xgboost/tests/cpp/common/test_gpu_hist_util.cu
Jiaming Yuan 8d06878bf9
Deterministic GPU histogram. (#5361)
* Use pre-rounding based method to obtain reproducible floating point
  summation.
* GPU Hist for regression and classification are bit-by-bit reproducible.
* Add doc.
* Switch to thrust reduce for `node_sum_gradient`.
2020-03-04 15:13:28 +08:00

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#include <dmlc/filesystem.h>
#include <gtest/gtest.h>
#include <algorithm>
#include <cmath>
#include <thrust/device_vector.h>
#include <thrust/iterator/counting_iterator.h>
#include "xgboost/c_api.h"
#include "../../../src/common/device_helpers.cuh"
#include "../../../src/common/hist_util.h"
#include "../helpers.h"
namespace xgboost {
namespace common {
void TestDeviceSketch(bool use_external_memory) {
// create the data
int nrows = 10001;
std::shared_ptr<xgboost::DMatrix> *dmat = nullptr;
size_t num_cols = 1;
dmlc::TemporaryDirectory tmpdir;
std::string file = tmpdir.path + "/big.libsvm";
if (use_external_memory) {
auto sp_dmat = CreateSparsePageDMatrix(nrows * 3, 128UL, file); // 3 entries/row
dmat = new std::shared_ptr<xgboost::DMatrix>(std::move(sp_dmat));
num_cols = 5;
} else {
std::vector<float> test_data(nrows);
auto count_iter = thrust::make_counting_iterator(0);
// fill in reverse order
std::copy(count_iter, count_iter + nrows, test_data.rbegin());
// create the DMatrix
DMatrixHandle dmat_handle;
XGDMatrixCreateFromMat(test_data.data(), nrows, 1, -1,
&dmat_handle);
dmat = static_cast<std::shared_ptr<xgboost::DMatrix> *>(dmat_handle);
}
int device{0};
int max_bin{20};
int gpu_batch_nrows{0};
// find quantiles on the CPU
HistogramCuts hmat_cpu;
hmat_cpu.Build((*dmat).get(), max_bin);
// find the cuts on the GPU
HistogramCuts hmat_gpu;
size_t row_stride = DeviceSketch(device, max_bin, gpu_batch_nrows, dmat->get(), &hmat_gpu);
// compare the row stride with the one obtained from the dmatrix
bst_row_t expected_row_stride = 0;
for (const auto &batch : dmat->get()->GetBatches<xgboost::SparsePage>()) {
const auto &offset_vec = batch.offset.ConstHostVector();
for (int i = 1; i <= offset_vec.size() -1; ++i) {
expected_row_stride = std::max(expected_row_stride, offset_vec[i] - offset_vec[i-1]);
}
}
ASSERT_EQ(expected_row_stride, row_stride);
// compare the cuts
double eps = 1e-2;
ASSERT_EQ(hmat_gpu.MinValues().size(), num_cols);
ASSERT_EQ(hmat_gpu.Ptrs().size(), num_cols + 1);
ASSERT_EQ(hmat_gpu.Values().size(), hmat_cpu.Values().size());
ASSERT_LT(fabs(hmat_cpu.MinValues()[0] - hmat_gpu.MinValues()[0]), eps * nrows);
for (int i = 0; i < hmat_gpu.Values().size(); ++i) {
ASSERT_LT(fabs(hmat_cpu.Values()[i] - hmat_gpu.Values()[i]), eps * nrows);
}
// Determinstic
size_t constexpr kRounds { 100 };
for (size_t r = 0; r < kRounds; ++r) {
HistogramCuts new_sketch;
DeviceSketch(device, max_bin, gpu_batch_nrows, dmat->get(), &new_sketch);
ASSERT_EQ(hmat_gpu.Values().size(), new_sketch.Values().size());
for (size_t i = 0; i < hmat_gpu.Values().size(); ++i) {
ASSERT_EQ(hmat_gpu.Values()[i], new_sketch.Values()[i]);
}
for (size_t i = 0; i < hmat_gpu.MinValues().size(); ++i) {
ASSERT_EQ(hmat_gpu.MinValues()[i], new_sketch.MinValues()[i]);
}
}
delete dmat;
}
TEST(gpu_hist_util, DeviceSketch) {
TestDeviceSketch(false);
}
TEST(gpu_hist_util, DeviceSketch_ExternalMemory) {
TestDeviceSketch(true);
}
} // namespace common
} // namespace xgboost