226 Commits

Author SHA1 Message Date
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
Philip Hyunsu Cho
3f2fe25a32 Fix C++11 config parser (#4521)
* Fix C++11 config parser
* Use raw strings to improve readability of regex
* Fix compilation for GCC 5.x

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2019-06-03 22:18:16 +08:00
Rory Mitchell
fbbae3386a
Smarter choice of histogram construction for distributed gpu_hist (#4519)
* Smarter choice of histogram construction for distributed gpu_hist

* Limit omp team size in ExecuteShards
2019-05-31 14:11:34 +12:00
fuhaoda
dd60fc23e6 Simplify INI-style config reader using C++11 STL (#4478)
* simplify the config.h file

* revise config.h

* revised config.h

* revise format

* revise format issues

* revise whitespace issues

* revise whitespace namespace format issues

* revise namespace format issues

* format issues

* format issues

* format issues

* format issues

* Revert submodule changes

* minor change

* Update src/common/config.h

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

* address format issue from trivialfis

* Use correct cub submodule
2019-05-30 11:57:56 -07:00
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
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
Jiaming Yuan
55e645c5f5
Revert hist init optimization. (#4502) 2019-05-26 08:57:41 +08:00
Rong Ou
df2cdaca50 add cuda 10.1 support (#4468) 2019-05-14 18:30:58 +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
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
Egor Smirnov
711397d645 Optimizations of pre-processing for 'hist' tree method (#4310)
* oprimizations for pre-processing

* code cleaning

* code cleaning

* code cleaning after review

* Apply suggestions from code review

Co-Authored-By: SmirnovEgorRu <egor.smirnov@intel.com>
2019-04-16 17:36:19 -07:00
sriramch
2f7087eba1 Improve HostDeviceVector exception safety (#4301)
* make the assignments of HostDeviceVector exception safe.
* storing a dummy GPUDistribution instance in HDV for CPU based code.
* change testxgboost binary location to build directory.
2019-03-31 22:48:58 +08:00
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
Rong Ou
5aa42b5f11 jenkins build for cuda 10.0 (#4281)
* jenkins build for cuda 10.0

* yum install nccl2 for cuda 10.0
2019-03-22 22:35:18 -07:00
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
cf8d5b9b76
Mark CUDA 10.1 as unsupported. (#4265) 2019-03-17 16:59:15 +08:00
Andy Adinets
b833b642ec Improved multi-node multi-GPU random forests. (#4238)
* Improved multi-node multi-GPU random forests.

- removed rabit::Broadcast() from each invocation of column sampling
- instead, syncing the PRNG seed when a ColumnSampler() object is constructed
- this makes non-trivial column sampling significantly faster in the distributed case
- refactored distributed GPU tests
- added distributed random forests tests
2019-03-13 12:36:28 +13:00
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
Tong He
259fb809e9
fix R-devel errors (#4251) 2019-03-12 10:06:54 -07:00
Rory Mitchell
4eeeded7d1
Remove various synchronisations from cuda API calls, instrument monitor (#4205)
* Remove various synchronisations from cuda API calls, instrument monitor
with nvtx profiler ranges.
2019-03-10 15:01:23 +13:00
Philip Hyunsu Cho
f83e62dca5
Address #4042: Prevent out-of-range access in column matrix (#4231) 2019-03-08 17:11:42 -08:00
Rong Ou
9837b09b20 support cuda 10.1 (#4223)
* support cuda 10.1

* add cuda 10.1 to jenkins build matrix
2019-03-08 12:22:12 +13:00
Matthew Jones
92b7577c62 [REVIEW] Enable Multi-Node Multi-GPU functionality (#4095)
* Initial commit to support multi-node multi-gpu xgboost using dask

* Fixed NCCL initialization by not ignoring the opg parameter.

- it now crashes on NCCL initialization, but at least we're attempting it properly

* At the root node, perform a rabit::Allreduce to get initial sum_gradient across workers

* Synchronizing in a couple of more places.

- now the workers don't go down, but just hang
- no more "wild" values of gradients
- probably needs syncing in more places

* Added another missing max-allreduce operation inside BuildHistLeftRight

* Removed unnecessary collective operations.

* Simplified rabit::Allreduce() sync of gradient sums.

* Removed unnecessary rabit syncs around ncclAllReduce.

- this improves performance _significantly_ (7x faster for overall training,
  20x faster for xgboost proper)

* pulling in latest xgboost

* removing changes to updater_quantile_hist.cc

* changing use_nccl_opg initialization, removing unnecessary if statements

* added definition for opaque ncclUniqueId struct to properly encapsulate GetUniqueId

* placing struct defintion in guard to avoid duplicate code errors

* addressing linting errors

* removing

* removing additional arguments to AllReduer initialization

* removing distributed flag

* making comm init symmetric

* removing distributed flag

* changing ncclCommInit to support multiple modalities

* fix indenting

* updating ncclCommInitRank block with necessary group calls

* fix indenting

* adding print statement, and updating accessor in vector

* improving print statement to end-line

* generalizing nccl_rank construction using rabit

* assume device_ordinals is the same for every node

* test, assume device_ordinals is identical for all nodes

* test, assume device_ordinals is unique for all nodes

* changing names of offset variable to be more descriptive, editing indenting

* wrapping ncclUniqueId GetUniqueId() and aesthetic changes

* adding synchronization, and tests for distributed

* adding  to tests

* fixing broken #endif

* fixing initialization of gpu histograms, correcting errors in tests

* adding to contributors list

* adding distributed tests to jenkins

* fixing bad path in distributed test

* debugging

* adding kubernetes for distributed tests

* adding proper import for OrderedDict

* adding urllib3==1.22 to address ordered_dict import error

* added sleep to allow workers to save their models for comparison

* adding name to GPU contributors under docs
2019-03-02 10:03:22 +13:00
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
2e618af743
Fix cpplint. (#4157)
* Add comment after #endif.
* Add missing headers.
2019-02-18 00:16:29 +08:00
Rory Mitchell
71a604fae3
Fix for windows compilation (#4139) 2019-02-17 19:42:32 +13:00
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
Nan Zhu
ae3bb9c2d5
Distributed Fast Histogram Algorithm (#4011)
* 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

* allow hist algo

* more changes

* temp

* update

* remove hist sync

* udpate rabit

* change hist size

* 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

* fix lint issue

* broadcast subsampled feature correctly

* revert some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* update docs
2019-02-05 05:12:53 -08:00
Egor Smirnov
5f151c5cf3 Performance optimizations for Intel CPUs (#3957)
* 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
2019-01-08 21:08:13 -08:00
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
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
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
Tong He
84a3af8dc0 Fix CRAN check warnings/notes (#3988)
* fix

* reorder declaration to match initialization
2018-12-12 08:23:20 -06:00
Andy Adinets
4be5edaf92 Initialized AllReducer counters to 0. (#3987) 2018-12-12 09:09:20 +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
Philip Hyunsu Cho
9af6b689d6
Use int instead of char in CLI config parser (#3976) 2018-12-07 01:00:21 -08:00
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
daf77ca7b7
Enable running objectives with 0 GPU. (#3878)
* Enable running objectives with 0 GPU.

* Enable 0 GPU for objectives.
* Add doc for GPU objectives.
* Fix some objectives defaulted to running on all GPUs.
2018-11-13 20:19:59 +13:00