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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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25
src/c_api/c_api.cc
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@@ -281,11 +281,36 @@ XGB_DLL int XGDeviceQuantileDMatrixCreateFromCallback(DataIterHandle iter, DMatr
int nthread, int max_bin,
DMatrixHandle *out) {
API_BEGIN();
LOG(WARNING) << __func__ << " is deprecated. Use `XGQuantileDMatrixCreateFromCallback` instead.";
*out = new std::shared_ptr<xgboost::DMatrix>{
xgboost::DMatrix::Create(iter, proxy, nullptr, reset, next, missing, nthread, max_bin)};
API_END();
}
XGB_DLL int XGQuantileDMatrixCreateFromCallback(DataIterHandle iter, DMatrixHandle proxy,
DataIterHandle ref, DataIterResetCallback *reset,
XGDMatrixCallbackNext *next, char const *config,
DMatrixHandle *out) {
API_BEGIN();
std::shared_ptr<DMatrix> _ref{nullptr};
if (ref) {
auto pp_ref = static_cast<std::shared_ptr<xgboost::DMatrix> *>(ref);
StringView err{"Invalid handle to ref."};
CHECK(pp_ref) << err;
_ref = *pp_ref;
CHECK(_ref) << err;
}
auto jconfig = Json::Load(StringView{config});
auto missing = GetMissing(jconfig);
auto n_threads = OptionalArg<Integer, int64_t>(jconfig, "nthread", common::OmpGetNumThreads(0));
auto max_bin = OptionalArg<Integer, int64_t>(jconfig, "max_bin", 256);
*out = new std::shared_ptr<xgboost::DMatrix>{
xgboost::DMatrix::Create(iter, proxy, _ref, reset, next, missing, n_threads, max_bin)};
API_END();
}
XGB_DLL int XGProxyDMatrixCreate(DMatrixHandle* out) {
API_BEGIN();
*out = new std::shared_ptr<xgboost::DMatrix>(new xgboost::data::DMatrixProxy);;