xgboost/src/tree/gpu_hist/histogram.cu
Jiaming Yuan 24241ed6e3
[EM] Compress dense ellpack. (#10821)
This helps reduce the memory copying needed for dense data. In addition, it helps reduce memory usage even if external memory is not used.

- Decouple the number of symbols needed in the compressor with the number of features when the data is dense.
- Remove the fetch call in the `at_end_` iteration.
- Reduce synchronization and kernel launches by using the `uvector` and ctx.
2024-09-20 18:20:56 +08:00

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/**
* Copyright 2020-2024, XGBoost Contributors
*/
#include <thrust/iterator/transform_iterator.h> // for make_transform_iterator
#include <algorithm>
#include <cstdint> // uint32_t, int32_t
#include "../../collective/aggregator.h"
#include "../../common/deterministic.cuh"
#include "../../common/device_helpers.cuh"
#include "../../data/ellpack_page.cuh"
#include "histogram.cuh"
#include "row_partitioner.cuh"
#include "xgboost/base.h"
namespace xgboost::tree {
namespace {
struct Pair {
GradientPair first;
GradientPair second;
};
__host__ XGBOOST_DEV_INLINE Pair operator+(Pair const& lhs, Pair const& rhs) {
return {lhs.first + rhs.first, lhs.second + rhs.second};
}
XGBOOST_DEV_INLINE bst_feature_t FeatIdx(FeatureGroup const& group, bst_idx_t idx,
std::int32_t feature_stride) {
auto fidx = group.start_feature + idx % feature_stride;
return fidx;
}
XGBOOST_DEV_INLINE bst_idx_t IterIdx(EllpackDeviceAccessor const& matrix,
RowPartitioner::RowIndexT ridx, bst_feature_t fidx) {
// ridx_local = ridx - base_rowid <== Row index local to each batch
// entry_idx = ridx_local * row_stride <== Starting entry index for this row in the matrix
// entry_idx += start_feature <== Inside a row, first column inside this feature group
// idx % feature_stride <== The feaature index local to the current feature group
// entry_idx += idx % feature_stride <== Final index.
return (ridx - matrix.base_rowid) * matrix.row_stride + fidx;
}
} // anonymous namespace
struct Clip : public thrust::unary_function<GradientPair, Pair> {
static XGBOOST_DEV_INLINE float Pclip(float v) { return v > 0 ? v : 0; }
static XGBOOST_DEV_INLINE float Nclip(float v) { return v < 0 ? abs(v) : 0; }
XGBOOST_DEV_INLINE Pair operator()(GradientPair x) const {
auto pg = Pclip(x.GetGrad());
auto ph = Pclip(x.GetHess());
auto ng = Nclip(x.GetGrad());
auto nh = Nclip(x.GetHess());
return {GradientPair{pg, ph}, GradientPair{ng, nh}};
}
};
/**
* In algorithm 5 (see common::CreateRoundingFactor) the bound is calculated as
* $max(|v_i|) * n$. Here we use the bound:
*
* \begin{equation}
* max( fl(\sum^{V}_{v_i>0}{v_i}), fl(\sum^{V}_{v_i<0}|v_i|) )
* \end{equation}
*
* to avoid outliers, as the full reduction is reproducible on GPU with reduction tree.
*/
GradientQuantiser::GradientQuantiser(Context const* ctx, common::Span<GradientPair const> gpair,
MetaInfo const& info) {
using GradientSumT = GradientPairPrecise;
using T = typename GradientSumT::ValueT;
thrust::device_ptr<GradientPair const> gpair_beg{gpair.data()};
auto beg = thrust::make_transform_iterator(gpair_beg, Clip());
Pair p = dh::Reduce(ctx->CUDACtx()->CTP(), beg, beg + gpair.size(), Pair{}, thrust::plus<Pair>{});
// Treat pair as array of 4 primitive types to allreduce
using ReduceT = typename decltype(p.first)::ValueT;
static_assert(sizeof(Pair) == sizeof(ReduceT) * 4, "Expected to reduce four elements.");
auto rc = collective::GlobalSum(ctx, info, linalg::MakeVec(reinterpret_cast<ReduceT*>(&p), 4));
collective::SafeColl(rc);
GradientPair positive_sum{p.first}, negative_sum{p.second};
std::size_t total_rows = gpair.size();
rc = collective::GlobalSum(ctx, info, linalg::MakeVec(&total_rows, 1));
collective::SafeColl(rc);
auto histogram_rounding =
GradientSumT{common::CreateRoundingFactor<T>(
std::max(positive_sum.GetGrad(), negative_sum.GetGrad()), total_rows),
common::CreateRoundingFactor<T>(
std::max(positive_sum.GetHess(), negative_sum.GetHess()), total_rows)};
using IntT = typename GradientPairInt64::ValueT;
/**
* Factor for converting gradients from fixed-point to floating-point.
*/
to_floating_point_ =
histogram_rounding /
static_cast<T>(static_cast<IntT>(1)
<< (sizeof(typename GradientSumT::ValueT) * 8 - 2)); // keep 1 for sign bit
/**
* Factor for converting gradients from floating-point to fixed-point. For
* f64:
*
* Precision = 64 - 1 - log2(rounding)
*
* rounding is calcuated as exp(m), see the rounding factor calcuation for
* details.
*/
to_fixed_point_ = GradientSumT(static_cast<T>(1) / to_floating_point_.GetGrad(),
static_cast<T>(1) / to_floating_point_.GetHess());
}
XGBOOST_DEV_INLINE void AtomicAddGpairShared(xgboost::GradientPairInt64* dest,
xgboost::GradientPairInt64 const& gpair) {
auto dst_ptr = reinterpret_cast<int64_t *>(dest);
auto g = gpair.GetQuantisedGrad();
auto h = gpair.GetQuantisedHess();
AtomicAdd64As32(dst_ptr, g);
AtomicAdd64As32(dst_ptr + 1, h);
}
// Global 64 bit integer atomics at the time of writing do not benefit from being separated into two
// 32 bit atomics
XGBOOST_DEV_INLINE void AtomicAddGpairGlobal(xgboost::GradientPairInt64* dest,
xgboost::GradientPairInt64 const& gpair) {
auto dst_ptr = reinterpret_cast<uint64_t*>(dest);
auto g = gpair.GetQuantisedGrad();
auto h = gpair.GetQuantisedHess();
atomicAdd(dst_ptr,
*reinterpret_cast<uint64_t*>(&g));
atomicAdd(dst_ptr + 1,
*reinterpret_cast<uint64_t*>(&h));
}
template <bool kIsDense, int kBlockThreads, int kItemsPerThread,
int kItemsPerTile = kBlockThreads * kItemsPerThread>
class HistogramAgent {
GradientPairInt64* smem_arr_;
GradientPairInt64* d_node_hist_;
using Idx = RowPartitioner::RowIndexT;
dh::LDGIterator<const Idx> d_ridx_;
const GradientPair* d_gpair_;
const FeatureGroup group_;
const EllpackDeviceAccessor& matrix_;
const int feature_stride_;
const std::size_t n_elements_;
const GradientQuantiser& rounding_;
public:
__device__ HistogramAgent(GradientPairInt64* smem_arr,
GradientPairInt64* __restrict__ d_node_hist, const FeatureGroup& group,
const EllpackDeviceAccessor& matrix, common::Span<const Idx> d_ridx,
const GradientQuantiser& rounding, const GradientPair* d_gpair)
: smem_arr_(smem_arr),
d_node_hist_(d_node_hist),
d_ridx_(d_ridx.data()),
group_(group),
matrix_(matrix),
feature_stride_(kIsDense ? group.num_features : matrix.row_stride),
n_elements_(feature_stride_ * d_ridx.size()),
rounding_(rounding),
d_gpair_(d_gpair) {}
__device__ void ProcessPartialTileShared(std::size_t offset) {
for (std::size_t idx = offset + threadIdx.x;
idx < std::min(offset + kBlockThreads * kItemsPerTile, n_elements_);
idx += kBlockThreads) {
Idx ridx = d_ridx_[idx / feature_stride_];
auto fidx = FeatIdx(group_, idx, feature_stride_);
bst_bin_t compressed_bin = matrix_.gidx_iter[IterIdx(matrix_, ridx, fidx)];
if (kIsDense || compressed_bin != matrix_.NullValue()) {
auto adjusted = rounding_.ToFixedPoint(d_gpair_[ridx]);
// Subtract start_bin to write to group-local histogram. If this is not a dense
// matrix, then start_bin is 0 since featuregrouping doesn't support sparse data.
if (kIsDense) {
AtomicAddGpairShared(
smem_arr_ + compressed_bin + this->matrix_.feature_segments[fidx] - group_.start_bin,
adjusted);
} else {
AtomicAddGpairShared(smem_arr_ + compressed_bin - group_.start_bin, adjusted);
}
}
}
}
// Instruction level parallelism by loop unrolling
// Allows the kernel to pipeline many operations while waiting for global memory
// Increases the throughput of this kernel significantly
__device__ void ProcessFullTileShared(std::size_t offset) {
std::size_t idx[kItemsPerThread];
Idx ridx[kItemsPerThread];
bst_bin_t gidx[kItemsPerThread];
GradientPair gpair[kItemsPerThread];
#pragma unroll
for (int i = 0; i < kItemsPerThread; i++) {
idx[i] = offset + i * kBlockThreads + threadIdx.x;
}
#pragma unroll
for (int i = 0; i < kItemsPerThread; i++) {
ridx[i] = d_ridx_[idx[i] / feature_stride_];
}
#pragma unroll
for (int i = 0; i < kItemsPerThread; i++) {
gpair[i] = d_gpair_[ridx[i]];
auto fidx = FeatIdx(group_, idx[i], feature_stride_);
if (kIsDense) {
gidx[i] =
matrix_.gidx_iter[IterIdx(matrix_, ridx[i], fidx)] + matrix_.feature_segments[fidx];
} else {
gidx[i] = matrix_.gidx_iter[IterIdx(matrix_, ridx[i], fidx)];
}
}
#pragma unroll
for (int i = 0; i < kItemsPerThread; i++) {
if ((kIsDense || gidx[i] != matrix_.NullValue())) {
auto adjusted = rounding_.ToFixedPoint(gpair[i]);
AtomicAddGpairShared(smem_arr_ + gidx[i] - group_.start_bin, adjusted);
}
}
}
__device__ void BuildHistogramWithShared() {
dh::BlockFill(smem_arr_, group_.num_bins, GradientPairInt64{});
__syncthreads();
std::size_t offset = blockIdx.x * kItemsPerTile;
while (offset + kItemsPerTile <= n_elements_) {
ProcessFullTileShared(offset);
offset += kItemsPerTile * gridDim.x;
}
ProcessPartialTileShared(offset);
// Write shared memory back to global memory
__syncthreads();
for (auto i : dh::BlockStrideRange(0, group_.num_bins)) {
AtomicAddGpairGlobal(d_node_hist_ + group_.start_bin + i, smem_arr_[i]);
}
}
__device__ void BuildHistogramWithGlobal() {
for (auto idx : dh::GridStrideRange(static_cast<std::size_t>(0), n_elements_)) {
Idx ridx = d_ridx_[idx / feature_stride_];
auto fidx = FeatIdx(group_, idx, feature_stride_);
bst_bin_t compressed_bin = matrix_.gidx_iter[IterIdx(matrix_, ridx, fidx)];
if (kIsDense || compressed_bin != matrix_.NullValue()) {
auto adjusted = rounding_.ToFixedPoint(d_gpair_[ridx]);
if (kIsDense) {
auto start_bin = this->matrix_.feature_segments[fidx];
AtomicAddGpairGlobal(d_node_hist_ + compressed_bin + start_bin, adjusted);
} else {
AtomicAddGpairGlobal(d_node_hist_ + compressed_bin, adjusted);
}
}
}
}
};
template <bool kIsDense, bool use_shared_memory_histograms, int kBlockThreads, int kItemsPerThread>
__global__ void __launch_bounds__(kBlockThreads)
SharedMemHistKernel(const EllpackDeviceAccessor matrix,
const FeatureGroupsAccessor feature_groups,
common::Span<const RowPartitioner::RowIndexT> d_ridx,
GradientPairInt64* __restrict__ d_node_hist,
const GradientPair* __restrict__ d_gpair,
GradientQuantiser const rounding) {
extern __shared__ char smem[];
const FeatureGroup group = feature_groups[blockIdx.y];
auto smem_arr = reinterpret_cast<GradientPairInt64*>(smem);
auto agent = HistogramAgent<kIsDense, kBlockThreads, kItemsPerThread>(
smem_arr, d_node_hist, group, matrix, d_ridx, rounding, d_gpair);
if (use_shared_memory_histograms) {
agent.BuildHistogramWithShared();
} else {
agent.BuildHistogramWithGlobal();
}
}
namespace {
constexpr std::int32_t kBlockThreads = 1024;
constexpr std::int32_t kItemsPerThread = 8;
constexpr std::int32_t ItemsPerTile() { return kBlockThreads * kItemsPerThread; }
} // namespace
// Use auto deduction guide to workaround compiler error.
template <auto GlobalDense = SharedMemHistKernel<true, false, kBlockThreads, kItemsPerThread>,
auto Global = SharedMemHistKernel<false, false, kBlockThreads, kItemsPerThread>,
auto SharedDense = SharedMemHistKernel<true, true, kBlockThreads, kItemsPerThread>,
auto Shared = SharedMemHistKernel<false, true, kBlockThreads, kItemsPerThread>>
struct HistogramKernel {
// Kernel for working with dense Ellpack using the global memory.
decltype(Global) global_dense_kernel{
SharedMemHistKernel<true, false, kBlockThreads, kItemsPerThread>};
// Kernel for working with sparse Ellpack using the global memory.
decltype(Global) global_kernel{SharedMemHistKernel<false, false, kBlockThreads, kItemsPerThread>};
// Kernel for working with dense Ellpack using the shared memory.
decltype(Shared) shared_dense_kernel{
SharedMemHistKernel<true, true, kBlockThreads, kItemsPerThread>};
// Kernel for working with sparse Ellpack using the shared memory.
decltype(Shared) shared_kernel{SharedMemHistKernel<false, true, kBlockThreads, kItemsPerThread>};
bool shared{false};
std::uint32_t grid_size{0};
std::size_t smem_size{0};
HistogramKernel(Context const* ctx, FeatureGroupsAccessor const& feature_groups,
bool force_global_memory) {
// Decide whether to use shared memory
// Opt into maximum shared memory for the kernel if necessary
std::size_t max_shared_memory = dh::MaxSharedMemoryOptin(ctx->Ordinal());
this->smem_size = sizeof(GradientPairInt64) * feature_groups.max_group_bins;
this->shared = !force_global_memory && smem_size <= max_shared_memory;
this->smem_size = this->shared ? this->smem_size : 0;
auto init = [&](auto& kernel) {
if (this->shared) {
dh::safe_cuda(cudaFuncSetAttribute(kernel, cudaFuncAttributeMaxDynamicSharedMemorySize,
max_shared_memory));
}
// determine the launch configuration
std::int32_t num_groups = feature_groups.NumGroups();
std::int32_t n_mps = 0;
dh::safe_cuda(cudaDeviceGetAttribute(&n_mps, cudaDevAttrMultiProcessorCount, ctx->Ordinal()));
std::int32_t n_blocks_per_mp = 0;
dh::safe_cuda(cudaOccupancyMaxActiveBlocksPerMultiprocessor(&n_blocks_per_mp, kernel,
kBlockThreads, this->smem_size));
// This gives the number of blocks to keep the device occupied Use this as the
// maximum number of blocks
this->grid_size = n_blocks_per_mp * n_mps;
};
// Initialize all kernel instantiations
for (auto& kernel : {global_dense_kernel, global_kernel, shared_dense_kernel, shared_kernel}) {
init(kernel);
}
}
};
class DeviceHistogramBuilderImpl {
std::unique_ptr<HistogramKernel<>> kernel_{nullptr};
public:
void Reset(Context const* ctx, FeatureGroupsAccessor const& feature_groups,
bool force_global_memory) {
this->kernel_ = std::make_unique<HistogramKernel<>>(ctx, feature_groups, force_global_memory);
if (force_global_memory) {
CHECK(!this->kernel_->shared);
}
}
void BuildHistogram(CUDAContext const* ctx, EllpackDeviceAccessor const& matrix,
FeatureGroupsAccessor const& feature_groups,
common::Span<GradientPair const> gpair,
common::Span<const cuda_impl::RowIndexT> d_ridx,
common::Span<GradientPairInt64> histogram, GradientQuantiser rounding) const {
CHECK(kernel_);
// Otherwise launch blocks such that each block has a minimum amount of work to do
// There are fixed costs to launching each block, e.g. zeroing shared memory
// The below amount of minimum work was found by experimentation
int columns_per_group = common::DivRoundUp(matrix.row_stride, feature_groups.NumGroups());
// Average number of matrix elements processed by each group
std::size_t items_per_group = d_ridx.size() * columns_per_group;
// Allocate number of blocks such that each block has about kMinItemsPerBlock work
// Up to a maximum where the device is saturated
auto constexpr kMinItemsPerBlock = ItemsPerTile();
auto grid_size = std::min(kernel_->grid_size, static_cast<std::uint32_t>(common::DivRoundUp(
items_per_group, kMinItemsPerBlock)));
auto launcher = [&](auto kernel) {
dh::LaunchKernel{dim3(grid_size, feature_groups.NumGroups()), // NOLINT
static_cast<uint32_t>(kBlockThreads), kernel_->smem_size, ctx->Stream()}(
kernel, matrix, feature_groups, d_ridx, histogram.data(), gpair.data(), rounding);
};
if (!this->kernel_->shared) {
CHECK_EQ(this->kernel_->smem_size, 0);
if (matrix.is_dense) {
launcher(this->kernel_->global_dense_kernel);
} else {
launcher(this->kernel_->global_kernel);
}
} else {
CHECK_NE(this->kernel_->smem_size, 0);
if (matrix.is_dense) {
launcher(this->kernel_->shared_dense_kernel);
} else {
launcher(this->kernel_->shared_kernel);
}
}
}
};
DeviceHistogramBuilder::DeviceHistogramBuilder()
: p_impl_{std::make_unique<DeviceHistogramBuilderImpl>()} {
monitor_.Init(__func__);
}
DeviceHistogramBuilder::~DeviceHistogramBuilder() = default;
void DeviceHistogramBuilder::Reset(Context const* ctx, std::size_t max_cached_hist_nodes,
FeatureGroupsAccessor const& feature_groups,
bst_bin_t n_total_bins, bool force_global_memory) {
this->monitor_.Start(__func__);
this->p_impl_->Reset(ctx, feature_groups, force_global_memory);
this->hist_.Reset(ctx, n_total_bins, max_cached_hist_nodes);
this->monitor_.Stop(__func__);
}
void DeviceHistogramBuilder::BuildHistogram(CUDAContext const* ctx,
EllpackDeviceAccessor const& matrix,
FeatureGroupsAccessor const& feature_groups,
common::Span<GradientPair const> gpair,
common::Span<const cuda_impl::RowIndexT> ridx,
common::Span<GradientPairInt64> histogram,
GradientQuantiser rounding) {
this->monitor_.Start(__func__);
this->p_impl_->BuildHistogram(ctx, matrix, feature_groups, gpair, ridx, histogram, rounding);
this->monitor_.Stop(__func__);
}
void DeviceHistogramBuilder::AllReduceHist(Context const* ctx, MetaInfo const& info,
bst_node_t nidx, std::size_t num_histograms) {
this->monitor_.Start(__func__);
auto d_node_hist = hist_.GetNodeHistogram(nidx);
using ReduceT = typename std::remove_pointer<decltype(d_node_hist.data())>::type::ValueT;
auto rc = collective::GlobalSum(
ctx, info,
linalg::MakeVec(reinterpret_cast<ReduceT*>(d_node_hist.data()),
d_node_hist.size() * 2 * num_histograms, ctx->Device()));
SafeColl(rc);
this->monitor_.Stop(__func__);
}
} // namespace xgboost::tree