* - do not create device vectors for the entire sparse page while computing histograms...
- while creating the compressed histogram indices, the row vector is created for the entire
sparse page batch. this is needless as we only process chunks at a time based on a slice
of the total gpu memory
- this pr will allocate only as much as required to store the ppropriate row indices and the entries
* - do not dereference row_ptrs once the device_vector has been created to elide host copies of those counts
- instead, grab the entry counts directly from the sparsepage
* - training with external memory - part 2 of 2
- when external memory support is enabled, building of histogram indices are
done incrementally for every sparse page
- the entire set of input data is divided across multiple gpu's and the relative
row positions within each device is tracked when building the compressed histogram buffer
- this was tested using a mortgage dataset containing ~ 670m rows before 4xt4's could be
saturated
* 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.
* 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
* Fix Histogram allocation.
nidx_map is cleared after `Reset`, but histogram data size isn't changed hence
histogram recycling is used in later iterations. After a reset(building new
tree), newly allocated node will start from 0, while recycling always choose
the node with smallest index, which happens to be our newly allocated node 0.
* Optimisations for gpu_hist.
* Use streams to overlap operations.
* ColumnSampler now uses HostDeviceVector to prevent repeatedly copying feature vectors to the device.
* 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.
* 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
* 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.
* 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.
- Improved GPU performance logging
- Only use one execute shards function
- Revert performance regression on multi-GPU
- Use threads to launch NCCL AllReduce
* Make C++ unit tests run and pass on Windows
* Fix logic for external memory. The letter ':' is part of drive letter,
so remove the drive letter before splitting on ':'.
* Cosmetic syntax changes to keep MSVC happy.
* Fix lint
* Add Windows guard
* 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.
* DMatrix refactor 2
* Remove buffered rowset usage where possible
* Transition to c++11 style iterators for row access
* Transition column iterators to C++ 11
* Add multi-GPU unit test environment
* Better assertion message
* Temporarily disable failing test
* Distinguish between multi-GPU and single-GPU CPP tests
* Consolidate Python tests. Use attributes to distinguish multi-GPU Python tests from single-CPU counterparts
* 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
* 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.
* 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
- 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
* 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
