62 Commits

Author SHA1 Message Date
Jiaming Yuan
bd1f3a38f0
Rewrite sparse dmatrix using callbacks. (#7092)
- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.
2021-07-16 12:33:31 +08:00
Jiaming Yuan
8fa32fdda2
Implement categorical data support for SHAP. (#7053)
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
2021-06-25 19:02:46 +08:00
Jiaming Yuan
86715e4cd4
Support categorical data for dask functional interface and DQM. (#7043)
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
2021-06-18 13:06:52 +08:00
Jiaming Yuan
f79cc4a7a4
Implement categorical prediction for CPU and GPU predict leaf. (#7001)
* Categorical prediction with CPU predictor and GPU predict leaf.

* Implement categorical prediction for CPU prediction.
* Implement categorical prediction for GPU predict leaf.
* Refactor the prediction functions to have a unified get next node function.

Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
2021-06-11 10:11:45 +08:00
Igor Rukhovich
19a2c54265
Prediction by indices (subsample < 1) (#6683)
* Another implementation of predicting by indices

* Fixed omp parallel_for variable type

* Removed SparsePageView from Updater
2021-03-16 15:08:20 +13:00
Jiaming Yuan
e8c5c53e2f
Use Predictor for dart. (#6693)
* Use normal predictor for dart booster.
* Implement `inplace_predict` for dart.
* Enable `dart` for dask interface now that it's thread-safe.
* categorical data should be working out of box for dart now.

The implementation is not very efficient as it has to pull back the data and
apply weight for each tree, but still a significant improvement over previous
implementation as now we no longer binary search for each sample.

* Fix output prediction shape on dataframe.
2021-02-09 23:30:19 +08:00
Jiaming Yuan
4656b09d5d
[breaking] Add prediction fucntion for DMatrix and use inplace predict for dask. (#6668)
* Add a new API function for predicting on `DMatrix`.  This function aligns
with rest of the `XGBoosterPredictFrom*` functions on semantic of function
arguments.
* Purge `ntree_limit` from libxgboost, use iteration instead.
* [dask] Use `inplace_predict` by default for dask sklearn models.
* [dask] Run prediction shape inference on worker instead of client.

The breaking change is in the Python sklearn `apply` function, I made it to be
consistent with other prediction functions where `best_iteration` is used by
default.
2021-02-08 18:26:32 +08:00
Jiaming Yuan
411592a347
Enhance inplace prediction. (#6653)
* Accept array interface for csr and array.
* Accept an optional proxy dmatrix for metainfo.

This constructs an explicit `_ProxyDMatrix` type in Python.

* Remove unused doc.
* Add strict output.
2021-02-02 11:41:46 +08:00
ShvetsKS
7f4d3a91b9
Multiclass prediction caching for CPU Hist (#6550)
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-01-13 04:42:07 +08:00
Jiaming Yuan
f2f7dd87b8
Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +08:00
Jiaming Yuan
8a17610666
Implement GPU predict leaf. (#6187) 2020-11-11 17:33:47 +08:00
Jiaming Yuan
43efadea2e
Deterministic data partitioning for external memory (#6317)
* Make external memory data partitioning deterministic.

* Change the meaning of `page_size` from bytes to number of rows.

* Design a data pool.

* Note for external memory.

* Enable unity build on Windows CI.

* Force garbage collect on test.
2020-11-11 06:11:06 +08:00
Jiaming Yuan
798af22ff4
Add categorical data support to GPU predictor. (#6165) 2020-09-29 11:25:34 +08:00
Rory Mitchell
dda9e1e487
Update GPUTreeshap (#6163)
* Reduce shap test duration

* Test interoperability with shap package

* Add feature interactions

* Update GPUTreeShap
2020-09-28 09:43:47 +13:00
Rory Mitchell
9a4e8b1d81
GPUTreeShap (#6038) 2020-08-25 12:47:41 +12:00
Jiaming Yuan
75b8c22b0b
Fix prediction heuristic (#5955)
* Relax check for prediction.
* Relax test in spark test.
* Add tests in C++.
2020-07-29 19:24:07 +08:00
Jiaming Yuan
9b688aca3b
Fix mingw build with R. (#5918) 2020-07-22 02:56:49 +08:00
Jiaming Yuan
a3ec964346
Accept iterator in device dmatrix. (#5783)
* Remove Device DMatrix.
2020-07-07 21:44:48 +08:00
Jiaming Yuan
1a0801238e
Implement iterative DMatrix. (#5837) 2020-07-03 11:44:52 +08:00
Jiaming Yuan
cacff9232a
Remove column major specialization. (#5755)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-06-05 16:19:14 +08:00
Jiaming Yuan
6671b42dd4
Use ellpack for prediction only when sparsepage doesn't exist. (#5504) 2020-04-10 12:15:46 +08:00
Jiaming Yuan
0012f2ef93
Upgrade clang-tidy on CI. (#5469)
* Correct all clang-tidy errors.
* Upgrade clang-tidy to 10 on CI.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-04-05 04:42:29 +08:00
Jiaming Yuan
6601a641d7
Thread safe, inplace prediction. (#5389)
Normal prediction with DMatrix is now thread safe with locks.  Added inplace prediction is lock free thread safe.

When data is on device (cupy, cudf), the returned data is also on device.

* Implementation for numpy, csr, cudf and cupy.

* Implementation for dask.

* Remove sync in simple dmatrix.
2020-03-30 15:35:28 +08:00
Jiaming Yuan
4942da64ae
Refactor tests with data generator. (#5439) 2020-03-27 06:44:44 +08:00
Jiaming Yuan
655cf17b60
Predict on Ellpack. (#5327)
* Unify GPU prediction node.
* Add `PageExists`.
* Dispatch prediction on input data for GPU Predictor.
2020-02-23 06:27:03 +08:00
Jiaming Yuan
c35cdecddd
Move prediction cache to Learner. (#5220)
* Move prediction cache into Learner.

* Clean-ups

- Remove duplicated cache in Learner and GBM.
- Remove ad-hoc fix of invalid cache.
- Remove `PredictFromCache` in predictors.
- Remove prediction cache for linear altogether, as it's only moving the
  prediction into training process but doesn't provide any actual overall speed
  gain.
- The cache is now unique to Learner, which means the ownership is no longer
  shared by any other components.

* Changes

- Add version to prediction cache.
- Use weak ptr to check expired DMatrix.
- Pass shared pointer instead of raw pointer.
2020-02-14 13:04:23 +08:00
Jiaming Yuan
3136185bc5
JSON configuration IO. (#5111)
* Add saving/loading JSON configuration.
* Implement Python pickle interface with new IO routines.
* Basic tests for training continuation.
2019-12-15 17:31:53 +08:00
Jiaming Yuan
e089e16e3d
Pass pointer to model parameters. (#5101)
* Pass pointer to model parameters.

This PR de-duplicates most of the model parameters except the one in
`tree_model.h`.  One difficulty is `base_score` is a model property but can be
changed at runtime by objective function.  Hence when performing model IO, we
need to save the one provided by users, instead of the one transformed by
objective.  Here we created an immutable version of `LearnerModelParam` that
represents the value of model parameter after configuration.
2019-12-10 12:11:22 +08:00
Jiaming Yuan
608ebbe444
Fix GPU ID and prediction cache from pickle (#5086)
* Hack for saving GPU ID.

* Declare prediction cache on GBTree.

* Add a simple test.

* Add `auto` option for GPU Predictor.
2019-12-07 16:02:06 +08:00
Jiaming Yuan
095de3bf5f
Export c++ headers in CMake installation. (#4897)
* Move get transpose into cc.

* Clean up headers in host device vector, remove thrust dependency.

* Move span and host device vector into public.

* Install c++ headers.

* Short notes for c and c++.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2019-10-06 23:53:09 -04:00
Rong Ou
733ed24dd9 further cleanup of single process multi-GPU code (#4810)
* use subspan in gpu predictor instead of copying
* Revise `HostDeviceVector`
2019-08-30 05:27:23 -04:00
Rong Ou
38ab79f889 Make HostDeviceVector single gpu only (#4773)
* Make HostDeviceVector single gpu only
2019-08-26 09:51:13 +12:00
Rong Ou
c5b229632d [BREAKING] prevent multi-gpu usage (#4749)
* prevent multi-gpu usage

* fix distributed test

* combine gpu predictor tests

* set upper bound on n_gpus
2019-08-13 09:11:35 +12:00
Rong Ou
6edddd7966 Refactor DMatrix to return batches of different page types (#4686)
* Use explicit template parameter for specifying page type.
2019-08-03 15:10:34 -04:00
Jiaming Yuan
f0064c07ab
Refactor configuration [Part II]. (#4577)
* 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
2019-07-20 08:34:56 -04:00
Jiaming Yuan
d9a47794a5 Fix CPU hist init for sparse dataset. (#4625)
* Fix CPU hist init for sparse dataset.

* Implement sparse histogram cut.
* Allow empty features.

* Fix windows build, don't use sparse in distributed environment.

* Comments.

* Smaller threshold.

* Fix windows omp.

* Fix msvc lambda capture.

* Fix MSVC macro.

* Fix MSVC initialization list.

* Fix MSVC initialization list x2.

* Preserve categorical feature behavior.

* Rename matrix to sparse cuts.
* Reuse UseGroup.
* Check for categorical data when adding cut.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Sanity check.

* Fix comments.

* Fix comment.
2019-07-04 16:27:03 -07:00
Jiaming Yuan
45876bf41b
Fix external memory for get column batches. (#4622)
* Fix external memory for get column batches.

This fixes two bugs:

* Use PushCSC for get column batches.
* Don't remove the created temporary directory before finishing test.

* Check all pages.
2019-06-30 09:56:49 +08:00
Rong Ou
63ec95623d fix gpu predictor when dmatrix is mismatched with model (#4613) 2019-06-28 11:03:02 +12:00
sriramch
90f683b25b Set the appropriate device before freeing device memory... (#4566)
* - set the appropriate device before freeing device memory...
   - pr #4532 added a global memory tracker/logger to keep track of number of (de)allocations
     and peak memory usage on a per device basis.
   - this pr adds the appropriate check to make sure that the (de)allocation counts and memory usages
     makes sense for the device. since verbosity is typically increased on debug/non-retail builds.  
* - pre-create cub allocators and reuse them
   - create them once and not resize them dynamically. we need to ensure that these allocators
     are created and destroyed exactly once so that the appropriate device id's are set
2019-06-18 14:58:05 +12:00
Jiaming Yuan
c5719cc457
Offload some configurations into GBM. (#4553)
This is part 1 of refactoring configuration.

* Move tree heuristic configurations.
* Split up declarations and definitions for GBTree.
* Implement UseGPU in gbm.
2019-06-14 09:18:51 +08:00
Jiaming Yuan
c589eff941
De-duplicate GPU parameters. (#4454)
* 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.
2019-05-29 11:55:57 +08:00
Rong Ou
be0f346ec9 mgpu predictor using explicit offsets (#4438)
* mgpu prediction using explicit sharding
2019-05-11 09:35:06 +12:00
Rong Ou
feb6ae3e18 Initial support for external memory in gpu_predictor (#4284) 2019-05-03 13:01:27 +12:00
Rong Ou
f4521bf6aa refactor tests to get rid of duplication (#4358)
* refactor tests to get rid of duplication

* address review comments
2019-04-12 00:21:48 -07:00
Rong Ou
81c1cd40ca add a test for cpu predictor using external memory (#4308)
* add a test for cpu predictor using external memory

* allow different page size for testing
2019-04-10 13:25:10 +12:00
Jiaming Yuan
7b9043cf71
Fix clang-tidy warnings. (#4149)
* 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.
2019-03-13 02:25:51 +08:00
Jiaming Yuan
e1240413c9
Fix gpu_hist apply_split test. (#4158) 2019-02-18 02:48:28 +08:00
Rory Mitchell
84c99f86f4
Combine TreeModel and RegTree (#3995) 2018-12-19 12:16:40 +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
Philip Hyunsu Cho
91537e7353
Fix #3342 and h2oai/h2o4gpu#625: Save predictor parameters in model file (#3856)
* Fix #3342 and h2oai/h2o4gpu#625: Save predictor parameters in model file

This allows pickled models to retain predictor attributes, such as
'predictor' (whether to use CPU or GPU) and 'n_gpu' (number of GPUs
to use). Related: h2oai/h2o4gpu#625

Closes #3342.

TODO. Write a test.

* Fix lint

* Do not load GPU predictor into CPU-only XGBoost

* Add a test for pickling GPU predictors

* Make sample data big enough to pass multi GPU test

* Update test_gpu_predictor.cu
2018-11-03 21:45:38 -07:00