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xgboost/src/predictor/gpu_predictor.cu
Jiaming Yuan 36a7396658
Replace dmlc any with std any. (#8892)
2023-03-11 06:11:04 +08:00

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/**
* Copyright 2017-2023 by XGBoost Contributors
*/
#include <GPUTreeShap/gpu_treeshap.h>
#include <thrust/copy.h>
#include <thrust/device_ptr.h>
#include <thrust/device_vector.h>
#include <thrust/fill.h>
#include <thrust/host_vector.h>
#include <any> // for any, any_cast
#include <memory>
#include "../common/bitfield.h"
#include "../common/categorical.h"
#include "../common/common.h"
#include "../common/device_helpers.cuh"
#include "../data/device_adapter.cuh"
#include "../data/ellpack_page.cuh"
#include "../data/proxy_dmatrix.h"
#include "../gbm/gbtree_model.h"
#include "predict_fn.h"
#include "xgboost/data.h"
#include "xgboost/host_device_vector.h"
#include "xgboost/predictor.h"
#include "xgboost/tree_model.h"
#include "xgboost/tree_updater.h"
namespace xgboost::predictor {
DMLC_REGISTRY_FILE_TAG(gpu_predictor);
struct TreeView {
RegTree::CategoricalSplitMatrix cats;
common::Span<RegTree::Node const> d_tree;
XGBOOST_DEVICE
TreeView(size_t tree_begin, size_t tree_idx, common::Span<const RegTree::Node> d_nodes,
common::Span<size_t const> d_tree_segments,
common::Span<FeatureType const> d_tree_split_types,
common::Span<uint32_t const> d_cat_tree_segments,
common::Span<RegTree::CategoricalSplitMatrix::Segment const> d_cat_node_segments,
common::Span<uint32_t const> d_categories) {
auto begin = d_tree_segments[tree_idx - tree_begin];
auto n_nodes = d_tree_segments[tree_idx - tree_begin + 1] -
d_tree_segments[tree_idx - tree_begin];
d_tree = d_nodes.subspan(begin, n_nodes);
auto tree_cat_ptrs = d_cat_node_segments.subspan(begin, n_nodes);
auto tree_split_types = d_tree_split_types.subspan(begin, n_nodes);
auto tree_categories =
d_categories.subspan(d_cat_tree_segments[tree_idx - tree_begin],
d_cat_tree_segments[tree_idx - tree_begin + 1] -
d_cat_tree_segments[tree_idx - tree_begin]);
cats.split_type = tree_split_types;
cats.categories = tree_categories;
cats.node_ptr = tree_cat_ptrs;
}
__device__ bool HasCategoricalSplit() const {
return !cats.categories.empty();
}
};
struct SparsePageView {
common::Span<const Entry> d_data;
common::Span<const bst_row_t> d_row_ptr;
bst_feature_t num_features;
SparsePageView() = default;
XGBOOST_DEVICE SparsePageView(common::Span<const Entry> data,
common::Span<const bst_row_t> 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<const Entry>::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, float)
: 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, bst_feature_t, bst_row_t,
size_t, float)
: matrix{m} {}
__device__ __forceinline__ float GetElement(size_t ridx, size_t fidx) const {
auto gidx = matrix.GetBinIndex(ridx, fidx);
if (gidx == -1) {
return nan("");
}
if (common::IsCat(matrix.feature_types, fidx)) {
return matrix.gidx_fvalue_map[gidx];
}
// 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 <typename Batch>
struct DeviceAdapterLoader {
Batch batch;
bst_feature_t columns;
float* smem;
bool use_shared;
data::IsValidFunctor is_valid;
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, float missing) :
batch{batch},
columns{num_features},
use_shared{use_shared},
is_valid{missing} {
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) {
auto value = batch.GetElement(i).value;
if (is_valid(value)) {
smem[threadIdx.x * num_features + (i - beg)] = value;
}
}
}
}
__syncthreads();
}
XGBOOST_DEV_INLINE float GetElement(size_t ridx, size_t fidx) const {
if (use_shared) {
return smem[threadIdx.x * columns + fidx];
}
auto value = batch.GetElement(ridx * columns + fidx).value;
if (is_valid(value)) {
return value;
} else {
return nan("");
}
}
};
template <bool has_missing, bool has_categorical, typename Loader>
__device__ bst_node_t GetLeafIndex(bst_row_t ridx, TreeView const &tree,
Loader *loader) {
bst_node_t nidx = 0;
RegTree::Node n = tree.d_tree[nidx];
while (!n.IsLeaf()) {
float fvalue = loader->GetElement(ridx, n.SplitIndex());
bool is_missing = common::CheckNAN(fvalue);
nidx = GetNextNode<has_missing, has_categorical>(n, nidx, fvalue,
is_missing, tree.cats);
n = tree.d_tree[nidx];
}
return nidx;
}
template <bool has_missing, typename Loader>
__device__ float GetLeafWeight(bst_row_t ridx, TreeView const &tree,
Loader *loader) {
bst_node_t nidx = -1;
if (tree.HasCategoricalSplit()) {
nidx = GetLeafIndex<has_missing, true>(ridx, tree, loader);
} else {
nidx = GetLeafIndex<has_missing, false>(ridx, tree, loader);
}
return tree.d_tree[nidx].LeafValue();
}
template <typename Loader, typename Data>
__global__ void
PredictLeafKernel(Data data, common::Span<const RegTree::Node> d_nodes,
common::Span<float> d_out_predictions,
common::Span<size_t const> d_tree_segments,
common::Span<FeatureType const> d_tree_split_types,
common::Span<uint32_t const> d_cat_tree_segments,
common::Span<RegTree::CategoricalSplitMatrix::Segment const> d_cat_node_segments,
common::Span<uint32_t const> d_categories,
size_t tree_begin, size_t tree_end, size_t num_features,
size_t num_rows, size_t entry_start, bool use_shared,
float missing) {
bst_row_t ridx = blockDim.x * blockIdx.x + threadIdx.x;
if (ridx >= num_rows) {
return;
}
Loader loader(data, use_shared, num_features, num_rows, entry_start, missing);
for (size_t tree_idx = tree_begin; tree_idx < tree_end; ++tree_idx) {
TreeView d_tree{
tree_begin, tree_idx, d_nodes,
d_tree_segments, d_tree_split_types, d_cat_tree_segments,
d_cat_node_segments, d_categories};
bst_node_t leaf = -1;
if (d_tree.HasCategoricalSplit()) {
leaf = GetLeafIndex<true, true>(ridx, d_tree, &loader);
} else {
leaf = GetLeafIndex<true, false>(ridx, d_tree, &loader);
}
d_out_predictions[ridx * (tree_end - tree_begin) + tree_idx] = leaf;
}
}
template <typename Loader, typename Data, bool has_missing = true>
__global__ void
PredictKernel(Data data, common::Span<const RegTree::Node> d_nodes,
common::Span<float> d_out_predictions,
common::Span<size_t const> d_tree_segments,
common::Span<int const> d_tree_group,
common::Span<FeatureType const> d_tree_split_types,
common::Span<uint32_t const> d_cat_tree_segments,
common::Span<RegTree::CategoricalSplitMatrix::Segment const> d_cat_node_segments,
common::Span<uint32_t const> d_categories, 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, float missing) {
bst_uint global_idx = blockDim.x * blockIdx.x + threadIdx.x;
Loader loader(data, use_shared, num_features, num_rows, entry_start, missing);
if (global_idx >= num_rows) return;
if (num_group == 1) {
float sum = 0;
for (size_t tree_idx = tree_begin; tree_idx < tree_end; tree_idx++) {
TreeView d_tree{
tree_begin, tree_idx, d_nodes,
d_tree_segments, d_tree_split_types, d_cat_tree_segments,
d_cat_node_segments, d_categories};
float leaf = GetLeafWeight<has_missing>(global_idx, d_tree, &loader);
sum += leaf;
}
d_out_predictions[global_idx] += sum;
} else {
for (size_t tree_idx = tree_begin; tree_idx < tree_end; tree_idx++) {
int tree_group = d_tree_group[tree_idx];
TreeView d_tree{
tree_begin, tree_idx, d_nodes,
d_tree_segments, d_tree_split_types, d_cat_tree_segments,
d_cat_node_segments, d_categories};
bst_uint out_prediction_idx = global_idx * num_group + tree_group;
d_out_predictions[out_prediction_idx] +=
GetLeafWeight<has_missing>(global_idx, d_tree, &loader);
}
}
}
class DeviceModel {
public:
// Need to lazily construct the vectors because GPU id is only known at runtime
HostDeviceVector<RTreeNodeStat> stats;
HostDeviceVector<size_t> tree_segments;
HostDeviceVector<RegTree::Node> nodes;
HostDeviceVector<int> tree_group;
HostDeviceVector<FeatureType> split_types;
// Pointer to each tree, segmenting the node array.
HostDeviceVector<uint32_t> categories_tree_segments;
// Pointer to each node, segmenting categories array.
HostDeviceVector<RegTree::CategoricalSplitMatrix::Segment> categories_node_segments;
HostDeviceVector<uint32_t> categories;
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<size_t>({}, 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<RegTree::Node>(h_tree_segments.back(), RegTree::Node(),
gpu_id));
stats = std::move(HostDeviceVector<RTreeNodeStat>(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<int>(model.tree_info.size(), 0, gpu_id));
auto& h_tree_group = tree_group.HostVector();
std::memcpy(h_tree_group.data(), model.tree_info.data(), sizeof(int) * model.tree_info.size());
// Initialize categorical splits.
split_types.SetDevice(gpu_id);
std::vector<FeatureType>& h_split_types = split_types.HostVector();
h_split_types.resize(h_tree_segments.back());
for (auto tree_idx = tree_begin; tree_idx < tree_end; ++tree_idx) {
auto const& src_st = model.trees.at(tree_idx)->GetSplitTypes();
std::copy(src_st.cbegin(), src_st.cend(),
h_split_types.begin() + h_tree_segments[tree_idx - tree_begin]);
}
categories = HostDeviceVector<uint32_t>({}, gpu_id);
categories_tree_segments = HostDeviceVector<uint32_t>(1, 0, gpu_id);
std::vector<uint32_t> &h_categories = categories.HostVector();
std::vector<uint32_t> &h_split_cat_segments = categories_tree_segments.HostVector();
for (auto tree_idx = tree_begin; tree_idx < tree_end; ++tree_idx) {
auto const& src_cats = model.trees.at(tree_idx)->GetSplitCategories();
size_t orig_size = h_categories.size();
h_categories.resize(orig_size + src_cats.size());
std::copy(src_cats.cbegin(), src_cats.cend(),
h_categories.begin() + orig_size);
h_split_cat_segments.push_back(h_categories.size());
}
categories_node_segments = HostDeviceVector<RegTree::CategoricalSplitMatrix::Segment>(
h_tree_segments.back(), {}, gpu_id);
std::vector<RegTree::CategoricalSplitMatrix::Segment>& h_categories_node_segments =
categories_node_segments.HostVector();
for (auto tree_idx = tree_begin; tree_idx < tree_end; ++tree_idx) {
auto const &src_cats_ptr = model.trees.at(tree_idx)->GetSplitCategoriesPtr();
std::copy(src_cats_ptr.cbegin(), src_cats_ptr.cend(),
h_categories_node_segments.begin() +
h_tree_segments[tree_idx - tree_begin]);
}
this->tree_beg_ = tree_begin;
this->tree_end_ = tree_end;
this->num_group = model.learner_model_param->num_output_group;
}
};
struct ShapSplitCondition {
ShapSplitCondition() = default;
XGBOOST_DEVICE
ShapSplitCondition(float feature_lower_bound, float feature_upper_bound,
bool is_missing_branch, common::CatBitField cats)
: feature_lower_bound(feature_lower_bound),
feature_upper_bound(feature_upper_bound),
is_missing_branch(is_missing_branch), categories{std::move(cats)} {
assert(feature_lower_bound <= feature_upper_bound);
}
/*! Feature values >= lower and < upper flow down this path. */
float feature_lower_bound;
float feature_upper_bound;
/*! Feature value set to true flow down this path. */
common::CatBitField categories;
/*! Do missing values flow down this path? */
bool is_missing_branch;
// Does this instance flow down this path?
XGBOOST_DEVICE bool EvaluateSplit(float x) const {
// is nan
if (isnan(x)) {
return is_missing_branch;
}
if (categories.Size() != 0) {
auto cat = static_cast<uint32_t>(x);
return categories.Check(cat);
} else {
return x >= feature_lower_bound && x < feature_upper_bound;
}
}
// the &= op in bitfiled is per cuda thread, this one loops over the entire
// bitfield.
XGBOOST_DEVICE static common::CatBitField Intersect(common::CatBitField l,
common::CatBitField r) {
if (l.Data() == r.Data()) {
return l;
}
if (l.Size() > r.Size()) {
thrust::swap(l, r);
}
for (size_t i = 0; i < r.Bits().size(); ++i) {
l.Bits()[i] &= r.Bits()[i];
}
return l;
}
// Combine two split conditions on the same feature
XGBOOST_DEVICE void Merge(ShapSplitCondition other) {
// Combine duplicate features
if (categories.Size() != 0 || other.categories.Size() != 0) {
categories = Intersect(categories, other.categories);
} else {
feature_lower_bound = max(feature_lower_bound, other.feature_lower_bound);
feature_upper_bound = min(feature_upper_bound, other.feature_upper_bound);
}
is_missing_branch = is_missing_branch && other.is_missing_branch;
}
};
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<gpu_treeshap::PathElement<ShapSplitCondition>> *paths,
DeviceModel *model, dh::device_vector<uint32_t> *path_categories,
int gpu_id) {
dh::safe_cuda(cudaSetDevice(gpu_id));
auto& device_model = *model;
dh::caching_device_vector<PathInfo> info(device_model.nodes.Size());
dh::XGBCachingDeviceAllocator<PathInfo> alloc;
auto d_nodes = device_model.nodes.ConstDeviceSpan();
auto d_tree_segments = device_model.tree_segments.ConstDeviceSpan();
auto nodes_transform = dh::MakeTransformIterator<PathInfo>(
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{static_cast<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<size_t>(
info.begin(),
[=] __device__(const PathInfo& info) { return info.length; });
dh::caching_device_vector<size_t> 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 = dh::ToSpan(*paths);
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();
auto d_split_types = device_model.split_types.ConstDeviceSpan();
auto d_cat_segments = device_model.categories_tree_segments.ConstDeviceSpan();
auto d_cat_node_segments = device_model.categories_node_segments.ConstDeviceSpan();
size_t max_cat = 0;
if (thrust::any_of(dh::tbegin(d_split_types), dh::tend(d_split_types),
common::IsCatOp{})) {
dh::PinnedMemory pinned;
auto h_max_cat = pinned.GetSpan<RegTree::CategoricalSplitMatrix::Segment>(1);
auto max_elem_it = dh::MakeTransformIterator<size_t>(
dh::tbegin(d_cat_node_segments),
[] __device__(RegTree::CategoricalSplitMatrix::Segment seg) { return seg.size; });
size_t max_cat_it =
thrust::max_element(thrust::device, max_elem_it,
max_elem_it + d_cat_node_segments.size()) -
max_elem_it;
dh::safe_cuda(cudaMemcpy(h_max_cat.data(),
d_cat_node_segments.data() + max_cat_it,
h_max_cat.size_bytes(), cudaMemcpyDeviceToHost));
max_cat = h_max_cat[0].size;
CHECK_GE(max_cat, 1);
path_categories->resize(max_cat * paths->size());
}
auto d_model_categories = device_model.categories.DeviceSpan();
common::Span<uint32_t> d_path_categories = dh::ToSpan(*path_categories);
dh::LaunchN(info.size(), [=] __device__(size_t idx) {
auto path_info = d_info[idx];
size_t tree_offset = d_tree_segments[path_info.tree_idx];
TreeView tree{0, path_info.tree_idx, d_nodes,
d_tree_segments, d_split_types, d_cat_segments,
d_cat_node_segments, d_model_categories};
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<float>::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 = tree.d_tree[child.Parent()];
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 = -inf;
float upper_bound = inf;
common::CatBitField bits;
if (common::IsCat(tree.cats.split_type, child.Parent())) {
auto path_cats = d_path_categories.subspan(max_cat * output_position, max_cat);
size_t size = tree.cats.node_ptr[child.Parent()].size;
auto node_cats = tree.cats.categories.subspan(tree.cats.node_ptr[child.Parent()].beg, size);
SPAN_CHECK(path_cats.size() >= node_cats.size());
for (size_t i = 0; i < node_cats.size(); ++i) {
path_cats[i] = is_left_path ? ~node_cats[i] : node_cats[i];
}
bits = common::CatBitField{path_cats};
} else {
lower_bound = is_left_path ? -inf : parent.SplitCond();
upper_bound = is_left_path ? parent.SplitCond() : inf;
}
d_paths[output_position--] =
gpu_treeshap::PathElement<ShapSplitCondition>{
idx, parent.SplitIndex(),
group, ShapSplitCondition{lower_bound, upper_bound, is_missing_path, bits},
zero_fraction, v};
child_idx = parent_idx;
child = parent;
}
// Root node has feature -1
d_paths[output_position] = {idx, -1, group, ShapSplitCondition{-inf, inf, false, {}}, 1.0, v};
});
}
namespace {
template <size_t kBlockThreads>
size_t SharedMemoryBytes(size_t cols, size_t max_shared_memory_bytes) {
// No way max_shared_memory_bytes that is equal to 0.
CHECK_GT(max_shared_memory_bytes, 0);
size_t shared_memory_bytes =
static_cast<size_t>(sizeof(float) * cols * kBlockThreads);
if (shared_memory_bytes > max_shared_memory_bytes) {
shared_memory_bytes = 0;
}
return shared_memory_bytes;
}
} // anonymous namespace
class GPUPredictor : public xgboost::Predictor {
private:
void PredictInternal(const SparsePage& batch,
DeviceModel const& model,
size_t num_features,
HostDeviceVector<bst_float>* predictions,
size_t batch_offset, bool is_dense) const {
batch.offset.SetDevice(ctx_->gpu_id);
batch.data.SetDevice(ctx_->gpu_id);
const uint32_t BLOCK_THREADS = 128;
size_t num_rows = batch.Size();
auto GRID_SIZE = static_cast<uint32_t>(common::DivRoundUp(num_rows, BLOCK_THREADS));
auto max_shared_memory_bytes = ConfigureDevice(ctx_->gpu_id);
size_t shared_memory_bytes =
SharedMemoryBytes<BLOCK_THREADS>(num_features, max_shared_memory_bytes);
bool use_shared = shared_memory_bytes != 0;
size_t entry_start = 0;
SparsePageView data(batch.data.DeviceSpan(), batch.offset.DeviceSpan(),
num_features);
auto const kernel = [&](auto predict_fn) {
dh::LaunchKernel {GRID_SIZE, BLOCK_THREADS, shared_memory_bytes} (
predict_fn, data, model.nodes.ConstDeviceSpan(),
predictions->DeviceSpan().subspan(batch_offset),
model.tree_segments.ConstDeviceSpan(),
model.tree_group.ConstDeviceSpan(),
model.split_types.ConstDeviceSpan(),
model.categories_tree_segments.ConstDeviceSpan(),
model.categories_node_segments.ConstDeviceSpan(),
model.categories.ConstDeviceSpan(), model.tree_beg_, model.tree_end_,
num_features, num_rows, entry_start, use_shared, model.num_group,
nan(""));
};
if (is_dense) {
kernel(PredictKernel<SparsePageLoader, SparsePageView, false>);
} else {
kernel(PredictKernel<SparsePageLoader, SparsePageView, true>);
}
}
void PredictInternal(EllpackDeviceAccessor const& batch,
DeviceModel const& model,
HostDeviceVector<bst_float>* out_preds,
size_t batch_offset) const {
const uint32_t BLOCK_THREADS = 256;
size_t num_rows = batch.n_rows;
auto GRID_SIZE = static_cast<uint32_t>(common::DivRoundUp(num_rows, BLOCK_THREADS));
DeviceModel d_model;
bool use_shared = false;
size_t entry_start = 0;
dh::LaunchKernel {GRID_SIZE, BLOCK_THREADS} (
PredictKernel<EllpackLoader, EllpackDeviceAccessor>, batch,
model.nodes.ConstDeviceSpan(), out_preds->DeviceSpan().subspan(batch_offset),
model.tree_segments.ConstDeviceSpan(), model.tree_group.ConstDeviceSpan(),
model.split_types.ConstDeviceSpan(),
model.categories_tree_segments.ConstDeviceSpan(),
model.categories_node_segments.ConstDeviceSpan(),
model.categories.ConstDeviceSpan(), model.tree_beg_, model.tree_end_,
batch.NumFeatures(), num_rows, entry_start, use_shared,
model.num_group, nan(""));
}
void DevicePredictInternal(DMatrix* dmat, HostDeviceVector<float>* out_preds,
const gbm::GBTreeModel& model, size_t tree_begin,
size_t tree_end) const {
if (tree_end - tree_begin == 0) {
return;
}
out_preds->SetDevice(ctx_->gpu_id);
auto const& info = dmat->Info();
DeviceModel d_model;
d_model.Init(model, tree_begin, tree_end, ctx_->gpu_id);
if (dmat->PageExists<SparsePage>()) {
size_t batch_offset = 0;
for (auto &batch : dmat->GetBatches<SparsePage>()) {
this->PredictInternal(batch, d_model, model.learner_model_param->num_feature,
out_preds, batch_offset, dmat->IsDense());
batch_offset += batch.Size() * model.learner_model_param->num_output_group;
}
} else {
size_t batch_offset = 0;
for (auto const& page : dmat->GetBatches<EllpackPage>(BatchParam{})) {
dmat->Info().feature_types.SetDevice(ctx_->gpu_id);
auto feature_types = dmat->Info().feature_types.ConstDeviceSpan();
this->PredictInternal(
page.Impl()->GetDeviceAccessor(ctx_->gpu_id, feature_types),
d_model,
out_preds,
batch_offset);
batch_offset += page.Impl()->n_rows;
}
}
}
public:
explicit GPUPredictor(Context const* ctx) : Predictor::Predictor{ctx} {}
~GPUPredictor() override {
if (ctx_->gpu_id >= 0 && ctx_->gpu_id < common::AllVisibleGPUs()) {
dh::safe_cuda(cudaSetDevice(ctx_->gpu_id));
}
}
void PredictBatch(DMatrix* dmat, PredictionCacheEntry* predts,
const gbm::GBTreeModel& model, uint32_t tree_begin,
uint32_t tree_end = 0) const override {
int device = ctx_->gpu_id;
CHECK_GE(device, 0) << "Set `gpu_id' to positive value for processing GPU data.";
auto* out_preds = &predts->predictions;
if (tree_end == 0) {
tree_end = model.trees.size();
}
this->DevicePredictInternal(dmat, out_preds, model, tree_begin, tree_end);
}
template <typename Adapter, typename Loader>
void DispatchedInplacePredict(std::any const& x, std::shared_ptr<DMatrix> p_m,
const gbm::GBTreeModel& model, float missing,
PredictionCacheEntry* out_preds, uint32_t tree_begin,
uint32_t tree_end) const {
uint32_t const output_groups = model.learner_model_param->num_output_group;
auto m = std::any_cast<std::shared_ptr<Adapter>>(x);
CHECK_EQ(m->NumColumns(), model.learner_model_param->num_feature)
<< "Number of columns in data must equal to trained model.";
CHECK_EQ(dh::CurrentDevice(), m->DeviceIdx())
<< "XGBoost is running on device: " << this->ctx_->gpu_id << ", "
<< "but data is on: " << m->DeviceIdx();
if (p_m) {
p_m->Info().num_row_ = m->NumRows();
this->InitOutPredictions(p_m->Info(), &(out_preds->predictions), model);
} else {
MetaInfo info;
info.num_row_ = m->NumRows();
this->InitOutPredictions(info, &(out_preds->predictions), model);
}
out_preds->predictions.SetDevice(m->DeviceIdx());
const uint32_t BLOCK_THREADS = 128;
auto GRID_SIZE = static_cast<uint32_t>(common::DivRoundUp(m->NumRows(), BLOCK_THREADS));
auto max_shared_memory_bytes = dh::MaxSharedMemory(m->DeviceIdx());
size_t shared_memory_bytes =
SharedMemoryBytes<BLOCK_THREADS>(m->NumColumns(), max_shared_memory_bytes);
DeviceModel d_model;
d_model.Init(model, tree_begin, tree_end, m->DeviceIdx());
bool use_shared = shared_memory_bytes != 0;
size_t entry_start = 0;
dh::LaunchKernel {GRID_SIZE, BLOCK_THREADS, shared_memory_bytes} (
PredictKernel<Loader, typename Loader::BatchT>, m->Value(),
d_model.nodes.ConstDeviceSpan(), out_preds->predictions.DeviceSpan(),
d_model.tree_segments.ConstDeviceSpan(), d_model.tree_group.ConstDeviceSpan(),
d_model.split_types.ConstDeviceSpan(),
d_model.categories_tree_segments.ConstDeviceSpan(),
d_model.categories_node_segments.ConstDeviceSpan(),
d_model.categories.ConstDeviceSpan(), tree_begin, tree_end, m->NumColumns(),
m->NumRows(), entry_start, use_shared, output_groups, missing);
}
bool InplacePredict(std::shared_ptr<DMatrix> p_m, const gbm::GBTreeModel& model, float missing,
PredictionCacheEntry* out_preds, uint32_t tree_begin,
unsigned tree_end) const override {
auto proxy = dynamic_cast<data::DMatrixProxy*>(p_m.get());
CHECK(proxy)<< "Inplace predict accepts only DMatrixProxy as input.";
auto x = proxy->Adapter();
if (x.type() == typeid(std::shared_ptr<data::CupyAdapter>)) {
this->DispatchedInplacePredict<data::CupyAdapter,
DeviceAdapterLoader<data::CupyAdapterBatch>>(
x, p_m, model, missing, out_preds, tree_begin, tree_end);
} else if (x.type() == typeid(std::shared_ptr<data::CudfAdapter>)) {
this->DispatchedInplacePredict<data::CudfAdapter,
DeviceAdapterLoader<data::CudfAdapterBatch>>(
x, p_m, model, missing, out_preds, tree_begin, tree_end);
} else {
return false;
}
return true;
}
void PredictContribution(DMatrix* p_fmat,
HostDeviceVector<bst_float>* out_contribs,
const gbm::GBTreeModel& model, unsigned tree_end,
std::vector<bst_float> const* tree_weights,
bool approximate, int,
unsigned) const override {
std::string not_implemented{"contribution is not implemented in GPU "
"predictor, use `cpu_predictor` instead."};
if (approximate) {
LOG(FATAL) << "Approximated " << not_implemented;
}
if (tree_weights != nullptr) {
LOG(FATAL) << "Dart booster feature " << not_implemented;
}
dh::safe_cuda(cudaSetDevice(ctx_->gpu_id));
out_contribs->SetDevice(ctx_->gpu_id);
if (tree_end == 0 || tree_end > model.trees.size()) {
tree_end = static_cast<uint32_t>(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
size_t contributions_columns =
model.learner_model_param->num_feature + 1; // +1 for bias
out_contribs->Resize(p_fmat->Info().num_row_ * contributions_columns *
model.learner_model_param->num_output_group);
out_contribs->Fill(0.0f);
auto phis = out_contribs->DeviceSpan();
dh::device_vector<gpu_treeshap::PathElement<ShapSplitCondition>>
device_paths;
DeviceModel d_model;
d_model.Init(model, 0, tree_end, ctx_->gpu_id);
dh::device_vector<uint32_t> categories;
ExtractPaths(&device_paths, &d_model, &categories, ctx_->gpu_id);
for (auto& batch : p_fmat->GetBatches<SparsePage>()) {
batch.data.SetDevice(ctx_->gpu_id);
batch.offset.SetDevice(ctx_->gpu_id);
SparsePageView X(batch.data.DeviceSpan(), batch.offset.DeviceSpan(),
model.learner_model_param->num_feature);
auto begin = dh::tbegin(phis) + batch.base_rowid * contributions_columns;
gpu_treeshap::GPUTreeShap<dh::XGBDeviceAllocator<int>>(
X, device_paths.begin(), device_paths.end(), ngroup, begin,
dh::tend(phis));
}
// Add the base margin term to last column
p_fmat->Info().base_margin_.SetDevice(ctx_->gpu_id);
const auto margin = p_fmat->Info().base_margin_.Data()->ConstDeviceSpan();
auto base_score = model.learner_model_param->BaseScore(ctx_);
dh::LaunchN(p_fmat->Info().num_row_ * model.learner_model_param->num_output_group,
[=] __device__(size_t idx) {
phis[(idx + 1) * contributions_columns - 1] +=
margin.empty() ? base_score(0) : margin[idx];
});
}
void PredictInteractionContributions(DMatrix* p_fmat,
HostDeviceVector<bst_float>* out_contribs,
const gbm::GBTreeModel& model,
unsigned tree_end,
std::vector<bst_float> const* tree_weights,
bool approximate) const override {
std::string not_implemented{"contribution is not implemented in GPU "
"predictor, use `cpu_predictor` instead."};
if (approximate) {
LOG(FATAL) << "Approximated " << not_implemented;
}
if (tree_weights != nullptr) {
LOG(FATAL) << "Dart booster feature " << not_implemented;
}
dh::safe_cuda(cudaSetDevice(ctx_->gpu_id));
out_contribs->SetDevice(ctx_->gpu_id);
if (tree_end == 0 || tree_end > model.trees.size()) {
tree_end = static_cast<uint32_t>(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
size_t contributions_columns =
model.learner_model_param->num_feature + 1; // +1 for bias
out_contribs->Resize(p_fmat->Info().num_row_ * contributions_columns *
contributions_columns *
model.learner_model_param->num_output_group);
out_contribs->Fill(0.0f);
auto phis = out_contribs->DeviceSpan();
dh::device_vector<gpu_treeshap::PathElement<ShapSplitCondition>>
device_paths;
DeviceModel d_model;
d_model.Init(model, 0, tree_end, ctx_->gpu_id);
dh::device_vector<uint32_t> categories;
ExtractPaths(&device_paths, &d_model, &categories, ctx_->gpu_id);
for (auto& batch : p_fmat->GetBatches<SparsePage>()) {
batch.data.SetDevice(ctx_->gpu_id);
batch.offset.SetDevice(ctx_->gpu_id);
SparsePageView X(batch.data.DeviceSpan(), batch.offset.DeviceSpan(),
model.learner_model_param->num_feature);
auto begin = dh::tbegin(phis) + batch.base_rowid * contributions_columns;
gpu_treeshap::GPUTreeShapInteractions<dh::XGBDeviceAllocator<int>>(
X, device_paths.begin(), device_paths.end(), ngroup, begin,
dh::tend(phis));
}
// Add the base margin term to last column
p_fmat->Info().base_margin_.SetDevice(ctx_->gpu_id);
const auto margin = p_fmat->Info().base_margin_.Data()->ConstDeviceSpan();
auto base_score = model.learner_model_param->BaseScore(ctx_);
size_t n_features = model.learner_model_param->num_feature;
dh::LaunchN(p_fmat->Info().num_row_ * model.learner_model_param->num_output_group,
[=] __device__(size_t idx) {
size_t group = idx % ngroup;
size_t row_idx = idx / ngroup;
phis[gpu_treeshap::IndexPhiInteractions(row_idx, ngroup, group, n_features,
n_features, n_features)] +=
margin.empty() ? base_score(0) : margin[idx];
});
}
void PredictInstance(const SparsePage::Inst&,
std::vector<bst_float>*,
const gbm::GBTreeModel&, unsigned) const override {
LOG(FATAL) << "[Internal error]: " << __func__
<< " is not implemented in GPU Predictor.";
}
void PredictLeaf(DMatrix *p_fmat, HostDeviceVector<bst_float> *predictions,
const gbm::GBTreeModel &model,
unsigned tree_end) const override {
dh::safe_cuda(cudaSetDevice(ctx_->gpu_id));
auto max_shared_memory_bytes = ConfigureDevice(ctx_->gpu_id);
const MetaInfo& info = p_fmat->Info();
constexpr uint32_t kBlockThreads = 128;
size_t shared_memory_bytes = SharedMemoryBytes<kBlockThreads>(
info.num_col_, max_shared_memory_bytes);
bool use_shared = shared_memory_bytes != 0;
bst_feature_t num_features = info.num_col_;
bst_row_t num_rows = info.num_row_;
size_t entry_start = 0;
if (tree_end == 0 || tree_end > model.trees.size()) {
tree_end = static_cast<uint32_t>(model.trees.size());
}
predictions->SetDevice(ctx_->gpu_id);
predictions->Resize(num_rows * tree_end);
DeviceModel d_model;
d_model.Init(model, 0, tree_end, this->ctx_->gpu_id);
if (p_fmat->PageExists<SparsePage>()) {
for (auto const& batch : p_fmat->GetBatches<SparsePage>()) {
batch.data.SetDevice(ctx_->gpu_id);
batch.offset.SetDevice(ctx_->gpu_id);
bst_row_t batch_offset = 0;
SparsePageView data{batch.data.DeviceSpan(), batch.offset.DeviceSpan(),
model.learner_model_param->num_feature};
size_t num_rows = batch.Size();
auto grid =
static_cast<uint32_t>(common::DivRoundUp(num_rows, kBlockThreads));
dh::LaunchKernel {grid, kBlockThreads, shared_memory_bytes} (
PredictLeafKernel<SparsePageLoader, SparsePageView>, data,
d_model.nodes.ConstDeviceSpan(),
predictions->DeviceSpan().subspan(batch_offset),
d_model.tree_segments.ConstDeviceSpan(),
d_model.split_types.ConstDeviceSpan(),
d_model.categories_tree_segments.ConstDeviceSpan(),
d_model.categories_node_segments.ConstDeviceSpan(),
d_model.categories.ConstDeviceSpan(),
d_model.tree_beg_, d_model.tree_end_, num_features, num_rows,
entry_start, use_shared, nan(""));
batch_offset += batch.Size();
}
} else {
for (auto const& batch : p_fmat->GetBatches<EllpackPage>(BatchParam{})) {
bst_row_t batch_offset = 0;
EllpackDeviceAccessor data{batch.Impl()->GetDeviceAccessor(ctx_->gpu_id)};
size_t num_rows = batch.Size();
auto grid =
static_cast<uint32_t>(common::DivRoundUp(num_rows, kBlockThreads));
dh::LaunchKernel {grid, kBlockThreads, shared_memory_bytes} (
PredictLeafKernel<EllpackLoader, EllpackDeviceAccessor>, data,
d_model.nodes.ConstDeviceSpan(),
predictions->DeviceSpan().subspan(batch_offset),
d_model.tree_segments.ConstDeviceSpan(),
d_model.split_types.ConstDeviceSpan(),
d_model.categories_tree_segments.ConstDeviceSpan(),
d_model.categories_node_segments.ConstDeviceSpan(),
d_model.categories.ConstDeviceSpan(),
d_model.tree_beg_, d_model.tree_end_, num_features, num_rows,
entry_start, use_shared, nan(""));
batch_offset += batch.Size();
}
}
}
void Configure(const std::vector<std::pair<std::string, std::string>>& cfg) override {
Predictor::Configure(cfg);
}
private:
/*! \brief Reconfigure the device when GPU is changed. */
static size_t ConfigureDevice(int device) {
if (device >= 0) {
return dh::MaxSharedMemory(device);
}
return 0;
}
};
XGBOOST_REGISTER_PREDICTOR(GPUPredictor, "gpu_predictor")
.describe("Make predictions using GPU.")
.set_body([](Context const* ctx) { return new GPUPredictor(ctx); });
} // namespace xgboost::predictor
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