/*! * Copyright 2017-2018 XGBoost contributors */ #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include "../common/common.h" #include "../common/compressed_iterator.h" #include "../common/device_helpers.cuh" #include "../common/hist_util.h" #include "../common/host_device_vector.h" #include "../common/timer.h" #include "../common/span.h" #include "param.h" #include "updater_gpu_common.cuh" namespace xgboost { namespace tree { DMLC_REGISTRY_FILE_TAG(updater_gpu_hist); // training parameters specific to this algorithm struct GPUHistMakerTrainParam : public dmlc::Parameter { bool single_precision_histogram; // number of rows in a single GPU batch int gpu_batch_nrows; // declare parameters DMLC_DECLARE_PARAMETER(GPUHistMakerTrainParam) { DMLC_DECLARE_FIELD(single_precision_histogram).set_default(false).describe( "Use single precision to build histograms."); DMLC_DECLARE_FIELD(gpu_batch_nrows) .set_lower_bound(-1) .set_default(0) .describe("Number of rows in a GPU batch, used for finding quantiles on GPU; " "-1 to use all rows assignted to a GPU, and 0 to auto-deduce"); } }; DMLC_REGISTER_PARAMETER(GPUHistMakerTrainParam); // With constraints template XGBOOST_DEVICE float inline LossChangeMissing( const GradientPairT& scan, const GradientPairT& missing, const GradientPairT& parent_sum, const float& parent_gain, const GPUTrainingParam& param, int constraint, const ValueConstraint& value_constraint, bool& missing_left_out) { // NOLINT float missing_left_gain = value_constraint.CalcSplitGain( param, constraint, GradStats(scan + missing), GradStats(parent_sum - (scan + missing))); float missing_right_gain = value_constraint.CalcSplitGain( param, constraint, GradStats(scan), GradStats(parent_sum - scan)); if (missing_left_gain >= missing_right_gain) { missing_left_out = true; return missing_left_gain - parent_gain; } else { missing_left_out = false; return missing_right_gain - parent_gain; } } /*! * \brief * * \tparam ReduceT BlockReduce Type. * \tparam TempStorage Cub Shared memory * * \param begin * \param end * \param temp_storage Shared memory for intermediate result. */ template __device__ GradientSumT ReduceFeature(common::Span feature_histogram, TempStorageT* temp_storage) { __shared__ cub::Uninitialized uninitialized_sum; GradientSumT& shared_sum = uninitialized_sum.Alias(); GradientSumT local_sum = GradientSumT(); // For loop sums features into one block size auto begin = feature_histogram.data(); auto end = begin + feature_histogram.size(); for (auto itr = begin; itr < end; itr += BLOCK_THREADS) { bool thread_active = itr + threadIdx.x < end; // Scan histogram GradientSumT bin = thread_active ? *(itr + threadIdx.x) : GradientSumT(); local_sum += bin; } local_sum = ReduceT(temp_storage->sum_reduce).Reduce(local_sum, cub::Sum()); // Reduction result is stored in thread 0. if (threadIdx.x == 0) { shared_sum = local_sum; } __syncthreads(); return shared_sum; } /*! \brief Find the thread with best gain. */ template __device__ void EvaluateFeature( int fidx, common::Span node_histogram, common::Span feature_segments, // cut.row_ptr float min_fvalue, // cut.min_value common::Span gidx_fvalue_map, // cut.cut DeviceSplitCandidate* best_split, // shared memory storing best split const DeviceNodeStats& node, const GPUTrainingParam& param, TempStorageT* temp_storage, // temp memory for cub operations int constraint, // monotonic_constraints const ValueConstraint& value_constraint) { // Use pointer from cut to indicate begin and end of bins for each feature. uint32_t gidx_begin = feature_segments[fidx]; // begining bin uint32_t gidx_end = feature_segments[fidx + 1]; // end bin for i^th feature // Sum histogram bins for current feature GradientSumT const feature_sum = ReduceFeature( node_histogram.subspan(gidx_begin, gidx_end - gidx_begin), temp_storage); GradientSumT const parent_sum = GradientSumT(node.sum_gradients); GradientSumT const missing = parent_sum - feature_sum; float const null_gain = -std::numeric_limits::infinity(); SumCallbackOp prefix_op = SumCallbackOp(); for (int scan_begin = gidx_begin; scan_begin < gidx_end; scan_begin += BLOCK_THREADS) { bool thread_active = (scan_begin + threadIdx.x) < gidx_end; // Gradient value for current bin. GradientSumT bin = thread_active ? node_histogram[scan_begin + threadIdx.x] : GradientSumT(); scan_t(temp_storage->scan).ExclusiveScan(bin, bin, cub::Sum(), prefix_op); // Whether the gradient of missing values is put to the left side. bool missing_left = true; float gain = null_gain; if (thread_active) { gain = LossChangeMissing(bin, missing, parent_sum, node.root_gain, param, constraint, value_constraint, missing_left); } __syncthreads(); // Find thread with best gain cub::KeyValuePair tuple(threadIdx.x, gain); cub::KeyValuePair best = MaxReduceT(temp_storage->max_reduce).Reduce(tuple, cub::ArgMax()); __shared__ cub::KeyValuePair block_max; if (threadIdx.x == 0) { block_max = best; } __syncthreads(); // Best thread updates split if (threadIdx.x == block_max.key) { int gidx = scan_begin + threadIdx.x; float fvalue = gidx == gidx_begin ? min_fvalue : gidx_fvalue_map[gidx - 1]; GradientSumT left = missing_left ? bin + missing : bin; GradientSumT right = parent_sum - left; best_split->Update(gain, missing_left ? kLeftDir : kRightDir, fvalue, fidx, GradientPair(left), GradientPair(right), param); } __syncthreads(); } } template __global__ void EvaluateSplitKernel( common::Span node_histogram, // histogram for gradients common::Span feature_set, // Selected features DeviceNodeStats node, common::Span d_feature_segments, // row_ptr form HistCutMatrix common::Span d_fidx_min_map, // min_value common::Span d_gidx_fvalue_map, // cut GPUTrainingParam gpu_param, common::Span split_candidates, // resulting split ValueConstraint value_constraint, common::Span d_monotonic_constraints) { // KeyValuePair here used as threadIdx.x -> gain_value typedef cub::KeyValuePair ArgMaxT; typedef cub::BlockScan< GradientSumT, BLOCK_THREADS, cub::BLOCK_SCAN_WARP_SCANS> BlockScanT; typedef cub::BlockReduce MaxReduceT; typedef cub::BlockReduce SumReduceT; union TempStorage { typename BlockScanT::TempStorage scan; typename MaxReduceT::TempStorage max_reduce; typename SumReduceT::TempStorage sum_reduce; }; // Aligned && shared storage for best_split __shared__ cub::Uninitialized uninitialized_split; DeviceSplitCandidate& best_split = uninitialized_split.Alias(); __shared__ TempStorage temp_storage; if (threadIdx.x == 0) { best_split = DeviceSplitCandidate(); } __syncthreads(); // One block for each feature. Features are sampled, so fidx != blockIdx.x int fidx = feature_set[blockIdx.x]; int constraint = d_monotonic_constraints[fidx]; EvaluateFeature( fidx, node_histogram, d_feature_segments, d_fidx_min_map[fidx], d_gidx_fvalue_map, &best_split, node, gpu_param, &temp_storage, constraint, value_constraint); __syncthreads(); if (threadIdx.x == 0) { // Record best loss for each feature split_candidates[blockIdx.x] = best_split; } } // Find a gidx value for a given feature otherwise return -1 if not found template __device__ int BinarySearchRow(bst_uint begin, bst_uint end, GidxIterT data, int const fidx_begin, int const fidx_end) { bst_uint previous_middle = UINT32_MAX; while (end != begin) { auto middle = begin + (end - begin) / 2; if (middle == previous_middle) { break; } previous_middle = middle; auto gidx = data[middle]; if (gidx >= fidx_begin && gidx < fidx_end) { return gidx; } else if (gidx < fidx_begin) { begin = middle; } else { end = middle; } } // Value is missing return -1; } /** * \struct DeviceHistogram * * \summary Data storage for node histograms on device. Automatically expands. * * \author Rory * \date 28/07/2018 */ template struct DeviceHistogram { /*! \brief Map nidx to starting index of its histogram. */ std::map nidx_map; thrust::device_vector data; const size_t kStopGrowingSize = 1 << 26; // Do not grow beyond this size int n_bins; int device_id_; void Init(int device_id, int n_bins) { this->n_bins = n_bins; this->device_id_ = device_id; } void Reset() { dh::safe_cuda(cudaSetDevice(device_id_)); data.resize(0); nidx_map.clear(); } bool HistogramExists(int nidx) { return nidx_map.find(nidx) != nidx_map.end(); } void AllocateHistogram(int nidx) { if (HistogramExists(nidx)) return; if (data.size() > kStopGrowingSize) { // Recycle histogram memory std::pair old_entry = *nidx_map.begin(); nidx_map.erase(old_entry.first); dh::safe_cuda(cudaMemset(data.data().get() + old_entry.second, 0, n_bins * sizeof(GradientSumT))); nidx_map[nidx] = old_entry.second; } else { // Append new node histogram nidx_map[nidx] = data.size(); dh::safe_cuda(cudaSetDevice(device_id_)); // x 2: Hess and Grad. data.resize(data.size() + (n_bins * 2)); } } /** * \summary Return pointer to histogram memory for a given node. * \param nidx Tree node index. * \return hist pointer. */ common::Span GetNodeHistogram(int nidx) { CHECK(this->HistogramExists(nidx)); auto ptr = data.data().get() + nidx_map[nidx]; return common::Span( reinterpret_cast(ptr), n_bins); } }; struct CalcWeightTrainParam { float min_child_weight; float reg_alpha; float reg_lambda; float max_delta_step; float learning_rate; XGBOOST_DEVICE explicit CalcWeightTrainParam(const TrainParam& p) : min_child_weight(p.min_child_weight), reg_alpha(p.reg_alpha), reg_lambda(p.reg_lambda), max_delta_step(p.max_delta_step), learning_rate(p.learning_rate) {} }; // Bin each input data entry, store the bin indices in compressed form. __global__ void compress_bin_ellpack_k( common::CompressedBufferWriter wr, common::CompressedByteT* __restrict__ buffer, // gidx_buffer const size_t* __restrict__ row_ptrs, // row offset of input data const Entry* __restrict__ entries, // One batch of input data const float* __restrict__ cuts, // HistCutMatrix::cut const uint32_t* __restrict__ cut_rows, // HistCutMatrix::row_ptrs size_t base_row, // batch_row_begin size_t n_rows, // row_ptr_begin: row_offset[base_row], the start position of base_row size_t row_ptr_begin, size_t row_stride, unsigned int null_gidx_value) { size_t irow = threadIdx.x + blockIdx.x * blockDim.x; int ifeature = threadIdx.y + blockIdx.y * blockDim.y; if (irow >= n_rows || ifeature >= row_stride) return; int row_length = static_cast(row_ptrs[irow + 1] - row_ptrs[irow]); unsigned int bin = null_gidx_value; if (ifeature < row_length) { Entry entry = entries[row_ptrs[irow] - row_ptr_begin + ifeature]; int feature = entry.index; float fvalue = entry.fvalue; // {feature_cuts, ncuts} forms the array of cuts of `feature'. const float *feature_cuts = &cuts[cut_rows[feature]]; int ncuts = cut_rows[feature + 1] - cut_rows[feature]; // Assigning the bin in current entry. // S.t.: fvalue < feature_cuts[bin] bin = dh::UpperBound(feature_cuts, ncuts, fvalue); if (bin >= ncuts) bin = ncuts - 1; // Add the number of bins in previous features. bin += cut_rows[feature]; } // Write to gidx buffer. wr.AtomicWriteSymbol(buffer, bin, (irow + base_row) * row_stride + ifeature); } template __global__ void SharedMemHistKernel(size_t row_stride, const bst_uint* d_ridx, common::CompressedIterator d_gidx, int null_gidx_value, GradientSumT* d_node_hist, const GradientPair* d_gpair, size_t segment_begin, size_t n_elements) { extern __shared__ char smem[]; GradientSumT* smem_arr = reinterpret_cast(smem); // NOLINT for (auto i : dh::BlockStrideRange(0, null_gidx_value)) { smem_arr[i] = GradientSumT(); } __syncthreads(); for (auto idx : dh::GridStrideRange(static_cast(0), n_elements)) { int ridx = d_ridx[idx / row_stride + segment_begin]; int gidx = d_gidx[ridx * row_stride + idx % row_stride]; if (gidx != null_gidx_value) { AtomicAddGpair(smem_arr + gidx, d_gpair[ridx]); } } __syncthreads(); for (auto i : dh::BlockStrideRange(0, null_gidx_value)) { AtomicAddGpair(d_node_hist + i, smem_arr[i]); } } struct Segment { size_t begin; size_t end; Segment() : begin(0), end(0) {} Segment(size_t begin, size_t end) : begin(begin), end(end) { CHECK_GE(end, begin); } size_t Size() const { return end - begin; } }; /** \brief Returns a one if the left node index is encountered, otherwise return * zero. */ struct IndicateLeftTransform { int left_nidx; explicit IndicateLeftTransform(int left_nidx) : left_nidx(left_nidx) {} __host__ __device__ __forceinline__ int operator()(const int& x) const { return x == left_nidx ? 1 : 0; } }; /** * \brief Optimised routine for sorting key value pairs into left and right * segments. Based on a single pass of exclusive scan, uses iterators to * redirect inputs and outputs. */ void SortPosition(dh::CubMemory* temp_memory, common::Span position, common::Span position_out, common::Span ridx, common::Span ridx_out, int left_nidx, int right_nidx, int64_t left_count) { auto d_position_out = position_out.data(); auto d_position_in = position.data(); auto d_ridx_out = ridx_out.data(); auto d_ridx_in = ridx.data(); auto write_results = [=] __device__(size_t idx, int ex_scan_result) { int scatter_address; if (d_position_in[idx] == left_nidx) { scatter_address = ex_scan_result; } else { scatter_address = (idx - ex_scan_result) + left_count; } d_position_out[scatter_address] = d_position_in[idx]; d_ridx_out[scatter_address] = d_ridx_in[idx]; }; // NOLINT IndicateLeftTransform conversion_op(left_nidx); cub::TransformInputIterator in_itr( d_position_in, conversion_op); dh::DiscardLambdaItr out_itr(write_results); size_t temp_storage_bytes = 0; cub::DeviceScan::ExclusiveSum(nullptr, temp_storage_bytes, in_itr, out_itr, position.size()); temp_memory->LazyAllocate(temp_storage_bytes); cub::DeviceScan::ExclusiveSum(temp_memory->d_temp_storage, temp_memory->temp_storage_bytes, in_itr, out_itr, position.size()); } template struct DeviceShard; template struct GPUHistBuilderBase { public: virtual void Build(DeviceShard* shard, int idx) = 0; virtual ~GPUHistBuilderBase() = default; }; // Manage memory for a single GPU template struct DeviceShard { int device_id_; dh::BulkAllocator ba; /*! \brief HistCutMatrix stored in device. */ struct DeviceHistCutMatrix { /*! \brief row_ptr form HistCutMatrix. */ dh::DVec feature_segments; /*! \brief minimum value for each feature. */ dh::DVec min_fvalue; /*! \brief Cut. */ dh::DVec gidx_fvalue_map; } cut_; /*! \brief Range of rows for each node. */ std::vector ridx_segments; DeviceHistogram hist; /*! \brief global index of histogram, which is stored in ELLPack format. */ dh::DVec gidx_buffer; /*! \brief row length for ELLPack. */ size_t row_stride; common::CompressedIterator gidx; /*! \brief Row indices relative to this shard, necessary for sorting rows. */ dh::DVec2 ridx; /*! \brief Gradient pair for each row. */ dh::DVec gpair; /*! \brief The last histogram index. */ int null_gidx_value; dh::DVec2 position; dh::DVec monotone_constraints; dh::DVec prediction_cache; /*! \brief Sum gradient for each node. */ std::vector node_sum_gradients; dh::DVec node_sum_gradients_d; /*! \brief row offset in SparsePage (the input data). */ thrust::device_vector row_ptrs; /*! \brief On-device feature set, only actually used on one of the devices */ thrust::device_vector feature_set_d; /*! The row offset for this shard. */ bst_uint row_begin_idx; bst_uint row_end_idx; bst_uint n_rows; int n_bins; TrainParam param; bool prediction_cache_initialised; dh::CubMemory temp_memory; std::unique_ptr> hist_builder; // TODO(canonizer): do add support multi-batch DMatrix here DeviceShard(int device_id, bst_uint row_begin, bst_uint row_end, TrainParam _param) : device_id_(device_id), row_begin_idx(row_begin), row_end_idx(row_end), row_stride(0), n_rows(row_end - row_begin), n_bins(0), null_gidx_value(0), param(_param), prediction_cache_initialised(false) {} /* Init row_ptrs and row_stride */ void InitRowPtrs(const SparsePage& row_batch) { dh::safe_cuda(cudaSetDevice(device_id_)); const auto& offset_vec = row_batch.offset.HostVector(); row_ptrs.resize(n_rows + 1); thrust::copy(offset_vec.data() + row_begin_idx, offset_vec.data() + row_end_idx + 1, row_ptrs.begin()); auto row_iter = row_ptrs.begin(); // find the maximum row size for converting to ELLPack auto get_size = [=] __device__(size_t row) { return row_iter[row + 1] - row_iter[row]; }; // NOLINT auto counting = thrust::make_counting_iterator(size_t(0)); using TransformT = thrust::transform_iterator; TransformT row_size_iter = TransformT(counting, get_size); row_stride = thrust::reduce(row_size_iter, row_size_iter + n_rows, 0, thrust::maximum()); } /* Init: n_bins, null_gidx_value, gidx_buffer, row_ptrs, gidx, gidx_fvalue_map, min_fvalue, feature_segments, node_sum_gradients, ridx_segments, hist */ void InitCompressedData( const common::HistCutMatrix& hmat, const SparsePage& row_batch); void CreateHistIndices(const SparsePage& row_batch); ~DeviceShard() { } // Reset values for each update iteration void Reset(HostDeviceVector* dh_gpair) { dh::safe_cuda(cudaSetDevice(device_id_)); position.CurrentDVec().Fill(0); std::fill(node_sum_gradients.begin(), node_sum_gradients.end(), GradientPair()); thrust::sequence(ridx.CurrentDVec().tbegin(), ridx.CurrentDVec().tend()); std::fill(ridx_segments.begin(), ridx_segments.end(), Segment(0, 0)); ridx_segments.front() = Segment(0, ridx.Size()); this->gpair.copy(dh_gpair->tcbegin(device_id_), dh_gpair->tcend(device_id_)); SubsampleGradientPair(&gpair, param.subsample, row_begin_idx); hist.Reset(); } DeviceSplitCandidate EvaluateSplit(int nidx, const std::vector& feature_set, ValueConstraint value_constraint) { dh::safe_cuda(cudaSetDevice(device_id_)); auto d_split_candidates = temp_memory.GetSpan(feature_set.size()); feature_set_d.resize(feature_set.size()); auto d_features = common::Span(feature_set_d.data().get(), feature_set_d.size()); dh::safe_cuda(cudaMemcpy(d_features.data(), feature_set.data(), d_features.size_bytes(), cudaMemcpyDefault)); DeviceNodeStats node(node_sum_gradients[nidx], nidx, param); // One block for each feature int constexpr BLOCK_THREADS = 256; EvaluateSplitKernel <<>> (hist.GetNodeHistogram(nidx), d_features, node, cut_.feature_segments.GetSpan(), cut_.min_fvalue.GetSpan(), cut_.gidx_fvalue_map.GetSpan(), GPUTrainingParam(param), d_split_candidates, value_constraint, monotone_constraints.GetSpan()); dh::safe_cuda(cudaDeviceSynchronize()); std::vector split_candidates(feature_set.size()); dh::safe_cuda(cudaMemcpy(split_candidates.data(), d_split_candidates.data(), split_candidates.size() * sizeof(DeviceSplitCandidate), cudaMemcpyDeviceToHost)); DeviceSplitCandidate best_split; for (auto candidate : split_candidates) { best_split.Update(candidate, param); } return best_split; } void BuildHist(int nidx) { hist.AllocateHistogram(nidx); hist_builder->Build(this, nidx); } void SubtractionTrick(int nidx_parent, int nidx_histogram, int nidx_subtraction) { auto d_node_hist_parent = hist.GetNodeHistogram(nidx_parent); auto d_node_hist_histogram = hist.GetNodeHistogram(nidx_histogram); auto d_node_hist_subtraction = hist.GetNodeHistogram(nidx_subtraction); dh::LaunchN(device_id_, hist.n_bins, [=] __device__(size_t idx) { d_node_hist_subtraction[idx] = d_node_hist_parent[idx] - d_node_hist_histogram[idx]; }); } bool CanDoSubtractionTrick(int nidx_parent, int nidx_histogram, int nidx_subtraction) { // Make sure histograms are already allocated hist.AllocateHistogram(nidx_subtraction); return hist.HistogramExists(nidx_histogram) && hist.HistogramExists(nidx_parent); } void UpdatePosition(int nidx, int left_nidx, int right_nidx, int fidx, int64_t split_gidx, bool default_dir_left, bool is_dense, int fidx_begin, // cut.row_ptr[fidx] int fidx_end) { // cut.row_ptr[fidx + 1] dh::safe_cuda(cudaSetDevice(device_id_)); Segment segment = ridx_segments[nidx]; bst_uint* d_ridx = ridx.Current(); int* d_position = position.Current(); common::CompressedIterator d_gidx = gidx; size_t row_stride = this->row_stride; // Launch 1 thread for each row dh::LaunchN<1, 128>( device_id_, segment.Size(), [=] __device__(bst_uint idx) { idx += segment.begin; bst_uint ridx = d_ridx[idx]; auto row_begin = row_stride * ridx; auto row_end = row_begin + row_stride; auto gidx = -1; if (is_dense) { // FIXME: Maybe just search the cuts again. gidx = d_gidx[row_begin + fidx]; } else { gidx = BinarySearchRow(row_begin, row_end, d_gidx, fidx_begin, fidx_end); } // belong to left node or right node. int position; if (gidx >= 0) { // Feature is found position = gidx <= split_gidx ? left_nidx : right_nidx; } else { // Feature is missing position = default_dir_left ? left_nidx : right_nidx; } d_position[idx] = position; }); IndicateLeftTransform conversion_op(left_nidx); cub::TransformInputIterator left_itr( d_position + segment.begin, conversion_op); int left_count = dh::SumReduction(temp_memory, left_itr, segment.Size()); CHECK_LE(left_count, segment.Size()); CHECK_GE(left_count, 0); SortPositionAndCopy(segment, left_nidx, right_nidx, left_count); ridx_segments[left_nidx] = Segment(segment.begin, segment.begin + left_count); ridx_segments[right_nidx] = Segment(segment.begin + left_count, segment.end); } /*! \brief Sort row indices according to position. */ void SortPositionAndCopy(const Segment& segment, int left_nidx, int right_nidx, size_t left_count) { SortPosition( &temp_memory, common::Span(position.Current() + segment.begin, segment.Size()), common::Span(position.other() + segment.begin, segment.Size()), common::Span(ridx.Current() + segment.begin, segment.Size()), common::Span(ridx.other() + segment.begin, segment.Size()), left_nidx, right_nidx, left_count); // Copy back key dh::safe_cuda(cudaMemcpy( position.Current() + segment.begin, position.other() + segment.begin, segment.Size() * sizeof(int), cudaMemcpyDeviceToDevice)); // Copy back value dh::safe_cuda(cudaMemcpy( ridx.Current() + segment.begin, ridx.other() + segment.begin, segment.Size() * sizeof(bst_uint), cudaMemcpyDeviceToDevice)); } void UpdatePredictionCache(bst_float* out_preds_d) { dh::safe_cuda(cudaSetDevice(device_id_)); if (!prediction_cache_initialised) { dh::safe_cuda(cudaMemcpy( prediction_cache.Data(), out_preds_d, prediction_cache.Size() * sizeof(bst_float), cudaMemcpyDefault)); } prediction_cache_initialised = true; CalcWeightTrainParam param_d(param); dh::safe_cuda(cudaMemcpy(node_sum_gradients_d.Data(), node_sum_gradients.data(), sizeof(GradientPair) * node_sum_gradients.size(), cudaMemcpyHostToDevice)); auto d_position = position.Current(); auto d_ridx = ridx.Current(); auto d_node_sum_gradients = node_sum_gradients_d.Data(); auto d_prediction_cache = prediction_cache.Data(); dh::LaunchN( device_id_, prediction_cache.Size(), [=] __device__(int local_idx) { int pos = d_position[local_idx]; bst_float weight = CalcWeight(param_d, d_node_sum_gradients[pos]); d_prediction_cache[d_ridx[local_idx]] += weight * param_d.learning_rate; }); dh::safe_cuda(cudaMemcpy( out_preds_d, prediction_cache.Data(), prediction_cache.Size() * sizeof(bst_float), cudaMemcpyDefault)); } }; template struct SharedMemHistBuilder : public GPUHistBuilderBase { void Build(DeviceShard* shard, int nidx) override { auto segment = shard->ridx_segments[nidx]; auto segment_begin = segment.begin; auto d_node_hist = shard->hist.GetNodeHistogram(nidx); auto d_gidx = shard->gidx; auto d_ridx = shard->ridx.Current(); auto d_gpair = shard->gpair.Data(); int null_gidx_value = shard->null_gidx_value; auto n_elements = segment.Size() * shard->row_stride; const size_t smem_size = sizeof(GradientSumT) * shard->null_gidx_value; const int items_per_thread = 8; const int block_threads = 256; const int grid_size = static_cast(dh::DivRoundUp(n_elements, items_per_thread * block_threads)); if (grid_size <= 0) { return; } dh::safe_cuda(cudaSetDevice(shard->device_id_)); SharedMemHistKernel<<>> (shard->row_stride, d_ridx, d_gidx, null_gidx_value, d_node_hist.data(), d_gpair, segment_begin, n_elements); } }; template struct GlobalMemHistBuilder : public GPUHistBuilderBase { void Build(DeviceShard* shard, int nidx) override { Segment segment = shard->ridx_segments[nidx]; auto d_node_hist = shard->hist.GetNodeHistogram(nidx).data(); common::CompressedIterator d_gidx = shard->gidx; bst_uint* d_ridx = shard->ridx.Current(); GradientPair* d_gpair = shard->gpair.Data(); size_t const n_elements = segment.Size() * shard->row_stride; size_t const row_stride = shard->row_stride; int const null_gidx_value = shard->null_gidx_value; dh::LaunchN(shard->device_id_, n_elements, [=] __device__(size_t idx) { int ridx = d_ridx[(idx / row_stride) + segment.begin]; // lookup the index (bin) of histogram. int gidx = d_gidx[ridx * row_stride + idx % row_stride]; if (gidx != null_gidx_value) { AtomicAddGpair(d_node_hist + gidx, d_gpair[ridx]); } }); } }; template inline void DeviceShard::InitCompressedData( const common::HistCutMatrix& hmat, const SparsePage& row_batch) { n_bins = hmat.row_ptr.back(); null_gidx_value = hmat.row_ptr.back(); int max_nodes = param.max_leaves > 0 ? param.max_leaves * 2 : MaxNodesDepth(param.max_depth); ba.Allocate(device_id_, &gpair, n_rows, &ridx, n_rows, &position, n_rows, &prediction_cache, n_rows, &node_sum_gradients_d, max_nodes, &cut_.feature_segments, hmat.row_ptr.size(), &cut_.gidx_fvalue_map, hmat.cut.size(), &cut_.min_fvalue, hmat.min_val.size(), &monotone_constraints, param.monotone_constraints.size()); cut_.gidx_fvalue_map = hmat.cut; cut_.min_fvalue = hmat.min_val; cut_.feature_segments = hmat.row_ptr; monotone_constraints = param.monotone_constraints; node_sum_gradients.resize(max_nodes); ridx_segments.resize(max_nodes); dh::safe_cuda(cudaSetDevice(device_id_)); // allocate compressed bin data int num_symbols = n_bins + 1; // Required buffer size for storing data matrix in ELLPack format. size_t compressed_size_bytes = common::CompressedBufferWriter::CalculateBufferSize(row_stride * n_rows, num_symbols); CHECK(!(param.max_leaves == 0 && param.max_depth == 0)) << "Max leaves and max depth cannot both be unconstrained for " "gpu_hist."; ba.Allocate(device_id_, &gidx_buffer, compressed_size_bytes); gidx_buffer.Fill(0); int nbits = common::detail::SymbolBits(num_symbols); CreateHistIndices(row_batch); gidx = common::CompressedIterator(gidx_buffer.Data(), num_symbols); // check if we can use shared memory for building histograms // (assuming atleast we need 2 CTAs per SM to maintain decent latency hiding) auto histogram_size = sizeof(GradientSumT) * null_gidx_value; auto max_smem = dh::MaxSharedMemory(device_id_); if (histogram_size <= max_smem) { hist_builder.reset(new SharedMemHistBuilder); } else { hist_builder.reset(new GlobalMemHistBuilder); } // Init histogram hist.Init(device_id_, hmat.row_ptr.back()); } template inline void DeviceShard::CreateHistIndices(const SparsePage& row_batch) { int num_symbols = n_bins + 1; // bin and compress entries in batches of rows size_t gpu_batch_nrows = std::min (dh::TotalMemory(device_id_) / (16 * row_stride * sizeof(Entry)), static_cast(n_rows)); const std::vector& data_vec = row_batch.data.HostVector(); thrust::device_vector entries_d(gpu_batch_nrows * row_stride); size_t gpu_nbatches = dh::DivRoundUp(n_rows, gpu_batch_nrows); for (size_t gpu_batch = 0; gpu_batch < gpu_nbatches; ++gpu_batch) { size_t batch_row_begin = gpu_batch * gpu_batch_nrows; size_t batch_row_end = (gpu_batch + 1) * gpu_batch_nrows; if (batch_row_end > n_rows) { batch_row_end = n_rows; } size_t batch_nrows = batch_row_end - batch_row_begin; // number of entries in this batch. size_t n_entries = row_ptrs[batch_row_end] - row_ptrs[batch_row_begin]; // copy data entries to device. dh::safe_cuda (cudaMemcpy (entries_d.data().get(), data_vec.data() + row_ptrs[batch_row_begin], n_entries * sizeof(Entry), cudaMemcpyDefault)); const dim3 block3(32, 8, 1); // 256 threads const dim3 grid3(dh::DivRoundUp(n_rows, block3.x), dh::DivRoundUp(row_stride, block3.y), 1); compress_bin_ellpack_k<<>> (common::CompressedBufferWriter(num_symbols), gidx_buffer.Data(), row_ptrs.data().get() + batch_row_begin, entries_d.data().get(), cut_.gidx_fvalue_map.Data(), cut_.feature_segments.Data(), batch_row_begin, batch_nrows, row_ptrs[batch_row_begin], row_stride, null_gidx_value); dh::safe_cuda(cudaGetLastError()); dh::safe_cuda(cudaDeviceSynchronize()); } // free the memory that is no longer needed row_ptrs.resize(0); row_ptrs.shrink_to_fit(); entries_d.resize(0); entries_d.shrink_to_fit(); } template class GPUHistMakerSpecialised{ public: struct ExpandEntry; GPUHistMakerSpecialised() : initialised_(false), p_last_fmat_(nullptr) {} void Init( const std::vector>& args) { param_.InitAllowUnknown(args); hist_maker_param_.InitAllowUnknown(args); CHECK(param_.n_gpus != 0) << "Must have at least one device"; n_devices_ = param_.n_gpus; dist_ = GPUDistribution::Block(GPUSet::All(param_.gpu_id, param_.n_gpus)); dh::CheckComputeCapability(); if (param_.grow_policy == TrainParam::kLossGuide) { qexpand_.reset(new ExpandQueue(LossGuide)); } else { qexpand_.reset(new ExpandQueue(DepthWise)); } monitor_.Init("updater_gpu_hist"); } void Update(HostDeviceVector* gpair, DMatrix* dmat, const std::vector& trees) { monitor_.Start("Update", dist_.Devices()); // rescale learning rate according to size of trees float lr = param_.learning_rate; param_.learning_rate = lr / trees.size(); ValueConstraint::Init(¶m_, dmat->Info().num_col_); // build tree try { for (size_t i = 0; i < trees.size(); ++i) { this->UpdateTree(gpair, dmat, trees[i]); } dh::safe_cuda(cudaGetLastError()); } catch (const std::exception& e) { LOG(FATAL) << "Exception in gpu_hist: " << e.what() << std::endl; } param_.learning_rate = lr; monitor_.Stop("Update", dist_.Devices()); } void InitDataOnce(DMatrix* dmat) { info_ = &dmat->Info(); int n_devices = dist_.Devices().Size(); device_list_.resize(n_devices); for (int index = 0; index < n_devices; ++index) { int device_id = dist_.Devices().DeviceId(index); device_list_[index] = device_id; } reducer_.Init(device_list_); auto batch_iter = dmat->GetRowBatches().begin(); const SparsePage& batch = *batch_iter; // Create device shards shards_.resize(n_devices); dh::ExecuteIndexShards(&shards_, [&](int i, std::unique_ptr>& shard) { size_t start = dist_.ShardStart(info_->num_row_, i); size_t size = dist_.ShardSize(info_->num_row_, i); shard = std::unique_ptr> (new DeviceShard(dist_.Devices().DeviceId(i), start, start + size, param_)); shard->InitRowPtrs(batch); }); // Find the cuts. monitor_.Start("Quantiles", dist_.Devices()); common::DeviceSketch(batch, *info_, param_, &hmat_, hist_maker_param_.gpu_batch_nrows); n_bins_ = hmat_.row_ptr.back(); monitor_.Stop("Quantiles", dist_.Devices()); monitor_.Start("BinningCompression", dist_.Devices()); dh::ExecuteIndexShards(&shards_, [&](int idx, std::unique_ptr>& shard) { shard->InitCompressedData(hmat_, batch); }); monitor_.Stop("BinningCompression", dist_.Devices()); ++batch_iter; CHECK(batch_iter.AtEnd()) << "External memory not supported"; p_last_fmat_ = dmat; initialised_ = true; } void InitData(HostDeviceVector* gpair, DMatrix* dmat) { monitor_.Start("InitDataOnce", dist_.Devices()); if (!initialised_) { this->InitDataOnce(dmat); } monitor_.Stop("InitDataOnce", dist_.Devices()); column_sampler_.Init(info_->num_col_, param_.colsample_bynode, param_.colsample_bylevel, param_.colsample_bytree); // Copy gpair & reset memory monitor_.Start("InitDataReset", dist_.Devices()); gpair->Reshard(dist_); dh::ExecuteIndexShards( &shards_, [&](int idx, std::unique_ptr>& shard) { shard->Reset(gpair); }); monitor_.Stop("InitDataReset", dist_.Devices()); } void AllReduceHist(int nidx) { if (shards_.size() == 1) return; monitor_.Start("AllReduce"); dh::ExecuteIndexShards( &shards_, [&](int idx, std::unique_ptr>& shard) { auto d_node_hist = shard->hist.GetNodeHistogram(nidx).data(); reducer_.AllReduceSum( dist_.Devices().Index(shard->device_id_), reinterpret_cast(d_node_hist), reinterpret_cast(d_node_hist), n_bins_ * (sizeof(GradientSumT) / sizeof(typename GradientSumT::ValueT))); }); monitor_.Stop("AllReduce"); } /** * \brief Build GPU local histograms for the left and right child of some parent node */ void BuildHistLeftRight(int nidx_parent, int nidx_left, int nidx_right) { size_t left_node_max_elements = 0; size_t right_node_max_elements = 0; for (auto& shard : shards_) { left_node_max_elements = (std::max)( left_node_max_elements, shard->ridx_segments[nidx_left].Size()); right_node_max_elements = (std::max)( right_node_max_elements, shard->ridx_segments[nidx_right].Size()); } auto build_hist_nidx = nidx_left; auto subtraction_trick_nidx = nidx_right; if (right_node_max_elements < left_node_max_elements) { build_hist_nidx = nidx_right; subtraction_trick_nidx = nidx_left; } // Build histogram for node with the smallest number of training examples dh::ExecuteIndexShards( &shards_, [&](int idx, std::unique_ptr>& shard) { shard->BuildHist(build_hist_nidx); }); this->AllReduceHist(build_hist_nidx); // Check whether we can use the subtraction trick to calculate the other bool do_subtraction_trick = true; for (auto& shard : shards_) { do_subtraction_trick &= shard->CanDoSubtractionTrick( nidx_parent, build_hist_nidx, subtraction_trick_nidx); } if (do_subtraction_trick) { // Calculate other histogram using subtraction trick dh::ExecuteIndexShards( &shards_, [&](int idx, std::unique_ptr>& shard) { shard->SubtractionTrick(nidx_parent, build_hist_nidx, subtraction_trick_nidx); }); } else { // Calculate other histogram manually dh::ExecuteIndexShards( &shards_, [&](int idx, std::unique_ptr>& shard) { shard->BuildHist(subtraction_trick_nidx); }); this->AllReduceHist(subtraction_trick_nidx); } } DeviceSplitCandidate EvaluateSplit(int nidx, RegTree* p_tree) { return shards_.front()->EvaluateSplit( nidx, *column_sampler_.GetFeatureSet(p_tree->GetDepth(nidx)), node_value_constraints_[nidx]); } void InitRoot(RegTree* p_tree) { constexpr int root_nidx = 0; // Sum gradients std::vector tmp_sums(shards_.size()); dh::ExecuteIndexShards( &shards_, [&](int i, std::unique_ptr>& shard) { dh::safe_cuda(cudaSetDevice(shard->device_id_)); tmp_sums[i] = dh::SumReduction( shard->temp_memory, shard->gpair.Data(), shard->gpair.Size()); }); GradientPair sum_gradient = std::accumulate(tmp_sums.begin(), tmp_sums.end(), GradientPair()); // Generate root histogram dh::ExecuteIndexShards( &shards_, [&](int idx, std::unique_ptr>& shard) { shard->BuildHist(root_nidx); }); this->AllReduceHist(root_nidx); // Remember root stats p_tree->Stat(root_nidx).sum_hess = sum_gradient.GetHess(); auto weight = CalcWeight(param_, sum_gradient); p_tree->Stat(root_nidx).base_weight = weight; (*p_tree)[root_nidx].SetLeaf(param_.learning_rate * weight); // Store sum gradients for (auto& shard : shards_) { shard->node_sum_gradients[root_nidx] = sum_gradient; } // Initialise root constraint node_value_constraints_.resize(p_tree->GetNodes().size()); // Generate first split auto split = this->EvaluateSplit(root_nidx, p_tree); qexpand_->push( ExpandEntry(root_nidx, p_tree->GetDepth(root_nidx), split, 0)); } void UpdatePosition(const ExpandEntry& candidate, RegTree* p_tree) { int nidx = candidate.nid; int left_nidx = (*p_tree)[nidx].LeftChild(); int right_nidx = (*p_tree)[nidx].RightChild(); // convert floating-point split_pt into corresponding bin_id // split_cond = -1 indicates that split_pt is less than all known cut points int64_t split_gidx = -1; int64_t fidx = candidate.split.findex; bool default_dir_left = candidate.split.dir == kLeftDir; uint32_t fidx_begin = hmat_.row_ptr[fidx]; uint32_t fidx_end = hmat_.row_ptr[fidx + 1]; // split_gidx = i where i is the i^th bin containing split value. for (auto i = fidx_begin; i < fidx_end; ++i) { if (candidate.split.fvalue == hmat_.cut[i]) { split_gidx = static_cast(i); } } auto is_dense = info_->num_nonzero_ == info_->num_row_ * info_->num_col_; dh::ExecuteIndexShards( &shards_, [&](int idx, std::unique_ptr>& shard) { shard->UpdatePosition(nidx, left_nidx, right_nidx, fidx, split_gidx, default_dir_left, is_dense, fidx_begin, fidx_end); }); } void ApplySplit(const ExpandEntry& candidate, RegTree* p_tree) { RegTree& tree = *p_tree; GradStats left_stats; left_stats.Add(candidate.split.left_sum); GradStats right_stats; right_stats.Add(candidate.split.right_sum); GradStats parent_sum; parent_sum.Add(left_stats); parent_sum.Add(right_stats); node_value_constraints_.resize(tree.GetNodes().size()); auto base_weight = node_value_constraints_[candidate.nid].CalcWeight(param_, parent_sum); auto left_weight = node_value_constraints_[candidate.nid].CalcWeight(param_, left_stats)*param_.learning_rate; auto right_weight = node_value_constraints_[candidate.nid].CalcWeight(param_, right_stats)*param_.learning_rate; tree.ExpandNode(candidate.nid, candidate.split.findex, candidate.split.fvalue, candidate.split.dir == kLeftDir, base_weight, left_weight, right_weight, candidate.split.loss_chg, parent_sum.sum_hess); // Set up child constraints node_value_constraints_.resize(tree.GetNodes().size()); node_value_constraints_[candidate.nid].SetChild( param_, tree[candidate.nid].SplitIndex(), left_stats, right_stats, &node_value_constraints_[tree[candidate.nid].LeftChild()], &node_value_constraints_[tree[candidate.nid].RightChild()]); // Store sum gradients for (auto& shard : shards_) { shard->node_sum_gradients[tree[candidate.nid].LeftChild()] = candidate.split.left_sum; shard->node_sum_gradients[tree[candidate.nid].RightChild()] = candidate.split.right_sum; } } void UpdateTree(HostDeviceVector* gpair, DMatrix* p_fmat, RegTree* p_tree) { auto& tree = *p_tree; monitor_.Start("InitData", dist_.Devices()); this->InitData(gpair, p_fmat); monitor_.Stop("InitData", dist_.Devices()); monitor_.Start("InitRoot", dist_.Devices()); this->InitRoot(p_tree); monitor_.Stop("InitRoot", dist_.Devices()); auto timestamp = qexpand_->size(); auto num_leaves = 1; while (!qexpand_->empty()) { ExpandEntry candidate = qexpand_->top(); qexpand_->pop(); if (!candidate.IsValid(param_, num_leaves)) continue; this->ApplySplit(candidate, p_tree); monitor_.Start("UpdatePosition", dist_.Devices()); this->UpdatePosition(candidate, p_tree); monitor_.Stop("UpdatePosition", dist_.Devices()); num_leaves++; int left_child_nidx = tree[candidate.nid].LeftChild(); int right_child_nidx = tree[candidate.nid].RightChild(); // Only create child entries if needed if (ExpandEntry::ChildIsValid(param_, tree.GetDepth(left_child_nidx), num_leaves)) { monitor_.Start("BuildHist", dist_.Devices()); this->BuildHistLeftRight(candidate.nid, left_child_nidx, right_child_nidx); monitor_.Stop("BuildHist", dist_.Devices()); monitor_.Start("EvaluateSplits", dist_.Devices()); auto left_child_split = this->EvaluateSplit(left_child_nidx, p_tree); auto right_child_split = this->EvaluateSplit(right_child_nidx, p_tree); qexpand_->push(ExpandEntry(left_child_nidx, tree.GetDepth(left_child_nidx), left_child_split, timestamp++)); qexpand_->push(ExpandEntry(right_child_nidx, tree.GetDepth(right_child_nidx), right_child_split, timestamp++)); monitor_.Stop("EvaluateSplits", dist_.Devices()); } } } bool UpdatePredictionCache( const DMatrix* data, HostDeviceVector* p_out_preds) { monitor_.Start("UpdatePredictionCache", dist_.Devices()); if (shards_.empty() || p_last_fmat_ == nullptr || p_last_fmat_ != data) return false; p_out_preds->Reshard(dist_.Devices()); dh::ExecuteIndexShards( &shards_, [&](int idx, std::unique_ptr>& shard) { shard->UpdatePredictionCache( p_out_preds->DevicePointer(shard->device_id_)); }); monitor_.Stop("UpdatePredictionCache", dist_.Devices()); return true; } struct ExpandEntry { int nid; int depth; DeviceSplitCandidate split; uint64_t timestamp; ExpandEntry(int nid, int depth, const DeviceSplitCandidate& split, uint64_t timestamp) : nid(nid), depth(depth), split(split), timestamp(timestamp) {} bool IsValid(const TrainParam& param, int num_leaves) const { if (split.loss_chg <= kRtEps) return false; if (split.left_sum.GetHess() == 0 || split.right_sum.GetHess() == 0) return false; if (param.max_depth > 0 && depth == param.max_depth) return false; if (param.max_leaves > 0 && num_leaves == param.max_leaves) return false; return true; } static bool ChildIsValid(const TrainParam& param, int depth, int num_leaves) { if (param.max_depth > 0 && depth >= param.max_depth) return false; if (param.max_leaves > 0 && num_leaves >= param.max_leaves) return false; return true; } friend std::ostream& operator<<(std::ostream& os, const ExpandEntry& e) { os << "ExpandEntry: \n"; os << "nidx: " << e.nid << "\n"; os << "depth: " << e.depth << "\n"; os << "loss: " << e.split.loss_chg << "\n"; os << "left_sum: " << e.split.left_sum << "\n"; os << "right_sum: " << e.split.right_sum << "\n"; return os; } }; inline static bool DepthWise(ExpandEntry lhs, ExpandEntry rhs) { if (lhs.depth == rhs.depth) { return lhs.timestamp > rhs.timestamp; // favor small timestamp } else { return lhs.depth > rhs.depth; // favor small depth } } inline static bool LossGuide(ExpandEntry lhs, ExpandEntry rhs) { if (lhs.split.loss_chg == rhs.split.loss_chg) { return lhs.timestamp > rhs.timestamp; // favor small timestamp } else { return lhs.split.loss_chg < rhs.split.loss_chg; // favor large loss_chg } } TrainParam param_; GPUHistMakerTrainParam hist_maker_param_; common::HistCutMatrix hmat_; common::GHistIndexMatrix gmat_; MetaInfo* info_; bool initialised_; int n_devices_; int n_bins_; std::vector>> shards_; common::ColumnSampler column_sampler_; using ExpandQueue = std::priority_queue, std::function>; std::unique_ptr qexpand_; common::Monitor monitor_; dh::AllReducer reducer_; std::vector node_value_constraints_; /*! List storing device id. */ std::vector device_list_; DMatrix* p_last_fmat_; GPUDistribution dist_; }; class GPUHistMaker : public TreeUpdater { public: void Init( const std::vector>& args) override { hist_maker_param_.InitAllowUnknown(args); float_maker_.reset(); double_maker_.reset(); if (hist_maker_param_.single_precision_histogram) { float_maker_.reset(new GPUHistMakerSpecialised()); float_maker_->Init(args); } else { double_maker_.reset(new GPUHistMakerSpecialised()); double_maker_->Init(args); } } void Update(HostDeviceVector* gpair, DMatrix* dmat, const std::vector& trees) override { if (hist_maker_param_.single_precision_histogram) { float_maker_->Update(gpair, dmat, trees); } else { double_maker_->Update(gpair, dmat, trees); } } bool UpdatePredictionCache( const DMatrix* data, HostDeviceVector* p_out_preds) override { if (hist_maker_param_.single_precision_histogram) { return float_maker_->UpdatePredictionCache(data, p_out_preds); } else { return double_maker_->UpdatePredictionCache(data, p_out_preds); } } private: GPUHistMakerTrainParam hist_maker_param_; std::unique_ptr> float_maker_; std::unique_ptr> double_maker_; }; XGBOOST_REGISTER_TREE_UPDATER(GPUHistMaker, "grow_gpu_hist") .describe("Grow tree with GPU.") .set_body([]() { return new GPUHistMaker(); }); } // namespace tree } // namespace xgboost