* Implement GK sketching on GPU.
* Strong tests on quantile building.
* Handle sparse dataset by binary searching the column index.
* Hypothesis test on dask.
* Group aware GPU weighted sketching.
* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.
* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
Move this function into gbtree, and uses only updater for doing so. As now the predictor knows exactly how many trees to predict, there's no need for it to update the prediction cache.
* 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()
* - 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.
* 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.
* Add checks for group size.
* Simple docs.
* Search group index during hist cut matrix initialization.
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* 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.
* 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
* 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.
* 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
* Fatal error if GPU algorithm selected without GPU support compiled
* Resolve type conversion warnings
* Fix gpu unit test failure
* Fix compressed iterator edge case
* Fix python unit test failures due to flake8 update on pip
* Patch to improve multithreaded performance scaling
Change parallel strategy for histogram construction.
Instead of partitioning data rows among multiple threads, partition feature
columns instead. Useful heuristics for assigning partitions have been adopted
from LightGBM project.
* Add missing header to satisfy MSVC
* Restore max_bin and related parameters to TrainParam
* Fix lint error
* inline functions do not require static keyword
* Feature grouping algorithm accepting FastHistParam
Feature grouping algorithm accepts many parameters (3+), and it gets annoying to
pass them one by one. Instead, simply pass the reference to FastHistParam. The
definition of FastHistParam has been moved to a separate header file to
accomodate this change.
* Add UpdatePredictionCache() option to updaters
Some updaters (e.g. fast_hist) has enough information to quickly compute
prediction cache for the training data. Each updater may override
UpdaterPredictionCache() method to update the prediction cache. Note: this
trick does not apply to validation data.
* Respond to code review
* Disable some debug messages by default
* Document UpdatePredictionCache() interface
* Remove base_margin logic from UpdatePredictionCache() implementation
* Do not take pointer to cfg, as reference may get stale
* Improve multi-threaded performance
* Use columnwise accessor to accelerate ApplySplit() step,
with support for a compressed representation
* Parallel sort for evaluation step
* Inline BuildHist() function
* Cache gradient pairs when building histograms in BuildHist()
* Add missing #if macro
* Respond to code review
* Use wrapper to enable parallel sort on Linux
* Fix C++ compatibility issues
* MSVC doesn't support unsigned in OpenMP loops
* gcc 4.6 doesn't support using keyword
* Fix lint issues
* Respond to code review
* Fix bug in ApplySplitSparseData()
* Attempting to read beyond the end of a sparse column
* Mishandling the case where an entire range of rows have missing values
* Fix training continuation bug
Disable UpdatePredictionCache() in the first iteration. This way, we can
accomodate the scenario where we build off of an existing (nonempty) ensemble.
* Add regression test for fast_hist
* Respond to code review
* Add back old version of ApplySplitSparseData
