215 Commits

Author SHA1 Message Date
sriramch
a3fedbeaa8 - fix issues with training with external memory on cpu (#4487)
* - fix issues with training with external memory on cpu
   - use the batch size to determine the correct number of rows in a batch
   - use the right number of threads in omp parallalization if the batch size
     is less than the default omp max threads (applicable for the last batch)

* - handle scenarios where last batch size is < available number of threads
- augment tests such that we can test all scenarios (batch size <, >, = number of threads)
2019-05-29 12:31:30 +12:00
Philip Hyunsu Cho
cf2400036e
[CI] Add Python and C++ tests for Windows GPU target (#4469)
* Add CMake option to use bundled gtest from dmlc-core, so that it is easy to build XGBoost with gtest on Windows

* Consistently apply OpenMP flag to all targets. Force enable OpenMP when USE_CUDA is turned on.

* Insert vcomp140.dll into Windows wheels

* Add C++ and Python tests for CPU and GPU targets (CUDA 9.0, 10.0, 10.1)

* Prevent spurious msbuild failure

* Add GPU tests

* Upgrade dmlc-core
2019-05-16 01:06:46 +00:00
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
Philip Hyunsu Cho
bfddc2c42c Make CMakeLists.txt compatible with CMake 3.3 (#4420)
* Make CMakeLists.txt compatible with CMake 3.3; require CMake 3.11 for MSVC

* Use CMake 3.12 when sanitizer is enabled

* Disable funroll-loops for MSVC

* Use cmake version in container name

* Add missing arg

* Fix egrep use in ci_build.sh

* Display CMake version

* Do not set OpenMP_CXX_LIBRARIES for MSVC

* Use cmake_minimum_required()
2019-05-02 11:49:32 +08:00
Rong Ou
eaab364a63 More explict sharding methods for device memory (#4396)
* Rename the Reshard method to Shard

* Add a new Reshard method for sharding a vector that's already sharded
2019-05-01 11:47:22 +12:00
Rory Mitchell
5e582b0fa7
Combine thread launches into single launch per tree for gpu_hist (#4343)
* 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
2019-04-29 09:58:34 +12:00
Jiaming Yuan
77c03538b0
Fix node reuse. (#4404)
* Reinitialize `_sindex` when reallocating a deleted node.
2019-04-27 13:03:23 +08:00
Jiaming Yuan
207f058711 Refactor CMake scripts. (#4323)
* 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.
2019-04-15 10:08:12 -07:00
Jiaming Yuan
84d992babc
GPU multiclass metrics (#4368)
* Port multi classes metrics to CUDA.
2019-04-15 17:47:47 +08:00
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
Jiaming Yuan
5c2575535f
Fix Histogram allocation. (#4347)
* 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.
2019-04-10 19:21:26 +08:00
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
Rory Mitchell
3f312e30db
Retire DVec class in favour of c++20 style span for device memory. (#4293) 2019-03-28 13:59:58 +13:00
Rory Mitchell
6d5b34d824
Further optimisations for gpu_hist. (#4283)
- Fuse final update position functions into a single more efficient kernel

- Refactor gpu_hist with a more explicit ellpack  matrix representation
2019-03-24 17:17:22 +13:00
Rory Mitchell
00465d243d
Optimisations for gpu_hist. (#4248)
* Optimisations for gpu_hist.

* Use streams to overlap operations.

* ColumnSampler now uses HostDeviceVector to prevent repeatedly copying feature vectors to the device.
2019-03-20 13:30:06 +13:00
Jiaming Yuan
29a1356669
Deprecate reg:linear' in favor of reg:squarederror'. (#4267)
* Deprecate `reg:linear' in favor of `reg:squarederror'.
* Replace the use of `reg:linear'.
* Replace the use of `silent`.
2019-03-17 17:55:04 +08:00
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
7ea5675679
Add PushCSC for SparsePage. (#4193)
* Add PushCSC for SparsePage.

* Move Push* definitions into cc file.
* Add std:: prefix to `size_t` make clang++ happy.
* Address monitor count == 0.
2019-03-02 01:58:08 +08:00
Philip Hyunsu Cho
549c8d6ae9
Prevent empty quantiles in fast hist (#4155)
* Prevent empty quantiles

* Revise and improve unit tests for quantile hist

* Remove unnecessary comment

* Add #2943 as a test case

* Skip test if no sklearn

* Revise misleading comments
2019-02-17 16:01:07 -08:00
Jiaming Yuan
e1240413c9
Fix gpu_hist apply_split test. (#4158) 2019-02-18 02:48:28 +08:00
Jiaming Yuan
1fe874e58a
Fix empty subspan. (#4151)
* Silent the death tests.
2019-02-17 04:48:03 +08:00
Jiaming Yuan
754fe8142b
Make `HistCutMatrix::Init' be aware of groups. (#4115)
* 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>
2019-02-16 04:39:41 +08:00
Nan Zhu
c18a3660fa
Separate Depthwidth and Lossguide growing policy in fast histogram (#4102)
* 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

* fix scalastyle error

* init

* more changes

* temp

* update

* udpate rabit

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* broadcast subsampled feature correctly

* init col

* temp

* col sampling

* fix histmastrix init

* fix col sampling

* remove cout

* fix out of bound access

* fix core dump

remove core dump file

* disbale test temporarily

* update

* add fid

* print perf data

* update

* revert some changes

* temp

* temp

* pass all tests

* bring back some tests

* recover some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* recover column init part

* more recovery

* fix core dumps

* code clean

* revert some changes

* fix test compilation issue

* fix lint issue

* resolve compilation issue

* fix issues of lint caused by rebase

* fix stylistic changes and change variable names

* use regtree internal function

* modularize depth width

* address the comments

* fix failed tests

* wrap perf timers with class

* fix lint

* fix num_leaves count

* fix indention

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.h

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.h

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* merge

* fix compilation
2019-02-13 12:56:19 -08:00
Jiaming Yuan
f8ca2960fc
Use nccl group calls to prevent from dead lock. (#4113)
* launch all reduce sequentially.
* Fix gpu_exact test memory leak.
2019-02-08 06:12:39 +08:00
Jiaming Yuan
017c97b8ce
Clean up training code. (#3825)
* 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.
2019-02-07 14:22:13 +08:00
Rory Mitchell
1fc37e4749 Require leaf statistics when expanding tree (#4015)
* Cache left and right gradient sums

* Require leaf statistics when expanding tree
2019-01-17 21:12:20 -08:00
Andy Adinets
0f8af85f64 Fixed single-GPU tests. (#4053)
- ./testxgboost (without filters) failed if run on a multi-GPU machine because
  the memory was allocated on the current device, but device 0
  was always passed into LaunchN
2019-01-11 09:33:15 +02:00
Jiaming Yuan
1f022929f4
Use Span in gpu coordinate. (#4029)
* Use Span in gpu coordinate.

* Use Span in device code.
* Fix shard size calculation.
  - Use lower_bound instead of upper_bound.
* Check empty devices.
2019-01-02 11:32:43 +08:00
Jiaming Yuan
be948df23f
Fix ignoring dart in updater configuration. (#4024)
* Fix ignoring dart in updater configuration.
2018-12-26 18:24:45 +08:00
Jiaming Yuan
9897b5042f
Use Span in GPU exact updater. (#4020)
* Use Span in GPU exact updater.

* Add a small test.
2018-12-26 12:44:46 +08:00
Jiaming Yuan
85939c6a6e
Merge duplicated linear updater parameters. (#4013)
* Merge duplicated linear updater parameters.

* Split up coordinate descent parameter.
2018-12-22 13:21:49 +08:00
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
Jiaming Yuan
48dddfd635
Porting elementwise metrics to GPU. (#3952)
* Port elementwise metrics to GPU.

* All elementwise metrics are converted to static polymorphic.
* Create a reducer for metrics reduction.
* Remove const of Metric::Eval to accommodate CubMemory.
2018-12-01 18:46:45 +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
97984f4890
Fix gpu coordinate running on multi-gpu. (#3893) 2018-11-13 19:09:55 +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
Philip Hyunsu Cho
2b045aa805
Make C++ unit tests run and pass on Windows (#3869)
* Make C++ unit tests run and pass on Windows

* Fix logic for external memory. The letter ':' is part of drive letter,
so remove the drive letter before splitting on ':'.
* Cosmetic syntax changes to keep MSVC happy.

* Fix lint

* Add Windows guard
2018-11-06 17:17:24 -08:00
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
Philip Hyunsu Cho
ad68865d6b
[Blocking] Fix #3840: Clean up logic for parsing tree_method parameter (#3849)
* Clean up logic for converting tree_method to updater sequence

* Use C++11 enum class for extra safety

Compiler will give warnings if switch statements don't handle all
possible values of C++11 enum class.

Also allow enum class to be used as DMLC parameter.

* Fix compiler error + lint

* Address reviewer comment

* Better docstring for DECLARE_FIELD_ENUM_CLASS

* Fix lint

* Add C++ test to see if tree_method is recognized

* Fix clang-tidy error

* Add test_learner.h to R package

* Update comments

* Fix lint error
2018-11-01 19:33:35 -07:00
Andy Adinets
2a59ff2f9b Multi-GPU support in GPUPredictor. (#3738)
* Multi-GPU support in GPUPredictor.

- GPUPredictor is multi-GPU
- removed DeviceMatrix, as it has been made obsolete by using HostDeviceVector in DMatrix

* Replaced pointers with spans in GPUPredictor.

* Added a multi-GPU predictor test.

* Fix multi-gpu test.

* Fix n_rows < n_gpus.

* Reinitialize shards when GPUSet is changed.
* Tests range of data.

* Remove commented code.

* Remove commented code.
2018-10-23 22:59:11 -07:00