119 Commits

Author SHA1 Message Date
Jiaming Yuan
d9a47794a5 Fix CPU hist init for sparse dataset. (#4625)
* Fix CPU hist init for sparse dataset.

* Implement sparse histogram cut.
* Allow empty features.

* Fix windows build, don't use sparse in distributed environment.

* Comments.

* Smaller threshold.

* Fix windows omp.

* Fix msvc lambda capture.

* Fix MSVC macro.

* Fix MSVC initialization list.

* Fix MSVC initialization list x2.

* Preserve categorical feature behavior.

* Rename matrix to sparse cuts.
* Reuse UseGroup.
* Check for categorical data when adding cut.

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

* Sanity check.

* Fix comments.

* Fix comment.
2019-07-04 16:27:03 -07:00
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
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
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
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
09bd9e68cf
Use Monitor in quantile hist. (#4273) 2019-03-20 09:26:22 +08:00
Rory Mitchell
00465d243d
Optimisations for gpu_hist. (#4248)
* Optimisations for gpu_hist.

* Use streams to overlap operations.

* ColumnSampler now uses HostDeviceVector to prevent repeatedly copying feature vectors to the device.
2019-03-20 13:30:06 +13:00
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
Nan Zhu
1dac5e2410
more correct way to build node stats in distributed fast hist (#4140)
* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* more changes

* temp

* update

* udpate rabit

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* broadcast subsampled feature correctly

* init col

* temp

* col sampling

* fix histmastrix init

* fix col sampling

* remove cout

* fix out of bound access

* fix core dump

remove core dump file

* update

* add fid

* update

* revert some changes

* temp

* temp

* pass all tests

* bring back some tests

* recover some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* recover column init part

* more recovery

* fix core dumps

* code clean

* revert some changes

* fix test compilation issue

* fix lint issue

* resolve compilation issue

* fix issues of lint caused by rebase

* fix stylistic changes and change variable names

* modularize depth width

* address the comments

* fix failed tests

* wrap perf timers with class

* temp

* pass all lossguide

* pass tests

* add comments

* more changes

* use separate flow for single and tests

* add test for lossguide hist

* remove duplications

* syncing stats for only once

* recover more changes

* recover more changes

* fix root-stats

* simplify code

* remove outdated comments
2019-02-18 13:45:30 -08:00
Nan Zhu
c18a3660fa
Separate Depthwidth and Lossguide growing policy in fast histogram (#4102)
* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* init

* more changes

* temp

* update

* udpate rabit

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* broadcast subsampled feature correctly

* init col

* temp

* col sampling

* fix histmastrix init

* fix col sampling

* remove cout

* fix out of bound access

* fix core dump

remove core dump file

* disbale test temporarily

* update

* add fid

* print perf data

* update

* revert some changes

* temp

* temp

* pass all tests

* bring back some tests

* recover some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* recover column init part

* more recovery

* fix core dumps

* code clean

* revert some changes

* fix test compilation issue

* fix lint issue

* resolve compilation issue

* fix issues of lint caused by rebase

* fix stylistic changes and change variable names

* use regtree internal function

* modularize depth width

* address the comments

* fix failed tests

* wrap perf timers with class

* fix lint

* fix num_leaves count

* fix indention

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.h

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.h

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* merge

* fix compilation
2019-02-13 12:56:19 -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
Nan Zhu
ae3bb9c2d5
Distributed Fast Histogram Algorithm (#4011)
* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* init

* allow hist algo

* more changes

* temp

* update

* remove hist sync

* udpate rabit

* change hist size

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* fix lint issue

* broadcast subsampled feature correctly

* revert some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* update docs
2019-02-05 05:12:53 -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
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
3d81c48d3f
Remove leaf vector, add tree serialisation test, fix Windows tests (#3989) 2018-12-13 10:28:38 +13:00
Jiaming Yuan
19ee0a3579
Refactor fast-hist, add tests for some updaters. (#3836)
Add unittest for prune.

Add unittest for refresh.

Refactor fast_hist.

* Remove fast_hist_param.
* Rename to quantile_hist.

Add unittests for QuantileHist.

* Refactor QuantileHist into .h and .cc file.
* Remove sync.h.
* Remove MGPU_mock test.

Rename fast hist method to quantile hist.
2018-11-07 21:15:07 +13:00