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Added finding quantiles on GPU. (#3393)

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* Added finding quantiles on GPU.

- this includes datasets where weights are assigned to data rows
- as the quantiles found by the new algorithm are not the same
  as those found by the old one, test thresholds in
    tests/python-gpu/test_gpu_updaters.py have been adjusted.

* Adjustments and improved testing for finding quantiles on the GPU.

- added C++ tests for the DeviceSketch() function
- reduced one of the thresholds in test_gpu_updaters.py
- adjusted the cuts found by the find_cuts_k kernel
This commit is contained in:
Andy Adinets
2018-07-27 04:03:16 +02:00
committed by Rory Mitchell
parent e2f09db77a
commit cc6a5a3666
14 changed files with 691 additions and 116 deletions
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24
src/common/hist_util.cc
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@@ -43,18 +43,28 @@ void HistCutMatrix::Init(DMatrix* p_fmat, uint32_t max_num_bins) {
auto tid = static_cast<unsigned>(omp_get_thread_num());
unsigned begin = std::min(nstep * tid, ncol);
unsigned end = std::min(nstep * (tid + 1), ncol);
for (size_t i = 0; i < batch.Size(); ++i) { // NOLINT(*)
size_t ridx = batch.base_rowid + i;
SparsePage::Inst inst = batch[i];
for (bst_uint j = 0; j < inst.length; ++j) {
if (inst[j].index >= begin && inst[j].index < end) {
sketchs[inst[j].index].Push(inst[j].fvalue, info.GetWeight(ridx));
// do not iterate if no columns are assigned to the thread
if (begin < end && end <= ncol) {
for (size_t i = 0; i < batch.Size(); ++i) { // NOLINT(*)
size_t ridx = batch.base_rowid + i;
SparsePage::Inst inst = batch[i];
for (bst_uint j = 0; j < inst.length; ++j) {
if (inst[j].index >= begin && inst[j].index < end) {
sketchs[inst[j].index].Push(inst[j].fvalue, info.GetWeight(ridx));
}
}
}
}
}
}
Init(&sketchs, max_num_bins);
}
void HistCutMatrix::Init
(std::vector<WXQSketch>* in_sketchs, uint32_t max_num_bins) {
std::vector<WXQSketch>& sketchs = *in_sketchs;
constexpr int kFactor = 8;
// gather the histogram data
rabit::SerializeReducer<WXQSketch::SummaryContainer> sreducer;
std::vector<WXQSketch::SummaryContainer> summary_array;
@@ -68,7 +78,7 @@ void HistCutMatrix::Init(DMatrix* p_fmat, uint32_t max_num_bins) {
size_t nbytes = WXQSketch::SummaryContainer::CalcMemCost(max_num_bins * kFactor);
sreducer.Allreduce(dmlc::BeginPtr(summary_array), nbytes, summary_array.size());
this->min_val.resize(info.num_col_);
this->min_val.resize(sketchs.size());
row_ptr.push_back(0);
for (size_t fid = 0; fid < summary_array.size(); ++fid) {
WXQSketch::SummaryContainer a;