151 Commits

Author SHA1 Message Date
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
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
Rong Ou
0944360416 minor fix: log InitDataOnce() only when it is actually called (#4206) 2019-03-08 10:53:09 +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
Rory Mitchell
c8c472f39a
Fix incorrect device in multi-GPU algorithm (#4161) 2019-02-20 09:23:15 +13:00
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
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
Rory Mitchell
f75a21af25
Reduce tree expand boilerplate code (#4008) 2018-12-20 15:52:28 +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
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
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
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
trivialfis
516457fadc Add basic unittests for gpu-hist method. (#3785)
* Split building histogram into separated class.
* Extract `InitCompressedRow` definition.
* Basic tests for gpu-hist.
* Document the code more verbosely.
* Removed `HistCutUnit`.
* Removed some duplicated copies in `GPUHistMaker`.
* Implement LCG and use it in tests.
2018-10-15 15:47:00 +13:00
Rory Mitchell
70d208d68c
Dmatrix refactor stage 2 (#3395)
* DMatrix refactor 2

* Remove buffered rowset usage where possible

* Transition to c++11 style iterators for row access

* Transition column iterators to C++ 11
2018-10-01 01:29:03 +13:00
trivialfis
5a7f7e7d49 Implement devices to devices reshard. (#3721)
* Force clearing device memory before Reshard.
* Remove calculating row_segments for gpu_hist and gpu_sketch.
* Guard against changing device.
2018-09-28 17:40:23 +12:00
Andy Adinets
0f99cdfe0e Fixed an uninitialized pointer. (#3703) 2018-09-16 18:02:31 +12:00
Andy Adinets
f606cb8ef4 Fixed the performance regression within EvaluateSplits(). (#3680)
- it turns out creating an std::vector on every call is faster
  than cudaMallocHost()/cudaFreeHost()
2018-09-08 14:48:45 +12:00
Andy Adinets
72cd1517d6 Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage. (#3446)
* Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage.

- added distributions to HostDeviceVector
- using HostDeviceVector for labels, weights and base margings in MetaInfo
- using HostDeviceVector for offset and data in SparsePage
- other necessary refactoring

* Added const version of HostDeviceVector API calls.

- const versions added to calls that can trigger data transfers, e.g. DevicePointer()
- updated the code that uses HostDeviceVector
- objective functions now accept const HostDeviceVector<bst_float>& for predictions

* Updated src/linear/updater_gpu_coordinate.cu.

* Added read-only state for HostDeviceVector sync.

- this means no copies are performed if both host and devices access
  the HostDeviceVector read-only

* Fixed linter and test errors.

- updated the lz4 plugin
- added ConstDeviceSpan to HostDeviceVector
- using device % dh::NVisibleDevices() for the physical device number,
  e.g. in calls to cudaSetDevice()

* Fixed explicit template instantiation errors for HostDeviceVector.

- replaced HostDeviceVector<unsigned int> with HostDeviceVector<int>

* Fixed HostDeviceVector tests that require multiple GPUs.

- added a mock set device handler; when set, it is called instead of cudaSetDevice()
2018-08-30 14:28:47 +12:00
Rory Mitchell
686e990ffc
GPU memory usage fixes + column sampling refactor (#3635)
* Remove thrust copy calls

* Fix  histogram memory usage

* Cap extreme histogram memory usage

* More efficient column sampling

* Use column sampler across updaters

* More efficient split evaluation on GPU with column sampling
2018-08-27 16:26:46 +12:00
trivialfis
60787ecebc Merge generic device helper functions into gpu set. (#3626)
* Remove the use of old NDevices* functions.
* Use GPUSet in timer.h.
2018-08-26 18:14:23 +12:00
Rory Mitchell
07ff52d54c
Dynamically allocate GPU histogram memory (#3519)
* Expand histogram memory dynamically to prevent large allocations for large tree depths (e.g. > 15)

* Remove GPU memory allocation messages. These are misleading as a large number of allocations are now dynamic.

* Fix appveyor R test
2018-07-28 21:22:41 +12:00
Andy Adinets
cc6a5a3666 Added finding quantiles on GPU. (#3393)
* Added finding quantiles on GPU.

- this includes datasets where weights are assigned to data rows
- as the quantiles found by the new algorithm are not the same
  as those found by the old one, test thresholds in
    tests/python-gpu/test_gpu_updaters.py have been adjusted.

* Adjustments and improved testing for finding quantiles on the GPU.

- added C++ tests for the DeviceSketch() function
- reduced one of the thresholds in test_gpu_updaters.py
- adjusted the cuts found by the find_cuts_k kernel
2018-07-27 14:03:16 +12:00
Rory Mitchell
0f145a0365
Resolve GPU bug on large files (#3472)
Remove calls to thrust copy, fix indexing bug
2018-07-16 20:43:45 +12:00
Thejaswi
2200939416 Upgrading to NCCL2 (#3404)
* Upgrading to NCCL2

* Part - II of NCCL2 upgradation

 - Doc updates to build with nccl2
 - Dockerfile.gpu update for a correct CI build with nccl2
 - Updated FindNccl package to have env-var NCCL_ROOT to take precedence

* Upgrading to v9.2 for CI workflow, since it has the nccl2 binaries available

* Added NCCL2 license + copy the nccl binaries into /usr location for the FindNccl module to find

* Set LD_LIBRARY_PATH variable to pick nccl2 binary at runtime

* Need the nccl2 library download instructions inside Dockerfile.release as well

* Use NCCL2 as a static library
2018-07-10 00:42:15 -07:00
Thejaswi
0e78034607 Shared memory atomics while building histogram (#3384)
* Use shared memory atomics for building histograms, whenever possible
2018-06-19 16:03:09 +12:00
Rory Mitchell
a96039141a
Dmatrix refactor stage 1 (#3301)
* Use sparse page as singular CSR matrix representation

* Simplify dmatrix methods

* Reduce statefullness of batch iterators

* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
2018-06-07 10:25:58 +12:00
Andy Adinets
286dccb8e8 GPU binning and compression. (#3319)
* GPU binning and compression.

- binning and index compression are done inside the DeviceShard constructor
- in case of a DMatrix with multiple row batches, it is first converted into a single row batch
2018-06-05 17:15:13 +12:00
Andrew V. Adinetz
b8a0d66fe6 Multi-GPU HostDeviceVector. (#3287)
* Multi-GPU HostDeviceVector.

- HostDeviceVector instances can now span multiple devices, defined by GPUSet struct
- the interface of HostDeviceVector has been modified accordingly
- GPU objective functions are now multi-GPU
- GPU predicting from cache is now multi-GPU
- avoiding omp_set_num_threads() calls
- other minor changes
2018-05-05 08:00:05 +12:00
Thejaswi
c80d51ccb3 Fix issue #3264, accuracy issues on k80 GPUs. (#3293) 2018-05-04 13:14:08 +12:00
Rory Mitchell
ccf80703ef
Clang-tidy static analysis (#3222)
* Clang-tidy static analysis

* Modernise checks

* Google coding standard checks

* Identifier renaming according to Google style
2018-04-19 18:57:13 +12:00
Rory Mitchell
a1ec7b1716
Change reduce operation from thrust to cub. Fix for cuda 9.1 error (#3218)
* Change reduce operation from thrust to cub. Fix for cuda 9.1 runtime error

* Unit test sum reduce
2018-04-04 14:21:48 +12:00
Andrew V. Adinetz
a1b48afa41 Added back UpdatePredictionCache() in updater_gpu_hist.cu. (#3120)
* Added back UpdatePredictionCache() in updater_gpu_hist.cu.

- it had been there before, but wasn't ported to the new version
  of updater_gpu_hist.cu
2018-03-09 15:06:45 +13:00
Andrew V. Adinetz
d5992dd881 Replaced std::vector-based interfaces with HostDeviceVector-based interfaces. (#3116)
* Replaced std::vector-based interfaces with HostDeviceVector-based interfaces.

- replacement was performed in the learner, boosters, predictors,
  updaters, and objective functions
- only interfaces used in training were replaced;
  interfaces like PredictInstance() still use std::vector
- refactoring necessary for replacement of interfaces was also performed,
  such as using HostDeviceVector in prediction cache

* HostDeviceVector-based interfaces for custom objective function example plugin.
2018-02-28 13:00:04 +13:00
Rory Mitchell
f87802f00c
Fix GPU bugs (#3051)
* Change uint to unsigned int

* Fix no root predictions bug

* Remove redundant splitting due to numerical instability
2018-01-23 13:14:15 +13:00
Thejaswi
84ab74f3a5 Objective function evaluation on GPU with minimal PCIe transfers (#2935)
* Added GPU objective function and no-copy interface.

- xgboost::HostDeviceVector<T> syncs automatically between host and device
- no-copy interfaces have been added
- default implementations just sync the data to host
  and call the implementations with std::vector
- GPU objective function, predictor, histogram updater process data
  directly on GPU
2018-01-12 21:33:39 +13:00
PSEUDOTENSOR / Jonathan McKinney
4d36036fe6 Avoid repeated cuda API call in GPU predictor and only synchronize used GPUs (#2936) 2017-12-09 16:00:42 +13:00
Rory Mitchell
1b77903eeb
Fix several GPU bugs (#2916)
* Fix #2905

* Fix gpu_exact test failures

* Fix bug in GPU prediction where multiple calls to batch prediction can produce incorrect results

* Fix GPU documentation formatting
2017-12-04 08:27:49 +13:00
Rory Mitchell
c51adb49b6
Monotone constraints for gpu_hist (#2904) 2017-11-30 10:26:19 +13:00
Rory Mitchell
c55f14668e
Update gpu_hist algorithm (#2901) 2017-11-27 13:44:24 +13:00
Rory Mitchell
40c6e2f0c8
Improved gpu_hist_experimental algorithm (#2866)
- Implement colsampling, subsampling for gpu_hist_experimental

 - Optimised multi-GPU implementation for gpu_hist_experimental

 - Make nccl optional

 - Add Volta architecture flag

 - Optimise RegLossObj

 - Add timing utilities for debug verbose mode

 - Bump required cuda version to 8.0
2017-11-11 13:58:40 +13:00
Rory Mitchell
d9d5293cdb Add warnings for large labels when using GPU histogram algorithms (#2834) 2017-10-26 17:31:10 +13:00
Rory Mitchell
13e7a2cff0 Various bug fixes (#2825)
* Fatal error if GPU algorithm selected without GPU support compiled

* Resolve type conversion warnings

* Fix gpu unit test failure

* Fix compressed iterator edge case

* Fix python unit test failures due to flake8 update on pip
2017-10-25 14:45:01 +13:00
Rory Mitchell
4cb2f7598b -Add experimental GPU algorithm for lossguided mode (#2755)
-Improved GPU algorithm unit tests
-Removed some thrust code to improve compile times
2017-10-01 00:18:35 +13:00
Rory Mitchell
e6a9063344 Integer gradient summation for GPU histogram algorithm. (#2681) 2017-09-08 15:07:29 +12:00