Matthew Jones 92b7577c62 [REVIEW] Enable Multi-Node Multi-GPU functionality (#4095)
* Initial commit to support multi-node multi-gpu xgboost using dask

* Fixed NCCL initialization by not ignoring the opg parameter.

- it now crashes on NCCL initialization, but at least we're attempting it properly

* At the root node, perform a rabit::Allreduce to get initial sum_gradient across workers

* Synchronizing in a couple of more places.

- now the workers don't go down, but just hang
- no more "wild" values of gradients
- probably needs syncing in more places

* Added another missing max-allreduce operation inside BuildHistLeftRight

* Removed unnecessary collective operations.

* Simplified rabit::Allreduce() sync of gradient sums.

* Removed unnecessary rabit syncs around ncclAllReduce.

- this improves performance _significantly_ (7x faster for overall training,
  20x faster for xgboost proper)

* pulling in latest xgboost

* removing changes to updater_quantile_hist.cc

* changing use_nccl_opg initialization, removing unnecessary if statements

* added definition for opaque ncclUniqueId struct to properly encapsulate GetUniqueId

* placing struct defintion in guard to avoid duplicate code errors

* addressing linting errors

* removing

* removing additional arguments to AllReduer initialization

* removing distributed flag

* making comm init symmetric

* removing distributed flag

* changing ncclCommInit to support multiple modalities

* fix indenting

* updating ncclCommInitRank block with necessary group calls

* fix indenting

* adding print statement, and updating accessor in vector

* improving print statement to end-line

* generalizing nccl_rank construction using rabit

* assume device_ordinals is the same for every node

* test, assume device_ordinals is identical for all nodes

* test, assume device_ordinals is unique for all nodes

* changing names of offset variable to be more descriptive, editing indenting

* wrapping ncclUniqueId GetUniqueId() and aesthetic changes

* adding synchronization, and tests for distributed

* adding  to tests

* fixing broken #endif

* fixing initialization of gpu histograms, correcting errors in tests

* adding to contributors list

* adding distributed tests to jenkins

* fixing bad path in distributed test

* debugging

* adding kubernetes for distributed tests

* adding proper import for OrderedDict

* adding urllib3==1.22 to address ordered_dict import error

* added sleep to allow workers to save their models for comparison

* adding name to GPU contributors under docs
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eXtreme Gradient Boosting

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XGBoost is an optimized distributed gradient boosting library designed to be highly efficient, flexible and portable. It implements machine learning algorithms under the Gradient Boosting framework. XGBoost provides a parallel tree boosting (also known as GBDT, GBM) that solve many data science problems in a fast and accurate way. The same code runs on major distributed environment (Hadoop, SGE, MPI) and can solve problems beyond billions of examples.

License

© Contributors, 2016. Licensed under an Apache-2 license.

Contribute to XGBoost

XGBoost has been developed and used by a group of active community members. Your help is very valuable to make the package better for everyone. Checkout the Community Page

Reference

  • Tianqi Chen and Carlos Guestrin. XGBoost: A Scalable Tree Boosting System. In 22nd SIGKDD Conference on Knowledge Discovery and Data Mining, 2016
  • XGBoost originates from research project at University of Washington.
Description
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
Readme 33 MiB
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R 6.8%
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