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Integer gradient summation for GPU histogram algorithm. (#2681)

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This commit is contained in:
Rory Mitchell
2017-09-08 15:07:29 +12:00
committed by GitHub
parent 15267eedf2
commit e6a9063344
15 changed files with 182 additions and 128 deletions
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19
src/gbm/gblinear.cc
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@@ -120,8 +120,9 @@ class GBLinear : public GradientBooster {
#pragma omp parallel for schedule(static) reduction(+: sum_grad, sum_hess)
for (bst_omp_uint i = 0; i < ndata; ++i) {
bst_gpair &p = gpair[rowset[i] * ngroup + gid];
if (p.hess >= 0.0f) {
sum_grad += p.grad; sum_hess += p.hess;
if (p.GetHess() >= 0.0f) {
sum_grad += p.GetGrad();
sum_hess += p.GetHess();
}
}
// remove bias effect
@@ -132,8 +133,8 @@ class GBLinear : public GradientBooster {
#pragma omp parallel for schedule(static)
for (bst_omp_uint i = 0; i < ndata; ++i) {
bst_gpair &p = gpair[rowset[i] * ngroup + gid];
if (p.hess >= 0.0f) {
p.grad += p.hess * dw;
if (p.GetHess() >= 0.0f) {
p += bst_gpair(p.GetHess() * dw, 0);
}
}
}
@@ -151,9 +152,9 @@ class GBLinear : public GradientBooster {
for (bst_uint j = 0; j < col.length; ++j) {
const bst_float v = col[j].fvalue;
bst_gpair &p = gpair[col[j].index * ngroup + gid];
if (p.hess < 0.0f) continue;
sum_grad += p.grad * v;
sum_hess += p.hess * v * v;
if (p.GetHess() < 0.0f) continue;
sum_grad += p.GetGrad() * v;
sum_hess += p.GetHess() * v * v;
}
bst_float &w = model[fid][gid];
bst_float dw = static_cast<bst_float>(param.learning_rate *
@@ -162,8 +163,8 @@ class GBLinear : public GradientBooster {
// update grad value
for (bst_uint j = 0; j < col.length; ++j) {
bst_gpair &p = gpair[col[j].index * ngroup + gid];
if (p.hess < 0.0f) continue;
p.grad += p.hess * col[j].fvalue * dw;
if (p.GetHess() < 0.0f) continue;
p += bst_gpair(p.GetHess() * col[j].fvalue * dw, 0);
}
}
}