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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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18
tests/python-gpu/test_device_quantile_dmatrix.py
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@@ -1,4 +1,3 @@
# -*- coding: utf-8 -*-
import numpy as np
import xgboost as xgb
import pytest
@@ -6,16 +5,14 @@ import sys
sys.path.append("tests/python")
import testing as tm
import test_quantile_dmatrix as tqd
class TestDeviceQuantileDMatrix:
def test_dmatrix_numpy_init(self):
data = np.random.randn(5, 5)
with pytest.raises(TypeError, match='is not supported'):
xgb.DeviceQuantileDMatrix(data, np.ones(5, dtype=np.float64))
cputest = tqd.TestQuantileDMatrix()
@pytest.mark.skipif(**tm.no_cupy())
def test_dmatrix_feature_weights(self):
def test_dmatrix_feature_weights(self) -> None:
import cupy as cp
rng = cp.random.RandomState(1994)
data = rng.randn(5, 5)
@@ -29,7 +26,7 @@ class TestDeviceQuantileDMatrix:
feature_weights.astype(np.float32))
@pytest.mark.skipif(**tm.no_cupy())
def test_dmatrix_cupy_init(self):
def test_dmatrix_cupy_init(self) -> None:
import cupy as cp
data = cp.random.randn(5, 5)
xgb.DeviceQuantileDMatrix(data, cp.ones(5, dtype=np.float64))
@@ -55,3 +52,10 @@ class TestDeviceQuantileDMatrix:
cp.testing.assert_allclose(fw, got_fw)
cp.testing.assert_allclose(labels, got_labels)
@pytest.mark.skipif(**tm.no_cupy())
@pytest.mark.skipif(**tm.no_cudf())
def test_ref_dmatrix(self) -> None:
import cupy as cp
rng = cp.random.RandomState(1994)
self.cputest.run_ref_dmatrix(rng, "gpu_hist", False)

7
tests/python-gpu/test_gpu_with_dask.py
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@@ -429,9 +429,10 @@ class TestDistributedGPU:
sig = OrderedDict(signature(dxgb.DaskDMatrix).parameters)
del sig["client"]
ddm_names = list(sig.keys())
sig = OrderedDict(signature(dxgb.DaskDeviceQuantileDMatrix).parameters)
sig = OrderedDict(signature(dxgb.DaskQuantileDMatrix).parameters)
del sig["client"]
del sig["max_bin"]
del sig["ref"]
ddqdm_names = list(sig.keys())
assert len(ddm_names) == len(ddqdm_names)
@@ -442,9 +443,10 @@ class TestDistributedGPU:
sig = OrderedDict(signature(xgb.DMatrix).parameters)
del sig["nthread"] # no nthread in dask
dm_names = list(sig.keys())
sig = OrderedDict(signature(xgb.DeviceQuantileDMatrix).parameters)
sig = OrderedDict(signature(xgb.QuantileDMatrix).parameters)
del sig["nthread"]
del sig["max_bin"]
del sig["ref"]
dqdm_names = list(sig.keys())
# between single node
@@ -499,7 +501,6 @@ class TestDistributedGPU:
for arg in rabit_args:
if arg.decode('utf-8').startswith('DMLC_TRACKER_PORT'):
port_env = arg.decode('utf-8')
port_env = arg.decode('utf-8')
if arg.decode("utf-8").startswith("DMLC_TRACKER_URI"):
uri_env = arg.decode("utf-8")
port = port_env.split('=')