/*! * Copyright 2014-2021 by Contributors * \file gbtree.cc * \brief gradient boosted tree implementation. * \author Tianqi Chen */ #include #include #include #include #include #include #include #include #include "xgboost/data.h" #include "xgboost/gbm.h" #include "xgboost/logging.h" #include "xgboost/json.h" #include "xgboost/predictor.h" #include "xgboost/tree_updater.h" #include "xgboost/host_device_vector.h" #include "gbtree.h" #include "gbtree_model.h" #include "../common/common.h" #include "../common/random.h" #include "../common/timer.h" #include "../common/threading_utils.h" namespace xgboost { namespace gbm { DMLC_REGISTRY_FILE_TAG(gbtree); void GBTree::Configure(const Args& cfg) { this->cfg_ = cfg; std::string updater_seq = tparam_.updater_seq; tparam_.UpdateAllowUnknown(cfg); model_.Configure(cfg); // for the 'update' process_type, move trees into trees_to_update if (tparam_.process_type == TreeProcessType::kUpdate) { model_.InitTreesToUpdate(); } // configure predictors if (!cpu_predictor_) { cpu_predictor_ = std::unique_ptr( Predictor::Create("cpu_predictor", this->generic_param_)); } cpu_predictor_->Configure(cfg); #if defined(XGBOOST_USE_CUDA) auto n_gpus = common::AllVisibleGPUs(); if (!gpu_predictor_ && n_gpus != 0) { gpu_predictor_ = std::unique_ptr( Predictor::Create("gpu_predictor", this->generic_param_)); } if (n_gpus != 0) { gpu_predictor_->Configure(cfg); } #endif // defined(XGBOOST_USE_CUDA) #if defined(XGBOOST_USE_ONEAPI) if (!oneapi_predictor_) { oneapi_predictor_ = std::unique_ptr( Predictor::Create("oneapi_predictor", this->generic_param_)); } oneapi_predictor_->Configure(cfg); #endif // defined(XGBOOST_USE_ONEAPI) monitor_.Init("GBTree"); specified_updater_ = std::any_of(cfg.cbegin(), cfg.cend(), [](std::pair const& arg) { return arg.first == "updater"; }); if (specified_updater_ && !showed_updater_warning_) { LOG(WARNING) << "DANGER AHEAD: You have manually specified `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."; // Don't drive users to silent XGBOost. showed_updater_warning_ = true; } this->ConfigureUpdaters(); if (updater_seq != tparam_.updater_seq) { updaters_.clear(); this->InitUpdater(cfg); } else { for (auto &up : updaters_) { up->Configure(cfg); } } configured_ = true; } // FIXME(trivialfis): This handles updaters. Because the choice of updaters depends on // whether external memory is used and how large is dataset. We can remove the dependency // on DMatrix once `hist` tree method can handle external memory so that we can make it // default. void GBTree::ConfigureWithKnownData(Args const& cfg, DMatrix* fmat) { CHECK(this->configured_); std::string updater_seq = tparam_.updater_seq; CHECK(tparam_.GetInitialised()); tparam_.UpdateAllowUnknown(cfg); this->PerformTreeMethodHeuristic(fmat); this->ConfigureUpdaters(); // initialize the updaters only when needed. if (updater_seq != tparam_.updater_seq) { LOG(DEBUG) << "Using updaters: " << tparam_.updater_seq; this->updaters_.clear(); this->InitUpdater(cfg); } } void GBTree::PerformTreeMethodHeuristic(DMatrix* fmat) { if (specified_updater_) { // This method is disabled when `updater` parameter is explicitly // set, since only experts are expected to do so. return; } // tparam_ is set before calling this function. if (tparam_.tree_method != TreeMethod::kAuto) { return; } if (rabit::IsDistributed()) { LOG(INFO) << "Tree method is automatically selected to be 'approx' " "for distributed training."; tparam_.tree_method = TreeMethod::kApprox; } else if (!fmat->SingleColBlock()) { LOG(INFO) << "Tree method is automatically set to 'approx' " "since external-memory data matrix is used."; tparam_.tree_method = TreeMethod::kApprox; } else if (fmat->Info().num_row_ >= (4UL << 20UL)) { /* Choose tree_method='approx' automatically for large data matrix */ LOG(INFO) << "Tree method is automatically selected to be " "'approx' for faster speed. To use old behavior " "(exact greedy algorithm on single machine), " "set tree_method to 'exact'."; tparam_.tree_method = TreeMethod::kApprox; } else { tparam_.tree_method = TreeMethod::kExact; } LOG(DEBUG) << "Using tree method: " << static_cast(tparam_.tree_method); } void GBTree::ConfigureUpdaters() { if (specified_updater_) { return; } // `updater` parameter was manually specified /* Choose updaters according to tree_method parameters */ switch (tparam_.tree_method) { case TreeMethod::kAuto: // Use heuristic to choose between 'exact' and 'approx' This // choice is carried out in PerformTreeMethodHeuristic() before // calling this function. break; case TreeMethod::kApprox: tparam_.updater_seq = "grow_histmaker,prune"; break; case TreeMethod::kExact: tparam_.updater_seq = "grow_colmaker,prune"; break; case TreeMethod::kHist: LOG(INFO) << "Tree method is selected to be 'hist', which uses a " "single updater grow_quantile_histmaker."; tparam_.updater_seq = "grow_quantile_histmaker"; break; case TreeMethod::kGPUHist: { common::AssertGPUSupport(); tparam_.updater_seq = "grow_gpu_hist"; break; } default: LOG(FATAL) << "Unknown tree_method (" << static_cast(tparam_.tree_method) << ") detected"; } } void GBTree::DoBoost(DMatrix* p_fmat, HostDeviceVector* in_gpair, PredictionCacheEntry* predt) { std::vector > > new_trees; const int ngroup = model_.learner_model_param->num_output_group; ConfigureWithKnownData(this->cfg_, p_fmat); monitor_.Start("BoostNewTrees"); auto* out = &predt->predictions; CHECK_NE(ngroup, 0); if (ngroup == 1) { std::vector > ret; BoostNewTrees(in_gpair, p_fmat, 0, &ret); const size_t num_new_trees = ret.size(); new_trees.push_back(std::move(ret)); if (updaters_.size() > 0 && num_new_trees == 1 && out->Size() > 0 && updaters_.back()->UpdatePredictionCache(p_fmat, out)) { predt->Update(1); } } else { CHECK_EQ(in_gpair->Size() % ngroup, 0U) << "must have exactly ngroup * nrow gpairs"; // TODO(canonizer): perform this on GPU if HostDeviceVector has device set. HostDeviceVector tmp(in_gpair->Size() / ngroup, GradientPair(), in_gpair->DeviceIdx()); const auto& gpair_h = in_gpair->ConstHostVector(); auto nsize = static_cast(tmp.Size()); bool update_predict = true; for (int gid = 0; gid < ngroup; ++gid) { std::vector& tmp_h = tmp.HostVector(); common::ParallelFor(nsize, [&](bst_omp_uint i) { tmp_h[i] = gpair_h[i * ngroup + gid]; }); std::vector > ret; BoostNewTrees(&tmp, p_fmat, gid, &ret); const size_t num_new_trees = ret.size(); new_trees.push_back(std::move(ret)); auto* out = &predt->predictions; if (!(updaters_.size() > 0 && out->Size() > 0 && num_new_trees == 1 && updaters_.back()->UpdatePredictionCacheMulticlass(p_fmat, out, gid, ngroup))) { update_predict = false; } } if (update_predict) { predt->Update(1); } } monitor_.Stop("BoostNewTrees"); this->CommitModel(std::move(new_trees), p_fmat, predt); } void GBTree::InitUpdater(Args const& cfg) { std::string tval = tparam_.updater_seq; std::vector ups = common::Split(tval, ','); if (updaters_.size() != 0) { // Assert we have a valid set of updaters. CHECK_EQ(ups.size(), updaters_.size()); for (auto const& up : updaters_) { bool contains = std::any_of(ups.cbegin(), ups.cend(), [&up](std::string const& name) { return name == up->Name(); }); if (!contains) { std::stringstream ss; ss << "Internal Error: " << " mismatched updater sequence.\n"; ss << "Specified updaters: "; std::for_each(ups.cbegin(), ups.cend(), [&ss](std::string const& name){ ss << name << " "; }); ss << "\n" << "Actual updaters: "; std::for_each(updaters_.cbegin(), updaters_.cend(), [&ss](std::unique_ptr const& updater){ ss << updater->Name() << " "; }); LOG(FATAL) << ss.str(); } } // Do not push new updater in. return; } // create new updaters for (const std::string& pstr : ups) { std::unique_ptr up(TreeUpdater::Create(pstr.c_str(), generic_param_)); up->Configure(cfg); updaters_.push_back(std::move(up)); } } void GBTree::BoostNewTrees(HostDeviceVector* gpair, DMatrix *p_fmat, int bst_group, std::vector >* ret) { std::vector new_trees; ret->clear(); // create the trees for (int i = 0; i < tparam_.num_parallel_tree; ++i) { if (tparam_.process_type == TreeProcessType::kDefault) { CHECK(!updaters_.front()->CanModifyTree()) << "Updater: `" << updaters_.front()->Name() << "` " << "can not be used to create new trees. " << "Set `process_type` to `update` if you want to update existing " "trees."; // create new tree std::unique_ptr ptr(new RegTree()); ptr->param.UpdateAllowUnknown(this->cfg_); new_trees.push_back(ptr.get()); ret->push_back(std::move(ptr)); } else if (tparam_.process_type == TreeProcessType::kUpdate) { for (auto const& up : updaters_) { CHECK(up->CanModifyTree()) << "Updater: `" << up->Name() << "` " << "can not be used to modify existing trees. " << "Set `process_type` to `default` if you want to build new trees."; } CHECK_LT(model_.trees.size(), model_.trees_to_update.size()) << "No more tree left for updating. For updating existing trees, " << "boosting rounds can not exceed previous training rounds"; // move an existing tree from trees_to_update auto t = std::move(model_.trees_to_update[model_.trees.size() + bst_group * tparam_.num_parallel_tree + i]); new_trees.push_back(t.get()); ret->push_back(std::move(t)); } } // update the trees CHECK_EQ(gpair->Size(), p_fmat->Info().num_row_) << "Mismatching size between number of rows from input data and size of " "gradient vector."; for (auto& up : updaters_) { up->Update(gpair, p_fmat, new_trees); } } void GBTree::CommitModel(std::vector>>&& new_trees, DMatrix* m, PredictionCacheEntry* predts) { monitor_.Start("CommitModel"); for (uint32_t gid = 0; gid < model_.learner_model_param->num_output_group; ++gid) { model_.CommitModel(std::move(new_trees[gid]), gid); } monitor_.Stop("CommitModel"); } void GBTree::LoadConfig(Json const& in) { CHECK_EQ(get(in["name"]), "gbtree"); FromJson(in["gbtree_train_param"], &tparam_); // Process type cannot be kUpdate from loaded model // This would cause all trees to be pushed to trees_to_update // e.g. updating a model, then saving and loading it would result in an empty model tparam_.process_type = TreeProcessType::kDefault; int32_t const n_gpus = xgboost::common::AllVisibleGPUs(); if (n_gpus == 0 && tparam_.predictor == PredictorType::kGPUPredictor) { LOG(WARNING) << "Loading from a raw memory buffer on CPU only machine. " "Changing predictor to auto."; tparam_.UpdateAllowUnknown(Args{{"predictor", "auto"}}); } if (n_gpus == 0 && tparam_.tree_method == TreeMethod::kGPUHist) { tparam_.UpdateAllowUnknown(Args{{"tree_method", "hist"}}); LOG(WARNING) << "Loading from a raw memory buffer on CPU only machine. " "Changing tree_method to hist."; } auto const& j_updaters = get(in["updater"]); updaters_.clear(); for (auto const& kv : j_updaters) { std::unique_ptr up(TreeUpdater::Create(kv.first, generic_param_)); up->LoadConfig(kv.second); updaters_.push_back(std::move(up)); } specified_updater_ = get(in["specified_updater"]); } void GBTree::SaveConfig(Json* p_out) const { auto& out = *p_out; out["name"] = String("gbtree"); out["gbtree_train_param"] = ToJson(tparam_); // Process type cannot be kUpdate from loaded model // This would cause all trees to be pushed to trees_to_update // e.g. updating a model, then saving and loading it would result in an empty // model out["gbtree_train_param"]["process_type"] = String("default"); out["updater"] = Object(); auto& j_updaters = out["updater"]; for (auto const& up : updaters_) { j_updaters[up->Name()] = Object(); auto& j_up = j_updaters[up->Name()]; up->SaveConfig(&j_up); } out["specified_updater"] = Boolean{specified_updater_}; } void GBTree::LoadModel(Json const& in) { CHECK_EQ(get(in["name"]), "gbtree"); model_.LoadModel(in["model"]); } void GBTree::SaveModel(Json* p_out) const { auto& out = *p_out; out["name"] = String("gbtree"); out["model"] = Object(); auto& model = out["model"]; model_.SaveModel(&model); } void GBTree::Slice(int32_t layer_begin, int32_t layer_end, int32_t step, GradientBooster *out, bool* out_of_bound) const { CHECK(configured_); CHECK(out); auto p_gbtree = dynamic_cast(out); CHECK(p_gbtree); GBTreeModel &out_model = p_gbtree->model_; auto layer_trees = this->LayerTrees(); layer_end = layer_end == 0 ? model_.trees.size() / layer_trees : layer_end; CHECK_GT(layer_end, layer_begin); CHECK_GE(step, 1); int32_t n_layers = (layer_end - layer_begin) / step; std::vector> &out_trees = out_model.trees; out_trees.resize(layer_trees * n_layers); std::vector &out_trees_info = out_model.tree_info; out_trees_info.resize(layer_trees * n_layers); out_model.param.num_trees = out_model.trees.size(); CHECK(this->model_.trees_to_update.empty()); *out_of_bound = detail::SliceTrees( layer_begin, layer_end, step, this->model_, tparam_, layer_trees, [&](auto const &in_it, auto const &out_it) { auto new_tree = std::make_unique(*this->model_.trees.at(in_it)); bst_group_t group = this->model_.tree_info[in_it]; out_trees.at(out_it) = std::move(new_tree); out_trees_info.at(out_it) = group; }); } void GBTree::PredictBatch(DMatrix* p_fmat, PredictionCacheEntry* out_preds, bool, unsigned layer_begin, unsigned layer_end) { CHECK(configured_); if (layer_end == 0) { layer_end = this->BoostedRounds(); } if (layer_begin != 0 || layer_end < out_preds->version) { // cache is dropped. out_preds->version = 0; } bool reset = false; if (layer_begin == 0) { layer_begin = out_preds->version; } else { // When begin layer is not 0, the cache is not useful. reset = true; } if (out_preds->predictions.Size() == 0 && p_fmat->Info().num_row_ != 0) { CHECK_EQ(out_preds->version, 0); } auto const& predictor = GetPredictor(&out_preds->predictions, p_fmat); if (out_preds->version == 0) { // out_preds->Size() can be non-zero as it's initialized here before any // tree is built at the 0^th iterator. predictor->InitOutPredictions(p_fmat->Info(), &out_preds->predictions, model_); } uint32_t tree_begin, tree_end; std::tie(tree_begin, tree_end) = detail::LayerToTree(model_, tparam_, layer_begin, layer_end); if (tree_end > tree_begin) { predictor->PredictBatch(p_fmat, out_preds, model_, tree_begin, tree_end); } if (reset) { out_preds->version = 0; } else { uint32_t delta = layer_end - out_preds->version; out_preds->Update(delta); } } std::unique_ptr const & GBTree::GetPredictor(HostDeviceVector const *out_pred, DMatrix *f_dmat) const { CHECK(configured_); if (tparam_.predictor != PredictorType::kAuto) { if (tparam_.predictor == PredictorType::kGPUPredictor) { #if defined(XGBOOST_USE_CUDA) CHECK_GE(common::AllVisibleGPUs(), 1) << "No visible GPU is found for XGBoost."; CHECK(gpu_predictor_); return gpu_predictor_; #else common::AssertGPUSupport(); #endif // defined(XGBOOST_USE_CUDA) } if (tparam_.predictor == PredictorType::kOneAPIPredictor) { #if defined(XGBOOST_USE_ONEAPI) CHECK(oneapi_predictor_); return oneapi_predictor_; #else common::AssertOneAPISupport(); #endif // defined(XGBOOST_USE_ONEAPI) } CHECK(cpu_predictor_); return cpu_predictor_; } // Data comes from Device DMatrix. auto is_ellpack = f_dmat && f_dmat->PageExists() && !f_dmat->PageExists(); // Data comes from device memory, like CuDF or CuPy. auto is_from_device = f_dmat && f_dmat->PageExists() && (*(f_dmat->GetBatches().begin())).data.DeviceCanRead(); auto on_device = is_ellpack || is_from_device; // Use GPU Predictor if data is already on device and gpu_id is set. if (on_device && generic_param_->gpu_id >= 0) { #if defined(XGBOOST_USE_CUDA) CHECK_GE(common::AllVisibleGPUs(), 1) << "No visible GPU is found for XGBoost."; CHECK(gpu_predictor_); return gpu_predictor_; #else LOG(FATAL) << "Data is on CUDA device, but XGBoost is not compiled with " "CUDA support."; return cpu_predictor_; #endif // defined(XGBOOST_USE_CUDA) } // GPU_Hist by default has prediction cache calculated from quantile values, // so GPU Predictor is not used for training dataset. But when XGBoost // performs continue training with an existing model, the prediction cache is // not availbale and number of trees doesn't equal zero, the whole training // dataset got copied into GPU for precise prediction. This condition tries // to avoid such copy by calling CPU Predictor instead. if ((out_pred && out_pred->Size() == 0) && (model_.param.num_trees != 0) && // FIXME(trivialfis): Implement a better method for testing whether data // is on device after DMatrix refactoring is done. !on_device) { CHECK(cpu_predictor_); return cpu_predictor_; } if (tparam_.tree_method == TreeMethod::kGPUHist) { #if defined(XGBOOST_USE_CUDA) CHECK_GE(common::AllVisibleGPUs(), 1) << "No visible GPU is found for XGBoost."; CHECK(gpu_predictor_); return gpu_predictor_; #else common::AssertGPUSupport(); return cpu_predictor_; #endif // defined(XGBOOST_USE_CUDA) } CHECK(cpu_predictor_); return cpu_predictor_; } /** Increment the prediction on GPU. * * \param out_predts Prediction for the whole model. * \param predts Prediction for current tree. * \param tree_w Tree weight. */ void GPUDartPredictInc(common::Span out_predts, common::Span predts, float tree_w, size_t n_rows, bst_group_t n_groups, bst_group_t group) #if defined(XGBOOST_USE_CUDA) ; // NOLINT #else { common::AssertGPUSupport(); } #endif void GPUDartInplacePredictInc(common::Span out_predts, common::Span predts, float tree_w, size_t n_rows, float base_score, bst_group_t n_groups, bst_group_t group) #if defined(XGBOOST_USE_CUDA) ; // NOLINT #else { common::AssertGPUSupport(); } #endif class Dart : public GBTree { public: explicit Dart(LearnerModelParam const* booster_config) : GBTree(booster_config) {} void Configure(const Args& cfg) override { GBTree::Configure(cfg); dparam_.UpdateAllowUnknown(cfg); } void Slice(int32_t layer_begin, int32_t layer_end, int32_t step, GradientBooster *out, bool* out_of_bound) const final { GBTree::Slice(layer_begin, layer_end, step, out, out_of_bound); if (*out_of_bound) { return; } auto p_dart = dynamic_cast(out); CHECK(p_dart); CHECK(p_dart->weight_drop_.empty()); detail::SliceTrees( layer_begin, layer_end, step, model_, tparam_, this->LayerTrees(), [&](auto const& in_it, auto const&) { p_dart->weight_drop_.push_back(this->weight_drop_.at(in_it)); }); } void SaveModel(Json *p_out) const override { auto &out = *p_out; out["name"] = String("dart"); out["gbtree"] = Object(); GBTree::SaveModel(&(out["gbtree"])); std::vector j_weight_drop(weight_drop_.size()); for (size_t i = 0; i < weight_drop_.size(); ++i) { j_weight_drop[i] = Number(weight_drop_[i]); } out["weight_drop"] = Array(std::move(j_weight_drop)); } void LoadModel(Json const& in) override { CHECK_EQ(get(in["name"]), "dart"); auto const& gbtree = in["gbtree"]; GBTree::LoadModel(gbtree); auto const& j_weight_drop = get(in["weight_drop"]); weight_drop_.resize(j_weight_drop.size()); for (size_t i = 0; i < weight_drop_.size(); ++i) { weight_drop_[i] = get(j_weight_drop[i]); } } void Load(dmlc::Stream* fi) override { GBTree::Load(fi); weight_drop_.resize(model_.param.num_trees); if (model_.param.num_trees != 0) { fi->Read(&weight_drop_); } } void Save(dmlc::Stream* fo) const override { GBTree::Save(fo); if (weight_drop_.size() != 0) { fo->Write(weight_drop_); } } void LoadConfig(Json const& in) override { CHECK_EQ(get(in["name"]), "dart"); auto const& gbtree = in["gbtree"]; GBTree::LoadConfig(gbtree); FromJson(in["dart_train_param"], &dparam_); } void SaveConfig(Json* p_out) const override { auto& out = *p_out; out["name"] = String("dart"); out["gbtree"] = Object(); auto& gbtree = out["gbtree"]; GBTree::SaveConfig(&gbtree); out["dart_train_param"] = ToJson(dparam_); } // An independent const function to make sure it's thread safe. void PredictBatchImpl(DMatrix *p_fmat, PredictionCacheEntry *p_out_preds, bool training, unsigned layer_begin, unsigned layer_end) const { auto &predictor = this->GetPredictor(&p_out_preds->predictions, p_fmat); CHECK(predictor); predictor->InitOutPredictions(p_fmat->Info(), &p_out_preds->predictions, model_); p_out_preds->version = 0; uint32_t tree_begin, tree_end; std::tie(tree_begin, tree_end) = detail::LayerToTree(model_, tparam_, layer_begin, layer_end); auto n_groups = model_.learner_model_param->num_output_group; PredictionCacheEntry predts; // temporary storage for prediction if (generic_param_->gpu_id != GenericParameter::kCpuId) { predts.predictions.SetDevice(generic_param_->gpu_id); } predts.predictions.Resize(p_fmat->Info().num_row_ * n_groups, 0); for (size_t i = tree_begin; i < tree_end; i += 1) { if (training && std::binary_search(idx_drop_.cbegin(), idx_drop_.cend(), i)) { continue; } CHECK_GE(i, p_out_preds->version); auto version = i / this->LayerTrees(); p_out_preds->version = version; predts.predictions.Fill(0); predictor->PredictBatch(p_fmat, &predts, model_, i, i + 1); // Multiple the weight to output prediction. auto w = this->weight_drop_.at(i); auto group = model_.tree_info.at(i); CHECK_EQ(p_out_preds->predictions.Size(), predts.predictions.Size()); size_t n_rows = p_fmat->Info().num_row_; if (predts.predictions.DeviceIdx() != GenericParameter::kCpuId) { p_out_preds->predictions.SetDevice(predts.predictions.DeviceIdx()); GPUDartPredictInc(p_out_preds->predictions.DeviceSpan(), predts.predictions.DeviceSpan(), w, n_rows, n_groups, group); } else { auto &h_out_predts = p_out_preds->predictions.HostVector(); auto &h_predts = predts.predictions.HostVector(); #pragma omp parallel for for (omp_ulong ridx = 0; ridx < p_fmat->Info().num_row_; ++ridx) { const size_t offset = ridx * n_groups + group; h_out_predts[offset] += (h_predts[offset] * w); } } } } void PredictBatch(DMatrix* p_fmat, PredictionCacheEntry* p_out_preds, bool training, unsigned layer_begin, unsigned layer_end) override { DropTrees(training); this->PredictBatchImpl(p_fmat, p_out_preds, training, layer_begin, layer_end); } void InplacePredict(dmlc::any const &x, std::shared_ptr p_m, float missing, PredictionCacheEntry *out_preds, uint32_t layer_begin, unsigned layer_end) const override { uint32_t tree_begin, tree_end; std::tie(tree_begin, tree_end) = detail::LayerToTree(model_, tparam_, layer_begin, layer_end); std::vector predictors{ cpu_predictor_.get(), #if defined(XGBOOST_USE_CUDA) gpu_predictor_.get() #endif // defined(XGBOOST_USE_CUDA) }; Predictor const * predictor {nullptr}; MetaInfo info; StringView msg{"Unsupported data type for inplace predict."}; int32_t device = GenericParameter::kCpuId; PredictionCacheEntry predts; // Inplace predict is not used for training, so no need to drop tree. for (size_t i = tree_begin; i < tree_end; ++i) { if (tparam_.predictor == PredictorType::kAuto) { // Try both predictor implementations bool success = false; for (auto const &p : predictors) { if (p && p->InplacePredict(x, nullptr, model_, missing, &predts, i, i + 1)) { success = true; predictor = p; #if defined(XGBOOST_USE_CUDA) device = predts.predictions.DeviceIdx(); #endif // defined(XGBOOST_USE_CUDA) break; } } CHECK(success) << msg; } else { // No base margin from meta info for each tree predictor = this->GetPredictor().get(); bool success = predictor->InplacePredict(x, nullptr, model_, missing, &predts, i, i + 1); device = predts.predictions.DeviceIdx(); CHECK(success) << msg; } auto w = this->weight_drop_.at(i); size_t n_groups = model_.learner_model_param->num_output_group; auto n_rows = predts.predictions.Size() / n_groups; if (i == tree_begin) { // base margin is added here. if (p_m) { p_m->Info().num_row_ = n_rows; predictor->InitOutPredictions(p_m->Info(), &out_preds->predictions, model_); } else { info.num_row_ = n_rows; predictor->InitOutPredictions(info, &out_preds->predictions, model_); } } // Multiple the tree weight CHECK_EQ(predts.predictions.Size(), out_preds->predictions.Size()); auto group = model_.tree_info.at(i); if (device == GenericParameter::kCpuId) { auto &h_predts = predts.predictions.HostVector(); auto &h_out_predts = out_preds->predictions.HostVector(); #pragma omp parallel for for (omp_ulong ridx = 0; ridx < n_rows; ++ridx) { const size_t offset = ridx * n_groups + group; // Need to remove the base margin from indiviual tree. h_out_predts[offset] += (h_predts[offset] - model_.learner_model_param->base_score) * w; } } else { out_preds->predictions.SetDevice(device); predts.predictions.SetDevice(device); GPUDartInplacePredictInc(out_preds->predictions.DeviceSpan(), predts.predictions.DeviceSpan(), w, n_rows, model_.learner_model_param->base_score, n_groups, group); } } } void PredictInstance(const SparsePage::Inst &inst, std::vector *out_preds, unsigned layer_begin, unsigned layer_end) override { DropTrees(false); auto &predictor = this->GetPredictor(); uint32_t _, tree_end; std::tie(_, tree_end) = detail::LayerToTree(model_, tparam_, layer_begin, layer_end); predictor->PredictInstance(inst, out_preds, model_, tree_end); } void PredictContribution(DMatrix* p_fmat, HostDeviceVector* out_contribs, unsigned layer_begin, unsigned layer_end, bool approximate, int, unsigned) override { CHECK(configured_); uint32_t tree_begin, tree_end; std::tie(tree_begin, tree_end) = detail::LayerToTree(model_, tparam_, layer_begin, layer_end); cpu_predictor_->PredictContribution(p_fmat, out_contribs, model_, tree_end, &weight_drop_, approximate); } void PredictInteractionContributions( DMatrix *p_fmat, HostDeviceVector *out_contribs, unsigned layer_begin, unsigned layer_end, bool approximate) override { CHECK(configured_); uint32_t tree_begin, tree_end; std::tie(tree_begin, tree_end) = detail::LayerToTree(model_, tparam_, layer_begin, layer_end); cpu_predictor_->PredictInteractionContributions(p_fmat, out_contribs, model_, tree_end, &weight_drop_, approximate); } protected: // commit new trees all at once void CommitModel(std::vector>>&& new_trees, DMatrix*, PredictionCacheEntry*) override { int num_new_trees = 0; for (uint32_t gid = 0; gid < model_.learner_model_param->num_output_group; ++gid) { num_new_trees += new_trees[gid].size(); model_.CommitModel(std::move(new_trees[gid]), gid); } size_t num_drop = NormalizeTrees(num_new_trees); LOG(INFO) << "drop " << num_drop << " trees, " << "weight = " << weight_drop_.back(); } // Select which trees to drop. inline void DropTrees(bool is_training) { if (!is_training) { // This function should be thread safe when it's not training. return; } idx_drop_.clear(); std::uniform_real_distribution<> runif(0.0, 1.0); auto& rnd = common::GlobalRandom(); bool skip = false; if (dparam_.skip_drop > 0.0) skip = (runif(rnd) < dparam_.skip_drop); // sample some trees to drop if (!skip) { if (dparam_.sample_type == 1) { bst_float sum_weight = 0.0; for (auto elem : weight_drop_) { sum_weight += elem; } for (size_t i = 0; i < weight_drop_.size(); ++i) { if (runif(rnd) < dparam_.rate_drop * weight_drop_.size() * weight_drop_[i] / sum_weight) { idx_drop_.push_back(i); } } if (dparam_.one_drop && idx_drop_.empty() && !weight_drop_.empty()) { // the expression below is an ugly but MSVC2013-friendly equivalent of // size_t i = std::discrete_distribution(weight_drop.begin(), // weight_drop.end())(rnd); size_t i = std::discrete_distribution( weight_drop_.size(), 0., static_cast(weight_drop_.size()), [this](double x) -> double { return weight_drop_[static_cast(x)]; })(rnd); idx_drop_.push_back(i); } } else { for (size_t i = 0; i < weight_drop_.size(); ++i) { if (runif(rnd) < dparam_.rate_drop) { idx_drop_.push_back(i); } } if (dparam_.one_drop && idx_drop_.empty() && !weight_drop_.empty()) { size_t i = std::uniform_int_distribution(0, weight_drop_.size() - 1)(rnd); idx_drop_.push_back(i); } } } } // set normalization factors inline size_t NormalizeTrees(size_t size_new_trees) { float lr = 1.0 * dparam_.learning_rate / size_new_trees; size_t num_drop = idx_drop_.size(); if (num_drop == 0) { for (size_t i = 0; i < size_new_trees; ++i) { weight_drop_.push_back(1.0); } } else { if (dparam_.normalize_type == 1) { // normalize_type 1 float factor = 1.0 / (1.0 + lr); for (auto i : idx_drop_) { weight_drop_[i] *= factor; } for (size_t i = 0; i < size_new_trees; ++i) { weight_drop_.push_back(factor); } } else { // normalize_type 0 float factor = 1.0 * num_drop / (num_drop + lr); for (auto i : idx_drop_) { weight_drop_[i] *= factor; } for (size_t i = 0; i < size_new_trees; ++i) { weight_drop_.push_back(1.0 / (num_drop + lr)); } } } // reset idx_drop_.clear(); return num_drop; } // init thread buffers inline void InitThreadTemp(int nthread) { int prev_thread_temp_size = thread_temp_.size(); if (prev_thread_temp_size < nthread) { thread_temp_.resize(nthread, RegTree::FVec()); for (int i = prev_thread_temp_size; i < nthread; ++i) { thread_temp_[i].Init(model_.learner_model_param->num_feature); } } } // --- data structure --- // training parameter DartTrainParam dparam_; /*! \brief prediction buffer */ std::vector weight_drop_; // indexes of dropped trees std::vector idx_drop_; // temporal storage for per thread std::vector thread_temp_; }; // register the objective functions DMLC_REGISTER_PARAMETER(GBTreeModelParam); DMLC_REGISTER_PARAMETER(GBTreeTrainParam); DMLC_REGISTER_PARAMETER(DartTrainParam); XGBOOST_REGISTER_GBM(GBTree, "gbtree") .describe("Tree booster, gradient boosted trees.") .set_body([](LearnerModelParam const* booster_config) { auto* p = new GBTree(booster_config); return p; }); XGBOOST_REGISTER_GBM(Dart, "dart") .describe("Tree booster, dart.") .set_body([](LearnerModelParam const* booster_config) { GBTree* p = new Dart(booster_config); return p; }); } // namespace gbm } // namespace xgboost