Commit Graph
78 Commits
Author SHA1 Message Date
Jiaming Yuan e228c1a121 [EM] Make page concatenation optional. (#10826)
This PR introduces a new parameter `extmem_concat_pages` to make the page concatenation optional for GPU hist. In addition, the document is updated for the new GPU-based external memory.
2024-09-24 06:19:28 +08:00
Jiaming Yuan 24241ed6e3 [EM] Compress dense ellpack. (#10821)
This helps reduce the memory copying needed for dense data. In addition, it helps reduce memory usage even if external memory is not used.

- Decouple the number of symbols needed in the compressor with the number of features when the data is dense.
- Remove the fetch call in the `at_end_` iteration.
- Reduce synchronization and kernel launches by using the `uvector` and ctx.
2024-09-20 18:20:56 +08:00
Jiaming Yuan 96bbf80457 [EM] Suport quantile objectives for GPU-based external memory. (#10820)
- Improved error message for memory usage.
- Support quantile-based objectives for GPU external memory.
2024-09-17 13:27:02 +08:00
Jiaming Yuan d94f6679fc [EM] Avoid synchronous calls and unnecessary ATS access. (#10811)
- Pass context into various functions.
- Factor out some CUDA algorithms.
- Use ATS only for update position.
2024-09-10 14:33:14 +08:00
Jiaming Yuan 5f7f31d464 [EM] Refactor ellpack construction. (#10810)
- Remove the calculation of n_symbols in the accessor.
- Pack initialization steps into the parameter list.
- Pass the context into various ctors.
- Specialization for dense data to prepare for further compression.
2024-09-09 14:10:10 +08:00
Jiaming Yuan e1a2c1bbb3 [EM] Merge GPU partitioning with histogram building. (#10766)
- Stop concatenating pages if there's no subsampling.
- Use a single iteration for histogram build and partitioning.
2024-08-31 03:25:37 +08:00
Jiaming Yuan 61dd854a52 [EM] Refactor GPU histogram builder. (#10764)
- Expose the maximum number of cached nodes to be consistent with the CPU implementation. Also easier for testing.
- Extract the subtraction trick for easier testing.
- Split up the `GradientQuantiser` to avoid circular dependency.
2024-08-30 02:39:14 +08:00
Jiaming Yuan 4fe67f10b4 [EM] Have one partitioner for each batch. (#10760)
- Initialize one partitioner for each batch.
- Collect partition size during initialization.
- Support base ridx in the finalization.
2024-08-29 01:35:17 +08:00
Jiaming Yuan bde1265caf [EM] Return a full DMatrix instead of a Ellpack from the GPU sampler. (#10753) 2024-08-28 01:05:11 +08:00
Jiaming Yuan 508ac13243 Check cub errors. (#10721)
- Make sure cuda error returned by cub scan is caught.
- Avoid temporary buffer allocation in thrust device vector.
2024-08-21 02:50:26 +08:00
Jiaming Yuan 8d7fe262d9 [EM] Enable access to the number of batches. (#10691)
- Expose `NumBatches` in `DMatrix`.
- Small cleanup for removing legacy CUDA stream and ~force CUDA context initialization~.
- Purge old external memory data generation code.
2024-08-17 02:59:45 +08:00
Jiaming Yuan 582ea104b5 [EM] Enable prediction cache for GPU. (#10707)
- Use `UpdatePosition` for all nodes and skip `FinalizePosition` when external memory is used.
- Create `encode/decode` for node position, this is just as a refactor.
- Reuse code between update position and finalization.
2024-08-15 21:41:59 +08:00
Jiaming Yuan cc3b56fc37 Cleanup GPU Hist tests. (#10677)
* Cleanup GPU Hist tests.

- Remove GPU Hist gradient sampling test. The same properties are tested in the gradient
  sampler test suite.
- Move basic histogram tests into the histogram test suite.
- Remove the header inclusion of the `updater_gpu_hist.cu` in tests.
2024-08-06 11:50:44 +08:00
Jiaming Yuan a19bbc9be5 Avoid caching allocator for large allocations. (#10582) 2024-07-23 03:48:03 +08:00
Jiaming Yuan 6d9fcb771e Move device histogram storage into histogram.cuh. (#10608) 2024-07-21 14:10:13 +08:00
Jiaming Yuan 292bb677e5 [EM] Support mmap backed ellpack. (#10602)
- Support resource view in ellpack.
- Define the CUDA version of MMAP resource.
- Define the CUDA version of malloc resource.
- Refactor cuda runtime API wrappers, and add memory access related wrappers.
- gather windows macros into a single header.
2024-07-18 08:20:21 +08:00
Jiaming Yuan 5f910cd4ff [EM] Handle base idx in GPU histogram. (#10549) 2024-07-11 03:26:30 +08:00
Jiaming Yuan 620b2b155a Cache GPU histogram kernel configuration. (#10538) 2024-07-04 15:38:59 +08:00
Jiaming Yuan a5a58102e5 Revamp the rabit implementation. (#10112)
This PR replaces the original RABIT implementation with a new one, which has already been partially merged into XGBoost. The new one features:
- Federated learning for both CPU and GPU.
- NCCL.
- More data types.
- A unified interface for all the underlying implementations.
- Improved timeout handling for both tracker and workers.
- Exhausted tests with metrics (fixed a couple of bugs along the way).
- A reusable tracker for Python and JVM packages.
2024-05-20 11:56:23 +08:00
Jiaming YuanandPhilip Hyunsu Cho 230010d9a0 Cleanup set info. (#10139)
- Use the array interface internally.
- Deprecate `XGDMatrixSetDenseInfo`.
- Deprecate `XGDMatrixSetUIntInfo`.
- Move the handling of `DataType` into the deprecated C function.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2024-03-26 23:26:24 +08:00
Jiaming Yuan 53fc17578f Use std::uint64_t for row index. (#10120)
- Use std::uint64_t instead of size_t to avoid implementation-defined type.
- Rename to bst_idx_t, to account for other types of indexing.
- Small cleanup to the base header.
2024-03-15 18:43:49 +08:00
Jiaming Yuan 06bdc15e9b [coll] Pass context to various functions. (#9772)
* [coll] Pass context to various functions.

In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.
2023-11-08 09:54:05 +08:00
Jiaming Yuan 7a02facc9d Serialize expand entry for allgather. (#9702) 2023-10-24 14:33:28 +08:00
Jiaming Yuan 8c676c889d Remove internal use of gpu_id. (#9568) 2023-09-20 23:29:51 +08:00
Rong Ou 9bab06cbca Support column split in gpu hist updater (#9384) 2023-08-31 18:09:35 +08:00
Rong Ou 6103dca0bb Support column split in GPU evaluate splits (#9511) 2023-08-23 16:33:43 +08:00
Rong Ou 7579905e18 Retry switching to per-thread default stream (#9416) 2023-07-26 07:09:12 +08:00
Jiaming Yuan 3a9996173e Revert "Switch to per-thread default stream (#9396)" (#9413)
This reverts commit f7f673b00c.
2023-07-24 12:03:28 -07:00
Rong Ou f7f673b00c Switch to per-thread default stream (#9396) 2023-07-20 08:21:00 +08:00
Jiaming Yuan 54da4b3185 Cleanup to prepare for using mmap pointer in external memory. (#9317)
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
2023-06-22 06:43:11 +08:00
Jiaming Yuan ee6809e642 Use mmap for external memory. (#9282)
- Have basic infrastructure for mmap.
- Release file write handle.
2023-06-19 18:52:55 +08:00
Jiaming Yuan 08ce495b5d Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan 8685556af2 Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +08:00
Jiaming Yuan c6a8754c62 Define CUDA Context. (#8604)
We will transition to non-default and non-blocking CUDA stream.
2022-12-20 15:15:07 +08:00
Jiaming Yuan 3e26107a9c Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
Jiaming Yuan 3ef1703553 Allow using string view to find JSON value. (#8332)
- Allow comparison between string and string view.
- Fix compiler warnings.
2022-10-13 17:10:13 +08:00
Rory Mitchell 210915c985 Use integer gradients in gpu_hist split evaluation (#8274) 2022-10-11 12:16:27 +02:00
Rory Mitchell 8f77677193 Use quantised gradients in gpu_hist histograms (#8246) 2022-09-26 17:35:35 +02:00
Jiaming Yuan bc818316f2 Prepare for improving Windows networking compatibility. (#8234)
* Prepare for improving Windows networking compatibility.

* Include dmlc filesystem indirectly as dmlc/filesystem.h includes windows.h, which
  conflicts with winsock2.h
* Define `NOMINMAX` conditionally.
* Link the winsock library when mysys32 is used.
* Add config file for read the doc.
2022-09-10 15:16:49 +08:00
Jiaming Yuan b5eb36f1af Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00
Rory Mitchell 1be09848a7 Refactor split valuation kernel (#8073) 2022-07-21 15:41:50 +02:00
Jiaming Yuan abaa593aa0 Fix compiler warnings. (#8059)
- Remove unused parameters.
- Avoid comparison of different signedness.
2022-07-14 05:29:56 +08:00
Rory Mitchell 794cbaa60a Fuse split evaluation kernels (#8026) 2022-07-05 10:24:31 +02:00
Rory Mitchell bc4f802b17 Batch UpdatePosition using cudaMemcpy (#7964) 2022-06-30 17:52:40 +02:00
Jiaming Yuan 142a208a90 Fix compiler warnings. (#8022)
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
2022-06-22 21:29:10 +08:00
Jiaming Yuan 9b0eb66b78 Fix GPU driver test. (#8008)
* Initialize the training parameter.
2022-06-20 19:37:31 +08:00
Rory Mitchell 71d3b2e036 Fuse gpu_hist all-reduce calls where possible (#7867) 2022-05-17 13:27:50 +02:00
Rory Mitchell 7ef54e39ec Small refactor to categoricals (#7858) 2022-05-05 17:47:02 +02:00
Jiaming Yuan 317d7be6ee Always use partition based categorical splits. (#7857) 2022-05-03 22:30:32 +08:00
Jiaming Yuan fdf533f2b9 [POC] Experimental support for l1 error. (#7812)
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
2022-04-26 21:41:55 +08:00