Philip Cho 14fba01b5a Improve multi-threaded performance (#2104)
* Add UpdatePredictionCache() option to updaters

Some updaters (e.g. fast_hist) has enough information to quickly compute
prediction cache for the training data. Each updater may override
UpdaterPredictionCache() method to update the prediction cache. Note: this
trick does not apply to validation data.

* Respond to code review

* Disable some debug messages by default
* Document UpdatePredictionCache() interface
* Remove base_margin logic from UpdatePredictionCache() implementation
* Do not take pointer to cfg, as reference may get stale

* Improve multi-threaded performance

* Use columnwise accessor to accelerate ApplySplit() step,
  with support for a compressed representation
* Parallel sort for evaluation step
* Inline BuildHist() function
* Cache gradient pairs when building histograms in BuildHist()

* Add missing #if macro

* Respond to code review

* Use wrapper to enable parallel sort on Linux

* Fix C++ compatibility issues

* MSVC doesn't support unsigned in OpenMP loops
* gcc 4.6 doesn't support using keyword

* Fix lint issues

* Respond to code review

* Fix bug in ApplySplitSparseData()

* Attempting to read beyond the end of a sparse column
* Mishandling the case where an entire range of rows have missing values

* Fix training continuation bug

Disable UpdatePredictionCache() in the first iteration. This way, we can
accomodate the scenario where we build off of an existing (nonempty) ensemble.

* Add regression test for fast_hist

* Respond to code review

* Add back old version of ApplySplitSparseData
2017-03-25 10:35:01 -07:00
..
2016-03-02 20:53:34 -08:00

This folder contains testcases for xgboost.