This makes GPU Hist robust in distributed environment as some workers might not
be associated with any data in either training or evaluation.
* Disable rabit mock test for now: See #5012 .
* Disable dask-cudf test at prediction for now: See #5003
* Launch dask job for all workers despite they might not have any data.
* Check 0 rows in elementwise evaluation metrics.
Using AUC and AUC-PR still throws an error. See #4663 for a robust fix.
* Add tests for edge cases.
* Add `LaunchKernel` wrapper handling zero sized grid.
* Move some parts of allreducer into a cu file.
* Don't validate feature names when the booster is empty.
* Sync number of columns in DMatrix.
As num_feature is required to be the same across all workers in data split
mode.
* Filtering in dask interface now by default syncs all booster that's not
empty, instead of using rank 0.
* Fix Jenkins' GPU tests.
* Install dask-cuda from source in Jenkins' test.
Now all tests are actually running.
* Restore GPU Hist tree synchronization test.
* Check UUID of running devices.
The check is only performed on CUDA version >= 10.x, as 9.x doesn't have UUID field.
* Fix CMake policy and project variables.
Use xgboost_SOURCE_DIR uniformly, add policy for CMake >= 3.13.
* Fix copying data to CPU
* Fix race condition in cpu predictor.
* Fix duplicated DMatrix construction.
* Don't download extra nccl in CI script.
* Use `UpdateAllowUnknown' for non-model related parameter.
Model parameter can not pack an additional boolean value due to binary IO
format. This commit deals only with non-model related parameter configuration.
* Add tidy command line arg for use-dmlc-gtest.
* - pairwise ranking objective implementation on gpu
- there are couple of more algorithms (ndcg and map) for which support will be added
as follow-up pr's
- with no label groups defined, get gradient is 90x faster on gpu (120m instance
mortgage dataset)
- it can perform by an order of magnitude faster with ~ 10 groups (and adequate cores
for the cpu implementation)
* Add JSON config to rank obj.
* Apply Configurable to objective functions.
* Apply Model to Learner and Regtree, gbm.
* Add Load/SaveConfig to objs.
* Refactor obj tests to use smart pointer.
* Dummy methods for Save/Load Model.
* Move get transpose into cc.
* Clean up headers in host device vector, remove thrust dependency.
* Move span and host device vector into public.
* Install c++ headers.
* Short notes for c and c++.
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Restrict access to `cfg_` in gbm.
* Verify having correct updaters.
* Remove `grow_global_histmaker`
This updater is the same as `grow_histmaker`. The former is not in our
document so we just remove it.
* Initial support for cudf integration.
* Add two C APIs for consuming data and metainfo.
* Add CopyFrom for SimpleCSRSource as a generic function to consume the data.
* Add FromDeviceColumnar for consuming device data.
* Add new MetaInfo::SetInfo for consuming label, weight etc.
* 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()
* Implement tree model dump with a code generator.
* Split up generators.
* Implement graphviz generator.
* Use pattern matching.
* [Breaking] Return a Source in `to_graphviz` instead of Digraph in Python package.
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* - 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
This is part 1 of refactoring configuration.
* Move tree heuristic configurations.
* Split up declarations and definitions for GBTree.
* Implement UseGPU in gbm.
* - 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
* - 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.
* Use feature interaction constraints to narrow search space for split candidates.
* fix clang-tidy broken at updater_quantile_hist.cc:535:3
* make const
* fix
* try to fix exception thrown in java_test
* fix suspected mistake which cause EvaluateSplit error
* try fix
* Fix bug: feature ID and node ID swapped in argument
* Rename CheckValidation() to CheckFeatureConstraint() for clarity
* Do not create temporary vector validFeatures, to enable parallelism
* 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
* Refactor CMake scripts.
* Remove CMake CUDA wrapper.
* Bump CMake version for CUDA.
* Use CMake to handle Doxygen.
* Split up CMakeList.
* Export install target.
* Use modern CMake.
* Remove build.sh
* Workaround for gpu_hist test.
* Use cmake 3.12.
* Revert machine.conf.
* Move CLI test to gpu.
* Small cleanup.
* Support using XGBoost as submodule.
* Fix windows
* Fix cpp tests on Windows
* Remove duplicated find_package.
