60 Commits

Author SHA1 Message Date
Jiaming Yuan
53fc17578f
Use std::uint64_t for row index. (#10120)
- Use std::uint64_t instead of size_t to avoid implementation-defined type.
- Rename to bst_idx_t, to account for other types of indexing.
- Small cleanup to the base header.
2024-03-15 18:43:49 +08:00
Jiaming Yuan
06bdc15e9b
[coll] Pass context to various functions. (#9772)
* [coll] Pass context to various functions.

In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.
2023-11-08 09:54:05 +08:00
Jiaming Yuan
8c676c889d
Remove internal use of gpu_id. (#9568) 2023-09-20 23:29:51 +08:00
Jiaming Yuan
a196443a07
Implement sketching with Hessian on GPU. (#9399)
- Prepare for implementing approx on GPU.
- Unify the code path between weighted and uniform sketching on DMatrix.
2023-07-24 15:43:03 +08:00
Jiaming Yuan
0a07900b9f
Fix integer overflow. (#9380) 2023-07-15 21:11:02 +08:00
Rong Ou
3632242e0b
Support column split with GPU quantile (#9370) 2023-07-11 12:15:56 +08:00
Jiaming Yuan
d0916849a6
Remove unused weight from buffer for cat features. (#9341) 2023-07-04 01:07:09 +08:00
Jiaming Yuan
17fd3f55e9
Optimize adapter element counting on GPU. (#9209)
- Implement a simple `IterSpan` for passing iterators with size.
- Use shared memory for column size counts.
- Use one thread for each sample in row count to reduce atomic operations.
2023-05-30 23:28:43 +08:00
Jiaming Yuan
4d665b3fb0
Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
Jiaming Yuan
ac9bfaa4f2
Handle missing values in dataframe with category dtype. (#7331)
* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.
2021-10-28 03:33:54 +08:00
Jiaming Yuan
2942dc68e4
Fix mixed types in GPU sketching. (#7228) 2021-09-16 00:10:25 +08:00
Jiaming Yuan
1c8fdf2218
Remove use of device_idx in dh::LaunchN. (#7063)
It's an unused parameter, removing it can make the CI log more readable.
2021-06-29 11:37:26 +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
3039dd194b
Don't estimate sketch batch size when rmm is used. (#6807) 2021-03-31 15:29:56 +08:00
Jiaming Yuan
a7083d3c13
Fix dart inplace prediction with GPU input. (#6777)
* Fix dart inplace predict with data on GPU, which might trigger a fatal check
for device access right.
* Avoid copying data whenever possible.
2021-03-25 12:00:32 +08:00
Jiaming Yuan
886486a519
Support categorical data in GPU weighted sketching. (#6508) 2020-12-16 14:23:28 +08:00
Jiaming Yuan
2241563f23
Handle duplicated values in sketching. (#6178)
* Accumulate weights in duplicated values.
* Fix device id in iterative dmatrix.
2020-10-10 19:32:44 +08:00
Jiaming Yuan
70ce5216b5
Add high level tests for categorical data. (#6179)
* Fix unique.
2020-10-09 09:27:23 +08:00
Jiaming Yuan
f0c63902ff
Use default allocator in sketching. (#6182) 2020-09-30 14:55:59 +08:00
Jiaming Yuan
444131a2e6
Add categorical data support to GPU Hist. (#6164) 2020-09-29 11:27:25 +08:00
Jiaming Yuan
210c131ce7
Support categorical data in GPU sketching. (#6137) 2020-09-21 13:53:06 +08:00
Jiaming Yuan
e319b63f9e
Merge extract cuts into QuantileContainer. (#6125)
* Use pruning for initial summary construction.
2020-09-18 16:36:39 +08:00
Jiaming Yuan
ee70a2380b
Unify CPU hist sketching (#5880) 2020-08-12 01:33:06 +08:00
Jiaming Yuan
e471056ec4
Fix sketch size calculation. (#5898) 2020-07-17 08:33:16 +08:00
Jiaming Yuan
dd445af56e
Cleanup on device sketch. (#5874)
* Remove old functions.

* Merge weighted and un-weighted into a common interface.
2020-07-14 10:15:54 +08:00
Rong Ou
06320729d4
fix device sketch with weights in external memory mode (#5870) 2020-07-08 08:44:07 +08:00
Jiaming Yuan
048d969be4
Implement GK sketching on GPU. (#5846)
* Implement GK sketching on GPU.
* Strong tests on quantile building.
* Handle sparse dataset by binary searching the column index.
* Hypothesis test on dask.
2020-07-07 12:16:21 +08:00
Jiaming Yuan
3028fa6b42
Implement weighted sketching for adapter. (#5760)
* Bounded memory tests.
* Fixed memory estimation.
2020-06-12 06:20:39 +08:00
Philip Hyunsu Cho
1d22a9be1c
Revert "Reorder includes. (#5749)" (#5771)
This reverts commit d3a0efbf162f3dceaaf684109e1178c150b32de3.
2020-06-09 10:29:28 -07:00
Jiaming Yuan
d3a0efbf16
Reorder includes. (#5749)
* Reorder includes.

* R.
2020-06-03 17:30:47 +12:00
Jiaming Yuan
e533908922
Expose device sketching in header. (#5747) 2020-06-02 13:02:53 +08:00
Jiaming Yuan
29a4cfe400
Group aware GPU sketching. (#5551)
* Group aware GPU weighted sketching.

* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
2020-04-20 17:18:52 +08:00
Rory Mitchell
13b10a6370
Device dmatrix (#5420) 2020-03-28 14:42:21 +13:00
Rory Mitchell
b745b7acce
Fix memory usage of device sketching (#5407) 2020-03-14 13:43:24 +13:00
Rory Mitchell
a38e7bd19c
Sketching from adapters (#5365)
* Sketching from adapters

* Add weights test
2020-03-07 21:07:58 +13:00
Rory Mitchell
7e32af5c21
Wide dataset quantile performance improvement (#5306) 2020-02-16 10:24:42 +13:00
Rory Mitchell
24ad9dec0b
Testing hist_util (#5251)
* Rank tests

* Remove categorical split specialisation

* Extend tests to multiple features, switch to WQSketch

* Add tests for SparseCuts

* Add external memory quantile tests, fix some existing tests
2020-02-14 14:36:43 +13:00
Rong Ou
0afcc55d98 Support multiple batches in gpu_hist (#5014)
* Initial external memory training support for GPU Hist tree method.
2019-11-16 14:50:20 +08:00
Jiaming Yuan
7663de956c
Run training with empty DMatrix. (#4990)
This makes GPU Hist robust in distributed environment as some workers might not
be associated with any data in either training or evaluation.

* Disable rabit mock test for now: See #5012 .

* Disable dask-cudf test at prediction for now: See #5003

* Launch dask job for all workers despite they might not have any data.
* Check 0 rows in elementwise evaluation metrics.

   Using AUC and AUC-PR still throws an error.  See #4663 for a robust fix.

* Add tests for edge cases.
* Add `LaunchKernel` wrapper handling zero sized grid.
* Move some parts of allreducer into a cu file.
* Don't validate feature names when the booster is empty.

* Sync number of columns in DMatrix.

  As num_feature is required to be the same across all workers in data split
  mode.

* Filtering in dask interface now by default syncs all booster that's not
empty, instead of using rank 0.

* Fix Jenkins' GPU tests.

* Install dask-cuda from source in Jenkins' test.

  Now all tests are actually running.

* Restore GPU Hist tree synchronization test.

* Check UUID of running devices.

  The check is only performed on CUDA version >= 10.x, as 9.x doesn't have UUID field.

* Fix CMake policy and project variables.

  Use xgboost_SOURCE_DIR uniformly, add policy for CMake >= 3.13.

* Fix copying data to CPU

* Fix race condition in cpu predictor.

* Fix duplicated DMatrix construction.

* Don't download extra nccl in CI script.
2019-11-06 16:13:13 +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
562bb0ae31 remove device shards (#4867) 2019-09-25 13:15:46 +08:00
Rong Ou
125bcec62e Move ellpack page construction into DMatrix (#4833) 2019-09-16 23:50:55 -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
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
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
Rory Mitchell
9683fd433e
Overload device memory allocation (#4532)
* Group source files, include headers in source files

* Overload device memory allocation
2019-06-10 11:35:13 +12:00
sriramch
fed665ae8a - training with external memory part 1 of 2 (#4486)
* - 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
2019-05-30 08:18:34 +12:00
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