60 Commits

Author SHA1 Message Date
Rory Mitchell
8f77677193
Use quantised gradients in gpu_hist histograms (#8246) 2022-09-26 17:35:35 +02:00
Jiaming Yuan
b5eb36f1af
Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00
Philip Hyunsu Cho
56395d120b
Work around MSVC behavior wrt constexpr capture (#8211)
* Work around MSVC behavior wrt constexpr capture

* Fix lint
2022-08-31 11:42:08 -08:00
Rory Mitchell
1703dc330f
Optimise histogram kernels (#8118) 2022-08-18 14:07:26 +02:00
Rory Mitchell
1be09848a7
Refactor split valuation kernel (#8073) 2022-07-21 15:41:50 +02:00
Jiaming Yuan
abaa593aa0
Fix compiler warnings. (#8059)
- Remove unused parameters.
- Avoid comparison of different signedness.
2022-07-14 05:29:56 +08:00
Rory Mitchell
0bdaca25ca
Use single precision in gain calculation, use pointers instead of span. (#8051) 2022-07-12 21:56:27 +02:00
Rory Mitchell
794cbaa60a
Fuse split evaluation kernels (#8026) 2022-07-05 10:24:31 +02:00
Rory Mitchell
bc4f802b17
Batch UpdatePosition using cudaMemcpy (#7964) 2022-06-30 17:52:40 +02:00
Jiaming Yuan
142a208a90
Fix compiler warnings. (#8022)
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
2022-06-22 21:29:10 +08:00
Jiaming Yuan
1a33b50a0d
Fix compiler warnings. (#7974)
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
2022-06-06 22:56:25 +08:00
Rory Mitchell
71d3b2e036
Fuse gpu_hist all-reduce calls where possible (#7867) 2022-05-17 13:27:50 +02:00
Rory Mitchell
7ef54e39ec
Small refactor to categoricals (#7858) 2022-05-05 17:47:02 +02:00
Jiaming Yuan
317d7be6ee
Always use partition based categorical splits. (#7857) 2022-05-03 22:30:32 +08:00
Jiaming Yuan
fdf533f2b9
[POC] Experimental support for l1 error. (#7812)
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
2022-04-26 21:41:55 +08:00
Jiaming Yuan
1d468e20a4
Optimize GPU evaluation function for categorical data. (#7705)
* Use transform and cache.
2022-02-28 17:46:29 +08:00
Jiaming Yuan
d625dc2047
Work around nvcc error. (#7673) 2022-02-19 01:41:46 +08:00
Jiaming Yuan
0d0abe1845
Support optimal partitioning for GPU hist. (#7652)
* Implement `MaxCategory` in quantile.
* Implement partition-based split for GPU evaluation.  Currently, it's based on the existing evaluation function.
* Extract an evaluator from GPU Hist to store the needed states.
* Added some CUDA stream/event utilities.
* Update document with references.
* Fixed a bug in approx evaluator where the number of data points is less than the number of categories.
2022-02-15 03:03:12 +08:00
Ginko Balboa
29bfa94bb6
Fix external memory with gpu_hist and subsampling combination bug. (#7481)
Instead of accessing data from the `original_page_`, access the data from the first page of the available batch.

fix #7476

Co-authored-by: jiamingy <jm.yuan@outlook.com>
2021-12-24 11:15:35 +08:00
Jiaming Yuan
7f399eac8b
Use double for GPU Hist node sum. (#7507) 2021-12-22 08:41:35 +08:00
Jiaming Yuan
ccdabe4512
Support building gradient index with cat data. (#7371) 2021-11-03 22:37:37 +08:00
Jiaming Yuan
c311a8c1d8
Enable compiling with system cub. (#7232)
- Tested with all CUDA 11.x.
- Workaround cub scan by using discard iterator in AUC.
- Limit the size of Argsort when compiled with CUDA cub.
2021-09-17 14:28:18 +08:00
Jiaming Yuan
3515931305
Initial support for external memory in gradient index. (#7183)
* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.
2021-09-13 12:40:56 +08:00
Jiaming Yuan
7a1d67f9cb
[breaking] Use integer atomic for GPU histogram. (#7180)
On GPU we use rouding factor to truncate the gradient for deterministic results. This PR changes the gradient representation to fixed point number with exponent aligned with rounding factor.

    [breaking] Drop non-deterministic histogram.
    Use fixed point for shared memory.

This PR is to improve the performance of GPU Hist. 

Co-authored-by: Andy Adinets <aadinets@nvidia.com>
2021-08-28 05:17:05 +08:00
Jiaming Yuan
ee8d1f5ed8
Fix histogram truncation. (#7181)
* Fix truncation.

* Lint.

* lint.
2021-08-24 18:34:32 -07:00
Jiaming Yuan
bf562bd33c
Remove unused code. (#7175) 2021-08-18 14:02:19 +08:00
Robert Maynard
1a75f43304
Allow compilation with nvcc 11.4 (#7131)
* Use type aliases for discard iterators

* update to include host_vector as thrust 1.12 doesn't bring it in as a side-effect

* cub::DispatchRadixSort requires signed offset types
2021-07-27 20:05:33 +08:00
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
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
ShvetsKS
57c732655e
Merge lossgude and depthwise strategies for CPU hist (#7007)
* fix java/scala test: max depth is also valid parameter for lossguide

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-06-03 01:49:43 +08:00
Andrew Ziem
3e7e426b36
Fix spelling in documents (#6948)
* Update roxygen2 doc.

Co-authored-by: fis <jm.yuan@outlook.com>
2021-05-11 20:44:36 +08:00
Philip Hyunsu Cho
4230dcb614
Re-introduce double buffer in UpdatePosition, to fix perf regression in gpu_hist (#6757)
* Revert "gpu_hist performance tweaks (#5707)"

This reverts commit f779980f7ea7f6f07e86229b8e78144e8a74e6b3.

* Address reviewer's comment

* Fix build error
2021-03-18 13:56:10 -07:00
Igor Moura
d1254808d5
Clean up C++ warnings (#6213) 2020-10-19 23:02:33 +08:00
Jiaming Yuan
bed7ae4083
Loop over thrust::reduce. (#6229)
* Check input chunk size of dqdm.
* Add doc for current limitation.
2020-10-14 10:40:56 +13:00
Jiaming Yuan
444131a2e6
Add categorical data support to GPU Hist. (#6164) 2020-09-29 11:27:25 +08:00
Jiaming Yuan
2fcc4f2886
Unify evaluation functions. (#6037) 2020-08-26 14:23:27 +08:00
Jiaming Yuan
80c8547147
Make binary bin search reusable. (#6058)
* Move binary search row to hist util.
* Remove dead code.
2020-08-26 05:05:11 +08:00
Jiaming Yuan
e4a273e1da
Fix evaluate root split. (#5948) 2020-07-29 19:33:29 +08:00
Jiaming Yuan
a4de2f68e4
Use cudaOccupancyMaxPotentialBlockSize to calculate the block size. (#5926) 2020-07-23 14:24:42 +08:00
Andy Adinets
ac3f0e78dc
Split Features into Groups to Compute Histograms in Shared Memory (#5795) 2020-07-07 15:04:35 +12:00
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
Rory Mitchell
f779980f7e
gpu_hist performance tweaks (#5707)
* Remove device vectors

* Remove allreduce synchronize

* Remove double buffer
2020-05-29 16:48:53 +12:00
Rory Mitchell
fcf57823b6
Reduce device synchronisation (#5631)
* Reduce device synchronisation

* Initialise pinned memory
2020-05-07 21:19:46 +12:00
Jiaming Yuan
eaf2a00b5c
Enhance nvtx support. (#5636) 2020-05-06 22:54:24 +08:00
Rory Mitchell
b9649e7b8e
Refactor gpu_hist split evaluation (#5610)
* Refactor

* Rewrite evaluate splits

* Add more tests
2020-04-30 08:58:12 +12:00
Andy Adinets
73142041b9
For histograms, opting into maximum shared memory available per block. (#5491) 2020-04-21 14:56:42 +12:00
Rory Mitchell
b2827a80e1
Use non-synchronising scan (#5560) 2020-04-20 15:51:34 +12:00
Rory Mitchell
d6d1035950
gpu_hist performance fixes (#5558)
* Remove unnecessary cuda API calls

* Fix histogram memory growth
2020-04-19 12:21:13 +12:00
Rory Mitchell
e268fb0093
Use thrust functions instead of custom functions (#5544) 2020-04-16 21:41:16 +12:00