- Fix prediction range. - Support prediction cache in mt-hist. - Support model slicing. - Make the booster a Python iterable by defining `__iter__`. - Cleanup removed/deprecated parameters. - A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
619 lines
25 KiB
C++
619 lines
25 KiB
C++
/**
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* Copyright 2017-2023 by XGBoost Contributors
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* \file updater_quantile_hist.cc
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* \brief use quantized feature values to construct a tree
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* \author Philip Cho, Tianqi Checn, Egor Smirnov
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*/
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#include <algorithm> // for max, copy, transform
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#include <cstddef> // for size_t
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#include <cstdint> // for uint32_t, int32_t
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#include <memory> // for unique_ptr, allocator, make_unique, shared_ptr
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#include <numeric> // for accumulate
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#include <ostream> // for basic_ostream, char_traits, operator<<
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#include <utility> // for move, swap
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#include <vector> // for vector
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#include "../collective/communicator-inl.h" // for Allreduce, IsDistributed
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#include "../collective/communicator.h" // for Operation
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#include "../common/hist_util.h" // for HistogramCuts, HistCollection
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#include "../common/linalg_op.h" // for begin, cbegin, cend
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#include "../common/random.h" // for ColumnSampler
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#include "../common/threading_utils.h" // for ParallelFor
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#include "../common/timer.h" // for Monitor
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#include "../common/transform_iterator.h" // for IndexTransformIter, MakeIndexTransformIter
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#include "../data/gradient_index.h" // for GHistIndexMatrix
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#include "common_row_partitioner.h" // for CommonRowPartitioner
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#include "dmlc/omp.h" // for omp_get_thread_num
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#include "dmlc/registry.h" // for DMLC_REGISTRY_FILE_TAG
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#include "driver.h" // for Driver
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#include "hist/evaluate_splits.h" // for HistEvaluator, HistMultiEvaluator, UpdatePre...
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#include "hist/expand_entry.h" // for MultiExpandEntry, CPUExpandEntry
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#include "hist/histogram.h" // for HistogramBuilder, ConstructHistSpace
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#include "hist/sampler.h" // for SampleGradient
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#include "param.h" // for TrainParam, SplitEntryContainer, GradStats
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#include "xgboost/base.h" // for GradientPairInternal, GradientPair, bst_targ...
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#include "xgboost/context.h" // for Context
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#include "xgboost/data.h" // for BatchIterator, BatchSet, DMatrix, MetaInfo
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#include "xgboost/host_device_vector.h" // for HostDeviceVector
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#include "xgboost/linalg.h" // for All, MatrixView, TensorView, Matrix, Empty
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#include "xgboost/logging.h" // for LogCheck_EQ, CHECK_EQ, CHECK, LogCheck_GE
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#include "xgboost/span.h" // for Span, operator!=, SpanIterator
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#include "xgboost/string_view.h" // for operator<<
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#include "xgboost/task.h" // for ObjInfo
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#include "xgboost/tree_model.h" // for RegTree, MTNotImplemented, RTreeNodeStat
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#include "xgboost/tree_updater.h" // for TreeUpdater, TreeUpdaterReg, XGBOOST_REGISTE...
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namespace xgboost::tree {
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DMLC_REGISTRY_FILE_TAG(updater_quantile_hist);
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BatchParam HistBatch(TrainParam const *param) { return {param->max_bin, param->sparse_threshold}; }
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template <typename ExpandEntry, typename Updater>
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void UpdateTree(common::Monitor *monitor_, linalg::MatrixView<GradientPair const> gpair,
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Updater *updater, DMatrix *p_fmat, TrainParam const *param,
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HostDeviceVector<bst_node_t> *p_out_position, RegTree *p_tree) {
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monitor_->Start(__func__);
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updater->InitData(p_fmat, p_tree);
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Driver<ExpandEntry> driver{*param};
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auto const &tree = *p_tree;
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driver.Push(updater->InitRoot(p_fmat, gpair, p_tree));
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auto expand_set = driver.Pop();
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/**
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* Note for update position
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* Root:
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* Not applied: No need to update position as initialization has got all the rows ordered.
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* Applied: Update position is run on applied nodes so the rows are partitioned.
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* Non-root:
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* Not applied: That node is root of the subtree, same rule as root.
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* Applied: Ditto
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*/
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while (!expand_set.empty()) {
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// candidates that can be further splited.
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std::vector<ExpandEntry> valid_candidates;
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// candidaates that can be applied.
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std::vector<ExpandEntry> applied;
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for (auto const &candidate : expand_set) {
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updater->ApplyTreeSplit(candidate, p_tree);
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CHECK_GT(p_tree->LeftChild(candidate.nid), candidate.nid);
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applied.push_back(candidate);
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if (driver.IsChildValid(candidate)) {
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valid_candidates.emplace_back(candidate);
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}
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}
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updater->UpdatePosition(p_fmat, p_tree, applied);
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std::vector<ExpandEntry> best_splits;
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if (!valid_candidates.empty()) {
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updater->BuildHistogram(p_fmat, p_tree, valid_candidates, gpair);
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for (auto const &candidate : valid_candidates) {
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auto left_child_nidx = tree.LeftChild(candidate.nid);
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auto right_child_nidx = tree.RightChild(candidate.nid);
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ExpandEntry l_best{left_child_nidx, tree.GetDepth(left_child_nidx)};
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ExpandEntry r_best{right_child_nidx, tree.GetDepth(right_child_nidx)};
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best_splits.push_back(l_best);
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best_splits.push_back(r_best);
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}
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updater->EvaluateSplits(p_fmat, p_tree, &best_splits);
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}
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driver.Push(best_splits.begin(), best_splits.end());
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expand_set = driver.Pop();
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}
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auto &h_out_position = p_out_position->HostVector();
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updater->LeafPartition(tree, gpair, &h_out_position);
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monitor_->Stop(__func__);
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}
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/**
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* \brief Updater for building multi-target trees. The implementation simply iterates over
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* each target.
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*/
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class MultiTargetHistBuilder {
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private:
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common::Monitor *monitor_{nullptr};
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TrainParam const *param_{nullptr};
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std::shared_ptr<common::ColumnSampler> col_sampler_;
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std::unique_ptr<HistMultiEvaluator> evaluator_;
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// Histogram builder for each target.
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std::vector<HistogramBuilder<MultiExpandEntry>> histogram_builder_;
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Context const *ctx_{nullptr};
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// Partitioner for each data batch.
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std::vector<CommonRowPartitioner> partitioner_;
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// Pointer to last updated tree, used for update prediction cache.
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RegTree const *p_last_tree_{nullptr};
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DMatrix const * p_last_fmat_{nullptr};
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ObjInfo const *task_{nullptr};
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public:
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void UpdatePosition(DMatrix *p_fmat, RegTree const *p_tree,
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std::vector<MultiExpandEntry> const &applied) {
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monitor_->Start(__func__);
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std::size_t page_id{0};
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for (auto const &page : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(this->param_))) {
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this->partitioner_.at(page_id).UpdatePosition(this->ctx_, page, applied, p_tree);
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page_id++;
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}
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monitor_->Stop(__func__);
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}
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void ApplyTreeSplit(MultiExpandEntry const &candidate, RegTree *p_tree) {
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this->evaluator_->ApplyTreeSplit(candidate, p_tree);
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}
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void InitData(DMatrix *p_fmat, RegTree const *p_tree) {
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monitor_->Start(__func__);
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p_last_fmat_ = p_fmat;
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std::size_t page_id = 0;
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bst_bin_t n_total_bins = 0;
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partitioner_.clear();
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for (auto const &page : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
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if (n_total_bins == 0) {
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n_total_bins = page.cut.TotalBins();
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} else {
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CHECK_EQ(n_total_bins, page.cut.TotalBins());
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}
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partitioner_.emplace_back(ctx_, page.Size(), page.base_rowid, p_fmat->IsColumnSplit());
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page_id++;
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}
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bst_target_t n_targets = p_tree->NumTargets();
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histogram_builder_.clear();
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for (std::size_t i = 0; i < n_targets; ++i) {
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histogram_builder_.emplace_back();
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histogram_builder_.back().Reset(n_total_bins, HistBatch(param_), ctx_->Threads(), page_id,
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collective::IsDistributed(), p_fmat->IsColumnSplit());
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}
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evaluator_ = std::make_unique<HistMultiEvaluator>(ctx_, p_fmat->Info(), param_, col_sampler_);
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p_last_tree_ = p_tree;
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monitor_->Stop(__func__);
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}
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MultiExpandEntry InitRoot(DMatrix *p_fmat, linalg::MatrixView<GradientPair const> gpair,
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RegTree *p_tree) {
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monitor_->Start(__func__);
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MultiExpandEntry best;
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best.nid = RegTree::kRoot;
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best.depth = 0;
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auto n_targets = p_tree->NumTargets();
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linalg::Matrix<GradientPairPrecise> root_sum_tloc =
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linalg::Empty<GradientPairPrecise>(ctx_, ctx_->Threads(), n_targets);
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CHECK_EQ(root_sum_tloc.Shape(1), gpair.Shape(1));
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auto h_root_sum_tloc = root_sum_tloc.HostView();
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common::ParallelFor(gpair.Shape(0), ctx_->Threads(), [&](auto i) {
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for (bst_target_t t{0}; t < n_targets; ++t) {
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h_root_sum_tloc(omp_get_thread_num(), t) += GradientPairPrecise{gpair(i, t)};
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}
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});
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// Aggregate to the first row.
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auto root_sum = h_root_sum_tloc.Slice(0, linalg::All());
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for (std::int32_t tidx{1}; tidx < ctx_->Threads(); ++tidx) {
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for (bst_target_t t{0}; t < n_targets; ++t) {
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root_sum(t) += h_root_sum_tloc(tidx, t);
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}
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}
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CHECK(root_sum.CContiguous());
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collective::Allreduce<collective::Operation::kSum>(
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reinterpret_cast<double *>(root_sum.Values().data()), root_sum.Size() * 2);
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std::vector<MultiExpandEntry> nodes{best};
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std::size_t i = 0;
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auto space = ConstructHistSpace(partitioner_, nodes);
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for (auto const &page : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
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for (bst_target_t t{0}; t < n_targets; ++t) {
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auto t_gpair = gpair.Slice(linalg::All(), t);
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histogram_builder_[t].BuildHist(i, space, page, p_tree, partitioner_.at(i).Partitions(),
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nodes, {}, t_gpair.Values());
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}
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i++;
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}
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auto weight = evaluator_->InitRoot(root_sum);
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auto weight_t = weight.HostView();
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std::transform(linalg::cbegin(weight_t), linalg::cend(weight_t), linalg::begin(weight_t),
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[&](float w) { return w * param_->learning_rate; });
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p_tree->SetLeaf(RegTree::kRoot, weight_t);
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std::vector<common::HistCollection const *> hists;
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for (bst_target_t t{0}; t < p_tree->NumTargets(); ++t) {
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hists.push_back(&histogram_builder_[t].Histogram());
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}
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for (auto const &gmat : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
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evaluator_->EvaluateSplits(*p_tree, hists, gmat.cut, &nodes);
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break;
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}
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monitor_->Stop(__func__);
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return nodes.front();
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}
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void BuildHistogram(DMatrix *p_fmat, RegTree const *p_tree,
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std::vector<MultiExpandEntry> const &valid_candidates,
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linalg::MatrixView<GradientPair const> gpair) {
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monitor_->Start(__func__);
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std::vector<MultiExpandEntry> nodes_to_build;
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std::vector<MultiExpandEntry> nodes_to_sub;
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for (auto const &c : valid_candidates) {
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auto left_nidx = p_tree->LeftChild(c.nid);
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auto right_nidx = p_tree->RightChild(c.nid);
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auto build_nidx = left_nidx;
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auto subtract_nidx = right_nidx;
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auto lit =
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common::MakeIndexTransformIter([&](auto i) { return c.split.left_sum[i].GetHess(); });
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auto left_sum = std::accumulate(lit, lit + c.split.left_sum.size(), .0);
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auto rit =
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common::MakeIndexTransformIter([&](auto i) { return c.split.right_sum[i].GetHess(); });
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auto right_sum = std::accumulate(rit, rit + c.split.right_sum.size(), .0);
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auto fewer_right = right_sum < left_sum;
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if (fewer_right) {
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std::swap(build_nidx, subtract_nidx);
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}
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nodes_to_build.emplace_back(build_nidx, p_tree->GetDepth(build_nidx));
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nodes_to_sub.emplace_back(subtract_nidx, p_tree->GetDepth(subtract_nidx));
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}
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std::size_t i = 0;
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auto space = ConstructHistSpace(partitioner_, nodes_to_build);
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for (auto const &page : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
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for (std::size_t t = 0; t < p_tree->NumTargets(); ++t) {
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auto t_gpair = gpair.Slice(linalg::All(), t);
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// Make sure the gradient matrix is f-order.
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CHECK(t_gpair.Contiguous());
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histogram_builder_[t].BuildHist(i, space, page, p_tree, partitioner_.at(i).Partitions(),
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nodes_to_build, nodes_to_sub, t_gpair.Values());
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}
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i++;
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}
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monitor_->Stop(__func__);
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}
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void EvaluateSplits(DMatrix *p_fmat, RegTree const *p_tree,
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std::vector<MultiExpandEntry> *best_splits) {
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monitor_->Start(__func__);
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std::vector<common::HistCollection const *> hists;
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for (bst_target_t t{0}; t < p_tree->NumTargets(); ++t) {
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hists.push_back(&histogram_builder_[t].Histogram());
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}
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for (auto const &gmat : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
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evaluator_->EvaluateSplits(*p_tree, hists, gmat.cut, best_splits);
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break;
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}
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monitor_->Stop(__func__);
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}
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void LeafPartition(RegTree const &tree, linalg::MatrixView<GradientPair const> gpair,
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std::vector<bst_node_t> *p_out_position) {
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monitor_->Start(__func__);
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if (!task_->UpdateTreeLeaf()) {
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return;
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}
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for (auto const &part : partitioner_) {
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part.LeafPartition(ctx_, tree, gpair, p_out_position);
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}
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monitor_->Stop(__func__);
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}
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public:
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explicit MultiTargetHistBuilder(Context const *ctx, MetaInfo const &info, TrainParam const *param,
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std::shared_ptr<common::ColumnSampler> column_sampler,
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ObjInfo const *task, common::Monitor *monitor)
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: monitor_{monitor},
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param_{param},
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col_sampler_{std::move(column_sampler)},
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evaluator_{std::make_unique<HistMultiEvaluator>(ctx, info, param, col_sampler_)},
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ctx_{ctx},
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task_{task} {
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monitor_->Init(__func__);
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}
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bool UpdatePredictionCache(DMatrix const *data, linalg::MatrixView<float> out_preds) const {
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// p_last_fmat_ is a valid pointer as long as UpdatePredictionCache() is called in
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// conjunction with Update().
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if (!p_last_fmat_ || !p_last_tree_ || data != p_last_fmat_) {
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return false;
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}
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monitor_->Start(__func__);
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CHECK_EQ(out_preds.Size(), data->Info().num_row_ * p_last_tree_->NumTargets());
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UpdatePredictionCacheImpl(ctx_, p_last_tree_, partitioner_, out_preds);
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monitor_->Stop(__func__);
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return true;
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}
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};
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class HistBuilder {
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private:
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common::Monitor *monitor_;
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TrainParam const *param_;
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std::shared_ptr<common::ColumnSampler> col_sampler_;
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std::unique_ptr<HistEvaluator<CPUExpandEntry>> evaluator_;
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std::vector<CommonRowPartitioner> partitioner_;
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// back pointers to tree and data matrix
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const RegTree *p_last_tree_{nullptr};
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DMatrix const *const p_last_fmat_{nullptr};
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std::unique_ptr<HistogramBuilder<CPUExpandEntry>> histogram_builder_;
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ObjInfo const *task_{nullptr};
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// Context for number of threads
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Context const *ctx_{nullptr};
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public:
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explicit HistBuilder(Context const *ctx, std::shared_ptr<common::ColumnSampler> column_sampler,
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TrainParam const *param, DMatrix const *fmat, ObjInfo const *task,
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common::Monitor *monitor)
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: monitor_{monitor},
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param_{param},
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col_sampler_{std::move(column_sampler)},
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evaluator_{std::make_unique<HistEvaluator<CPUExpandEntry>>(ctx, param, fmat->Info(),
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col_sampler_)},
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p_last_fmat_(fmat),
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histogram_builder_{new HistogramBuilder<CPUExpandEntry>},
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task_{task},
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ctx_{ctx} {
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monitor_->Init(__func__);
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}
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bool UpdatePredictionCache(DMatrix const *data, linalg::MatrixView<float> out_preds) const {
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// p_last_fmat_ is a valid pointer as long as UpdatePredictionCache() is called in
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// conjunction with Update().
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if (!p_last_fmat_ || !p_last_tree_ || data != p_last_fmat_) {
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return false;
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}
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monitor_->Start(__func__);
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CHECK_EQ(out_preds.Size(), data->Info().num_row_);
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UpdatePredictionCacheImpl(ctx_, p_last_tree_, partitioner_, out_preds);
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monitor_->Stop(__func__);
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return true;
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}
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public:
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// initialize temp data structure
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void InitData(DMatrix *fmat, RegTree const *p_tree) {
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monitor_->Start(__func__);
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std::size_t page_id{0};
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bst_bin_t n_total_bins{0};
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partitioner_.clear();
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for (auto const &page : fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
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if (n_total_bins == 0) {
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n_total_bins = page.cut.TotalBins();
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} else {
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CHECK_EQ(n_total_bins, page.cut.TotalBins());
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}
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partitioner_.emplace_back(this->ctx_, page.Size(), page.base_rowid, fmat->IsColumnSplit());
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++page_id;
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}
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histogram_builder_->Reset(n_total_bins, HistBatch(param_), ctx_->Threads(), page_id,
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collective::IsDistributed(), fmat->IsColumnSplit());
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evaluator_ = std::make_unique<HistEvaluator<CPUExpandEntry>>(ctx_, this->param_, fmat->Info(),
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col_sampler_);
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p_last_tree_ = p_tree;
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}
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void EvaluateSplits(DMatrix *p_fmat, RegTree const *p_tree,
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std::vector<CPUExpandEntry> *best_splits) {
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monitor_->Start(__func__);
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auto const &histograms = histogram_builder_->Histogram();
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auto ft = p_fmat->Info().feature_types.ConstHostSpan();
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for (auto const &gmat : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
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evaluator_->EvaluateSplits(histograms, gmat.cut, ft, *p_tree, best_splits);
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break;
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}
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monitor_->Stop(__func__);
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}
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void ApplyTreeSplit(CPUExpandEntry const &candidate, RegTree *p_tree) {
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this->evaluator_->ApplyTreeSplit(candidate, p_tree);
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}
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|
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CPUExpandEntry InitRoot(DMatrix *p_fmat, linalg::MatrixView<GradientPair const> gpair,
|
|
RegTree *p_tree) {
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|
CPUExpandEntry node(RegTree::kRoot, p_tree->GetDepth(0));
|
|
|
|
std::size_t page_id = 0;
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|
auto space = ConstructHistSpace(partitioner_, {node});
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|
for (auto const &gidx : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
|
|
std::vector<CPUExpandEntry> nodes_to_build{node};
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|
std::vector<CPUExpandEntry> nodes_to_sub;
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|
this->histogram_builder_->BuildHist(page_id, space, gidx, p_tree,
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|
partitioner_.at(page_id).Partitions(), nodes_to_build,
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|
nodes_to_sub, gpair.Slice(linalg::All(), 0).Values());
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|
++page_id;
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|
}
|
|
|
|
{
|
|
GradientPairPrecise grad_stat;
|
|
if (p_fmat->IsDense()) {
|
|
/**
|
|
* Specialized code for dense data: For dense data (with no missing value), the sum
|
|
* of gradient histogram is equal to snode[nid]
|
|
*/
|
|
auto const &gmat = *(p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_)).begin());
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|
std::vector<std::uint32_t> const &row_ptr = gmat.cut.Ptrs();
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|
CHECK_GE(row_ptr.size(), 2);
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|
std::uint32_t const ibegin = row_ptr[0];
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|
std::uint32_t const iend = row_ptr[1];
|
|
auto hist = this->histogram_builder_->Histogram()[RegTree::kRoot];
|
|
auto begin = hist.data();
|
|
for (std::uint32_t i = ibegin; i < iend; ++i) {
|
|
GradientPairPrecise const &et = begin[i];
|
|
grad_stat.Add(et.GetGrad(), et.GetHess());
|
|
}
|
|
} else {
|
|
auto gpair_h = gpair.Slice(linalg::All(), 0).Values();
|
|
for (auto const &grad : gpair_h) {
|
|
grad_stat.Add(grad.GetGrad(), grad.GetHess());
|
|
}
|
|
collective::Allreduce<collective::Operation::kSum>(reinterpret_cast<double *>(&grad_stat),
|
|
2);
|
|
}
|
|
|
|
auto weight = evaluator_->InitRoot(GradStats{grad_stat});
|
|
p_tree->Stat(RegTree::kRoot).sum_hess = grad_stat.GetHess();
|
|
p_tree->Stat(RegTree::kRoot).base_weight = weight;
|
|
(*p_tree)[RegTree::kRoot].SetLeaf(param_->learning_rate * weight);
|
|
|
|
std::vector<CPUExpandEntry> entries{node};
|
|
monitor_->Start("EvaluateSplits");
|
|
auto ft = p_fmat->Info().feature_types.ConstHostSpan();
|
|
for (auto const &gmat : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
|
|
evaluator_->EvaluateSplits(histogram_builder_->Histogram(), gmat.cut, ft, *p_tree,
|
|
&entries);
|
|
break;
|
|
}
|
|
monitor_->Stop("EvaluateSplits");
|
|
node = entries.front();
|
|
}
|
|
|
|
return node;
|
|
}
|
|
|
|
void BuildHistogram(DMatrix *p_fmat, RegTree *p_tree,
|
|
std::vector<CPUExpandEntry> const &valid_candidates,
|
|
linalg::MatrixView<GradientPair const> gpair) {
|
|
std::vector<CPUExpandEntry> nodes_to_build(valid_candidates.size());
|
|
std::vector<CPUExpandEntry> nodes_to_sub(valid_candidates.size());
|
|
|
|
std::size_t n_idx = 0;
|
|
for (auto const &c : valid_candidates) {
|
|
auto left_nidx = (*p_tree)[c.nid].LeftChild();
|
|
auto right_nidx = (*p_tree)[c.nid].RightChild();
|
|
auto fewer_right = c.split.right_sum.GetHess() < c.split.left_sum.GetHess();
|
|
|
|
auto build_nidx = left_nidx;
|
|
auto subtract_nidx = right_nidx;
|
|
if (fewer_right) {
|
|
std::swap(build_nidx, subtract_nidx);
|
|
}
|
|
nodes_to_build[n_idx] = CPUExpandEntry{build_nidx, p_tree->GetDepth(build_nidx), {}};
|
|
nodes_to_sub[n_idx] = CPUExpandEntry{subtract_nidx, p_tree->GetDepth(subtract_nidx), {}};
|
|
n_idx++;
|
|
}
|
|
|
|
std::size_t page_id{0};
|
|
auto space = ConstructHistSpace(partitioner_, nodes_to_build);
|
|
for (auto const &gidx : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(param_))) {
|
|
histogram_builder_->BuildHist(page_id, space, gidx, p_tree,
|
|
partitioner_.at(page_id).Partitions(), nodes_to_build,
|
|
nodes_to_sub, gpair.Values());
|
|
++page_id;
|
|
}
|
|
}
|
|
|
|
void UpdatePosition(DMatrix *p_fmat, RegTree const *p_tree,
|
|
std::vector<CPUExpandEntry> const &applied) {
|
|
monitor_->Start(__func__);
|
|
std::size_t page_id{0};
|
|
for (auto const &page : p_fmat->GetBatches<GHistIndexMatrix>(HistBatch(this->param_))) {
|
|
this->partitioner_.at(page_id).UpdatePosition(this->ctx_, page, applied, p_tree);
|
|
page_id++;
|
|
}
|
|
monitor_->Stop(__func__);
|
|
}
|
|
|
|
void LeafPartition(RegTree const &tree, linalg::MatrixView<GradientPair const> gpair,
|
|
std::vector<bst_node_t> *p_out_position) {
|
|
monitor_->Start(__func__);
|
|
if (!task_->UpdateTreeLeaf()) {
|
|
return;
|
|
}
|
|
for (auto const &part : partitioner_) {
|
|
part.LeafPartition(ctx_, tree, gpair, p_out_position);
|
|
}
|
|
monitor_->Stop(__func__);
|
|
}
|
|
};
|
|
|
|
/*! \brief construct a tree using quantized feature values */
|
|
class QuantileHistMaker : public TreeUpdater {
|
|
std::unique_ptr<HistBuilder> p_impl_{nullptr};
|
|
std::unique_ptr<MultiTargetHistBuilder> p_mtimpl_{nullptr};
|
|
std::shared_ptr<common::ColumnSampler> column_sampler_ =
|
|
std::make_shared<common::ColumnSampler>();
|
|
common::Monitor monitor_;
|
|
ObjInfo const *task_{nullptr};
|
|
|
|
public:
|
|
explicit QuantileHistMaker(Context const *ctx, ObjInfo const *task)
|
|
: TreeUpdater{ctx}, task_{task} {}
|
|
void Configure(const Args &) override {}
|
|
|
|
void LoadConfig(Json const &) override {}
|
|
void SaveConfig(Json *) const override {}
|
|
|
|
[[nodiscard]] char const *Name() const override { return "grow_quantile_histmaker"; }
|
|
|
|
void Update(TrainParam const *param, HostDeviceVector<GradientPair> *gpair, DMatrix *p_fmat,
|
|
common::Span<HostDeviceVector<bst_node_t>> out_position,
|
|
const std::vector<RegTree *> &trees) override {
|
|
if (trees.front()->IsMultiTarget()) {
|
|
CHECK(param->monotone_constraints.empty()) << "monotone constraint" << MTNotImplemented();
|
|
if (!p_mtimpl_) {
|
|
this->p_mtimpl_ = std::make_unique<MultiTargetHistBuilder>(
|
|
ctx_, p_fmat->Info(), param, column_sampler_, task_, &monitor_);
|
|
}
|
|
} else {
|
|
if (!p_impl_) {
|
|
p_impl_ =
|
|
std::make_unique<HistBuilder>(ctx_, column_sampler_, param, p_fmat, task_, &monitor_);
|
|
}
|
|
}
|
|
|
|
bst_target_t n_targets = trees.front()->NumTargets();
|
|
auto h_gpair =
|
|
linalg::MakeTensorView(ctx_, gpair->HostSpan(), p_fmat->Info().num_row_, n_targets);
|
|
|
|
linalg::Matrix<GradientPair> sample_out;
|
|
auto h_sample_out = h_gpair;
|
|
auto need_copy = [&] { return trees.size() > 1 || n_targets > 1; };
|
|
if (need_copy()) {
|
|
// allocate buffer
|
|
sample_out = decltype(sample_out){h_gpair.Shape(), ctx_->gpu_id, linalg::Order::kF};
|
|
h_sample_out = sample_out.HostView();
|
|
}
|
|
|
|
for (auto tree_it = trees.begin(); tree_it != trees.end(); ++tree_it) {
|
|
if (need_copy()) {
|
|
// Copy gradient into buffer for sampling. This converts C-order to F-order.
|
|
std::copy(linalg::cbegin(h_gpair), linalg::cend(h_gpair), linalg::begin(h_sample_out));
|
|
}
|
|
SampleGradient(ctx_, *param, h_sample_out);
|
|
auto *h_out_position = &out_position[tree_it - trees.begin()];
|
|
if ((*tree_it)->IsMultiTarget()) {
|
|
UpdateTree<MultiExpandEntry>(&monitor_, h_sample_out, p_mtimpl_.get(), p_fmat, param,
|
|
h_out_position, *tree_it);
|
|
} else {
|
|
UpdateTree<CPUExpandEntry>(&monitor_, h_sample_out, p_impl_.get(), p_fmat, param,
|
|
h_out_position, *tree_it);
|
|
}
|
|
}
|
|
}
|
|
|
|
bool UpdatePredictionCache(const DMatrix *data, linalg::MatrixView<float> out_preds) override {
|
|
if (p_impl_) {
|
|
return p_impl_->UpdatePredictionCache(data, out_preds);
|
|
} else if (p_mtimpl_) {
|
|
return p_mtimpl_->UpdatePredictionCache(data, out_preds);
|
|
} else {
|
|
return false;
|
|
}
|
|
}
|
|
|
|
[[nodiscard]] bool HasNodePosition() const override { return true; }
|
|
};
|
|
|
|
XGBOOST_REGISTER_TREE_UPDATER(QuantileHistMaker, "grow_quantile_histmaker")
|
|
.describe("Grow tree using quantized histogram.")
|
|
.set_body([](Context const *ctx, ObjInfo const *task) {
|
|
return new QuantileHistMaker{ctx, task};
|
|
});
|
|
} // namespace xgboost::tree
|