Unify CPU hist sketching (#5880)

src/common/quantile.h

@@ -9,12 +9,15 @@
 
 #include <dmlc/base.h>
 #include <xgboost/logging.h>
+#include <xgboost/data.h>
 #include <cmath>
 #include <vector>
 #include <cstring>
 #include <algorithm>
 #include <iostream>
 
+#include "timer.h"
+
 namespace xgboost {
 namespace common {
 /*!
@@ -682,6 +685,57 @@ template<typename DType, typename RType = unsigned>
 class WXQuantileSketch :
       public QuantileSketchTemplate<DType, RType, WXQSummary<DType, RType> > {
 };
+
+class HistogramCuts;
+
+/*!
+ * A sketch matrix storing sketches for each feature.
+ */
+class HostSketchContainer {
+ public:
+  using WQSketch = WQuantileSketch<float, float>;
+
+ private:
+  std::vector<WQSketch> sketches_;
+  std::vector<bst_row_t> columns_size_;
+  int32_t max_bins_;
+  bool use_group_ind_{false};
+  Monitor monitor_;
+
+ public:
+  /* \brief Initialize necessary info.
+   *
+   * \param columns_size Size of each column.
+   * \param max_bins maximum number of bins for each feature.
+   * \param use_group whether is assigned to group to data instance.
+   */
+  HostSketchContainer(std::vector<bst_row_t> columns_size, int32_t max_bins,
+                      bool use_group);
+
+  static bool UseGroup(MetaInfo const &info) {
+    size_t const num_groups =
+        info.group_ptr_.size() == 0 ? 0 : info.group_ptr_.size() - 1;
+    // Use group index for weights?
+    bool const use_group_ind =
+        num_groups != 0 && (info.weights_.Size() != info.num_row_);
+    return use_group_ind;
+  }
+
+  static uint32_t SearchGroupIndFromRow(std::vector<bst_uint> const &group_ptr,
+                                        size_t const base_rowid) {
+    CHECK_LT(base_rowid, group_ptr.back())
+        << "Row: " << base_rowid << " is not found in any group.";
+    bst_group_t group_ind =
+        std::upper_bound(group_ptr.cbegin(), group_ptr.cend() - 1, base_rowid) -
+        group_ptr.cbegin() - 1;
+    return group_ind;
+  }
+
+  /* \brief Push a CSR matrix. */
+  void PushRowPage(SparsePage const& page, MetaInfo const& info);
+
+  void MakeCuts(HistogramCuts* cuts);
+};
 }  // namespace common
 }  // namespace xgboost
 #endif  // XGBOOST_COMMON_QUANTILE_H_