431 Commits

Author SHA1 Message Date
Rory Mitchell
f75a21af25
Reduce tree expand boilerplate code (#4008) 2018-12-20 15:52:28 +13:00
Rory Mitchell
84c99f86f4
Combine TreeModel and RegTree (#3995) 2018-12-19 12:16:40 +13:00
Jiaming Yuan
c8c7b9649c
Fix and optimize logger (#4002)
* Fix logging switch statement.

* Remove debug_verbose_ in AllReducer.

* Don't construct the stream when not needed.

* Make default constructor deleted.

* Remove redundant IsVerbose.
2018-12-17 19:23:05 +08:00
Andy Adinets
42bf90eb8f Column sampling at individual nodes (splits). (#3971)
* Column sampling at individual nodes (splits).

* Documented colsample_bynode parameter.

- also updated documentation for colsample_by* parameters

* Updated documentation.

* GetFeatureSet() returns shared pointer to std::vector.

* Sync sampled columns across multiple processes.
2018-12-14 22:37:35 +08:00
Jiaming Yuan
e0a279114e
Unify logging facilities. (#3982)
* Unify logging facilities.

* Enhance `ConsoleLogger` to handle different verbosity.
* Override macros from `dmlc`.
* Don't use specialized gamma when building with GPU.
* Remove verbosity cache in monitor.
* Test monitor.
* Deprecate `silent`.
* Fix doc and messages.
* Fix python test.
* Fix silent tests.
2018-12-14 19:29:58 +08:00
Rory Mitchell
3d81c48d3f
Remove leaf vector, add tree serialisation test, fix Windows tests (#3989) 2018-12-13 10:28:38 +13:00
Rory Mitchell
93f9ce9ef9
Single precision histograms on GPU (#3965)
* Allow single precision histogram summation in gpu_hist

* Add python test, reduce run-time of gpu_hist tests

* Update documentation
2018-12-10 10:55:30 +13:00
Rory Mitchell
a9d684db18
GPU performance logging/improvements (#3945)
- Improved GPU performance logging

- Only use one execute shards function

- Revert performance regression on multi-GPU

- Use threads to launch NCCL AllReduce
2018-11-29 14:36:51 +13:00
Rory Mitchell
7af0946ac1
Improve update position function for gpu_hist (#3895) 2018-11-14 19:33:29 +13:00
Rory Mitchell
926eb651fe
Minor refactor of split evaluation in gpu_hist (#3889)
* Refactor evaluate split into shard

* Use span in evaluate split

* Update google tests
2018-11-14 00:11:20 +13:00
Jiaming Yuan
19ee0a3579
Refactor fast-hist, add tests for some updaters. (#3836)
Add unittest for prune.

Add unittest for refresh.

Refactor fast_hist.

* Remove fast_hist_param.
* Rename to quantile_hist.

Add unittests for QuantileHist.

* Refactor QuantileHist into .h and .cc file.
* Remove sync.h.
* Remove MGPU_mock test.

Rename fast hist method to quantile hist.
2018-11-07 21:15:07 +13:00
Jiaming Yuan
f1275f52c1
Fix specifying gpu_id, add tests. (#3851)
* Rewrite gpu_id related code.

* Remove normalised/unnormalised operatios.
* Address difference between `Index' and `Device ID'.
* Modify doc for `gpu_id'.
* Better LOG for GPUSet.
* Check specified n_gpus.
* Remove inappropriate `device_idx' term.
* Clarify GpuIdType and size_t.
2018-11-06 18:17:53 +13:00
Rory Mitchell
f00fd87b36
Address #2754, accuracy issues with gpu_hist (#3793)
* Address windows compilation error

* Do not allow divide by zero in weight calculation

* Update tests
2018-10-15 17:50:31 +13:00
trivialfis
516457fadc Add basic unittests for gpu-hist method. (#3785)
* Split building histogram into separated class.
* Extract `InitCompressedRow` definition.
* Basic tests for gpu-hist.
* Document the code more verbosely.
* Removed `HistCutUnit`.
* Removed some duplicated copies in `GPUHistMaker`.
* Implement LCG and use it in tests.
2018-10-15 15:47:00 +13:00
trivialfis
184efff9f9 Remove NoConstraint. (#3792) 2018-10-15 15:43:06 +13:00
trivialfis
4b892c2b30 Remove obsoleted QuantileHistMaker. (#3761)
Fix #3755.
2018-10-06 11:22:15 -07:00
Rory Mitchell
70d208d68c
Dmatrix refactor stage 2 (#3395)
* DMatrix refactor 2

* Remove buffered rowset usage where possible

* Transition to c++11 style iterators for row access

* Transition column iterators to C++ 11
2018-10-01 01:29:03 +13:00
trivialfis
5a7f7e7d49 Implement devices to devices reshard. (#3721)
* Force clearing device memory before Reshard.
* Remove calculating row_segments for gpu_hist and gpu_sketch.
* Guard against changing device.
2018-09-28 17:40:23 +12:00
Nan Zhu
79d854c695
[jvm-packages] fix errors in example (#3719)
* add back train method but mark as deprecated

* fix scalastyle error

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* instrumentation

* use log console

* better measurement

* fix erros in example

* update histmaker
2018-09-22 16:39:38 -07:00
Philip Hyunsu Cho
73140ce84c
Fix #3702: do not round up integer thresholds for integer features in JSON dump (#3717) 2018-09-21 01:11:21 -07:00
trivialfis
9119f9e369 Fix gpu devices. (#3693)
* Fix gpu_set normalized and unnormalized.
* Fix DeviceSpan.
2018-09-19 17:39:42 +12:00
Andy Adinets
0f99cdfe0e Fixed an uninitialized pointer. (#3703) 2018-09-16 18:02:31 +12:00
Vadim Khotilovich
ad3a0bbab8
Add the missing max_delta_step (#3668)
* add max_delta_step to SplitEvaluator

* test for max_delta_step

* missing x2 factor for L1 term

* remove gamma from ElasticNet
2018-09-12 08:43:41 -05:00
Andy Adinets
f606cb8ef4 Fixed the performance regression within EvaluateSplits(). (#3680)
- it turns out creating an std::vector on every call is faster
  than cudaMallocHost()/cudaFreeHost()
2018-09-08 14:48:45 +12:00
Andrew Thia
9254c58e4d [TREE] add interaction constraints (#3466)
* add interaction constraints

* enable both interaction and monotonic constraints at the same time

* fix lint

* add R test, fix lint, update demo

* Use dmlc::JSONReader to express interaction constraints as nested lists; Use sparse arrays for bookkeeping

* Add Python test for interaction constraints

* make R interaction constraints parameter based on feature index instead of column names, fix R coding style

* Fix lint

* Add BlueTea88 to CONTRIBUTORS.md

* Short circuit when no constraint is specified; address review comments

* Add tutorial for feature interaction constraints

* allow interaction constraints to be passed as string, remove redundant column_names argument

* Fix typo

* Address review comments

* Add comments to Python test
2018-09-04 09:35:39 -07:00
Andy Adinets
72cd1517d6 Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage. (#3446)
* Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage.

- added distributions to HostDeviceVector
- using HostDeviceVector for labels, weights and base margings in MetaInfo
- using HostDeviceVector for offset and data in SparsePage
- other necessary refactoring

* Added const version of HostDeviceVector API calls.

- const versions added to calls that can trigger data transfers, e.g. DevicePointer()
- updated the code that uses HostDeviceVector
- objective functions now accept const HostDeviceVector<bst_float>& for predictions

* Updated src/linear/updater_gpu_coordinate.cu.

* Added read-only state for HostDeviceVector sync.

- this means no copies are performed if both host and devices access
  the HostDeviceVector read-only

* Fixed linter and test errors.

- updated the lz4 plugin
- added ConstDeviceSpan to HostDeviceVector
- using device % dh::NVisibleDevices() for the physical device number,
  e.g. in calls to cudaSetDevice()

* Fixed explicit template instantiation errors for HostDeviceVector.

- replaced HostDeviceVector<unsigned int> with HostDeviceVector<int>

* Fixed HostDeviceVector tests that require multiple GPUs.

- added a mock set device handler; when set, it is called instead of cudaSetDevice()
2018-08-30 14:28:47 +12:00
Rory Mitchell
686e990ffc
GPU memory usage fixes + column sampling refactor (#3635)
* Remove thrust copy calls

* Fix  histogram memory usage

* Cap extreme histogram memory usage

* More efficient column sampling

* Use column sampler across updaters

* More efficient split evaluation on GPU with column sampling
2018-08-27 16:26:46 +12:00
trivialfis
60787ecebc Merge generic device helper functions into gpu set. (#3626)
* Remove the use of old NDevices* functions.
* Use GPUSet in timer.h.
2018-08-26 18:14:23 +12:00
trivialfis
2c502784ff Span class. (#3548)
* Add basic Span class based on ISO++20.

* Use Span<Entry const> instead of Inst in SparsePage.

* Add DeviceSpan in HostDeviceVector, use it in regression obj.
2018-08-14 17:58:11 +12:00
Rory Mitchell
645996b12f Remove accidental SparsePage copies (#3583) 2018-08-12 17:49:38 -07:00
Rory Mitchell
bbb771f32e
Refactor parts of fast histogram utilities (#3564)
* Refactor parts of fast histogram utilities

* Removed byte packing from column matrix
2018-08-09 17:59:57 +12:00
Philip Hyunsu Cho
7fefd6865d
Fix #3402: wrong fid crashes distributed algorithm (#3535)
* Fix #3402: wrong fid crashes distributed algorithm

The bug was introduced by the recent DMatrix refactor (#3301). It was partially
fixed by #3408 but the example in #3402 was still failing. The example in #3402
will succeed after this fix is applied.

* Explicitly specify "this" to prevent compile error

* Add regression test

* Add distributed test to Travis matrix

* Install kubernetes Python package as dependency of dmlc tracker

* Add Python dependencies

* Add compile step

* Reduce size of regression test case

* Further reduce size of test
2018-08-04 19:20:04 -07:00
jqmp
dd07c25d12 Fix typo in ElasticNet threshold function (#3527) 2018-07-30 14:08:14 +12:00
Rory Mitchell
07ff52d54c
Dynamically allocate GPU histogram memory (#3519)
* Expand histogram memory dynamically to prevent large allocations for large tree depths (e.g. > 15)

* Remove GPU memory allocation messages. These are misleading as a large number of allocations are now dynamic.

* Fix appveyor R test
2018-07-28 21:22:41 +12:00
Andy Adinets
cc6a5a3666 Added finding quantiles on GPU. (#3393)
* Added finding quantiles on GPU.

- this includes datasets where weights are assigned to data rows
- as the quantiles found by the new algorithm are not the same
  as those found by the old one, test thresholds in
    tests/python-gpu/test_gpu_updaters.py have been adjusted.

* Adjustments and improved testing for finding quantiles on the GPU.

- added C++ tests for the DeviceSketch() function
- reduced one of the thresholds in test_gpu_updaters.py
- adjusted the cuts found by the find_cuts_k kernel
2018-07-27 14:03:16 +12:00
Rory Mitchell
a725272e19
Correct mistake from dmatrix refactor (#3408) 2018-07-24 15:03:36 +12:00
Rory Mitchell
0f145a0365
Resolve GPU bug on large files (#3472)
Remove calls to thrust copy, fix indexing bug
2018-07-16 20:43:45 +12:00
Henry Gouk
a13e29ece1 Add LASSO (#3429)
* Allow multiple split constraints

* Replace RidgePenalty with ElasticNet

* Add test for checking Ridge, LASSO, and Elastic Net are implemented
2018-07-15 16:38:26 +12:00
Thejaswi
2200939416 Upgrading to NCCL2 (#3404)
* Upgrading to NCCL2

* Part - II of NCCL2 upgradation

 - Doc updates to build with nccl2
 - Dockerfile.gpu update for a correct CI build with nccl2
 - Updated FindNccl package to have env-var NCCL_ROOT to take precedence

* Upgrading to v9.2 for CI workflow, since it has the nccl2 binaries available

* Added NCCL2 license + copy the nccl binaries into /usr location for the FindNccl module to find

* Set LD_LIBRARY_PATH variable to pick nccl2 binary at runtime

* Need the nccl2 library download instructions inside Dockerfile.release as well

* Use NCCL2 as a static library
2018-07-10 00:42:15 -07:00
Henry Gouk
64b8cffde3 Refactor of FastHistMaker to allow for custom regularisation methods (#3335)
* Refactor to allow for custom regularisation methods

* Implement compositional SplitEvaluator framework

* Fixed segfault when no monotone_constraints are supplied.

* Change pid to parentID

* test_monotone_constraints.py now passes

* Refactor ColMaker and DistColMaker to use SplitEvaluator

* Performance optimisation when no monotone_constraints specified

* Fix linter messages

* Fix a few more linter errors

* Update the amalgamation

* Add bounds check

* Add check for leaf node

* Fix linter error in param.h

* Fix clang-tidy errors on CI

* Fix incorrect function name

* Fix clang-tidy error in updater_fast_hist.cc

* Enable SSE2 for Win32 R MinGW

Addresses https://github.com/dmlc/xgboost/pull/3335#issuecomment-400535752

* Add contributor
2018-06-28 07:37:25 +00:00
Thejaswi
0e78034607 Shared memory atomics while building histogram (#3384)
* Use shared memory atomics for building histograms, whenever possible
2018-06-19 16:03:09 +12:00
Rory Mitchell
a96039141a
Dmatrix refactor stage 1 (#3301)
* Use sparse page as singular CSR matrix representation

* Simplify dmatrix methods

* Reduce statefullness of batch iterators

* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
2018-06-07 10:25:58 +12:00
Andy Adinets
286dccb8e8 GPU binning and compression. (#3319)
* GPU binning and compression.

- binning and index compression are done inside the DeviceShard constructor
- in case of a DMatrix with multiple row batches, it is first converted into a single row batch
2018-06-05 17:15:13 +12:00
Samuel O. Ronsin
cc79a65ab9 Increase precision of bst_float values in tree dumps (#3298)
* Increase precision of bst_float values in tree dumps

* Increase precision of bst_float values in tree dumps

* Fix lint error and switch precision to right float variable

* Fix clang-tidy error
2018-05-09 14:12:21 -07:00
Andrew V. Adinetz
b8a0d66fe6 Multi-GPU HostDeviceVector. (#3287)
* Multi-GPU HostDeviceVector.

- HostDeviceVector instances can now span multiple devices, defined by GPUSet struct
- the interface of HostDeviceVector has been modified accordingly
- GPU objective functions are now multi-GPU
- GPU predicting from cache is now multi-GPU
- avoiding omp_set_num_threads() calls
- other minor changes
2018-05-05 08:00:05 +12:00
Thejaswi
c80d51ccb3 Fix issue #3264, accuracy issues on k80 GPUs. (#3293) 2018-05-04 13:14:08 +12:00
Rory Mitchell
ccf80703ef
Clang-tidy static analysis (#3222)
* Clang-tidy static analysis

* Modernise checks

* Google coding standard checks

* Identifier renaming according to Google style
2018-04-19 18:57:13 +12:00
Rory Mitchell
a1ec7b1716
Change reduce operation from thrust to cub. Fix for cuda 9.1 error (#3218)
* Change reduce operation from thrust to cub. Fix for cuda 9.1 runtime error

* Unit test sum reduce
2018-04-04 14:21:48 +12:00
Andrew V. Adinetz
a1b48afa41 Added back UpdatePredictionCache() in updater_gpu_hist.cu. (#3120)
* Added back UpdatePredictionCache() in updater_gpu_hist.cu.

- it had been there before, but wasn't ported to the new version
  of updater_gpu_hist.cu
2018-03-09 15:06:45 +13:00
redditur
d5f1b74ef5 'hist': Montonic Constraints (#3085)
* Extended monotonic constraints support to 'hist' tree method.

* Added monotonic constraints tests.

* Fix the signature of NoConstraint::CalcSplitGain()

* Document monotonic constraint support in 'hist'

* Update signature of Update to account for latest refactor
2018-03-05 16:45:49 -08:00