42bf90eb8f
* Column sampling at individual nodes (splits). * Documented colsample_bynode parameter. - also updated documentation for colsample_by* parameters * Updated documentation. * GetFeatureSet() returns shared pointer to std::vector. * Sync sampled columns across multiple processes.
440 lines
15 KiB
Plaintext
440 lines
15 KiB
Plaintext
/*!
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* Copyright 2017-2018 XGBoost contributors
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*/
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#include <thrust/device_vector.h>
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#include <xgboost/base.h>
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#include <random>
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#include "../helpers.h"
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#include "gtest/gtest.h"
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#include "../../../src/data/sparse_page_source.h"
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#include "../../../src/gbm/gbtree_model.h"
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#include "../../../src/tree/updater_gpu_hist.cu"
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#include "../../../src/tree/updater_gpu_common.cuh"
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#include "../../../src/common/common.h"
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namespace xgboost {
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namespace tree {
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template <typename GradientSumT>
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void BuildGidx(DeviceShard<GradientSumT>* shard, int n_rows, int n_cols,
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bst_float sparsity=0) {
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auto dmat = CreateDMatrix(n_rows, n_cols, sparsity, 3);
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const SparsePage& batch = *(*dmat)->GetRowBatches().begin();
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common::HistCutMatrix cmat;
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cmat.row_ptr = {0, 3, 6, 9, 12, 15, 18, 21, 24};
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cmat.min_val = {0.1f, 0.2f, 0.3f, 0.1f, 0.2f, 0.3f, 0.2f, 0.2f};
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// 24 cut fields, 3 cut fields for each feature (column).
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cmat.cut = {0.30f, 0.67f, 1.64f,
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0.32f, 0.77f, 1.95f,
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0.29f, 0.70f, 1.80f,
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0.32f, 0.75f, 1.85f,
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0.18f, 0.59f, 1.69f,
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0.25f, 0.74f, 2.00f,
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0.26f, 0.74f, 1.98f,
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0.26f, 0.71f, 1.83f};
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shard->InitRowPtrs(batch);
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shard->InitCompressedData(cmat, batch);
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delete dmat;
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}
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TEST(GpuHist, BuildGidxDense) {
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int const n_rows = 16, n_cols = 8;
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TrainParam param;
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param.max_depth = 1;
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param.n_gpus = 1;
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param.max_leaves = 0;
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DeviceShard<GradientPairPrecise> shard(0, 0, n_rows, param);
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BuildGidx(&shard, n_rows, n_cols);
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std::vector<common::CompressedByteT> h_gidx_buffer;
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h_gidx_buffer = shard.gidx_buffer.AsVector();
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common::CompressedIterator<uint32_t> gidx(h_gidx_buffer.data(), 25);
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ASSERT_EQ(shard.row_stride, n_cols);
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std::vector<uint32_t> solution = {
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0, 3, 8, 9, 14, 17, 20, 21,
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0, 4, 7, 10, 14, 16, 19, 22,
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1, 3, 7, 11, 14, 15, 19, 21,
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2, 3, 7, 9, 13, 16, 20, 22,
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2, 3, 6, 9, 12, 16, 20, 21,
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1, 5, 6, 10, 13, 16, 20, 21,
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2, 5, 8, 9, 13, 17, 19, 22,
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2, 4, 6, 10, 14, 17, 19, 21,
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2, 5, 7, 9, 13, 16, 19, 22,
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0, 3, 8, 10, 12, 16, 19, 22,
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1, 3, 7, 10, 13, 16, 19, 21,
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1, 3, 8, 10, 13, 17, 20, 22,
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2, 4, 6, 9, 14, 15, 19, 22,
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1, 4, 6, 9, 13, 16, 19, 21,
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2, 4, 8, 10, 14, 15, 19, 22,
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1, 4, 7, 10, 14, 16, 19, 21,
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};
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for (size_t i = 0; i < n_rows * n_cols; ++i) {
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ASSERT_EQ(solution[i], gidx[i]);
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}
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}
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TEST(GpuHist, BuildGidxSparse) {
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int const n_rows = 16, n_cols = 8;
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TrainParam param;
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param.max_depth = 1;
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param.n_gpus = 1;
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param.max_leaves = 0;
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DeviceShard<GradientPairPrecise> shard(0, 0, n_rows, param);
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BuildGidx(&shard, n_rows, n_cols, 0.9f);
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std::vector<common::CompressedByteT> h_gidx_buffer;
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h_gidx_buffer = shard.gidx_buffer.AsVector();
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common::CompressedIterator<uint32_t> gidx(h_gidx_buffer.data(), 25);
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ASSERT_LE(shard.row_stride, 3);
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// row_stride = 3, 16 rows, 48 entries for ELLPack
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std::vector<uint32_t> solution = {
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15, 24, 24, 0, 24, 24, 24, 24, 24, 24, 24, 24, 20, 24, 24, 24,
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24, 24, 24, 24, 24, 5, 24, 24, 0, 16, 24, 15, 24, 24, 24, 24,
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24, 7, 14, 16, 4, 24, 24, 24, 24, 24, 9, 24, 24, 1, 24, 24
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};
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for (size_t i = 0; i < n_rows * shard.row_stride; ++i) {
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ASSERT_EQ(solution[i], gidx[i]);
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}
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}
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std::vector<GradientPairPrecise> GetHostHistGpair() {
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// 24 bins, 3 bins for each feature (column).
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std::vector<GradientPairPrecise> hist_gpair = {
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{0.8314f, 0.7147f}, {1.7989f, 3.7312f}, {3.3846f, 3.4598f},
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{2.9277f, 3.5886f}, {1.8429f, 2.4152f}, {1.2443f, 1.9019f},
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{1.6380f, 2.9174f}, {1.5657f, 2.5107f}, {2.8111f, 2.4776f},
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{2.1322f, 3.0651f}, {3.2927f, 3.8540f}, {0.5899f, 0.9866f},
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{1.5185f, 1.6263f}, {2.0686f, 3.1844f}, {2.4278f, 3.0950f},
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{1.5105f, 2.1403f}, {2.6922f, 4.2217f}, {1.8122f, 1.5437f},
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{0.0000f, 0.0000f}, {4.3245f, 5.7955f}, {1.6903f, 2.1103f},
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{2.4012f, 4.4754f}, {3.6136f, 3.4303f}, {0.0000f, 0.0000f}
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};
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return hist_gpair;
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}
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template <typename GradientSumT>
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void TestBuildHist(GPUHistBuilderBase<GradientSumT>& builder) {
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int const n_rows = 16, n_cols = 8;
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TrainParam param;
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param.max_depth = 6;
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param.n_gpus = 1;
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param.max_leaves = 0;
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DeviceShard<GradientSumT> shard(0, 0, n_rows, param);
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BuildGidx(&shard, n_rows, n_cols);
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xgboost::SimpleLCG gen;
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xgboost::SimpleRealUniformDistribution<bst_float> dist(0.0f, 1.0f);
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std::vector<GradientPair> h_gpair(n_rows);
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for (size_t i = 0; i < h_gpair.size(); ++i) {
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bst_float grad = dist(&gen);
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bst_float hess = dist(&gen);
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h_gpair[i] = GradientPair(grad, hess);
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}
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thrust::device_vector<GradientPair> gpair (n_rows);
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gpair = h_gpair;
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int num_symbols = shard.n_bins + 1;
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thrust::host_vector<common::CompressedByteT> h_gidx_buffer (
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shard.gidx_buffer.Size());
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common::CompressedByteT* d_gidx_buffer_ptr = shard.gidx_buffer.Data();
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dh::safe_cuda(cudaMemcpy(h_gidx_buffer.data(), d_gidx_buffer_ptr,
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sizeof(common::CompressedByteT) * shard.gidx_buffer.Size(),
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cudaMemcpyDeviceToHost));
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auto gidx = common::CompressedIterator<uint32_t>(h_gidx_buffer.data(),
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num_symbols);
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shard.ridx_segments.resize(1);
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shard.ridx_segments[0] = Segment(0, n_rows);
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shard.hist.AllocateHistogram(0);
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shard.gpair.copy(gpair.begin(), gpair.end());
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thrust::sequence(shard.ridx.CurrentDVec().tbegin(),
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shard.ridx.CurrentDVec().tend());
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builder.Build(&shard, 0);
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DeviceHistogram<GradientSumT> d_hist = shard.hist;
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auto node_histogram = d_hist.GetNodeHistogram(0);
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// d_hist.data stored in float, not gradient pair
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thrust::host_vector<GradientSumT> h_result (d_hist.data.size()/2);
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size_t data_size =
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sizeof(GradientSumT) /
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(sizeof(GradientSumT) / sizeof(typename GradientSumT::ValueT));
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data_size *= d_hist.data.size();
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dh::safe_cuda(cudaMemcpy(h_result.data(), node_histogram.data(), data_size,
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cudaMemcpyDeviceToHost));
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std::vector<GradientPairPrecise> solution = GetHostHistGpair();
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std::cout << std::fixed;
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for (size_t i = 0; i < h_result.size(); ++i) {
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EXPECT_NEAR(h_result[i].GetGrad(), solution[i].GetGrad(), 0.01f);
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EXPECT_NEAR(h_result[i].GetHess(), solution[i].GetHess(), 0.01f);
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}
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}
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TEST(GpuHist, BuildHistGlobalMem) {
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GlobalMemHistBuilder<GradientPairPrecise> double_builder;
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TestBuildHist(double_builder);
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GlobalMemHistBuilder<GradientPair> float_builder;
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TestBuildHist(float_builder);
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}
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TEST(GpuHist, BuildHistSharedMem) {
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SharedMemHistBuilder<GradientPairPrecise> double_builder;
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TestBuildHist(double_builder);
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SharedMemHistBuilder<GradientPair> float_builder;
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TestBuildHist(float_builder);
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}
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common::HistCutMatrix GetHostCutMatrix () {
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common::HistCutMatrix cmat;
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cmat.row_ptr = {0, 3, 6, 9, 12, 15, 18, 21, 24};
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cmat.min_val = {0.1f, 0.2f, 0.3f, 0.1f, 0.2f, 0.3f, 0.2f, 0.2f};
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// 24 cut fields, 3 cut fields for each feature (column).
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// Each row of the cut represents the cuts for a data column.
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cmat.cut = {0.30f, 0.67f, 1.64f,
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0.32f, 0.77f, 1.95f,
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0.29f, 0.70f, 1.80f,
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0.32f, 0.75f, 1.85f,
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0.18f, 0.59f, 1.69f,
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0.25f, 0.74f, 2.00f,
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0.26f, 0.74f, 1.98f,
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0.26f, 0.71f, 1.83f};
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return cmat;
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}
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// TODO(trivialfis): This test is over simplified.
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TEST(GpuHist, EvaluateSplits) {
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constexpr int n_rows = 16;
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constexpr int n_cols = 8;
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TrainParam param;
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param.max_depth = 1;
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param.n_gpus = 1;
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param.colsample_bynode = 1;
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param.colsample_bylevel = 1;
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param.colsample_bytree = 1;
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param.min_child_weight = 0.01;
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// Disable all parameters.
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param.reg_alpha = 0.0;
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param.reg_lambda = 0;
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param.max_delta_step = 0.0;
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for (size_t i = 0; i < n_cols; ++i) {
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param.monotone_constraints.emplace_back(0);
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}
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int max_bins = 4;
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// Initialize DeviceShard
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std::unique_ptr<DeviceShard<GradientPairPrecise>> shard {new DeviceShard<GradientPairPrecise>(0, 0, n_rows, param)};
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// Initialize DeviceShard::node_sum_gradients
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shard->node_sum_gradients = {{6.4f, 12.8f}};
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// Initialize DeviceShard::cut
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common::HistCutMatrix cmat = GetHostCutMatrix();
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// Copy cut matrix to device.
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DeviceShard<GradientPairPrecise>::DeviceHistCutMatrix cut;
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shard->ba.Allocate(0,
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&(shard->cut_.feature_segments), cmat.row_ptr.size(),
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&(shard->cut_.min_fvalue), cmat.min_val.size(),
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&(shard->cut_.gidx_fvalue_map), 24,
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&(shard->monotone_constraints), n_cols);
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shard->cut_.feature_segments.copy(cmat.row_ptr.begin(), cmat.row_ptr.end());
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shard->cut_.gidx_fvalue_map.copy(cmat.cut.begin(), cmat.cut.end());
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shard->monotone_constraints.copy(param.monotone_constraints.begin(),
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param.monotone_constraints.end());
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// Initialize DeviceShard::hist
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shard->hist.Init(0, (max_bins - 1) * n_cols);
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shard->hist.AllocateHistogram(0);
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// Each row of hist_gpair represents gpairs for one feature.
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// Each entry represents a bin.
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std::vector<GradientPairPrecise> hist_gpair = GetHostHistGpair();
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std::vector<bst_float> hist;
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for (auto pair : hist_gpair) {
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hist.push_back(pair.GetGrad());
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hist.push_back(pair.GetHess());
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}
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ASSERT_EQ(shard->hist.data.size(), hist.size());
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thrust::copy(hist.begin(), hist.end(),
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shard->hist.data.begin());
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// Initialize GPUHistMaker
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GPUHistMakerSpecialised<GradientPairPrecise> hist_maker =
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GPUHistMakerSpecialised<GradientPairPrecise>();
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hist_maker.param_ = param;
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hist_maker.shards_.push_back(std::move(shard));
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hist_maker.column_sampler_.Init(n_cols,
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param.colsample_bynode,
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param.colsample_bylevel,
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param.colsample_bytree,
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false);
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RegTree tree;
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tree.InitModel();
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MetaInfo info;
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info.num_row_ = n_rows;
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info.num_col_ = n_cols;
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hist_maker.info_ = &info;
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hist_maker.node_value_constraints_.resize(1);
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hist_maker.node_value_constraints_[0].lower_bound = -1.0;
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hist_maker.node_value_constraints_[0].upper_bound = 1.0;
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DeviceSplitCandidate res =
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hist_maker.EvaluateSplit(0, &tree);
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ASSERT_EQ(res.findex, 7);
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ASSERT_NEAR(res.fvalue, 0.26, xgboost::kRtEps);
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}
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TEST(GpuHist, ApplySplit) {
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GPUHistMakerSpecialised<GradientPairPrecise> hist_maker =
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GPUHistMakerSpecialised<GradientPairPrecise>();
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int constexpr nid = 0;
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int constexpr n_rows = 16;
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int constexpr n_cols = 8;
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TrainParam param;
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// Initialize shard
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for (size_t i = 0; i < n_cols; ++i) {
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param.monotone_constraints.emplace_back(0);
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}
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hist_maker.shards_.resize(1);
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hist_maker.shards_[0].reset(new DeviceShard<GradientPairPrecise>(0, 0, n_rows, param));
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auto& shard = hist_maker.shards_.at(0);
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shard->ridx_segments.resize(3); // 3 nodes.
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shard->node_sum_gradients.resize(3);
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shard->ridx_segments[0] = Segment(0, n_rows);
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shard->ba.Allocate(0, &(shard->ridx), n_rows,
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&(shard->position), n_rows);
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shard->row_stride = n_cols;
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thrust::sequence(shard->ridx.CurrentDVec().tbegin(),
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shard->ridx.CurrentDVec().tend());
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// Initialize GPUHistMaker
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hist_maker.param_ = param;
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RegTree tree;
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tree.InitModel();
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DeviceSplitCandidate candidate;
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candidate.Update(2, kLeftDir,
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0.59, 4, // fvalue has to be equal to one of the cut field
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GradientPair(8.2, 2.8), GradientPair(6.3, 3.6),
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GPUTrainingParam(param));
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GPUHistMakerSpecialised<GradientPairPrecise>::ExpandEntry candidate_entry {0, 0, candidate, 0};
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candidate_entry.nid = nid;
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auto const& nodes = tree.GetNodes();
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size_t n_nodes = nodes.size();
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// Used to get bin_id in update position.
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common::HistCutMatrix cmat = GetHostCutMatrix();
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hist_maker.hmat_ = cmat;
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MetaInfo info;
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info.num_row_ = n_rows;
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info.num_col_ = n_cols;
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info.num_nonzero_ = n_rows * n_cols; // Dense
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// Initialize gidx
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int n_bins = 24;
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int row_stride = n_cols;
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int num_symbols = n_bins + 1;
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size_t compressed_size_bytes =
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common::CompressedBufferWriter::CalculateBufferSize(
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row_stride * n_rows, num_symbols);
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shard->ba.Allocate(0, &(shard->gidx_buffer), compressed_size_bytes);
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common::CompressedBufferWriter wr(num_symbols);
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std::vector<int> h_gidx (n_rows * row_stride);
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std::iota(h_gidx.begin(), h_gidx.end(), 0);
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std::vector<common::CompressedByteT> h_gidx_compressed (compressed_size_bytes);
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wr.Write(h_gidx_compressed.data(), h_gidx.begin(), h_gidx.end());
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shard->gidx_buffer.copy(h_gidx_compressed.begin(), h_gidx_compressed.end());
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shard->gidx = common::CompressedIterator<uint32_t>(
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shard->gidx_buffer.Data(), num_symbols);
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hist_maker.info_ = &info;
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hist_maker.ApplySplit(candidate_entry, &tree);
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hist_maker.UpdatePosition(candidate_entry, &tree);
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ASSERT_FALSE(tree[nid].IsLeaf());
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int left_nidx = tree[nid].LeftChild();
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int right_nidx = tree[nid].RightChild();
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ASSERT_EQ(shard->ridx_segments[left_nidx].begin, 0);
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ASSERT_EQ(shard->ridx_segments[left_nidx].end, 6);
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ASSERT_EQ(shard->ridx_segments[right_nidx].begin, 6);
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ASSERT_EQ(shard->ridx_segments[right_nidx].end, 16);
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}
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void TestSortPosition(const std::vector<int>& position_in, int left_idx,
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int right_idx) {
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int left_count = std::count(position_in.begin(), position_in.end(), left_idx);
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thrust::device_vector<int> position = position_in;
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thrust::device_vector<int> position_out(position.size());
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thrust::device_vector<bst_uint> ridx(position.size());
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thrust::sequence(ridx.begin(), ridx.end());
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thrust::device_vector<bst_uint> ridx_out(ridx.size());
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dh::CubMemory tmp;
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SortPosition(
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&tmp, common::Span<int>(position.data().get(), position.size()),
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common::Span<int>(position_out.data().get(), position_out.size()),
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common::Span<bst_uint>(ridx.data().get(), ridx.size()),
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common::Span<bst_uint>(ridx_out.data().get(), ridx_out.size()), left_idx,
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right_idx, left_count);
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thrust::host_vector<int> position_result = position_out;
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thrust::host_vector<int> ridx_result = ridx_out;
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// Check position is sorted
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EXPECT_TRUE(std::is_sorted(position_result.begin(), position_result.end()));
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// Check row indices are sorted inside left and right segment
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|
EXPECT_TRUE(
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|
std::is_sorted(ridx_result.begin(), ridx_result.begin() + left_count));
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|
EXPECT_TRUE(
|
|
std::is_sorted(ridx_result.begin() + left_count, ridx_result.end()));
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|
|
|
// Check key value pairs are the same
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|
for (auto i = 0ull; i < ridx_result.size(); i++) {
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|
EXPECT_EQ(position_result[i], position_in[ridx_result[i]]);
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|
}
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|
}
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|
|
|
TEST(GpuHist, SortPosition) {
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TestSortPosition({1, 2, 1, 2, 1}, 1, 2);
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TestSortPosition({1, 1, 1, 1}, 1, 2);
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TestSortPosition({2, 2, 2, 2}, 1, 2);
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|
TestSortPosition({1, 2, 1, 2, 3}, 1, 2);
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|
}
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} // namespace tree
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} // namespace xgboost
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