/*! * Copyright 2017-2020 by Contributors */ #include #include #include #include #include #include #include "xgboost/data.h" #include "xgboost/predictor.h" #include "xgboost/tree_model.h" #include "xgboost/tree_updater.h" #include "xgboost/host_device_vector.h" #include "../gbm/gbtree_model.h" #include "../data/ellpack_page.cuh" #include "../data/device_adapter.cuh" #include "../common/common.h" #include "../common/device_helpers.cuh" namespace xgboost { namespace predictor { DMLC_REGISTRY_FILE_TAG(gpu_predictor); struct SparsePageView { common::Span d_data; common::Span d_row_ptr; bst_feature_t num_features; SparsePageView() = default; XGBOOST_DEVICE SparsePageView(common::Span data, common::Span row_ptr, bst_feature_t num_features) : d_data{data}, d_row_ptr{row_ptr}, num_features(num_features) {} __device__ float GetElement(size_t ridx, size_t fidx) const { // Binary search auto begin_ptr = d_data.begin() + d_row_ptr[ridx]; auto end_ptr = d_data.begin() + d_row_ptr[ridx + 1]; if (end_ptr - begin_ptr == this->NumCols()) { // Bypass span check for dense data return d_data.data()[d_row_ptr[ridx] + fidx].fvalue; } common::Span::iterator previous_middle; while (end_ptr != begin_ptr) { auto middle = begin_ptr + (end_ptr - begin_ptr) / 2; if (middle == previous_middle) { break; } else { previous_middle = middle; } if (middle->index == fidx) { return middle->fvalue; } else if (middle->index < fidx) { begin_ptr = middle; } else { end_ptr = middle; } } // Value is missing return nanf(""); } XGBOOST_DEVICE size_t NumRows() const { return d_row_ptr.size() - 1; } XGBOOST_DEVICE size_t NumCols() const { return num_features; } }; struct SparsePageLoader { bool use_shared; SparsePageView data; float* smem; size_t entry_start; __device__ SparsePageLoader(SparsePageView data, bool use_shared, bst_feature_t num_features, bst_row_t num_rows, size_t entry_start) : use_shared(use_shared), data(data), entry_start(entry_start) { extern __shared__ float _smem[]; smem = _smem; // Copy instances if (use_shared) { bst_uint global_idx = blockDim.x * blockIdx.x + threadIdx.x; int shared_elements = blockDim.x * data.num_features; dh::BlockFill(smem, shared_elements, nanf("")); __syncthreads(); if (global_idx < num_rows) { bst_uint elem_begin = data.d_row_ptr[global_idx]; bst_uint elem_end = data.d_row_ptr[global_idx + 1]; for (bst_uint elem_idx = elem_begin; elem_idx < elem_end; elem_idx++) { Entry elem = data.d_data[elem_idx - entry_start]; smem[threadIdx.x * data.num_features + elem.index] = elem.fvalue; } } __syncthreads(); } } __device__ float GetElement(size_t ridx, size_t fidx) const { if (use_shared) { return smem[threadIdx.x * data.num_features + fidx]; } else { return data.GetElement(ridx, fidx); } } }; struct EllpackLoader { EllpackDeviceAccessor const& matrix; XGBOOST_DEVICE EllpackLoader(EllpackDeviceAccessor const& m, bool use_shared, bst_feature_t num_features, bst_row_t num_rows, size_t entry_start) : matrix{m} {} __device__ __forceinline__ float GetElement(size_t ridx, size_t fidx) const { auto gidx = matrix.GetBinIndex(ridx, fidx); if (gidx == -1) { return nan(""); } // The gradient index needs to be shifted by one as min values are not included in the // cuts. if (gidx == matrix.feature_segments[fidx]) { return matrix.min_fvalue[fidx]; } return matrix.gidx_fvalue_map[gidx - 1]; } }; template struct DeviceAdapterLoader { Batch batch; bst_feature_t columns; float* smem; bool use_shared; using BatchT = Batch; XGBOOST_DEV_INLINE DeviceAdapterLoader(Batch const batch, bool use_shared, bst_feature_t num_features, bst_row_t num_rows, size_t entry_start) : batch{batch}, columns{num_features}, use_shared{use_shared} { extern __shared__ float _smem[]; smem = _smem; if (use_shared) { uint32_t global_idx = blockDim.x * blockIdx.x + threadIdx.x; size_t shared_elements = blockDim.x * num_features; dh::BlockFill(smem, shared_elements, nanf("")); __syncthreads(); if (global_idx < num_rows) { auto beg = global_idx * columns; auto end = (global_idx + 1) * columns; for (size_t i = beg; i < end; ++i) { smem[threadIdx.x * num_features + (i - beg)] = batch.GetElement(i).value; } } } __syncthreads(); } XGBOOST_DEV_INLINE float GetElement(size_t ridx, size_t fidx) const { if (use_shared) { return smem[threadIdx.x * columns + fidx]; } return batch.GetElement(ridx * columns + fidx).value; } }; template __device__ float GetLeafWeight(bst_uint ridx, const RegTree::Node* tree, Loader* loader) { RegTree::Node n = tree[0]; while (!n.IsLeaf()) { float fvalue = loader->GetElement(ridx, n.SplitIndex()); // Missing value if (isnan(fvalue)) { n = tree[n.DefaultChild()]; } else { if (fvalue < n.SplitCond()) { n = tree[n.LeftChild()]; } else { n = tree[n.RightChild()]; } } } return n.LeafValue(); } template __global__ void PredictKernel(Data data, common::Span d_nodes, common::Span d_out_predictions, common::Span d_tree_segments, common::Span d_tree_group, size_t tree_begin, size_t tree_end, size_t num_features, size_t num_rows, size_t entry_start, bool use_shared, int num_group) { bst_uint global_idx = blockDim.x * blockIdx.x + threadIdx.x; Loader loader(data, use_shared, num_features, num_rows, entry_start); if (global_idx >= num_rows) return; if (num_group == 1) { float sum = 0; for (int tree_idx = tree_begin; tree_idx < tree_end; tree_idx++) { const RegTree::Node* d_tree = &d_nodes[d_tree_segments[tree_idx - tree_begin]]; float leaf = GetLeafWeight(global_idx, d_tree, &loader); sum += leaf; } d_out_predictions[global_idx] += sum; } else { for (int tree_idx = tree_begin; tree_idx < tree_end; tree_idx++) { int tree_group = d_tree_group[tree_idx]; const RegTree::Node* d_tree = &d_nodes[d_tree_segments[tree_idx - tree_begin]]; bst_uint out_prediction_idx = global_idx * num_group + tree_group; d_out_predictions[out_prediction_idx] += GetLeafWeight(global_idx, d_tree, &loader); } } } class DeviceModel { public: // Need to lazily construct the vectors because GPU id is only known at runtime HostDeviceVector nodes; HostDeviceVector stats; HostDeviceVector tree_segments; HostDeviceVector tree_group; size_t tree_beg_; // NOLINT size_t tree_end_; // NOLINT int num_group; void Init(const gbm::GBTreeModel& model, size_t tree_begin, size_t tree_end, int32_t gpu_id) { dh::safe_cuda(cudaSetDevice(gpu_id)); CHECK_EQ(model.param.size_leaf_vector, 0); // Copy decision trees to device tree_segments = std::move(HostDeviceVector({}, gpu_id)); auto& h_tree_segments = tree_segments.HostVector(); h_tree_segments.reserve((tree_end - tree_begin) + 1); size_t sum = 0; h_tree_segments.push_back(sum); for (auto tree_idx = tree_begin; tree_idx < tree_end; tree_idx++) { sum += model.trees.at(tree_idx)->GetNodes().size(); h_tree_segments.push_back(sum); } nodes = std::move(HostDeviceVector(h_tree_segments.back(), RegTree::Node(), gpu_id)); stats = std::move(HostDeviceVector(h_tree_segments.back(), RTreeNodeStat(), gpu_id)); auto d_nodes = nodes.DevicePointer(); auto d_stats = stats.DevicePointer(); for (auto tree_idx = tree_begin; tree_idx < tree_end; tree_idx++) { auto& src_nodes = model.trees.at(tree_idx)->GetNodes(); auto& src_stats = model.trees.at(tree_idx)->GetStats(); dh::safe_cuda(cudaMemcpyAsync( d_nodes + h_tree_segments[tree_idx - tree_begin], src_nodes.data(), sizeof(RegTree::Node) * src_nodes.size(), cudaMemcpyDefault)); dh::safe_cuda(cudaMemcpyAsync( d_stats + h_tree_segments[tree_idx - tree_begin], src_stats.data(), sizeof(RTreeNodeStat) * src_stats.size(), cudaMemcpyDefault)); } tree_group = std::move(HostDeviceVector(model.tree_info.size(), 0, gpu_id)); auto d_tree_group = tree_group.DevicePointer(); dh::safe_cuda(cudaMemcpyAsync(d_tree_group, model.tree_info.data(), sizeof(int) * model.tree_info.size(), cudaMemcpyDefault)); this->tree_beg_ = tree_begin; this->tree_end_ = tree_end; this->num_group = model.learner_model_param->num_output_group; } }; struct PathInfo { int64_t leaf_position; // -1 not a leaf size_t length; size_t tree_idx; }; // Transform model into path element form for GPUTreeShap void ExtractPaths(dh::device_vector* paths, const gbm::GBTreeModel& model, size_t tree_limit, int gpu_id) { DeviceModel device_model; device_model.Init(model, 0, tree_limit, gpu_id); dh::caching_device_vector info(device_model.nodes.Size()); dh::XGBCachingDeviceAllocator alloc; auto d_nodes = device_model.nodes.ConstDeviceSpan(); auto d_tree_segments = device_model.tree_segments.ConstDeviceSpan(); auto nodes_transform = dh::MakeTransformIterator( thrust::make_counting_iterator(0ull), [=] __device__(size_t idx) { auto n = d_nodes[idx]; if (!n.IsLeaf() || n.IsDeleted()) { return PathInfo{-1, 0, 0}; } size_t tree_idx = dh::SegmentId(d_tree_segments.begin(), d_tree_segments.end(), idx); size_t tree_offset = d_tree_segments[tree_idx]; size_t path_length = 1; while (!n.IsRoot()) { n = d_nodes[n.Parent() + tree_offset]; path_length++; } return PathInfo{int64_t(idx), path_length, tree_idx}; }); auto end = thrust::copy_if( thrust::cuda::par(alloc), nodes_transform, nodes_transform + d_nodes.size(), info.begin(), [=] __device__(const PathInfo& e) { return e.leaf_position != -1; }); info.resize(end - info.begin()); auto length_iterator = dh::MakeTransformIterator( info.begin(), [=] __device__(const PathInfo& info) { return info.length; }); dh::caching_device_vector path_segments(info.size() + 1); thrust::exclusive_scan(thrust::cuda::par(alloc), length_iterator, length_iterator + info.size() + 1, path_segments.begin()); paths->resize(path_segments.back()); auto d_paths = paths->data().get(); auto d_info = info.data().get(); auto d_stats = device_model.stats.ConstDeviceSpan(); auto d_tree_group = device_model.tree_group.ConstDeviceSpan(); auto d_path_segments = path_segments.data().get(); dh::LaunchN(gpu_id, info.size(), [=] __device__(size_t idx) { auto path_info = d_info[idx]; size_t tree_offset = d_tree_segments[path_info.tree_idx]; int group = d_tree_group[path_info.tree_idx]; size_t child_idx = path_info.leaf_position; auto child = d_nodes[child_idx]; float v = child.LeafValue(); const float inf = std::numeric_limits::infinity(); size_t output_position = d_path_segments[idx + 1] - 1; while (!child.IsRoot()) { size_t parent_idx = tree_offset + child.Parent(); double child_cover = d_stats[child_idx].sum_hess; double parent_cover = d_stats[parent_idx].sum_hess; double zero_fraction = child_cover / parent_cover; auto parent = d_nodes[parent_idx]; bool is_left_path = (tree_offset + parent.LeftChild()) == child_idx; bool is_missing_path = (!parent.DefaultLeft() && !is_left_path) || (parent.DefaultLeft() && is_left_path); float lower_bound = is_left_path ? -inf : parent.SplitCond(); float upper_bound = is_left_path ? parent.SplitCond() : inf; d_paths[output_position--] = { idx, parent.SplitIndex(), group, lower_bound, upper_bound, is_missing_path, zero_fraction, v}; child_idx = parent_idx; child = parent; } // Root node has feature -1 d_paths[output_position] = {idx, -1, group, -inf, inf, false, 1.0, v}; }); } class GPUPredictor : public xgboost::Predictor { private: void PredictInternal(const SparsePage& batch, size_t num_features, HostDeviceVector* predictions, size_t batch_offset) { batch.offset.SetDevice(generic_param_->gpu_id); batch.data.SetDevice(generic_param_->gpu_id); const uint32_t BLOCK_THREADS = 128; size_t num_rows = batch.Size(); auto GRID_SIZE = static_cast(common::DivRoundUp(num_rows, BLOCK_THREADS)); auto shared_memory_bytes = static_cast(sizeof(float) * num_features * BLOCK_THREADS); bool use_shared = true; if (shared_memory_bytes > max_shared_memory_bytes_) { shared_memory_bytes = 0; use_shared = false; } size_t entry_start = 0; SparsePageView data(batch.data.DeviceSpan(), batch.offset.DeviceSpan(), num_features); dh::LaunchKernel {GRID_SIZE, BLOCK_THREADS, shared_memory_bytes} ( PredictKernel, data, model_.nodes.DeviceSpan(), predictions->DeviceSpan().subspan(batch_offset), model_.tree_segments.DeviceSpan(), model_.tree_group.DeviceSpan(), model_.tree_beg_, model_.tree_end_, num_features, num_rows, entry_start, use_shared, model_.num_group); } void PredictInternal(EllpackDeviceAccessor const& batch, HostDeviceVector* out_preds, size_t batch_offset) { const uint32_t BLOCK_THREADS = 256; size_t num_rows = batch.n_rows; auto GRID_SIZE = static_cast(common::DivRoundUp(num_rows, BLOCK_THREADS)); bool use_shared = false; size_t entry_start = 0; dh::LaunchKernel {GRID_SIZE, BLOCK_THREADS} ( PredictKernel, batch, model_.nodes.DeviceSpan(), out_preds->DeviceSpan().subspan(batch_offset), model_.tree_segments.DeviceSpan(), model_.tree_group.DeviceSpan(), model_.tree_beg_, model_.tree_end_, batch.NumFeatures(), num_rows, entry_start, use_shared, model_.num_group); } void DevicePredictInternal(DMatrix* dmat, HostDeviceVector* out_preds, const gbm::GBTreeModel& model, size_t tree_begin, size_t tree_end) { dh::safe_cuda(cudaSetDevice(generic_param_->gpu_id)); if (tree_end - tree_begin == 0) { return; } model_.Init(model, tree_begin, tree_end, generic_param_->gpu_id); out_preds->SetDevice(generic_param_->gpu_id); if (dmat->PageExists()) { size_t batch_offset = 0; for (auto &batch : dmat->GetBatches()) { this->PredictInternal(batch, model.learner_model_param->num_feature, out_preds, batch_offset); batch_offset += batch.Size() * model.learner_model_param->num_output_group; } } else { size_t batch_offset = 0; for (auto const& page : dmat->GetBatches()) { this->PredictInternal( page.Impl()->GetDeviceAccessor(generic_param_->gpu_id), out_preds, batch_offset); batch_offset += page.Impl()->n_rows; } } } public: explicit GPUPredictor(GenericParameter const* generic_param) : Predictor::Predictor{generic_param} {} ~GPUPredictor() override { if (generic_param_->gpu_id >= 0) { dh::safe_cuda(cudaSetDevice(generic_param_->gpu_id)); } } void PredictBatch(DMatrix* dmat, PredictionCacheEntry* predts, const gbm::GBTreeModel& model, int tree_begin, unsigned ntree_limit = 0) override { // This function is duplicated with CPU predictor PredictBatch, see comments in there. // FIXME(trivialfis): Remove the duplication. std::lock_guard const guard(lock_); int device = generic_param_->gpu_id; CHECK_GE(device, 0) << "Set `gpu_id' to positive value for processing GPU data."; ConfigureDevice(device); CHECK_EQ(tree_begin, 0); auto* out_preds = &predts->predictions; CHECK_GE(predts->version, tree_begin); if (out_preds->Size() == 0 && dmat->Info().num_row_ != 0) { CHECK_EQ(predts->version, 0); } if (predts->version == 0) { this->InitOutPredictions(dmat->Info(), out_preds, model); } uint32_t const output_groups = model.learner_model_param->num_output_group; CHECK_NE(output_groups, 0); uint32_t real_ntree_limit = ntree_limit * output_groups; if (real_ntree_limit == 0 || real_ntree_limit > model.trees.size()) { real_ntree_limit = static_cast(model.trees.size()); } uint32_t const end_version = (tree_begin + real_ntree_limit) / output_groups; if (predts->version > end_version) { CHECK_NE(ntree_limit, 0); this->InitOutPredictions(dmat->Info(), out_preds, model); predts->version = 0; } uint32_t const beg_version = predts->version; CHECK_LE(beg_version, end_version); if (beg_version < end_version) { this->DevicePredictInternal(dmat, out_preds, model, beg_version * output_groups, end_version * output_groups); } uint32_t delta = end_version - beg_version; CHECK_LE(delta, model.trees.size()); predts->Update(delta); CHECK(out_preds->Size() == output_groups * dmat->Info().num_row_ || out_preds->Size() == dmat->Info().num_row_); } template void DispatchedInplacePredict(dmlc::any const &x, const gbm::GBTreeModel &model, float missing, PredictionCacheEntry *out_preds, uint32_t tree_begin, uint32_t tree_end) const { auto max_shared_memory_bytes = dh::MaxSharedMemory(this->generic_param_->gpu_id); uint32_t const output_groups = model.learner_model_param->num_output_group; DeviceModel d_model; d_model.Init(model, tree_begin, tree_end, this->generic_param_->gpu_id); auto m = dmlc::get>(x); CHECK_EQ(m->NumColumns(), model.learner_model_param->num_feature) << "Number of columns in data must equal to trained model."; CHECK_EQ(this->generic_param_->gpu_id, m->DeviceIdx()) << "XGBoost is running on device: " << this->generic_param_->gpu_id << ", " << "but data is on: " << m->DeviceIdx(); MetaInfo info; info.num_col_ = m->NumColumns(); info.num_row_ = m->NumRows(); this->InitOutPredictions(info, &(out_preds->predictions), model); const uint32_t BLOCK_THREADS = 128; auto GRID_SIZE = static_cast(common::DivRoundUp(info.num_row_, BLOCK_THREADS)); auto shared_memory_bytes = static_cast(sizeof(float) * m->NumColumns() * BLOCK_THREADS); bool use_shared = true; if (shared_memory_bytes > max_shared_memory_bytes) { shared_memory_bytes = 0; use_shared = false; } size_t entry_start = 0; dh::LaunchKernel {GRID_SIZE, BLOCK_THREADS, shared_memory_bytes} ( PredictKernel, m->Value(), d_model.nodes.DeviceSpan(), out_preds->predictions.DeviceSpan(), d_model.tree_segments.DeviceSpan(), d_model.tree_group.DeviceSpan(), tree_begin, tree_end, m->NumColumns(), info.num_row_, entry_start, use_shared, output_groups); } void InplacePredict(dmlc::any const &x, const gbm::GBTreeModel &model, float missing, PredictionCacheEntry *out_preds, uint32_t tree_begin, unsigned tree_end) const override { if (x.type() == typeid(std::shared_ptr)) { this->DispatchedInplacePredict< data::CupyAdapter, DeviceAdapterLoader>( x, model, missing, out_preds, tree_begin, tree_end); } else if (x.type() == typeid(std::shared_ptr)) { this->DispatchedInplacePredict< data::CudfAdapter, DeviceAdapterLoader>( x, model, missing, out_preds, tree_begin, tree_end); } else { LOG(FATAL) << "Only CuPy and CuDF are supported by GPU Predictor."; } } void PredictContribution(DMatrix* p_fmat, std::vector* out_contribs, const gbm::GBTreeModel& model, unsigned ntree_limit, std::vector* tree_weights, bool approximate, int condition, unsigned condition_feature) override { if (approximate) { LOG(FATAL) << "[Internal error]: " << __func__ << " approximate is not implemented in GPU Predictor."; } dh::safe_cuda(cudaSetDevice(generic_param_->gpu_id)); uint32_t real_ntree_limit = ntree_limit * model.learner_model_param->num_output_group; if (real_ntree_limit == 0 || real_ntree_limit > model.trees.size()) { real_ntree_limit = static_cast(model.trees.size()); } const int ngroup = model.learner_model_param->num_output_group; CHECK_NE(ngroup, 0); // allocate space for (number of features + bias) times the number of rows std::vector& contribs = *out_contribs; size_t contributions_columns = model.learner_model_param->num_feature + 1; // +1 for bias contribs.resize(p_fmat->Info().num_row_ * contributions_columns * model.learner_model_param->num_output_group); dh::TemporaryArray phis(contribs.size(), 0.0); p_fmat->Info().base_margin_.SetDevice(generic_param_->gpu_id); const auto margin = p_fmat->Info().base_margin_.ConstDeviceSpan(); float base_score = model.learner_model_param->base_score; auto d_phis = phis.data().get(); // Add the base margin term to last column dh::LaunchN( generic_param_->gpu_id, p_fmat->Info().num_row_ * model.learner_model_param->num_output_group, [=] __device__(size_t idx) { d_phis[(idx + 1) * contributions_columns - 1] = margin.empty() ? base_score : margin[idx]; }); dh::device_vector device_paths; ExtractPaths(&device_paths, model, real_ntree_limit, generic_param_->gpu_id); for (auto& batch : p_fmat->GetBatches()) { batch.data.SetDevice(generic_param_->gpu_id); batch.offset.SetDevice(generic_param_->gpu_id); SparsePageView X(batch.data.DeviceSpan(), batch.offset.DeviceSpan(), model.learner_model_param->num_feature); gpu_treeshap::GPUTreeShap( X, device_paths.begin(), device_paths.end(), ngroup, phis.data().get() + batch.base_rowid * contributions_columns); } dh::safe_cuda(cudaMemcpy(contribs.data(), phis.data().get(), sizeof(float) * phis.size(), cudaMemcpyDefault)); } protected: void InitOutPredictions(const MetaInfo& info, HostDeviceVector* out_preds, const gbm::GBTreeModel& model) const { size_t n_classes = model.learner_model_param->num_output_group; size_t n = n_classes * info.num_row_; const HostDeviceVector& base_margin = info.base_margin_; out_preds->SetDevice(generic_param_->gpu_id); out_preds->Resize(n); if (base_margin.Size() != 0) { CHECK_EQ(base_margin.Size(), n); out_preds->Copy(base_margin); } else { out_preds->Fill(model.learner_model_param->base_score); } } void PredictInstance(const SparsePage::Inst& inst, std::vector* out_preds, const gbm::GBTreeModel& model, unsigned ntree_limit) override { LOG(FATAL) << "[Internal error]: " << __func__ << " is not implemented in GPU Predictor."; } void PredictLeaf(DMatrix* p_fmat, std::vector* out_preds, const gbm::GBTreeModel& model, unsigned ntree_limit) override { LOG(FATAL) << "[Internal error]: " << __func__ << " is not implemented in GPU Predictor."; } void PredictInteractionContributions(DMatrix* p_fmat, std::vector* out_contribs, const gbm::GBTreeModel& model, unsigned ntree_limit, std::vector* tree_weights, bool approximate) override { LOG(FATAL) << "[Internal error]: " << __func__ << " is not implemented in GPU Predictor."; } void Configure(const std::vector>& cfg) override { Predictor::Configure(cfg); } private: /*! \brief Reconfigure the device when GPU is changed. */ void ConfigureDevice(int device) { if (device >= 0) { max_shared_memory_bytes_ = dh::MaxSharedMemory(device); } } std::mutex lock_; DeviceModel model_; size_t max_shared_memory_bytes_; }; XGBOOST_REGISTER_PREDICTOR(GPUPredictor, "gpu_predictor") .describe("Make predictions using GPU.") .set_body([](GenericParameter const* generic_param) { return new GPUPredictor(generic_param); }); } // namespace predictor } // namespace xgboost