995 Commits

Author SHA1 Message Date
Philip Hyunsu Cho
96bf91725b
Support ndcg- and map- (#4635) 2019-07-03 22:51:48 -07:00
Jiaming Yuan
45876bf41b
Fix external memory for get column batches. (#4622)
* Fix external memory for get column batches.

This fixes two bugs:

* Use PushCSC for get column batches.
* Don't remove the created temporary directory before finishing test.

* Check all pages.
2019-06-30 09:56:49 +08:00
Rong Ou
63ec95623d fix gpu predictor when dmatrix is mismatched with model (#4613) 2019-06-28 11:03:02 +12:00
Egor Smirnov
4d6590be3c Optimize ‘hist’ for multi-core CPU (#4529)
* 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()
2019-06-27 11:33:49 -07:00
Jiaming Yuan
8bdf15120a
Implement tree model dump with code generator. (#4602)
* 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>
2019-06-26 15:20:44 +08:00
Jiaming Yuan
fdf27a5b82
Fix race condition in interaction constraint. (#4587)
* Split up the kernel to sync write.

* QueryNode is no-longer used in Query, but kept for testing.
2019-06-21 02:47:48 +08:00
Rory Mitchell
221e163185
Refactor out row partitioning logic from gpu_hist, introduce caching device vectors (#4554) 2019-06-20 18:24:09 +12:00
Jiaming Yuan
ae05948e32
Feature interaction for GPU Hist. (#4534)
* GPU hist Interaction Constraints.
* Duplicate related parameters.
* Add tests for CPU interaction constraint.
* Add better error reporting.
* Thorough tests.
2019-06-19 18:11:02 +08:00
Rong Ou
e94f85f0e4 Deprecate single node multi-gpu mode (#4579)
* deprecate multi-gpu training

* add single node

* add warning
2019-06-19 15:51:38 +12:00
sriramch
6757654337 Optimizations for quantisation on device (#4572)
* - 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
2019-06-19 10:50:25 +12:00
sriramch
90f683b25b Set the appropriate device before freeing device memory... (#4566)
* - set the appropriate device before freeing device memory...
   - pr #4532 added a global memory tracker/logger to keep track of number of (de)allocations
     and peak memory usage on a per device basis.
   - this pr adds the appropriate check to make sure that the (de)allocation counts and memory usages
     makes sense for the device. since verbosity is typically increased on debug/non-retail builds.  
* - pre-create cub allocators and reuse them
   - create them once and not resize them dynamically. we need to ensure that these allocators
     are created and destroyed exactly once so that the appropriate device id's are set
2019-06-18 14:58:05 +12:00
sriramch
a22368d210 Choose the appropriate tree method *only* when the tree method is auto (#4571)
* Remove redundant checks.
2019-06-17 18:16:45 +08:00
Jiaming Yuan
66f9951d70
Mark SparsePageDmatrix destructor default. (#4568) 2019-06-15 11:21:50 +08:00
Jiaming Yuan
c5719cc457
Offload some configurations into GBM. (#4553)
This is part 1 of refactoring configuration.

* Move tree heuristic configurations.
* Split up declarations and definitions for GBTree.
* Implement UseGPU in gbm.
2019-06-14 09:18:51 +08:00
sriramch
a2042b685a - training with external memory - part 2 of 2 (#4526)
* - 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
2019-06-12 09:52:56 +12:00
Jiaming Yuan
2f1319f273
Add rmsle metric and reg:squaredlogerror objective (#4541) 2019-06-11 05:48:27 +08:00
Rory Mitchell
9683fd433e
Overload device memory allocation (#4532)
* Group source files, include headers in source files

* Overload device memory allocation
2019-06-10 11:35:13 +12:00
Jiaming Yuan
da21ac0cc2
Fix tweedie metric string. (#4543) 2019-06-09 09:52:29 +08:00
Philip Hyunsu Cho
3f2fe25a32 Fix C++11 config parser (#4521)
* Fix C++11 config parser
* Use raw strings to improve readability of regex
* Fix compilation for GCC 5.x

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2019-06-03 22:18:16 +08:00
Rory Mitchell
23a10c8339
Refactor histogram building code for gpu_hist (#4528) 2019-06-03 09:50:10 +12:00
Rory Mitchell
399fabed49
Deprecate gpu_exact, bump required cuda version in docs (#4527) 2019-06-03 09:49:05 +12:00
Philip Hyunsu Cho
ea44417754
Enforce exclusion between pred_interactions=True and pred_interactions=True (#4522) 2019-05-31 12:29:23 -07:00
Rory Mitchell
fbbae3386a
Smarter choice of histogram construction for distributed gpu_hist (#4519)
* Smarter choice of histogram construction for distributed gpu_hist

* Limit omp team size in ExecuteShards
2019-05-31 14:11:34 +12:00
fuhaoda
dd60fc23e6 Simplify INI-style config reader using C++11 STL (#4478)
* simplify the config.h file

* revise config.h

* revised config.h

* revise format

* revise format issues

* revise whitespace issues

* revise whitespace namespace format issues

* revise namespace format issues

* format issues

* format issues

* format issues

* format issues

* Revert submodule changes

* minor change

* Update src/common/config.h

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* address format issue from trivialfis

* Use correct cub submodule
2019-05-30 11:57:56 -07:00
Jiaming Yuan
b48f895027
Fix prediction from loaded pickle. (#4516) 2019-05-30 15:05:09 +08:00
sriramch
fed665ae8a - training with external memory part 1 of 2 (#4486)
* - 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
2019-05-30 08:18:34 +12:00
sriramch
6e16900711 Fix crash with approx tree method on cpu (#4510) 2019-05-30 01:11:29 +08:00
Jiaming Yuan
c589eff941
De-duplicate GPU parameters. (#4454)
* 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.
2019-05-29 11:55:57 +08:00
sriramch
a3fedbeaa8 - fix issues with training with external memory on cpu (#4487)
* - fix issues with training with external memory on cpu
   - use the batch size to determine the correct number of rows in a batch
   - use the right number of threads in omp parallalization if the batch size
     is less than the default omp max threads (applicable for the last batch)

* - handle scenarios where last batch size is < available number of threads
- augment tests such that we can test all scenarios (batch size <, >, = number of threads)
2019-05-29 12:31:30 +12:00
Jiaming Yuan
55e645c5f5
Revert hist init optimization. (#4502) 2019-05-26 08:57:41 +08:00
Bryan Woods
278562db13 Add support for cross-validation using query ID (#4474)
* adding support for matrix slicing with query ID for cross-validation

* hail mary test of unrar installation for windows tests

* trying to modify tests to run in Github CI

* Remove dependency on wget and unrar

* Save error log from R test

* Relax assertion in test_training

* Use int instead of bool in C function interface

* Revise R interface

* Add XGDMatrixSliceDMatrixEx and keep old XGDMatrixSliceDMatrix for API compatibility
2019-05-23 10:45:02 -07:00
Rong Ou
a9ec2dd295 only copy the model once when predicting multiple batches (#4457) 2019-05-15 11:04:22 +12:00
Rong Ou
df2cdaca50 add cuda 10.1 support (#4468) 2019-05-14 18:30:58 +00:00
Philip Hyunsu Cho
c6f2a7e186
[CI] Add Windows GPU to Jenkins CI pipeline (#4463)
* Fix #4462: Use /MT flag consistently for MSVC target

* First attempt at Windows CI

* Distinguish stages in Linux and Windows pipelines

* Try running CMake in Windows pipeline

* Add build step
2019-05-14 04:45:06 +00:00
Rong Ou
be0f346ec9 mgpu predictor using explicit offsets (#4438)
* mgpu prediction using explicit sharding
2019-05-11 09:35:06 +12:00
Jiaming Yuan
5de7e12704
Change obj name to reg:squarederror in learner. (#4427)
* Change memory dump size in R test.
2019-05-06 21:35:35 +08:00
Xin Yin
8d1098a983 In AUC and AUCPR metrics, detect whether weights are per-instance or per-group (#4216)
* In AUC and AUCPR metrics, detect whether weights are per-instance or per-group

* Fix C++ style check

* Add a test for weighted AUC
2019-05-04 00:53:04 -07:00
Philip Hyunsu Cho
9252b686ae
Make AUCPR work with multiple query groups (#4436)
* Make AUCPR work with multiple query groups

* Check AUCPR <= 1.0 in distributed setting
2019-05-03 10:34:44 -07:00
ras44
2be85fc62a max_digits10 guarantees float decimal roundtrip (#4435)
2 additional digits are not needed to guarantee that casting the decimal representation will result in the same float, see https://github.com/dmlc/xgboost/issues/3980#issuecomment-458702440
2019-05-02 20:01:26 -07:00
Rong Ou
feb6ae3e18 Initial support for external memory in gpu_predictor (#4284) 2019-05-03 13:01:27 +12:00
Philip Hyunsu Cho
bfddc2c42c Make CMakeLists.txt compatible with CMake 3.3 (#4420)
* Make CMakeLists.txt compatible with CMake 3.3; require CMake 3.11 for MSVC

* Use CMake 3.12 when sanitizer is enabled

* Disable funroll-loops for MSVC

* Use cmake version in container name

* Add missing arg

* Fix egrep use in ci_build.sh

* Display CMake version

* Do not set OpenMP_CXX_LIBRARIES for MSVC

* Use cmake_minimum_required()
2019-05-02 11:49:32 +08:00
Philip Hyunsu Cho
17df5fd296
Simplify bound checking in feature interaction constraints (#4428) 2019-05-01 16:59:53 -07:00
Xu Xiao
4c74336384 Use feature interaction constraints to narrow search space for split candidates (#4341)
* 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
2019-04-30 20:59:58 -07:00
Philip Hyunsu Cho
ba98e0cdf2
Add additional Python tests to test training under constraints (#4426) 2019-04-30 18:23:39 -07:00
Rong Ou
eaab364a63 More explict sharding methods for device memory (#4396)
* Rename the Reshard method to Shard

* Add a new Reshard method for sharding a vector that's already sharded
2019-05-01 11:47:22 +12:00
Rory Mitchell
5e582b0fa7
Combine thread launches into single launch per tree for gpu_hist (#4343)
* 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
2019-04-29 09:58:34 +12:00
Egor Smirnov
711397d645 Optimizations of pre-processing for 'hist' tree method (#4310)
* oprimizations for pre-processing

* code cleaning

* code cleaning

* code cleaning after review

* Apply suggestions from code review

Co-Authored-By: SmirnovEgorRu <egor.smirnov@intel.com>
2019-04-16 17:36:19 -07:00
Jiaming Yuan
207f058711 Refactor CMake scripts. (#4323)
* 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.
2019-04-15 10:08:12 -07:00
Jiaming Yuan
84d992babc
GPU multiclass metrics (#4368)
* Port multi classes metrics to CUDA.
2019-04-15 17:47:47 +08:00
Jiaming Yuan
5c2575535f
Fix Histogram allocation. (#4347)
* 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.
2019-04-10 19:21:26 +08:00