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11 Commits
master-roc
...
v2.0.0
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4
.github/workflows/r_tests.yml
vendored
4
.github/workflows/r_tests.yml
vendored
@ -25,7 +25,7 @@ jobs:
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with:
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submodules: 'true'
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- uses: r-lib/actions/setup-r@50d1eae9b8da0bb3f8582c59a5b82225fa2fe7f2 # v2.3.1
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- uses: r-lib/actions/setup-r@11a22a908006c25fe054c4ef0ac0436b1de3edbe # v2.6.4
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with:
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r-version: ${{ matrix.config.r }}
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@ -64,7 +64,7 @@ jobs:
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with:
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submodules: 'true'
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- uses: r-lib/actions/setup-r@50d1eae9b8da0bb3f8582c59a5b82225fa2fe7f2 # v2.3.1
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- uses: r-lib/actions/setup-r@11a22a908006c25fe054c4ef0ac0436b1de3edbe # v2.6.4
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with:
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r-version: ${{ matrix.config.r }}
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@ -32,4 +32,3 @@ formats:
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python:
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install:
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- requirements: doc/requirements.txt
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system_packages: true
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@ -2,7 +2,7 @@ Package: xgboost
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Type: Package
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Title: Extreme Gradient Boosting
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Version: 2.0.0.1
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Date: 2022-10-18
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Date: 2023-09-11
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Authors@R: c(
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person("Tianqi", "Chen", role = c("aut"),
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email = "tianqi.tchen@gmail.com"),
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@ -120,11 +120,25 @@ XGB_DLL SEXP XGDMatrixCreateFromMat_R(SEXP mat, SEXP missing, SEXP n_threads) {
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ctx.nthread = asInteger(n_threads);
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std::int32_t threads = ctx.Threads();
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if (is_int) {
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xgboost::common::ParallelFor(nrow, threads, [&](xgboost::omp_ulong i) {
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for (size_t j = 0; j < ncol; ++j) {
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data[i * ncol + j] = is_int ? static_cast<float>(iin[i + nrow * j]) : din[i + nrow * j];
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auto v = iin[i + nrow * j];
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if (v == NA_INTEGER) {
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data[i * ncol + j] = std::numeric_limits<float>::quiet_NaN();
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} else {
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data[i * ncol + j] = static_cast<float>(v);
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}
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}
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});
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} else {
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xgboost::common::ParallelFor(nrow, threads, [&](xgboost::omp_ulong i) {
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for (size_t j = 0; j < ncol; ++j) {
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data[i * ncol + j] = din[i + nrow * j];
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}
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});
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}
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DMatrixHandle handle;
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CHECK_CALL(XGDMatrixCreateFromMat_omp(BeginPtr(data), nrow, ncol,
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asReal(missing), &handle, threads));
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@ -56,6 +56,42 @@ test_that("xgb.DMatrix: basic construction", {
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expect_equal(raw_fd, raw_dgc)
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})
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test_that("xgb.DMatrix: NA", {
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n_samples <- 3
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x <- cbind(
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x1 = sample(x = 4, size = n_samples, replace = TRUE),
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x2 = sample(x = 4, size = n_samples, replace = TRUE)
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)
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x[1, "x1"] <- NA
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m <- xgb.DMatrix(x)
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xgb.DMatrix.save(m, "int.dmatrix")
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x <- matrix(as.numeric(x), nrow = n_samples, ncol = 2)
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colnames(x) <- c("x1", "x2")
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m <- xgb.DMatrix(x)
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xgb.DMatrix.save(m, "float.dmatrix")
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iconn <- file("int.dmatrix", "rb")
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fconn <- file("float.dmatrix", "rb")
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expect_equal(file.size("int.dmatrix"), file.size("float.dmatrix"))
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bytes <- file.size("int.dmatrix")
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idmatrix <- readBin(iconn, "raw", n = bytes)
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fdmatrix <- readBin(fconn, "raw", n = bytes)
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expect_equal(length(idmatrix), length(fdmatrix))
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expect_equal(idmatrix, fdmatrix)
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close(iconn)
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close(fconn)
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file.remove("int.dmatrix")
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file.remove("float.dmatrix")
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})
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test_that("xgb.DMatrix: saving, loading", {
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# save to a local file
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dtest1 <- xgb.DMatrix(test_data, label = test_label)
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@ -329,7 +329,7 @@ Parameters for Linear Booster (``booster=gblinear``)
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- Choice of algorithm to fit linear model
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- ``shotgun``: Parallel coordinate descent algorithm based on shotgun algorithm. Uses 'hogwild' parallelism and therefore produces a nondeterministic solution on each run.
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- ``coord_descent``: Ordinary coordinate descent algorithm. Also multithreaded but still produces a deterministic solution.
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- ``coord_descent``: Ordinary coordinate descent algorithm. Also multithreaded but still produces a deterministic solution. When the ``device`` parameter is set to ``cuda`` or ``gpu``, a GPU variant would be used.
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* ``feature_selector`` [default= ``cyclic``]
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@ -1,5 +1,5 @@
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/*!
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* Copyright 2020 by Contributors
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/**
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* Copyright 2020-2023, XGBoost Contributors
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* \file global_config.h
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* \brief Global configuration for XGBoost
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* \author Hyunsu Cho
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@ -7,24 +7,22 @@
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#ifndef XGBOOST_GLOBAL_CONFIG_H_
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#define XGBOOST_GLOBAL_CONFIG_H_
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#include <xgboost/parameter.h>
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#include <vector>
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#include <string>
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#include <dmlc/thread_local.h> // for ThreadLocalStore
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#include <xgboost/parameter.h> // for XGBoostParameter
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#include <cstdint> // for int32_t
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namespace xgboost {
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class Json;
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struct GlobalConfiguration : public XGBoostParameter<GlobalConfiguration> {
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int verbosity { 1 };
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bool use_rmm { false };
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std::int32_t verbosity{1};
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bool use_rmm{false};
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DMLC_DECLARE_PARAMETER(GlobalConfiguration) {
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DMLC_DECLARE_FIELD(verbosity)
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.set_range(0, 3)
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.set_default(1) // shows only warning
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.describe("Flag to print out detailed breakdown of runtime.");
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DMLC_DECLARE_FIELD(use_rmm)
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.set_default(false)
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.describe("Whether to use RAPIDS Memory Manager to allocate GPU memory in XGBoost");
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DMLC_DECLARE_FIELD(use_rmm).set_default(false).describe(
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"Whether to use RAPIDS Memory Manager to allocate GPU memory in XGBoost");
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}
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};
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@ -6,7 +6,7 @@
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<groupId>ml.dmlc</groupId>
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<artifactId>xgboost-jvm</artifactId>
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<version>2.0.0-SNAPSHOT</version>
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<version>2.0.0</version>
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<packaging>pom</packaging>
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<name>XGBoost JVM Package</name>
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<description>JVM Package for XGBoost</description>
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@ -6,11 +6,11 @@
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<parent>
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<groupId>ml.dmlc</groupId>
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<artifactId>xgboost-jvm</artifactId>
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<version>2.0.0-SNAPSHOT</version>
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<version>2.0.0</version>
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</parent>
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<name>xgboost4j-example</name>
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<artifactId>xgboost4j-example_${scala.binary.version}</artifactId>
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<version>2.0.0-SNAPSHOT</version>
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<version>2.0.0</version>
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<packaging>jar</packaging>
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<build>
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<plugins>
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@ -6,12 +6,12 @@
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<parent>
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<groupId>ml.dmlc</groupId>
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<artifactId>xgboost-jvm</artifactId>
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||||
<version>2.0.0-SNAPSHOT</version>
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||||
<version>2.0.0</version>
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||||
</parent>
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<name>xgboost4j-flink</name>
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<artifactId>xgboost4j-flink_${scala.binary.version}</artifactId>
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<version>2.0.0-SNAPSHOT</version>
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<version>2.0.0</version>
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<properties>
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<flink-ml.version>2.2.0</flink-ml.version>
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</properties>
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@ -6,11 +6,11 @@
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||||
<parent>
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||||
<groupId>ml.dmlc</groupId>
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||||
<artifactId>xgboost-jvm</artifactId>
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||||
<version>2.0.0-SNAPSHOT</version>
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||||
<version>2.0.0</version>
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||||
</parent>
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<artifactId>xgboost4j-gpu_${scala.binary.version}</artifactId>
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<name>xgboost4j-gpu</name>
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<version>2.0.0-SNAPSHOT</version>
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||||
<version>2.0.0</version>
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||||
<packaging>jar</packaging>
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||||
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<dependencies>
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@ -6,7 +6,7 @@
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||||
<parent>
|
||||
<groupId>ml.dmlc</groupId>
|
||||
<artifactId>xgboost-jvm</artifactId>
|
||||
<version>2.0.0-SNAPSHOT</version>
|
||||
<version>2.0.0</version>
|
||||
</parent>
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<name>xgboost4j-spark-gpu</name>
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<artifactId>xgboost4j-spark-gpu_${scala.binary.version}</artifactId>
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@ -6,7 +6,7 @@
|
||||
<parent>
|
||||
<groupId>ml.dmlc</groupId>
|
||||
<artifactId>xgboost-jvm</artifactId>
|
||||
<version>2.0.0-SNAPSHOT</version>
|
||||
<version>2.0.0</version>
|
||||
</parent>
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||||
<name>xgboost4j-spark</name>
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<artifactId>xgboost4j-spark_${scala.binary.version}</artifactId>
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||||
|
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@ -6,11 +6,11 @@
|
||||
<parent>
|
||||
<groupId>ml.dmlc</groupId>
|
||||
<artifactId>xgboost-jvm</artifactId>
|
||||
<version>2.0.0-SNAPSHOT</version>
|
||||
<version>2.0.0</version>
|
||||
</parent>
|
||||
<name>xgboost4j</name>
|
||||
<artifactId>xgboost4j_${scala.binary.version}</artifactId>
|
||||
<version>2.0.0-SNAPSHOT</version>
|
||||
<version>2.0.0</version>
|
||||
<packaging>jar</packaging>
|
||||
|
||||
<dependencies>
|
||||
|
||||
@ -7,7 +7,7 @@ build-backend = "packager.pep517"
|
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|
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[project]
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name = "xgboost"
|
||||
version = "2.0.0-dev"
|
||||
version = "2.0.0"
|
||||
authors = [
|
||||
{ name = "Hyunsu Cho", email = "chohyu01@cs.washington.edu" },
|
||||
{ name = "Jiaming Yuan", email = "jm.yuan@outlook.com" }
|
||||
|
||||
@ -1 +1 @@
|
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2.0.0-dev
|
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2.0.0
|
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|
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@ -88,6 +88,18 @@ def is_cudf_available() -> bool:
|
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return False
|
||||
|
||||
|
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def is_cupy_available() -> bool:
|
||||
"""Check cupy package available or not"""
|
||||
if importlib.util.find_spec("cupy") is None:
|
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return False
|
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try:
|
||||
import cupy
|
||||
|
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return True
|
||||
except ImportError:
|
||||
return False
|
||||
|
||||
|
||||
try:
|
||||
import scipy.sparse as scipy_sparse
|
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from scipy.sparse import csr_matrix as scipy_csr
|
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|
||||
@ -59,11 +59,12 @@ from scipy.special import expit, softmax # pylint: disable=no-name-in-module
|
||||
|
||||
import xgboost
|
||||
from xgboost import XGBClassifier
|
||||
from xgboost.compat import is_cudf_available
|
||||
from xgboost.compat import is_cudf_available, is_cupy_available
|
||||
from xgboost.core import Booster, _check_distributed_params
|
||||
from xgboost.sklearn import DEFAULT_N_ESTIMATORS, XGBModel, _can_use_qdm
|
||||
from xgboost.training import train as worker_train
|
||||
|
||||
from .._typing import ArrayLike
|
||||
from .data import (
|
||||
_read_csr_matrix_from_unwrapped_spark_vec,
|
||||
alias,
|
||||
@ -241,6 +242,13 @@ class _SparkXGBParams(
|
||||
TypeConverters.toList,
|
||||
)
|
||||
|
||||
def set_device(self, value: str) -> "_SparkXGBParams":
|
||||
"""Set device, optional value: cpu, cuda, gpu"""
|
||||
_check_distributed_params({"device": value})
|
||||
assert value in ("cpu", "cuda", "gpu")
|
||||
self.set(self.device, value)
|
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return self
|
||||
|
||||
@classmethod
|
||||
def _xgb_cls(cls) -> Type[XGBModel]:
|
||||
"""
|
||||
@ -1117,12 +1125,111 @@ class _SparkXGBModel(Model, _SparkXGBParams, MLReadable, MLWritable):
|
||||
)
|
||||
return features_col, feature_col_names
|
||||
|
||||
def _get_pred_contrib_col_name(self) -> Optional[str]:
|
||||
"""Return the pred_contrib_col col name"""
|
||||
pred_contrib_col_name = None
|
||||
if (
|
||||
self.isDefined(self.pred_contrib_col)
|
||||
and self.getOrDefault(self.pred_contrib_col) != ""
|
||||
):
|
||||
pred_contrib_col_name = self.getOrDefault(self.pred_contrib_col)
|
||||
|
||||
return pred_contrib_col_name
|
||||
|
||||
def _out_schema(self) -> Tuple[bool, str]:
|
||||
"""Return the bool to indicate if it's a single prediction, true is single prediction,
|
||||
and the returned type of the user-defined function. The value must
|
||||
be a DDL-formatted type string."""
|
||||
|
||||
if self._get_pred_contrib_col_name() is not None:
|
||||
return False, f"{pred.prediction} double, {pred.pred_contrib} array<double>"
|
||||
|
||||
return True, "double"
|
||||
|
||||
def _get_predict_func(self) -> Callable:
|
||||
"""Return the true prediction function which will be running on the executor side"""
|
||||
|
||||
predict_params = self._gen_predict_params_dict()
|
||||
pred_contrib_col_name = self._get_pred_contrib_col_name()
|
||||
|
||||
def _predict(
|
||||
model: XGBModel, X: ArrayLike, base_margin: Optional[ArrayLike]
|
||||
) -> Union[pd.DataFrame, pd.Series]:
|
||||
data = {}
|
||||
preds = model.predict(
|
||||
X,
|
||||
base_margin=base_margin,
|
||||
validate_features=False,
|
||||
**predict_params,
|
||||
)
|
||||
data[pred.prediction] = pd.Series(preds)
|
||||
|
||||
if pred_contrib_col_name is not None:
|
||||
contribs = pred_contribs(model, X, base_margin)
|
||||
data[pred.pred_contrib] = pd.Series(list(contribs))
|
||||
return pd.DataFrame(data=data)
|
||||
|
||||
return data[pred.prediction]
|
||||
|
||||
return _predict
|
||||
|
||||
def _post_transform(self, dataset: DataFrame, pred_col: Column) -> DataFrame:
|
||||
"""Post process of transform"""
|
||||
prediction_col_name = self.getOrDefault(self.predictionCol)
|
||||
single_pred, _ = self._out_schema()
|
||||
|
||||
if single_pred:
|
||||
if prediction_col_name:
|
||||
dataset = dataset.withColumn(prediction_col_name, pred_col)
|
||||
else:
|
||||
pred_struct_col = "_prediction_struct"
|
||||
dataset = dataset.withColumn(pred_struct_col, pred_col)
|
||||
|
||||
if prediction_col_name:
|
||||
dataset = dataset.withColumn(
|
||||
prediction_col_name, getattr(col(pred_struct_col), pred.prediction)
|
||||
)
|
||||
|
||||
pred_contrib_col_name = self._get_pred_contrib_col_name()
|
||||
if pred_contrib_col_name is not None:
|
||||
dataset = dataset.withColumn(
|
||||
pred_contrib_col_name,
|
||||
array_to_vector(getattr(col(pred_struct_col), pred.pred_contrib)),
|
||||
)
|
||||
|
||||
dataset = dataset.drop(pred_struct_col)
|
||||
return dataset
|
||||
|
||||
def _gpu_transform(self) -> bool:
|
||||
"""If gpu is used to do the prediction, true to gpu prediction"""
|
||||
|
||||
if _is_local(_get_spark_session().sparkContext):
|
||||
# if it's local model, we just use the internal "device"
|
||||
return use_cuda(self.getOrDefault(self.device))
|
||||
|
||||
gpu_per_task = (
|
||||
_get_spark_session()
|
||||
.sparkContext.getConf()
|
||||
.get("spark.task.resource.gpu.amount")
|
||||
)
|
||||
|
||||
# User don't set gpu configurations, just use cpu
|
||||
if gpu_per_task is None:
|
||||
if use_cuda(self.getOrDefault(self.device)):
|
||||
get_logger("XGBoost-PySpark").warning(
|
||||
"Do the prediction on the CPUs since "
|
||||
"no gpu configurations are set"
|
||||
)
|
||||
return False
|
||||
|
||||
# User already sets the gpu configurations, we just use the internal "device".
|
||||
return use_cuda(self.getOrDefault(self.device))
|
||||
|
||||
def _transform(self, dataset: DataFrame) -> DataFrame:
|
||||
# pylint: disable=too-many-statements, too-many-locals
|
||||
# Save xgb_sklearn_model and predict_params to be local variable
|
||||
# to avoid the `self` object to be pickled to remote.
|
||||
xgb_sklearn_model = self._xgb_sklearn_model
|
||||
predict_params = self._gen_predict_params_dict()
|
||||
|
||||
has_base_margin = False
|
||||
if (
|
||||
@ -1137,79 +1244,92 @@ class _SparkXGBModel(Model, _SparkXGBParams, MLReadable, MLWritable):
|
||||
features_col, feature_col_names = self._get_feature_col(dataset)
|
||||
enable_sparse_data_optim = self.getOrDefault(self.enable_sparse_data_optim)
|
||||
|
||||
pred_contrib_col_name = None
|
||||
if (
|
||||
self.isDefined(self.pred_contrib_col)
|
||||
and self.getOrDefault(self.pred_contrib_col) != ""
|
||||
):
|
||||
pred_contrib_col_name = self.getOrDefault(self.pred_contrib_col)
|
||||
predict_func = self._get_predict_func()
|
||||
|
||||
single_pred = True
|
||||
schema = "double"
|
||||
if pred_contrib_col_name:
|
||||
single_pred = False
|
||||
schema = f"{pred.prediction} double, {pred.pred_contrib} array<double>"
|
||||
_, schema = self._out_schema()
|
||||
|
||||
is_local = _is_local(_get_spark_session().sparkContext)
|
||||
run_on_gpu = self._gpu_transform()
|
||||
|
||||
@pandas_udf(schema) # type: ignore
|
||||
def predict_udf(iterator: Iterator[pd.DataFrame]) -> Iterator[pd.Series]:
|
||||
assert xgb_sklearn_model is not None
|
||||
model = xgb_sklearn_model
|
||||
|
||||
from pyspark import TaskContext
|
||||
|
||||
context = TaskContext.get()
|
||||
assert context is not None
|
||||
|
||||
dev_ordinal = -1
|
||||
|
||||
if is_cudf_available():
|
||||
if is_local:
|
||||
if run_on_gpu and is_cupy_available():
|
||||
import cupy as cp # pylint: disable=import-error
|
||||
|
||||
total_gpus = cp.cuda.runtime.getDeviceCount()
|
||||
if total_gpus > 0:
|
||||
partition_id = context.partitionId()
|
||||
# For transform local mode, default the dev_ordinal to
|
||||
# (partition id) % gpus.
|
||||
dev_ordinal = partition_id % total_gpus
|
||||
elif run_on_gpu:
|
||||
dev_ordinal = _get_gpu_id(context)
|
||||
|
||||
if dev_ordinal >= 0:
|
||||
device = "cuda:" + str(dev_ordinal)
|
||||
get_logger("XGBoost-PySpark").info(
|
||||
"Do the inference with device: %s", device
|
||||
)
|
||||
model.set_params(device=device)
|
||||
else:
|
||||
get_logger("XGBoost-PySpark").info("Do the inference on the CPUs")
|
||||
else:
|
||||
msg = (
|
||||
"CUDF is unavailable, fallback the inference on the CPUs"
|
||||
if run_on_gpu
|
||||
else "Do the inference on the CPUs"
|
||||
)
|
||||
get_logger("XGBoost-PySpark").info(msg)
|
||||
|
||||
def to_gpu_if_possible(data: ArrayLike) -> ArrayLike:
|
||||
"""Move the data to gpu if possible"""
|
||||
if dev_ordinal >= 0:
|
||||
import cudf # pylint: disable=import-error
|
||||
import cupy as cp # pylint: disable=import-error
|
||||
|
||||
# We must set the device after import cudf, which will change the device id to 0
|
||||
# See https://github.com/rapidsai/cudf/issues/11386
|
||||
cp.cuda.runtime.setDevice(dev_ordinal) # pylint: disable=I1101
|
||||
df = cudf.DataFrame(data)
|
||||
del data
|
||||
return df
|
||||
return data
|
||||
|
||||
for data in iterator:
|
||||
if enable_sparse_data_optim:
|
||||
X = _read_csr_matrix_from_unwrapped_spark_vec(data)
|
||||
else:
|
||||
if feature_col_names is not None:
|
||||
X = data[feature_col_names]
|
||||
tmp = data[feature_col_names]
|
||||
else:
|
||||
X = stack_series(data[alias.data])
|
||||
tmp = stack_series(data[alias.data])
|
||||
X = to_gpu_if_possible(tmp)
|
||||
|
||||
if has_base_margin:
|
||||
base_margin = data[alias.margin].to_numpy()
|
||||
base_margin = to_gpu_if_possible(data[alias.margin])
|
||||
else:
|
||||
base_margin = None
|
||||
|
||||
data = {}
|
||||
preds = model.predict(
|
||||
X,
|
||||
base_margin=base_margin,
|
||||
validate_features=False,
|
||||
**predict_params,
|
||||
)
|
||||
data[pred.prediction] = pd.Series(preds)
|
||||
|
||||
if pred_contrib_col_name:
|
||||
contribs = pred_contribs(model, X, base_margin)
|
||||
data[pred.pred_contrib] = pd.Series(list(contribs))
|
||||
yield pd.DataFrame(data=data)
|
||||
else:
|
||||
yield data[pred.prediction]
|
||||
yield predict_func(model, X, base_margin)
|
||||
|
||||
if has_base_margin:
|
||||
pred_col = predict_udf(struct(*features_col, base_margin_col))
|
||||
else:
|
||||
pred_col = predict_udf(struct(*features_col))
|
||||
|
||||
prediction_col_name = self.getOrDefault(self.predictionCol)
|
||||
|
||||
if single_pred:
|
||||
dataset = dataset.withColumn(prediction_col_name, pred_col)
|
||||
else:
|
||||
pred_struct_col = "_prediction_struct"
|
||||
dataset = dataset.withColumn(pred_struct_col, pred_col)
|
||||
|
||||
dataset = dataset.withColumn(
|
||||
prediction_col_name, getattr(col(pred_struct_col), pred.prediction)
|
||||
)
|
||||
|
||||
if pred_contrib_col_name:
|
||||
dataset = dataset.withColumn(
|
||||
pred_contrib_col_name,
|
||||
array_to_vector(getattr(col(pred_struct_col), pred.pred_contrib)),
|
||||
)
|
||||
|
||||
dataset = dataset.drop(pred_struct_col)
|
||||
|
||||
return dataset
|
||||
return self._post_transform(dataset, pred_col)
|
||||
|
||||
|
||||
class _ClassificationModel( # pylint: disable=abstract-method
|
||||
@ -1221,22 +1341,21 @@ class _ClassificationModel( # pylint: disable=abstract-method
|
||||
.. Note:: This API is experimental.
|
||||
"""
|
||||
|
||||
def _transform(self, dataset: DataFrame) -> DataFrame:
|
||||
# pylint: disable=too-many-statements, too-many-locals
|
||||
# Save xgb_sklearn_model and predict_params to be local variable
|
||||
# to avoid the `self` object to be pickled to remote.
|
||||
xgb_sklearn_model = self._xgb_sklearn_model
|
||||
predict_params = self._gen_predict_params_dict()
|
||||
|
||||
has_base_margin = False
|
||||
if (
|
||||
self.isDefined(self.base_margin_col)
|
||||
and self.getOrDefault(self.base_margin_col) != ""
|
||||
):
|
||||
has_base_margin = True
|
||||
base_margin_col = col(self.getOrDefault(self.base_margin_col)).alias(
|
||||
alias.margin
|
||||
def _out_schema(self) -> Tuple[bool, str]:
|
||||
schema = (
|
||||
f"{pred.raw_prediction} array<double>, {pred.prediction} double,"
|
||||
f" {pred.probability} array<double>"
|
||||
)
|
||||
if self._get_pred_contrib_col_name() is not None:
|
||||
# We will force setting strict_shape to True when predicting contribs,
|
||||
# So, it will also output 3-D shape result.
|
||||
schema = f"{schema}, {pred.pred_contrib} array<array<double>>"
|
||||
|
||||
return False, schema
|
||||
|
||||
def _get_predict_func(self) -> Callable:
|
||||
predict_params = self._gen_predict_params_dict()
|
||||
pred_contrib_col_name = self._get_pred_contrib_col_name()
|
||||
|
||||
def transform_margin(margins: np.ndarray) -> Tuple[np.ndarray, np.ndarray]:
|
||||
if margins.ndim == 1:
|
||||
@ -1251,45 +1370,9 @@ class _ClassificationModel( # pylint: disable=abstract-method
|
||||
class_probs = softmax(raw_preds, axis=1)
|
||||
return raw_preds, class_probs
|
||||
|
||||
features_col, feature_col_names = self._get_feature_col(dataset)
|
||||
enable_sparse_data_optim = self.getOrDefault(self.enable_sparse_data_optim)
|
||||
|
||||
pred_contrib_col_name = None
|
||||
if (
|
||||
self.isDefined(self.pred_contrib_col)
|
||||
and self.getOrDefault(self.pred_contrib_col) != ""
|
||||
):
|
||||
pred_contrib_col_name = self.getOrDefault(self.pred_contrib_col)
|
||||
|
||||
schema = (
|
||||
f"{pred.raw_prediction} array<double>, {pred.prediction} double,"
|
||||
f" {pred.probability} array<double>"
|
||||
)
|
||||
if pred_contrib_col_name:
|
||||
# We will force setting strict_shape to True when predicting contribs,
|
||||
# So, it will also output 3-D shape result.
|
||||
schema = f"{schema}, {pred.pred_contrib} array<array<double>>"
|
||||
|
||||
@pandas_udf(schema) # type: ignore
|
||||
def predict_udf(
|
||||
iterator: Iterator[Tuple[pd.Series, ...]]
|
||||
) -> Iterator[pd.DataFrame]:
|
||||
assert xgb_sklearn_model is not None
|
||||
model = xgb_sklearn_model
|
||||
for data in iterator:
|
||||
if enable_sparse_data_optim:
|
||||
X = _read_csr_matrix_from_unwrapped_spark_vec(data)
|
||||
else:
|
||||
if feature_col_names is not None:
|
||||
X = data[feature_col_names] # type: ignore
|
||||
else:
|
||||
X = stack_series(data[alias.data])
|
||||
|
||||
if has_base_margin:
|
||||
base_margin = stack_series(data[alias.margin])
|
||||
else:
|
||||
base_margin = None
|
||||
|
||||
def _predict(
|
||||
model: XGBModel, X: ArrayLike, base_margin: Optional[np.ndarray]
|
||||
) -> Union[pd.DataFrame, pd.Series]:
|
||||
margins = model.predict(
|
||||
X,
|
||||
base_margin=base_margin,
|
||||
@ -1308,19 +1391,17 @@ class _ClassificationModel( # pylint: disable=abstract-method
|
||||
pred.probability: pd.Series(list(class_probs)),
|
||||
}
|
||||
|
||||
if pred_contrib_col_name:
|
||||
if pred_contrib_col_name is not None:
|
||||
contribs = pred_contribs(model, X, base_margin, strict_shape=True)
|
||||
result[pred.pred_contrib] = pd.Series(list(contribs.tolist()))
|
||||
|
||||
yield pd.DataFrame(data=result)
|
||||
return pd.DataFrame(data=result)
|
||||
|
||||
if has_base_margin:
|
||||
pred_struct = predict_udf(struct(*features_col, base_margin_col))
|
||||
else:
|
||||
pred_struct = predict_udf(struct(*features_col))
|
||||
return _predict
|
||||
|
||||
def _post_transform(self, dataset: DataFrame, pred_col: Column) -> DataFrame:
|
||||
pred_struct_col = "_prediction_struct"
|
||||
dataset = dataset.withColumn(pred_struct_col, pred_struct)
|
||||
dataset = dataset.withColumn(pred_struct_col, pred_col)
|
||||
|
||||
raw_prediction_col_name = self.getOrDefault(self.rawPredictionCol)
|
||||
if raw_prediction_col_name:
|
||||
@ -1342,7 +1423,8 @@ class _ClassificationModel( # pylint: disable=abstract-method
|
||||
array_to_vector(getattr(col(pred_struct_col), pred.probability)),
|
||||
)
|
||||
|
||||
if pred_contrib_col_name:
|
||||
pred_contrib_col_name = self._get_pred_contrib_col_name()
|
||||
if pred_contrib_col_name is not None:
|
||||
dataset = dataset.withColumn(
|
||||
pred_contrib_col_name,
|
||||
getattr(col(pred_struct_col), pred.pred_contrib),
|
||||
|
||||
@ -10,7 +10,7 @@ from threading import Thread
|
||||
from typing import Any, Callable, Dict, Optional, Set, Type
|
||||
|
||||
import pyspark
|
||||
from pyspark import BarrierTaskContext, SparkContext, SparkFiles
|
||||
from pyspark import BarrierTaskContext, SparkContext, SparkFiles, TaskContext
|
||||
from pyspark.sql.session import SparkSession
|
||||
|
||||
from xgboost import Booster, XGBModel, collective
|
||||
@ -129,7 +129,7 @@ def _is_local(spark_context: SparkContext) -> bool:
|
||||
return spark_context._jsc.sc().isLocal()
|
||||
|
||||
|
||||
def _get_gpu_id(task_context: BarrierTaskContext) -> int:
|
||||
def _get_gpu_id(task_context: TaskContext) -> int:
|
||||
"""Get the gpu id from the task resources"""
|
||||
if task_context is None:
|
||||
# This is a safety check.
|
||||
|
||||
@ -52,7 +52,7 @@ inline XGBOOST_DEVICE bool InvalidCat(float cat) {
|
||||
*
|
||||
* Go to left if it's NOT the matching category, which matches one-hot encoding.
|
||||
*/
|
||||
inline XGBOOST_DEVICE bool Decision(common::Span<uint32_t const> cats, float cat) {
|
||||
inline XGBOOST_DEVICE bool Decision(common::Span<CatBitField::value_type const> cats, float cat) {
|
||||
KCatBitField const s_cats(cats);
|
||||
if (XGBOOST_EXPECT(InvalidCat(cat), false)) {
|
||||
return true;
|
||||
|
||||
@ -3,9 +3,11 @@
|
||||
*/
|
||||
#include "error_msg.h"
|
||||
|
||||
#include <mutex> // for call_once, once_flag
|
||||
#include <sstream> // for stringstream
|
||||
|
||||
#include "../collective/communicator-inl.h" // for GetRank
|
||||
#include "xgboost/context.h" // for Context
|
||||
#include "xgboost/logging.h"
|
||||
|
||||
namespace xgboost::error {
|
||||
@ -26,34 +28,43 @@ void WarnDeprecatedGPUHist() {
|
||||
}
|
||||
|
||||
void WarnManualUpdater() {
|
||||
bool static thread_local logged{false};
|
||||
if (logged) {
|
||||
return;
|
||||
}
|
||||
static std::once_flag flag;
|
||||
std::call_once(flag, [] {
|
||||
LOG(WARNING)
|
||||
<< "You have manually specified the `updater` parameter. The `tree_method` parameter "
|
||||
"will be ignored. Incorrect sequence of updaters will produce undefined "
|
||||
"behavior. For common uses, we recommend using `tree_method` parameter instead.";
|
||||
logged = true;
|
||||
});
|
||||
}
|
||||
|
||||
void WarnDeprecatedGPUId() {
|
||||
static thread_local bool logged{false};
|
||||
if (logged) {
|
||||
return;
|
||||
}
|
||||
static std::once_flag flag;
|
||||
std::call_once(flag, [] {
|
||||
auto msg = DeprecatedFunc("gpu_id", "2.0.0", "device");
|
||||
msg += " E.g. device=cpu/cuda/cuda:0";
|
||||
LOG(WARNING) << msg;
|
||||
logged = true;
|
||||
});
|
||||
}
|
||||
|
||||
void WarnEmptyDataset() {
|
||||
static thread_local bool logged{false};
|
||||
if (logged) {
|
||||
return;
|
||||
}
|
||||
LOG(WARNING) << "Empty dataset at worker: " << collective::GetRank();
|
||||
logged = true;
|
||||
static std::once_flag flag;
|
||||
std::call_once(flag,
|
||||
[] { LOG(WARNING) << "Empty dataset at worker: " << collective::GetRank(); });
|
||||
}
|
||||
|
||||
void MismatchedDevices(Context const* booster, Context const* data) {
|
||||
static std::once_flag flag;
|
||||
std::call_once(flag, [&] {
|
||||
LOG(WARNING)
|
||||
<< "Falling back to prediction using DMatrix due to mismatched devices. This might "
|
||||
"lead to higher memory usage and slower performance. XGBoost is running on: "
|
||||
<< booster->DeviceName() << ", while the input data is on: " << data->DeviceName() << ".\n"
|
||||
<< R"(Potential solutions:
|
||||
- Use a data structure that matches the device ordinal in the booster.
|
||||
- Set the device for booster before call to inplace_predict.
|
||||
|
||||
This warning will only be shown once.
|
||||
)";
|
||||
});
|
||||
}
|
||||
} // namespace xgboost::error
|
||||
|
||||
@ -11,6 +11,7 @@
|
||||
#include <string> // for string
|
||||
|
||||
#include "xgboost/base.h" // for bst_feature_t
|
||||
#include "xgboost/context.h" // for Context
|
||||
#include "xgboost/logging.h"
|
||||
#include "xgboost/string_view.h" // for StringView
|
||||
|
||||
@ -94,5 +95,7 @@ constexpr StringView InvalidCUDAOrdinal() {
|
||||
return "Invalid device. `device` is required to be CUDA and there must be at least one GPU "
|
||||
"available for using GPU.";
|
||||
}
|
||||
|
||||
void MismatchedDevices(Context const* booster, Context const* data);
|
||||
} // namespace xgboost::error
|
||||
#endif // XGBOOST_COMMON_ERROR_MSG_H_
|
||||
|
||||
@ -55,6 +55,7 @@ std::shared_ptr<DMatrix> CreateDMatrixFromProxy(Context const *ctx,
|
||||
}
|
||||
|
||||
CHECK(p_fmat) << "Failed to fallback.";
|
||||
p_fmat->Info() = proxy->Info().Copy();
|
||||
return p_fmat;
|
||||
}
|
||||
} // namespace xgboost::data
|
||||
|
||||
@ -1,5 +1,5 @@
|
||||
/*!
|
||||
* Copyright 2014-2022 by XGBoost Contributors
|
||||
/**
|
||||
* Copyright 2014-2023, XGBoost Contributors
|
||||
* \file gblinear.cc
|
||||
* \brief Implementation of Linear booster, with L1/L2 regularization: Elastic Net
|
||||
* the update rule is parallel coordinate descent (shotgun)
|
||||
@ -26,9 +26,9 @@
|
||||
#include "../common/timer.h"
|
||||
#include "../common/common.h"
|
||||
#include "../common/threading_utils.h"
|
||||
#include "../common/error_msg.h"
|
||||
|
||||
namespace xgboost {
|
||||
namespace gbm {
|
||||
namespace xgboost::gbm {
|
||||
|
||||
DMLC_REGISTRY_FILE_TAG(gblinear);
|
||||
|
||||
@ -83,7 +83,16 @@ class GBLinear : public GradientBooster {
|
||||
}
|
||||
param_.UpdateAllowUnknown(cfg);
|
||||
param_.CheckGPUSupport();
|
||||
if (param_.updater == "gpu_coord_descent") {
|
||||
LOG(WARNING) << error::DeprecatedFunc("gpu_coord_descent", "2.0.0",
|
||||
R"(device="cuda", updater="coord_descent")");
|
||||
}
|
||||
|
||||
if (param_.updater == "coord_descent" && ctx_->IsCUDA()) {
|
||||
updater_.reset(LinearUpdater::Create("gpu_coord_descent", ctx_));
|
||||
} else {
|
||||
updater_.reset(LinearUpdater::Create(param_.updater, ctx_));
|
||||
}
|
||||
updater_->Configure(cfg);
|
||||
monitor_.Init("GBLinear");
|
||||
}
|
||||
@ -354,5 +363,4 @@ XGBOOST_REGISTER_GBM(GBLinear, "gblinear")
|
||||
.set_body([](LearnerModelParam const* booster_config, Context const* ctx) {
|
||||
return new GBLinear(booster_config, ctx);
|
||||
});
|
||||
} // namespace gbm
|
||||
} // namespace xgboost
|
||||
} // namespace xgboost::gbm
|
||||
|
||||
@ -85,25 +85,6 @@ bool UpdatersMatched(std::vector<std::string> updater_seq,
|
||||
return name == up->Name();
|
||||
});
|
||||
}
|
||||
|
||||
void MismatchedDevices(Context const* booster, Context const* data) {
|
||||
bool thread_local static logged{false};
|
||||
if (logged) {
|
||||
return;
|
||||
}
|
||||
LOG(WARNING) << "Falling back to prediction using DMatrix due to mismatched devices. This might "
|
||||
"lead to higher memory usage and slower performance. XGBoost is running on: "
|
||||
<< booster->DeviceName() << ", while the input data is on: " << data->DeviceName()
|
||||
<< ".\n"
|
||||
<< R"(Potential solutions:
|
||||
- Use a data structure that matches the device ordinal in the booster.
|
||||
- Set the device for booster before call to inplace_predict.
|
||||
|
||||
This warning will only be shown once for each thread. Subsequent warnings made by the
|
||||
current thread will be suppressed.
|
||||
)";
|
||||
logged = true;
|
||||
}
|
||||
} // namespace
|
||||
|
||||
void GBTree::Configure(Args const& cfg) {
|
||||
@ -146,14 +127,6 @@ void GBTree::Configure(Args const& cfg) {
|
||||
if (specified_updater_) {
|
||||
error::WarnManualUpdater();
|
||||
}
|
||||
|
||||
if (model_.learner_model_param->IsVectorLeaf()) {
|
||||
CHECK(tparam_.tree_method == TreeMethod::kHist || tparam_.tree_method == TreeMethod::kAuto)
|
||||
<< "Only the hist tree method is supported for building multi-target trees with vector "
|
||||
"leaf.";
|
||||
CHECK(ctx_->IsCPU()) << "GPU is not yet supported for vector leaf.";
|
||||
}
|
||||
|
||||
LOG(DEBUG) << "Using tree method: " << static_cast<int>(tparam_.tree_method);
|
||||
|
||||
if (!specified_updater_) {
|
||||
@ -225,6 +198,13 @@ void GBTree::UpdateTreeLeaf(DMatrix const* p_fmat, HostDeviceVector<float> const
|
||||
|
||||
void GBTree::DoBoost(DMatrix* p_fmat, HostDeviceVector<GradientPair>* in_gpair,
|
||||
PredictionCacheEntry* predt, ObjFunction const* obj) {
|
||||
if (model_.learner_model_param->IsVectorLeaf()) {
|
||||
CHECK(tparam_.tree_method == TreeMethod::kHist || tparam_.tree_method == TreeMethod::kAuto)
|
||||
<< "Only the hist tree method is supported for building multi-target trees with vector "
|
||||
"leaf.";
|
||||
CHECK(ctx_->IsCPU()) << "GPU is not yet supported for vector leaf.";
|
||||
}
|
||||
|
||||
TreesOneIter new_trees;
|
||||
bst_target_t const n_groups = model_.learner_model_param->OutputLength();
|
||||
monitor_.Start("BoostNewTrees");
|
||||
@ -555,7 +535,7 @@ void GBTree::InplacePredict(std::shared_ptr<DMatrix> p_m, float missing,
|
||||
auto [tree_begin, tree_end] = detail::LayerToTree(model_, layer_begin, layer_end);
|
||||
CHECK_LE(tree_end, model_.trees.size()) << "Invalid number of trees.";
|
||||
if (p_m->Ctx()->Device() != this->ctx_->Device()) {
|
||||
MismatchedDevices(this->ctx_, p_m->Ctx());
|
||||
error::MismatchedDevices(this->ctx_, p_m->Ctx());
|
||||
CHECK_EQ(out_preds->version, 0);
|
||||
auto proxy = std::dynamic_pointer_cast<data::DMatrixProxy>(p_m);
|
||||
CHECK(proxy) << error::InplacePredictProxy();
|
||||
@ -808,7 +788,7 @@ class Dart : public GBTree {
|
||||
auto n_groups = model_.learner_model_param->num_output_group;
|
||||
|
||||
if (ctx_->Device() != p_fmat->Ctx()->Device()) {
|
||||
MismatchedDevices(ctx_, p_fmat->Ctx());
|
||||
error::MismatchedDevices(ctx_, p_fmat->Ctx());
|
||||
auto proxy = std::dynamic_pointer_cast<data::DMatrixProxy>(p_fmat);
|
||||
CHECK(proxy) << error::InplacePredictProxy();
|
||||
auto p_fmat = data::CreateDMatrixFromProxy(ctx_, proxy, missing);
|
||||
|
||||
@ -9,8 +9,7 @@
|
||||
#include "coordinate_common.h"
|
||||
#include "xgboost/json.h"
|
||||
|
||||
namespace xgboost {
|
||||
namespace linear {
|
||||
namespace xgboost::linear {
|
||||
|
||||
DMLC_REGISTER_PARAMETER(CoordinateParam);
|
||||
DMLC_REGISTRY_FILE_TAG(updater_coordinate);
|
||||
@ -39,8 +38,9 @@ class CoordinateUpdater : public LinearUpdater {
|
||||
FromJson(config.at("linear_train_param"), &tparam_);
|
||||
FromJson(config.at("coordinate_param"), &cparam_);
|
||||
}
|
||||
void SaveConfig(Json* p_out) const override {
|
||||
auto& out = *p_out;
|
||||
void SaveConfig(Json *p_out) const override {
|
||||
LOG(DEBUG) << "Save config for CPU updater.";
|
||||
auto &out = *p_out;
|
||||
out["linear_train_param"] = ToJson(tparam_);
|
||||
out["coordinate_param"] = ToJson(cparam_);
|
||||
}
|
||||
@ -99,5 +99,4 @@ class CoordinateUpdater : public LinearUpdater {
|
||||
XGBOOST_REGISTER_LINEAR_UPDATER(CoordinateUpdater, "coord_descent")
|
||||
.describe("Update linear model according to coordinate descent algorithm.")
|
||||
.set_body([]() { return new CoordinateUpdater(); });
|
||||
} // namespace linear
|
||||
} // namespace xgboost
|
||||
} // namespace xgboost::linear
|
||||
|
||||
@ -15,8 +15,7 @@
|
||||
#include "../common/timer.h"
|
||||
#include "./param.h"
|
||||
|
||||
namespace xgboost {
|
||||
namespace linear {
|
||||
namespace xgboost::linear {
|
||||
|
||||
DMLC_REGISTRY_FILE_TAG(updater_gpu_coordinate);
|
||||
|
||||
@ -29,7 +28,7 @@ DMLC_REGISTRY_FILE_TAG(updater_gpu_coordinate);
|
||||
class GPUCoordinateUpdater : public LinearUpdater { // NOLINT
|
||||
public:
|
||||
// set training parameter
|
||||
void Configure(Args const& args) override {
|
||||
void Configure(Args const &args) override {
|
||||
tparam_.UpdateAllowUnknown(args);
|
||||
coord_param_.UpdateAllowUnknown(args);
|
||||
selector_.reset(FeatureSelector::Create(tparam_.feature_selector));
|
||||
@ -41,8 +40,9 @@ class GPUCoordinateUpdater : public LinearUpdater { // NOLINT
|
||||
FromJson(config.at("linear_train_param"), &tparam_);
|
||||
FromJson(config.at("coordinate_param"), &coord_param_);
|
||||
}
|
||||
void SaveConfig(Json* p_out) const override {
|
||||
auto& out = *p_out;
|
||||
void SaveConfig(Json *p_out) const override {
|
||||
LOG(DEBUG) << "Save config for GPU updater.";
|
||||
auto &out = *p_out;
|
||||
out["linear_train_param"] = ToJson(tparam_);
|
||||
out["coordinate_param"] = ToJson(coord_param_);
|
||||
}
|
||||
@ -101,10 +101,9 @@ class GPUCoordinateUpdater : public LinearUpdater { // NOLINT
|
||||
monitor_.Stop("LazyInitDevice");
|
||||
|
||||
monitor_.Start("UpdateGpair");
|
||||
auto &in_gpair_host = in_gpair->ConstHostVector();
|
||||
// Update gpair
|
||||
if (ctx_->gpu_id >= 0) {
|
||||
this->UpdateGpair(in_gpair_host);
|
||||
this->UpdateGpair(in_gpair->ConstHostVector());
|
||||
}
|
||||
monitor_.Stop("UpdateGpair");
|
||||
|
||||
@ -249,5 +248,4 @@ XGBOOST_REGISTER_LINEAR_UPDATER(GPUCoordinateUpdater, "gpu_coord_descent")
|
||||
"Update linear model according to coordinate descent algorithm. GPU "
|
||||
"accelerated.")
|
||||
.set_body([]() { return new GPUCoordinateUpdater(); });
|
||||
} // namespace linear
|
||||
} // namespace xgboost
|
||||
} // namespace xgboost::linear
|
||||
|
||||
@ -1,5 +1,5 @@
|
||||
/*!
|
||||
* Copyright 2020-2022 by XGBoost Contributors
|
||||
/**
|
||||
* Copyright 2020-2023, XGBoost Contributors
|
||||
*/
|
||||
#include <algorithm> // std::max
|
||||
#include <vector>
|
||||
@ -11,9 +11,7 @@
|
||||
#include "evaluate_splits.cuh"
|
||||
#include "expand_entry.cuh"
|
||||
|
||||
namespace xgboost {
|
||||
namespace tree {
|
||||
|
||||
namespace xgboost::tree {
|
||||
// With constraints
|
||||
XGBOOST_DEVICE float LossChangeMissing(const GradientPairInt64 &scan,
|
||||
const GradientPairInt64 &missing,
|
||||
@ -315,11 +313,11 @@ __device__ void SetCategoricalSplit(const EvaluateSplitSharedInputs &shared_inpu
|
||||
common::Span<common::CatBitField::value_type> out,
|
||||
DeviceSplitCandidate *p_out_split) {
|
||||
auto &out_split = *p_out_split;
|
||||
out_split.split_cats = common::CatBitField{out};
|
||||
auto out_cats = common::CatBitField{out};
|
||||
|
||||
// Simple case for one hot split
|
||||
if (common::UseOneHot(shared_inputs.FeatureBins(fidx), shared_inputs.param.max_cat_to_onehot)) {
|
||||
out_split.split_cats.Set(common::AsCat(out_split.thresh));
|
||||
out_cats.Set(common::AsCat(out_split.thresh));
|
||||
return;
|
||||
}
|
||||
|
||||
@ -339,7 +337,7 @@ __device__ void SetCategoricalSplit(const EvaluateSplitSharedInputs &shared_inpu
|
||||
assert(partition > 0 && "Invalid partition.");
|
||||
thrust::for_each(thrust::seq, beg, beg + partition, [&](size_t c) {
|
||||
auto cat = shared_inputs.feature_values[c - node_offset];
|
||||
out_split.SetCat(cat);
|
||||
out_cats.Set(common::AsCat(cat));
|
||||
});
|
||||
}
|
||||
|
||||
@ -427,8 +425,7 @@ void GPUHistEvaluator::EvaluateSplits(
|
||||
|
||||
if (split.is_cat) {
|
||||
SetCategoricalSplit(shared_inputs, d_sorted_idx, fidx, i,
|
||||
device_cats_accessor.GetNodeCatStorage(input.nidx),
|
||||
&out_splits[i]);
|
||||
device_cats_accessor.GetNodeCatStorage(input.nidx), &out_splits[i]);
|
||||
}
|
||||
|
||||
float base_weight =
|
||||
@ -460,6 +457,4 @@ GPUExpandEntry GPUHistEvaluator::EvaluateSingleSplit(
|
||||
cudaMemcpyDeviceToHost));
|
||||
return root_entry;
|
||||
}
|
||||
|
||||
} // namespace tree
|
||||
} // namespace xgboost
|
||||
} // namespace xgboost::tree
|
||||
|
||||
@ -37,8 +37,8 @@ struct EvaluateSplitSharedInputs {
|
||||
common::Span<const float> feature_values;
|
||||
common::Span<const float> min_fvalue;
|
||||
bool is_dense;
|
||||
XGBOOST_DEVICE auto Features() const { return feature_segments.size() - 1; }
|
||||
__device__ auto FeatureBins(bst_feature_t fidx) const {
|
||||
[[nodiscard]] XGBOOST_DEVICE auto Features() const { return feature_segments.size() - 1; }
|
||||
[[nodiscard]] __device__ std::uint32_t FeatureBins(bst_feature_t fidx) const {
|
||||
return feature_segments[fidx + 1] - feature_segments[fidx];
|
||||
}
|
||||
};
|
||||
@ -102,7 +102,7 @@ class GPUHistEvaluator {
|
||||
}
|
||||
|
||||
/**
|
||||
* \brief Get device category storage of nidx for internal calculation.
|
||||
* @brief Get device category storage of nidx for internal calculation.
|
||||
*/
|
||||
auto DeviceCatStorage(const std::vector<bst_node_t> &nidx) {
|
||||
if (!has_categoricals_) return CatAccessor{};
|
||||
@ -117,8 +117,8 @@ class GPUHistEvaluator {
|
||||
/**
|
||||
* \brief Get sorted index storage based on the left node of inputs.
|
||||
*/
|
||||
auto SortedIdx(int num_nodes, bst_feature_t total_bins) {
|
||||
if(!need_sort_histogram_) return common::Span<bst_feature_t>();
|
||||
auto SortedIdx(int num_nodes, bst_bin_t total_bins) {
|
||||
if (!need_sort_histogram_) return common::Span<bst_feature_t>{};
|
||||
cat_sorted_idx_.resize(num_nodes * total_bins);
|
||||
return dh::ToSpan(cat_sorted_idx_);
|
||||
}
|
||||
@ -142,12 +142,22 @@ class GPUHistEvaluator {
|
||||
* \brief Get host category storage for nidx. Different from the internal version, this
|
||||
* returns strictly 1 node.
|
||||
*/
|
||||
common::Span<CatST const> GetHostNodeCats(bst_node_t nidx) const {
|
||||
[[nodiscard]] common::Span<CatST const> GetHostNodeCats(bst_node_t nidx) const {
|
||||
copy_stream_.View().Sync();
|
||||
auto cats_out = common::Span<CatST const>{h_split_cats_}.subspan(
|
||||
nidx * node_categorical_storage_size_, node_categorical_storage_size_);
|
||||
return cats_out;
|
||||
}
|
||||
|
||||
[[nodiscard]] auto GetDeviceNodeCats(bst_node_t nidx) {
|
||||
copy_stream_.View().Sync();
|
||||
if (has_categoricals_) {
|
||||
CatAccessor accessor = {dh::ToSpan(split_cats_), node_categorical_storage_size_};
|
||||
return common::KCatBitField{accessor.GetNodeCatStorage(nidx)};
|
||||
} else {
|
||||
return common::KCatBitField{};
|
||||
}
|
||||
}
|
||||
/**
|
||||
* \brief Add a split to the internal tree evaluator.
|
||||
*/
|
||||
|
||||
@ -64,7 +64,6 @@ struct DeviceSplitCandidate {
|
||||
// split.
|
||||
bst_cat_t thresh{-1};
|
||||
|
||||
common::CatBitField split_cats;
|
||||
bool is_cat { false };
|
||||
|
||||
GradientPairInt64 left_sum;
|
||||
@ -72,12 +71,6 @@ struct DeviceSplitCandidate {
|
||||
|
||||
XGBOOST_DEVICE DeviceSplitCandidate() {} // NOLINT
|
||||
|
||||
template <typename T>
|
||||
XGBOOST_DEVICE void SetCat(T c) {
|
||||
this->split_cats.Set(common::AsCat(c));
|
||||
fvalue = std::max(this->fvalue, static_cast<float>(c));
|
||||
}
|
||||
|
||||
XGBOOST_DEVICE void Update(float loss_chg_in, DefaultDirection dir_in, float fvalue_in,
|
||||
int findex_in, GradientPairInt64 left_sum_in,
|
||||
GradientPairInt64 right_sum_in, bool cat,
|
||||
@ -100,7 +93,8 @@ struct DeviceSplitCandidate {
|
||||
*/
|
||||
XGBOOST_DEVICE void UpdateCat(float loss_chg_in, DefaultDirection dir_in, bst_cat_t thresh_in,
|
||||
bst_feature_t findex_in, GradientPairInt64 left_sum_in,
|
||||
GradientPairInt64 right_sum_in, GPUTrainingParam const& param, const GradientQuantiser& quantiser) {
|
||||
GradientPairInt64 right_sum_in, GPUTrainingParam const& param,
|
||||
const GradientQuantiser& quantiser) {
|
||||
if (loss_chg_in > loss_chg &&
|
||||
quantiser.ToFloatingPoint(left_sum_in).GetHess() >= param.min_child_weight &&
|
||||
quantiser.ToFloatingPoint(right_sum_in).GetHess() >= param.min_child_weight) {
|
||||
@ -115,7 +109,7 @@ struct DeviceSplitCandidate {
|
||||
}
|
||||
}
|
||||
|
||||
XGBOOST_DEVICE bool IsValid() const { return loss_chg > 0.0f; }
|
||||
[[nodiscard]] XGBOOST_DEVICE bool IsValid() const { return loss_chg > 0.0f; }
|
||||
|
||||
friend std::ostream& operator<<(std::ostream& os, DeviceSplitCandidate const& c) {
|
||||
os << "loss_chg:" << c.loss_chg << ", "
|
||||
|
||||
@ -7,9 +7,9 @@
|
||||
|
||||
#include <algorithm>
|
||||
#include <cmath>
|
||||
#include <limits>
|
||||
#include <memory>
|
||||
#include <utility>
|
||||
#include <cstddef> // for size_t
|
||||
#include <memory> // for unique_ptr, make_unique
|
||||
#include <utility> // for move
|
||||
#include <vector>
|
||||
|
||||
#include "../collective/communicator-inl.cuh"
|
||||
@ -216,9 +216,9 @@ struct GPUHistMakerDevice {
|
||||
void InitFeatureGroupsOnce() {
|
||||
if (!feature_groups) {
|
||||
CHECK(page);
|
||||
feature_groups.reset(new FeatureGroups(page->Cuts(), page->is_dense,
|
||||
feature_groups = std::make_unique<FeatureGroups>(page->Cuts(), page->is_dense,
|
||||
dh::MaxSharedMemoryOptin(ctx_->gpu_id),
|
||||
sizeof(GradientPairPrecise)));
|
||||
sizeof(GradientPairPrecise));
|
||||
}
|
||||
}
|
||||
|
||||
@ -244,10 +244,10 @@ struct GPUHistMakerDevice {
|
||||
|
||||
this->evaluator_.Reset(page->Cuts(), feature_types, dmat->Info().num_col_, param, ctx_->gpu_id);
|
||||
|
||||
quantiser.reset(new GradientQuantiser(this->gpair));
|
||||
quantiser = std::make_unique<GradientQuantiser>(this->gpair);
|
||||
|
||||
row_partitioner.reset(); // Release the device memory first before reallocating
|
||||
row_partitioner.reset(new RowPartitioner(ctx_->gpu_id, sample.sample_rows));
|
||||
row_partitioner = std::make_unique<RowPartitioner>(ctx_->gpu_id, sample.sample_rows);
|
||||
|
||||
// Init histogram
|
||||
hist.Init(ctx_->gpu_id, page->Cuts().TotalBins());
|
||||
@ -294,7 +294,7 @@ struct GPUHistMakerDevice {
|
||||
dh::TemporaryArray<GPUExpandEntry> entries(2 * candidates.size());
|
||||
// Store the feature set ptrs so they dont go out of scope before the kernel is called
|
||||
std::vector<std::shared_ptr<HostDeviceVector<bst_feature_t>>> feature_sets;
|
||||
for (size_t i = 0; i < candidates.size(); i++) {
|
||||
for (std::size_t i = 0; i < candidates.size(); i++) {
|
||||
auto candidate = candidates.at(i);
|
||||
int left_nidx = tree[candidate.nid].LeftChild();
|
||||
int right_nidx = tree[candidate.nid].RightChild();
|
||||
@ -327,9 +327,8 @@ struct GPUHistMakerDevice {
|
||||
d_node_inputs.data().get(), h_node_inputs.data(),
|
||||
h_node_inputs.size() * sizeof(EvaluateSplitInputs), cudaMemcpyDefault));
|
||||
|
||||
this->evaluator_.EvaluateSplits(nidx, max_active_features,
|
||||
dh::ToSpan(d_node_inputs), shared_inputs,
|
||||
dh::ToSpan(entries));
|
||||
this->evaluator_.EvaluateSplits(nidx, max_active_features, dh::ToSpan(d_node_inputs),
|
||||
shared_inputs, dh::ToSpan(entries));
|
||||
dh::safe_cuda(cudaMemcpyAsync(pinned_candidates_out.data(),
|
||||
entries.data().get(), sizeof(GPUExpandEntry) * entries.size(),
|
||||
cudaMemcpyDeviceToHost));
|
||||
@ -366,23 +365,29 @@ struct GPUHistMakerDevice {
|
||||
struct NodeSplitData {
|
||||
RegTree::Node split_node;
|
||||
FeatureType split_type;
|
||||
common::CatBitField node_cats;
|
||||
common::KCatBitField node_cats;
|
||||
};
|
||||
|
||||
void UpdatePosition(const std::vector<GPUExpandEntry>& candidates, RegTree* p_tree) {
|
||||
if (candidates.empty()) return;
|
||||
std::vector<int> nidx(candidates.size());
|
||||
std::vector<int> left_nidx(candidates.size());
|
||||
std::vector<int> right_nidx(candidates.size());
|
||||
void UpdatePosition(std::vector<GPUExpandEntry> const& candidates, RegTree* p_tree) {
|
||||
if (candidates.empty()) {
|
||||
return;
|
||||
}
|
||||
|
||||
std::vector<bst_node_t> nidx(candidates.size());
|
||||
std::vector<bst_node_t> left_nidx(candidates.size());
|
||||
std::vector<bst_node_t> right_nidx(candidates.size());
|
||||
std::vector<NodeSplitData> split_data(candidates.size());
|
||||
|
||||
for (size_t i = 0; i < candidates.size(); i++) {
|
||||
auto& e = candidates[i];
|
||||
auto const& e = candidates[i];
|
||||
RegTree::Node split_node = (*p_tree)[e.nid];
|
||||
auto split_type = p_tree->NodeSplitType(e.nid);
|
||||
nidx.at(i) = e.nid;
|
||||
left_nidx.at(i) = split_node.LeftChild();
|
||||
right_nidx.at(i) = split_node.RightChild();
|
||||
split_data.at(i) = NodeSplitData{split_node, split_type, e.split.split_cats};
|
||||
split_data.at(i) = NodeSplitData{split_node, split_type, evaluator_.GetDeviceNodeCats(e.nid)};
|
||||
|
||||
CHECK_EQ(split_type == FeatureType::kCategorical, e.split.is_cat);
|
||||
}
|
||||
|
||||
auto d_matrix = page->GetDeviceAccessor(ctx_->gpu_id);
|
||||
@ -390,7 +395,7 @@ struct GPUHistMakerDevice {
|
||||
nidx, left_nidx, right_nidx, split_data,
|
||||
[=] __device__(bst_uint ridx, const NodeSplitData& data) {
|
||||
// given a row index, returns the node id it belongs to
|
||||
bst_float cut_value = d_matrix.GetFvalue(ridx, data.split_node.SplitIndex());
|
||||
float cut_value = d_matrix.GetFvalue(ridx, data.split_node.SplitIndex());
|
||||
// Missing value
|
||||
bool go_left = true;
|
||||
if (isnan(cut_value)) {
|
||||
@ -620,7 +625,6 @@ struct GPUHistMakerDevice {
|
||||
CHECK(common::CheckNAN(candidate.split.fvalue));
|
||||
std::vector<common::CatBitField::value_type> split_cats;
|
||||
|
||||
CHECK_GT(candidate.split.split_cats.Bits().size(), 0);
|
||||
auto h_cats = this->evaluator_.GetHostNodeCats(candidate.nid);
|
||||
auto n_bins_feature = page->Cuts().FeatureBins(candidate.split.findex);
|
||||
split_cats.resize(common::CatBitField::ComputeStorageSize(n_bins_feature), 0);
|
||||
|
||||
42
tests/cpp/gbm/test_gblinear.cu
Normal file
42
tests/cpp/gbm/test_gblinear.cu
Normal file
@ -0,0 +1,42 @@
|
||||
/**
|
||||
* Copyright 2023, XGBoost Contributors
|
||||
*/
|
||||
#include <gtest/gtest.h>
|
||||
#include <xgboost/global_config.h> // for GlobalConfigThreadLocalStore
|
||||
#include <xgboost/json.h> // for Json, Object
|
||||
#include <xgboost/learner.h> // for Learner
|
||||
|
||||
#include <algorithm> // for transform
|
||||
#include <string> // for string
|
||||
#include <utility> // for swap
|
||||
|
||||
#include "../helpers.h" // for RandomDataGenerator
|
||||
|
||||
namespace xgboost {
|
||||
TEST(GBlinear, DispatchUpdater) {
|
||||
auto verbosity = 3;
|
||||
std::swap(GlobalConfigThreadLocalStore::Get()->verbosity, verbosity);
|
||||
|
||||
auto test = [](std::string device) {
|
||||
auto p_fmat = RandomDataGenerator{10, 10, 0.0f}.GenerateDMatrix(true);
|
||||
std::unique_ptr<Learner> learner{Learner::Create({p_fmat})};
|
||||
learner->SetParams(
|
||||
Args{{"booster", "gblinear"}, {"updater", "coord_descent"}, {"device", device}});
|
||||
learner->Configure();
|
||||
for (std::int32_t iter = 0; iter < 3; ++iter) {
|
||||
learner->UpdateOneIter(iter, p_fmat);
|
||||
}
|
||||
Json config{Object{}};
|
||||
::testing::internal::CaptureStderr();
|
||||
learner->SaveConfig(&config);
|
||||
auto str = ::testing::internal::GetCapturedStderr();
|
||||
std::transform(device.cbegin(), device.cend(), device.begin(),
|
||||
[](char c) { return std::toupper(c); });
|
||||
ASSERT_NE(str.find(device), std::string::npos);
|
||||
};
|
||||
test("cpu");
|
||||
test("gpu");
|
||||
|
||||
std::swap(GlobalConfigThreadLocalStore::Get()->verbosity, verbosity);
|
||||
}
|
||||
} // namespace xgboost
|
||||
@ -58,21 +58,6 @@ void TestInplaceFallback(Context const* ctx) {
|
||||
HostDeviceVector<float>* out_predt{nullptr};
|
||||
ConsoleLogger::Configure(Args{{"verbosity", "1"}});
|
||||
std::string output;
|
||||
// test whether the warning is raised
|
||||
#if !defined(_WIN32)
|
||||
// Windows has issue with CUDA and thread local storage. For some reason, on Windows a
|
||||
// cudaInitializationError is raised during destruction of `HostDeviceVector`. This
|
||||
// might be related to https://github.com/dmlc/xgboost/issues/5793
|
||||
::testing::internal::CaptureStderr();
|
||||
std::thread{[&] {
|
||||
// Launch a new thread to ensure a warning is raised as we prevent over-verbose
|
||||
// warning by using thread-local flags.
|
||||
learner->InplacePredict(p_m, PredictionType::kValue, std::numeric_limits<float>::quiet_NaN(),
|
||||
&out_predt, 0, 0);
|
||||
}}.join();
|
||||
output = testing::internal::GetCapturedStderr();
|
||||
ASSERT_NE(output.find("Falling back"), std::string::npos);
|
||||
#endif
|
||||
|
||||
learner->InplacePredict(p_m, PredictionType::kValue, std::numeric_limits<float>::quiet_NaN(),
|
||||
&out_predt, 0, 0);
|
||||
|
||||
@ -191,14 +191,32 @@ class TestGPUPredict:
|
||||
np.testing.assert_allclose(predt_0, predt_3)
|
||||
np.testing.assert_allclose(predt_0, predt_4)
|
||||
|
||||
def run_inplace_base_margin(self, booster, dtrain, X, base_margin):
|
||||
def run_inplace_base_margin(
|
||||
self, device: int, booster: xgb.Booster, dtrain: xgb.DMatrix, X, base_margin
|
||||
) -> None:
|
||||
import cupy as cp
|
||||
|
||||
booster.set_param({"device": f"cuda:{device}"})
|
||||
dtrain.set_info(base_margin=base_margin)
|
||||
from_inplace = booster.inplace_predict(data=X, base_margin=base_margin)
|
||||
from_dmatrix = booster.predict(dtrain)
|
||||
cp.testing.assert_allclose(from_inplace, from_dmatrix)
|
||||
|
||||
booster = booster.copy() # clear prediction cache.
|
||||
booster.set_param({"device": "cpu"})
|
||||
from_inplace = booster.inplace_predict(data=X, base_margin=base_margin)
|
||||
from_dmatrix = booster.predict(dtrain)
|
||||
cp.testing.assert_allclose(from_inplace, from_dmatrix)
|
||||
|
||||
booster = booster.copy() # clear prediction cache.
|
||||
base_margin = cp.asnumpy(base_margin)
|
||||
if hasattr(X, "values"):
|
||||
X = cp.asnumpy(X.values)
|
||||
booster.set_param({"device": f"cuda:{device}"})
|
||||
from_inplace = booster.inplace_predict(data=X, base_margin=base_margin)
|
||||
from_dmatrix = booster.predict(dtrain)
|
||||
cp.testing.assert_allclose(from_inplace, from_dmatrix, rtol=1e-6)
|
||||
|
||||
def run_inplace_predict_cupy(self, device: int) -> None:
|
||||
import cupy as cp
|
||||
|
||||
@ -244,7 +262,7 @@ class TestGPUPredict:
|
||||
run_threaded_predict(X, rows, predict_dense)
|
||||
|
||||
base_margin = cp_rng.randn(rows)
|
||||
self.run_inplace_base_margin(booster, dtrain, X, base_margin)
|
||||
self.run_inplace_base_margin(device, booster, dtrain, X, base_margin)
|
||||
|
||||
# Create a wide dataset
|
||||
X = cp_rng.randn(100, 10000)
|
||||
@ -318,7 +336,7 @@ class TestGPUPredict:
|
||||
run_threaded_predict(X, rows, predict_df)
|
||||
|
||||
base_margin = cudf.Series(rng.randn(rows))
|
||||
self.run_inplace_base_margin(booster, dtrain, X, base_margin)
|
||||
self.run_inplace_base_margin(0, booster, dtrain, X, base_margin)
|
||||
|
||||
@given(
|
||||
strategies.integers(1, 10), tm.make_dataset_strategy(), shap_parameter_strategy
|
||||
|
||||
@ -2,6 +2,7 @@ import json
|
||||
import logging
|
||||
import subprocess
|
||||
|
||||
import numpy as np
|
||||
import pytest
|
||||
import sklearn
|
||||
|
||||
@ -13,7 +14,7 @@ from pyspark.ml.linalg import Vectors
|
||||
from pyspark.ml.tuning import CrossValidator, ParamGridBuilder
|
||||
from pyspark.sql import SparkSession
|
||||
|
||||
from xgboost.spark import SparkXGBClassifier, SparkXGBRegressor
|
||||
from xgboost.spark import SparkXGBClassifier, SparkXGBRegressor, SparkXGBRegressorModel
|
||||
|
||||
gpu_discovery_script_path = "tests/test_distributed/test_gpu_with_spark/discover_gpu.sh"
|
||||
|
||||
@ -242,3 +243,33 @@ def test_sparkxgb_regressor_feature_cols_with_gpu(spark_diabetes_dataset_feature
|
||||
evaluator = RegressionEvaluator(metricName="rmse")
|
||||
rmse = evaluator.evaluate(pred_result_df)
|
||||
assert rmse <= 65.0
|
||||
|
||||
|
||||
def test_gpu_transform(spark_diabetes_dataset) -> None:
|
||||
regressor = SparkXGBRegressor(device="cuda", num_workers=num_workers)
|
||||
train_df, test_df = spark_diabetes_dataset
|
||||
model: SparkXGBRegressorModel = regressor.fit(train_df)
|
||||
|
||||
# The model trained with GPUs, and transform with GPU configurations.
|
||||
assert model._gpu_transform()
|
||||
|
||||
model.set_device("cpu")
|
||||
assert not model._gpu_transform()
|
||||
# without error
|
||||
cpu_rows = model.transform(test_df).select("prediction").collect()
|
||||
|
||||
regressor = SparkXGBRegressor(device="cpu", num_workers=num_workers)
|
||||
model = regressor.fit(train_df)
|
||||
|
||||
# The model trained with CPUs. Even with GPU configurations,
|
||||
# still prefer transforming with CPUs
|
||||
assert not model._gpu_transform()
|
||||
|
||||
# Set gpu transform explicitly.
|
||||
model.set_device("cuda")
|
||||
assert model._gpu_transform()
|
||||
# without error
|
||||
gpu_rows = model.transform(test_df).select("prediction").collect()
|
||||
|
||||
for cpu, gpu in zip(cpu_rows, gpu_rows):
|
||||
np.testing.assert_allclose(cpu.prediction, gpu.prediction, atol=1e-3)
|
||||
|
||||
@ -888,6 +888,34 @@ class TestPySparkLocal:
|
||||
clf = SparkXGBClassifier(device="cuda")
|
||||
clf._validate_params()
|
||||
|
||||
def test_gpu_transform(self, clf_data: ClfData) -> None:
|
||||
"""local mode"""
|
||||
classifier = SparkXGBClassifier(device="cpu")
|
||||
model: SparkXGBClassifierModel = classifier.fit(clf_data.cls_df_train)
|
||||
|
||||
with tempfile.TemporaryDirectory() as tmpdir:
|
||||
path = "file:" + tmpdir
|
||||
model.write().overwrite().save(path)
|
||||
|
||||
# The model trained with CPU, transform defaults to cpu
|
||||
assert not model._gpu_transform()
|
||||
|
||||
# without error
|
||||
model.transform(clf_data.cls_df_test).collect()
|
||||
|
||||
model.set_device("cuda")
|
||||
assert model._gpu_transform()
|
||||
|
||||
model_loaded = SparkXGBClassifierModel.load(path)
|
||||
|
||||
# The model trained with CPU, transform defaults to cpu
|
||||
assert not model_loaded._gpu_transform()
|
||||
# without error
|
||||
model_loaded.transform(clf_data.cls_df_test).collect()
|
||||
|
||||
model_loaded.set_device("cuda")
|
||||
assert model_loaded._gpu_transform()
|
||||
|
||||
|
||||
class XgboostLocalTest(SparkTestCase):
|
||||
def setUp(self):
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user