* Implement GK sketching on GPU.
* Strong tests on quantile building.
* Handle sparse dataset by binary searching the column index.
* Hypothesis test on dask.
* Group aware GPU weighted sketching.
* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.
* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
Move this function into gbtree, and uses only updater for doing so. As now the predictor knows exactly how many trees to predict, there's no need for it to update the prediction cache.
* 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
* 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
* optimizations for CPU
* appling comments in review
* add some comments, code refactoring
* fixing issues in CI
* adding runtime checks
* remove 1 extra check
* remove extra checks in BuildHist
* remove checks
* add debug info
* added debug info
* revert changes
* added comments
* Apply suggestions from code review
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* apply review comments
* Remove unused function CreateNewNodes()
* Add descriptive comment on node_idx variable in QuantileHistMaker::Builder::BuildHistsBatch()
* - 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
* 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.
* 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.
* 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>
* 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.
* 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
* 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.
* 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
