;
+  // reduce buffer
+  std::vector<int> buffer;
+};
+
 }  // namespace sync
 }  // namespace xgboost
 #endif

src/tree/param.h

@@ -38,6 +38,8 @@ struct TrainParam{
   float opt_dense_col;
   // accuracy of sketch
   float sketch_eps;
+  // accuracy of sketch
+  float sketch_ratio;
   // leaf vector size
   int size_leaf_vector;  
   // option for parallelization
@@ -61,6 +63,7 @@ struct TrainParam{
     size_leaf_vector = 0;
     parallel_option = 2;
     sketch_eps = 0.1f;
+    sketch_ratio = 1.4f;
   }
   /*! 
    * \brief set parameters from outside 
@@ -83,6 +86,7 @@ struct TrainParam{
     if (!strcmp(name, "colsample_bylevel")) colsample_bylevel = static_cast<float>(atof(val));
     if (!strcmp(name, "colsample_bytree")) colsample_bytree  = static_cast<float>(atof(val));
     if (!strcmp(name, "sketch_eps")) sketch_eps  = static_cast<float>(atof(val));
+    if (!strcmp(name, "sketch_ratio")) sketch_ratio  = static_cast<float>(atof(val));
     if (!strcmp(name, "opt_dense_col")) opt_dense_col = static_cast<float>(atof(val));
     if (!strcmp(name, "size_leaf_vector")) size_leaf_vector = atoi(val);
     if (!strcmp(name, "max_depth")) max_depth = atoi(val);

src/tree/updater_histmaker-inl.hpp

@@ -124,8 +124,7 @@ class HistMaker: public IUpdater {
   /*! \brief map active node to is working index offset in qexpand*/
   std::vector<int> node2workindex;
   // reducer for histogram
-  sync::Reducer<TStats> histred;
-  
+  sync::Reducer<TStats> histred;  
   // helper function to get to next level of the tree
   // must work on non-leaf node
   inline static int NextLevel(const SparseBatch::Inst &inst, const RegTree &tree, int nid) {
@@ -142,7 +141,6 @@ class HistMaker: public IUpdater {
     }
     return n.cdefault();
   }
-
   // this function does two jobs
   // (1) reset the position in array position, to be the latest leaf id
   // (2) propose a set of candidate cuts and set wspace.rptr wspace.cut correctly 
@@ -416,15 +414,38 @@ class QuantileHistMaker: public HistMaker<TStats> {
         }
       }
     }
+    // setup maximum size
+    size_t max_size = static_cast<size_t>(this->param.sketch_ratio / this->param.sketch_eps);
     // synchronize sketch
-    
-    
-    // now we have all the results in the sketchs, try to setup the cut point
+    summary_array.Init(sketchs.size(), max_size);
+    size_t n4bytes = (summary_array.MemSize() + 3) / 4;
+    sreducer.AllReduce(&summary_array, n4bytes);    
+    // now we get the final result of sketch, setup the cut
+    for (size_t wid = 0; wid < this->qexpand.size(); ++wid) {      
+      for (size_t fid = 0; fid < tree.param.num_feature; ++fid) {
+        const WXQSketch::Summary a = summary_array[wid * tree.param.num_feature + fid];        
+        for (size_t i = 0; i < a.size; ++i) {
+          bst_float cpt = a.data[i].value + rt_eps;
+          if (i == 0 || cpt > this->wspace.cut.back()){
+            this->wspace.cut.push_back(cpt);
+          }
+        }
+        this->wspace.rptr.push_back(this->wspace.cut.size());
+      }
+      // reserve last value for global statistics
+      this->wspace.cut.push_back(0.0f);
+      this->wspace.rptr.push_back(this->wspace.cut.size());
+    }
+    utils::Assert(this->wspace.rptr.size() ==
+                  (tree.param.num_feature + 1) * this->qexpand.size(), "cut space inconsistent");
   }
 
  private:
-  //
-
+  typedef utils::WXQuantileSketch<bst_float, bst_float> WXQSketch;
+  // summary array
+  WXQSketch::SummaryArray summary_array;
+  // reducer for summary
+  sync::ComplexReducer<WXQSketch::SummaryArray> sreducer;
   // local temp column data structure
   std::vector<size_t> col_ptr;
   // local storage of column data

src/utils/io.h

@@ -97,6 +97,45 @@ class ISeekStream: public IStream {
   virtual size_t Tell(void) = 0;
 };
 
+/*! \brief fixed size memory buffer */
+struct MemoryFixSizeBuffer : public ISeekStream {
+ public:
+  MemoryFixSizeBuffer(void *p_buffer, size_t buffer_size) 
+      : p_buffer_(reinterpret_cast<char*>(p_buffer)), buffer_size_(buffer_size) {
+    curr_ptr_ = 0;
+  }
+  virtual ~MemoryFixSizeBuffer(void) {}
+  virtual size_t Read(void *ptr, size_t size) {
+    utils::Assert(curr_ptr_ <= buffer_size_,
+                  "read can not have position excceed buffer length");
+    size_t nread = std::min(buffer_size_ - curr_ptr_, size);
+    if (nread != 0) memcpy(ptr, p_buffer_ + curr_ptr_, nread);
+    curr_ptr_ += nread;
+    return nread;
+  }
+  virtual void Write(const void *ptr, size_t size) {
+    if (size == 0) return;
+    utils::Assert(curr_ptr_ + size <=  buffer_size_, 
+                  "write position exceed fixed buffer size");
+    memcpy(p_buffer_ + curr_ptr_, ptr, size);
+    curr_ptr_ += size;
+  }
+  virtual void Seek(size_t pos) {
+    curr_ptr_ = static_cast<size_t>(pos);
+  }
+  virtual size_t Tell(void) {
+    return curr_ptr_;
+  }
+
+ private:
+  /*! \brief in memory buffer */
+  char *p_buffer_;
+  /*! \brief current pointer */
+  size_t buffer_size_;
+  /*! \brief current pointer */
+  size_t curr_ptr_;
+}; // class MemoryFixSizeBuffer
+
 /*! \brief a in memory buffer that can be read and write as stream interface */
 struct MemoryBufferStream : public ISeekStream {
  public:

src/utils/quantile.h

@@ -515,13 +515,95 @@ class QuantileSketchTemplate {
       }
     }
   };
+  /*!
+   * \brief represent an array of summary
+   *  each contains fixed maximum size summary
+   */
+  class SummaryArray {
+   public:
+    /*!
+     * \brief intialize the SummaryArray 
+     * \param num_summary number of summary in the array
+     * \param max_size maximum number of elements in each summary
+     */
+    inline void Init(unsigned num_summary, unsigned max_size) {
+      this->num_summary = num_summary;
+      this->max_size = max_size;
+      sizes.resize(num_summary);
+      data.resize(num_summary * max_size);
+    }
+    /*!
+     * \brief set i-th element of array to be the src summary,
+     *   the summary can be pruned if it does not fit into max_size
+     * \param the index in the array
+     * \param src the source summary
+     * \tparam the type if source summary
+     */
+    template<typename TSrc>
+    inline void Set(size_t i, const TSrc &src) {
+      Summary dst = (*this)[i];
+      dst.SetPrune(src, max_size);
+      this->sizes[i] = dst.size;
+    }
+    /*! 
+     * \brief get i-th summary of the array, only use this for read purpose
+     */
+    inline const Summary operator[](size_t i) const {
+      return Summary((Entry*)BeginPtr(data) + i * max_size, sizes[i]);
+    }
+    /*!
+     * \brief do elementwise combination of summary array
+     *        this[i] = combine(this[i], src[i]) for each i
+     * \param src the source summary
+     */
+    inline void Reduce(const SummaryArray &src) {
+      utils::Check(num_summary == src.num_summary &&
+                   max_size == src.max_size, "array shape mismatch in reduce");
+      SummaryContainer temp;
+      temp.Reserve(max_size * 2);
+      for (unsigned i = 0; i < num_summary; ++i) {
+        temp.SetCombine((*this)[i], src[i]);
+        this->Set(i, temp);
+      }
+    }
+    /*! \brief return the number of bytes this data structure cost in serialization */
+    inline size_t MemSize(void) const {
+      return sizeof(num_summary) + sizeof(max_size) 
+          + data.size() * sizeof(Entry) + sizes.size() * sizeof(unsigned);
+    }
+    /*! \brief save the data structure into stream */
+    inline void Save(IStream &fo) const {
+      fo.Write(&num_summary, sizeof(num_summary));
+      fo.Write(&max_size, sizeof(max_size));
+      fo.Write(BeginPtr(sizes), sizes.size() * sizeof(unsigned));
+      fo.Write(BeginPtr(data), data.size() * sizeof(Entry));
+    }
+    /*! \brief load data structure from input stream */
+    inline void Load(IStream &fi) {
+      utils::Check(fi.Read(&num_summary, sizeof(num_summary)) != 0, "invalid SummaryArray");
+      utils::Check(fi.Read(&max_size, sizeof(max_size)) != 0, "invalid SummaryArray");
+      sizes.resize(num_summary);
+      data.resize(num_summary * max_size);
+      utils::Check(fi.Read(BeginPtr(sizes), sizes.size() * sizeof(unsigned)) != 0, "invalid SummaryArray");
+      utils::Check(fi.Read(BeginPtr(data), data.size() * sizeof(Entry)) != 0, "invalid SummaryArray");
+    }
+
+   private:
+    /*! \brief number of summaries in the group */
+    unsigned num_summary;
+    /*! \brief maximum size of each summary */
+    unsigned max_size;
+    /*! \brief the current size of each summary */
+    std::vector<unsigned> sizes;
+    /*! \brief the data content */
+    std::vector<Entry> data;
+  };
   /*! 
    * \brief intialize the quantile sketch, given the performance specification
    * \param maxn maximum number of data points can be feed into sketch
    * \param eps accuracy level of summary
    */
   inline void Init(size_t maxn, double eps) {
-    //nlevel = std::max(log2(ceil(maxn * eps)) - 2.0, 1.0);
     nlevel = 1;
     while (true) {
       limit_size = ceil(nlevel / eps) + 1;