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Quantile DMatrix for CPU. (#8130)

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- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.
This commit is contained in:
Jiaming Yuan
2022-08-02 15:51:23 +08:00
committed by GitHub
parent 2cba1d9fcc
commit d87f69215e
14 changed files with 521 additions and 117 deletions
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34
include/xgboost/c_api.h
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@@ -415,28 +415,26 @@ XGB_EXTERN_C typedef void DataIterResetCallback(DataIterHandle handle); // NOLIN
*
* \return 0 when success, -1 when failure happens
*/
XGB_DLL int XGDMatrixCreateFromCallback(DataIterHandle iter,
DMatrixHandle proxy,
DataIterResetCallback *reset,
XGDMatrixCallbackNext *next,
char const* c_json_config,
DMatrixHandle *out);
XGB_DLL int XGDMatrixCreateFromCallback(DataIterHandle iter, DMatrixHandle proxy,
DataIterResetCallback *reset, XGDMatrixCallbackNext *next,
char const *c_json_config, DMatrixHandle *out);
/*!
* \brief Create a Quantile DMatrix with data iterator.
*
* Short note for how to use the second set of callback for GPU Hist tree method:
* Short note for how to use the second set of callback for (GPU)Hist tree method:
*
* - Step 0: Define a data iterator with 2 methods `reset`, and `next`.
* - Step 1: Create a DMatrix proxy by `XGProxyDMatrixCreate` and hold the handle.
* - Step 2: Pass the iterator handle, proxy handle and 2 methods into
* `XGDeviceQuantileDMatrixCreateFromCallback`.
* `XGQuantileDMatrixCreateFromCallback`.
* - Step 3: Call appropriate data setters in `next` functions.
*
* See test_iterative_device_dmatrix.cu or Python interface for examples.
* See test_iterative_dmatrix.cu or Python interface for examples.
*
* \param iter A handle to external data iterator.
* \param proxy A DMatrix proxy handle created by `XGProxyDMatrixCreate`.
* \param ref Reference DMatrix for providing quantile information.
* \param reset Callback function resetting the iterator state.
* \param next Callback function yielding the next batch of data.
* \param missing Which value to represent missing value
@@ -446,10 +444,20 @@ XGB_DLL int XGDMatrixCreateFromCallback(DataIterHandle iter,
*
* \return 0 when success, -1 when failure happens
*/
XGB_DLL int XGDeviceQuantileDMatrixCreateFromCallback(
DataIterHandle iter, DMatrixHandle proxy, DataIterResetCallback *reset,
XGDMatrixCallbackNext *next, float missing, int nthread, int max_bin,
DMatrixHandle *out);
XGB_DLL int XGQuantileDMatrixCreateFromCallback(DataIterHandle iter, DMatrixHandle proxy,
DataIterHandle ref, DataIterResetCallback *reset,
XGDMatrixCallbackNext *next, char const *config,
DMatrixHandle *out);
/*!
* \brief Create a Device Quantile DMatrix with data iterator.
* \deprecated since 2.0
* \see XGQuantileDMatrixCreateFromCallback()
*/
XGB_DLL int XGDeviceQuantileDMatrixCreateFromCallback(DataIterHandle iter, DMatrixHandle proxy,
DataIterResetCallback *reset,
XGDMatrixCallbackNext *next, float missing,
int nthread, int max_bin, DMatrixHandle *out);
/*!
* \brief Set data on a DMatrix proxy.