* Refactor configuration [Part II].
* General changes:
** Remove `Init` methods to avoid ambiguity.
** Remove `Configure(std::map<>)` to avoid redundant copying and prepare for
parameter validation. (`std::vector` is returned from `InitAllowUnknown`).
** Add name to tree updaters for easier debugging.
* Learner changes:
** Make `LearnerImpl` the only source of configuration.
All configurations are stored and carried out by `LearnerImpl::Configure()`.
** Remove booster in C API.
Originally kept for "compatibility reason", but did not state why. So here
we just remove it.
** Add a `metric_names_` field in `LearnerImpl`.
** Remove `LazyInit`. Configuration will always be lazy.
** Run `Configure` before every iteration.
* Predictor changes:
** Allocate both cpu and gpu predictor.
** Remove cpu_predictor from gpu_predictor.
`GBTree` is now used to dispatch the predictor.
** Remove some GPU Predictor tests.
* IO
No IO changes. The binary model format stability is tested by comparing
hashing value of save models between two commits
* Initial performance optimizations for xgboost
* remove includes
* revert float->double
* fix for CI
* fix for CI
* fix for CI
* fix for CI
* fix for CI
* fix for CI
* fix for CI
* fix for CI
* fix for CI
* fix for CI
* Check existence of _mm_prefetch and __builtin_prefetch
* Fix lint
* optimizations for CPU
* appling comments in review
* add some comments, code refactoring
* fixing issues in CI
* adding runtime checks
* remove 1 extra check
* remove extra checks in BuildHist
* remove checks
* add debug info
* added debug info
* revert changes
* added comments
* Apply suggestions from code review
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* apply review comments
* Remove unused function CreateNewNodes()
* Add descriptive comment on node_idx variable in QuantileHistMaker::Builder::BuildHistsBatch()
* Implement tree model dump with a code generator.
* Split up generators.
* Implement graphviz generator.
* Use pattern matching.
* [Breaking] Return a Source in `to_graphviz` instead of Digraph in Python package.
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* - do not create device vectors for the entire sparse page while computing histograms...
- while creating the compressed histogram indices, the row vector is created for the entire
sparse page batch. this is needless as we only process chunks at a time based on a slice
of the total gpu memory
- this pr will allocate only as much as required to store the ppropriate row indices and the entries
* - do not dereference row_ptrs once the device_vector has been created to elide host copies of those counts
- instead, grab the entry counts directly from the sparsepage
This is part 1 of refactoring configuration.
* Move tree heuristic configurations.
* Split up declarations and definitions for GBTree.
* Implement UseGPU in gbm.
* - training with external memory - part 2 of 2
- when external memory support is enabled, building of histogram indices are
done incrementally for every sparse page
- the entire set of input data is divided across multiple gpu's and the relative
row positions within each device is tracked when building the compressed histogram buffer
- this was tested using a mortgage dataset containing ~ 670m rows before 4xt4's could be
saturated
* - training with external memory part 1 of 2
- this pr focuses on computing the quantiles using multiple gpus on a
dataset that uses the external cache capabilities
- there will a follow-up pr soon after this that will support creation
of histogram indices on large dataset as well
- both of these changes are required to support training with external memory
- the sparse pages in dmatrix are taken in batches and the the cut matrices
are incrementally built
- also snuck in some (perf) changes related to sketches aggregation amongst multiple
features across multiple sparse page batches. instead of aggregating the summary
inside each device and merged later, it is aggregated in-place when the device
is working on different rows but the same feature
* Only define `gpu_id` and `n_gpus` in `LearnerTrainParam`
* Pass LearnerTrainParam through XGBoost vid factory method.
* Disable all GPU usage when GPU related parameters are not specified (fixes XGBoost choosing GPU over aggressively).
* Test learner train param io.
* Fix gpu pickling.
* Use feature interaction constraints to narrow search space for split candidates.
* fix clang-tidy broken at updater_quantile_hist.cc:535:3
* make const
* fix
* try to fix exception thrown in java_test
* fix suspected mistake which cause EvaluateSplit error
* try fix
* Fix bug: feature ID and node ID swapped in argument
* Rename CheckValidation() to CheckFeatureConstraint() for clarity
* Do not create temporary vector validFeatures, to enable parallelism
* Combine thread launches into single launch per tree for gpu_hist
algorithm.
* Address deprecation warning
* Add manual column sampler constructor
* Turn off omp dynamic to get a guaranteed number of threads
* Enable openmp in cuda code
* Refactor CMake scripts.
* Remove CMake CUDA wrapper.
* Bump CMake version for CUDA.
* Use CMake to handle Doxygen.
* Split up CMakeList.
* Export install target.
* Use modern CMake.
* Remove build.sh
* Workaround for gpu_hist test.
* Use cmake 3.12.
* Revert machine.conf.
* Move CLI test to gpu.
* Small cleanup.
* Support using XGBoost as submodule.
* Fix windows
* Fix cpp tests on Windows
* Remove duplicated find_package.
* Fix Histogram allocation.
nidx_map is cleared after `Reset`, but histogram data size isn't changed hence
histogram recycling is used in later iterations. After a reset(building new
tree), newly allocated node will start from 0, while recycling always choose
the node with smallest index, which happens to be our newly allocated node 0.
* Optimisations for gpu_hist.
* Use streams to overlap operations.
* ColumnSampler now uses HostDeviceVector to prevent repeatedly copying feature vectors to the device.
* Upgrade gtest for clang-tidy.
* Use CMake to install GTest instead of mv.
* Don't enforce clang-tidy to return 0 due to errors in thrust.
* Add a small test for tidy itself.
* Reformat.
* Initial commit to support multi-node multi-gpu xgboost using dask
* Fixed NCCL initialization by not ignoring the opg parameter.
- it now crashes on NCCL initialization, but at least we're attempting it properly
* At the root node, perform a rabit::Allreduce to get initial sum_gradient across workers
* Synchronizing in a couple of more places.
- now the workers don't go down, but just hang
- no more "wild" values of gradients
- probably needs syncing in more places
* Added another missing max-allreduce operation inside BuildHistLeftRight
* Removed unnecessary collective operations.
* Simplified rabit::Allreduce() sync of gradient sums.
* Removed unnecessary rabit syncs around ncclAllReduce.
- this improves performance _significantly_ (7x faster for overall training,
20x faster for xgboost proper)
* pulling in latest xgboost
* removing changes to updater_quantile_hist.cc
* changing use_nccl_opg initialization, removing unnecessary if statements
* added definition for opaque ncclUniqueId struct to properly encapsulate GetUniqueId
* placing struct defintion in guard to avoid duplicate code errors
* addressing linting errors
* removing
* removing additional arguments to AllReduer initialization
* removing distributed flag
* making comm init symmetric
* removing distributed flag
* changing ncclCommInit to support multiple modalities
* fix indenting
* updating ncclCommInitRank block with necessary group calls
* fix indenting
* adding print statement, and updating accessor in vector
* improving print statement to end-line
* generalizing nccl_rank construction using rabit
* assume device_ordinals is the same for every node
* test, assume device_ordinals is identical for all nodes
* test, assume device_ordinals is unique for all nodes
* changing names of offset variable to be more descriptive, editing indenting
* wrapping ncclUniqueId GetUniqueId() and aesthetic changes
* adding synchronization, and tests for distributed
* adding to tests
* fixing broken #endif
* fixing initialization of gpu histograms, correcting errors in tests
* adding to contributors list
* adding distributed tests to jenkins
* fixing bad path in distributed test
* debugging
* adding kubernetes for distributed tests
* adding proper import for OrderedDict
* adding urllib3==1.22 to address ordered_dict import error
* added sleep to allow workers to save their models for comparison
* adding name to GPU contributors under docs
* Remove GHistRow, GHistEntry, GHistIndexRow.
* Remove kSimpleStats.
* Remove CheckInfo, SetLeafVec in GradStats and in SKStats.
* Clean up the GradStats.
* Cleanup calcgain.
* Move LossChangeMissing out of common.
* Remove [] operator from GHistIndexBlock.
