xgboost/tests/cpp/tree/gpu_hist/test_histogram.cu

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/**
* Copyright 2020-2024, XGBoost Contributors
*/
#include <gtest/gtest.h>
#include <xgboost/context.h> // for Context
#include <memory> // for unique_ptr
#include <vector> // for vector
#include "../../../../src/tree/gpu_hist/histogram.cuh"
#include "../../../../src/tree/gpu_hist/row_partitioner.cuh" // for RowPartitioner
#include "../../../../src/tree/param.h" // for TrainParam
#include "../../categorical_helpers.h" // for OneHotEncodeFeature
#include "../../helpers.h"
namespace xgboost::tree {
TEST(Histogram, DeviceHistogramStorage) {
// Ensures that node allocates correctly after reaching `kStopGrowingSize`.
auto ctx = MakeCUDACtx(0);
constexpr size_t kNBins = 128;
constexpr int kNNodes = 4;
constexpr size_t kStopGrowing = kNNodes * kNBins * 2u;
DeviceHistogramStorage<kStopGrowing> histogram;
histogram.Init(FstCU(), kNBins);
for (int i = 0; i < kNNodes; ++i) {
histogram.AllocateHistograms(&ctx, {i});
}
histogram.Reset(&ctx);
ASSERT_EQ(histogram.Data().size(), kStopGrowing);
// Use allocated memory but do not erase nidx_map.
for (int i = 0; i < kNNodes; ++i) {
histogram.AllocateHistograms(&ctx, {i});
}
for (int i = 0; i < kNNodes; ++i) {
ASSERT_TRUE(histogram.HistogramExists(i));
}
// Add two new nodes
histogram.AllocateHistograms(&ctx, {kNNodes});
histogram.AllocateHistograms(&ctx, {kNNodes + 1});
// Old cached nodes should still exist
for (int i = 0; i < kNNodes; ++i) {
ASSERT_TRUE(histogram.HistogramExists(i));
}
// Should be deleted
ASSERT_FALSE(histogram.HistogramExists(kNNodes));
// Most recent node should exist
ASSERT_TRUE(histogram.HistogramExists(kNNodes + 1));
// Add same node again - should fail
EXPECT_ANY_THROW(histogram.AllocateHistograms(&ctx, {kNNodes + 1}););
}
void TestDeterministicHistogram(bool is_dense, int shm_size, bool force_global) {
Context ctx = MakeCUDACtx(0);
size_t constexpr kBins = 256, kCols = 120, kRows = 16384, kRounds = 16;
float constexpr kLower = -1e-2, kUpper = 1e2;
float sparsity = is_dense ? 0.0f : 0.5f;
auto matrix = RandomDataGenerator(kRows, kCols, sparsity).GenerateDMatrix();
auto batch_param = BatchParam{kBins, tree::TrainParam::DftSparseThreshold()};
for (auto const& batch : matrix->GetBatches<EllpackPage>(&ctx, batch_param)) {
auto* page = batch.Impl();
tree::RowPartitioner row_partitioner{&ctx, kRows, page->base_rowid};
auto ridx = row_partitioner.GetRows(0);
bst_bin_t num_bins = kBins * kCols;
dh::device_vector<GradientPairInt64> histogram(num_bins);
auto d_histogram = dh::ToSpan(histogram);
auto gpair = GenerateRandomGradients(kRows, kLower, kUpper);
gpair.SetDevice(ctx.Device());
FeatureGroups feature_groups(page->Cuts(), page->is_dense, shm_size, sizeof(GradientPairInt64));
auto quantiser = GradientQuantiser(&ctx, gpair.DeviceSpan(), MetaInfo());
DeviceHistogramBuilder builder;
builder.Reset(&ctx, feature_groups.DeviceAccessor(ctx.Device()), force_global);
builder.BuildHistogram(ctx.CUDACtx(), page->GetDeviceAccessor(ctx.Device()),
feature_groups.DeviceAccessor(ctx.Device()), gpair.DeviceSpan(), ridx,
d_histogram, quantiser);
std::vector<GradientPairInt64> histogram_h(num_bins);
dh::safe_cuda(cudaMemcpy(histogram_h.data(), d_histogram.data(),
num_bins * sizeof(GradientPairInt64), cudaMemcpyDeviceToHost));
for (std::size_t i = 0; i < kRounds; ++i) {
dh::device_vector<GradientPairInt64> new_histogram(num_bins);
auto d_new_histogram = dh::ToSpan(new_histogram);
auto quantiser = GradientQuantiser(&ctx, gpair.DeviceSpan(), MetaInfo());
DeviceHistogramBuilder builder;
builder.Reset(&ctx, feature_groups.DeviceAccessor(ctx.Device()), force_global);
builder.BuildHistogram(ctx.CUDACtx(), page->GetDeviceAccessor(ctx.Device()),
feature_groups.DeviceAccessor(ctx.Device()), gpair.DeviceSpan(), ridx,
d_new_histogram, quantiser);
std::vector<GradientPairInt64> new_histogram_h(num_bins);
dh::safe_cuda(cudaMemcpy(new_histogram_h.data(), d_new_histogram.data(),
num_bins * sizeof(GradientPairInt64),
cudaMemcpyDeviceToHost));
for (size_t j = 0; j < new_histogram_h.size(); ++j) {
ASSERT_EQ(new_histogram_h[j].GetQuantisedGrad(), histogram_h[j].GetQuantisedGrad());
ASSERT_EQ(new_histogram_h[j].GetQuantisedHess(), histogram_h[j].GetQuantisedHess());
}
}
{
auto gpair = GenerateRandomGradients(kRows, kLower, kUpper);
gpair.SetDevice(ctx.Device());
// Use a single feature group to compute the baseline.
FeatureGroups single_group(page->Cuts());
dh::device_vector<GradientPairInt64> baseline(num_bins);
DeviceHistogramBuilder builder;
builder.Reset(&ctx, single_group.DeviceAccessor(ctx.Device()), force_global);
builder.BuildHistogram(ctx.CUDACtx(), page->GetDeviceAccessor(ctx.Device()),
single_group.DeviceAccessor(ctx.Device()), gpair.DeviceSpan(), ridx,
dh::ToSpan(baseline), quantiser);
std::vector<GradientPairInt64> baseline_h(num_bins);
dh::safe_cuda(cudaMemcpy(baseline_h.data(), baseline.data().get(),
num_bins * sizeof(GradientPairInt64),
cudaMemcpyDeviceToHost));
for (size_t i = 0; i < baseline.size(); ++i) {
EXPECT_NEAR(baseline_h[i].GetQuantisedGrad(), histogram_h[i].GetQuantisedGrad(),
baseline_h[i].GetQuantisedGrad() * 1e-3);
}
}
}
}
TEST(Histogram, GPUDeterministic) {
std::vector<bool> is_dense_array{false, true};
std::vector<int> shm_sizes{48 * 1024, 64 * 1024, 160 * 1024};
for (bool is_dense : is_dense_array) {
for (int shm_size : shm_sizes) {
for (bool force_global : {true, false}) {
TestDeterministicHistogram(is_dense, shm_size, force_global);
}
}
}
}
void ValidateCategoricalHistogram(size_t n_categories, common::Span<GradientPairInt64> onehot,
common::Span<GradientPairInt64> cat) {
auto cat_sum = std::accumulate(cat.cbegin(), cat.cend(), GradientPairInt64{});
for (size_t c = 0; c < n_categories; ++c) {
auto zero = onehot[c * 2];
auto one = onehot[c * 2 + 1];
auto chosen = cat[c];
auto not_chosen = cat_sum - chosen;
ASSERT_EQ(zero, not_chosen);
ASSERT_EQ(one, chosen);
}
}
// Test 1 vs rest categorical histogram is equivalent to one hot encoded data.
void TestGPUHistogramCategorical(size_t num_categories) {
auto ctx = MakeCUDACtx(0);
size_t constexpr kRows = 340;
size_t constexpr kBins = 256;
auto x = GenerateRandomCategoricalSingleColumn(kRows, num_categories);
auto cat_m = GetDMatrixFromData(x, kRows, 1);
cat_m->Info().feature_types.HostVector().push_back(FeatureType::kCategorical);
auto batch_param = BatchParam{kBins, tree::TrainParam::DftSparseThreshold()};
tree::RowPartitioner row_partitioner{&ctx, kRows, 0};
auto ridx = row_partitioner.GetRows(0);
dh::device_vector<GradientPairInt64> cat_hist(num_categories);
auto gpair = GenerateRandomGradients(kRows, 0, 2);
gpair.SetDevice(DeviceOrd::CUDA(0));
auto quantiser = GradientQuantiser(&ctx, gpair.DeviceSpan(), MetaInfo());
/**
* Generate hist with cat data.
*/
for (auto const &batch : cat_m->GetBatches<EllpackPage>(&ctx, batch_param)) {
auto* page = batch.Impl();
FeatureGroups single_group(page->Cuts());
DeviceHistogramBuilder builder;
builder.Reset(&ctx, single_group.DeviceAccessor(ctx.Device()), false);
builder.BuildHistogram(ctx.CUDACtx(), page->GetDeviceAccessor(ctx.Device()),
single_group.DeviceAccessor(ctx.Device()), gpair.DeviceSpan(), ridx,
dh::ToSpan(cat_hist), quantiser);
}
/**
* Generate hist with one hot encoded data.
*/
auto x_encoded = OneHotEncodeFeature(x, num_categories);
auto encode_m = GetDMatrixFromData(x_encoded, kRows, num_categories);
dh::device_vector<GradientPairInt64> encode_hist(2 * num_categories);
for (auto const &batch : encode_m->GetBatches<EllpackPage>(&ctx, batch_param)) {
auto* page = batch.Impl();
FeatureGroups single_group(page->Cuts());
DeviceHistogramBuilder builder;
builder.Reset(&ctx, single_group.DeviceAccessor(ctx.Device()), false);
builder.BuildHistogram(ctx.CUDACtx(), page->GetDeviceAccessor(ctx.Device()),
single_group.DeviceAccessor(ctx.Device()), gpair.DeviceSpan(), ridx,
dh::ToSpan(encode_hist), quantiser);
}
std::vector<GradientPairInt64> h_cat_hist(cat_hist.size());
thrust::copy(cat_hist.begin(), cat_hist.end(), h_cat_hist.begin());
std::vector<GradientPairInt64> h_encode_hist(encode_hist.size());
thrust::copy(encode_hist.begin(), encode_hist.end(), h_encode_hist.begin());
ValidateCategoricalHistogram(num_categories,
common::Span<GradientPairInt64>{h_encode_hist},
common::Span<GradientPairInt64>{h_cat_hist});
}
TEST(Histogram, GPUHistCategorical) {
for (size_t num_categories = 2; num_categories < 8; ++num_categories) {
TestGPUHistogramCategorical(num_categories);
}
}
namespace {
// Atomic add as type cast for test.
XGBOOST_DEV_INLINE int64_t atomicAdd(int64_t *dst, int64_t src) { // NOLINT
uint64_t* u_dst = reinterpret_cast<uint64_t*>(dst);
uint64_t u_src = *reinterpret_cast<uint64_t*>(&src);
uint64_t ret = ::atomicAdd(u_dst, u_src);
return *reinterpret_cast<int64_t*>(&ret);
}
}
void TestAtomicAdd() {
size_t n_elements = 1024;
dh::device_vector<int64_t> result_a(1, 0);
auto d_result_a = result_a.data().get();
dh::device_vector<int64_t> result_b(1, 0);
auto d_result_b = result_b.data().get();
/**
* Test for simple inputs
*/
std::vector<int64_t> h_inputs(n_elements);
for (size_t i = 0; i < h_inputs.size(); ++i) {
h_inputs[i] = (i % 2 == 0) ? i : -i;
}
dh::device_vector<int64_t> inputs(h_inputs);
auto d_inputs = inputs.data().get();
dh::LaunchN(n_elements, [=] __device__(size_t i) {
AtomicAdd64As32(d_result_a, d_inputs[i]);
atomicAdd(d_result_b, d_inputs[i]);
});
ASSERT_EQ(result_a[0], result_b[0]);
/**
* Test for positive values that don't fit into 32 bit integer.
*/
thrust::fill(inputs.begin(), inputs.end(),
(std::numeric_limits<uint32_t>::max() / 2));
thrust::fill(result_a.begin(), result_a.end(), 0);
thrust::fill(result_b.begin(), result_b.end(), 0);
dh::LaunchN(n_elements, [=] __device__(size_t i) {
AtomicAdd64As32(d_result_a, d_inputs[i]);
atomicAdd(d_result_b, d_inputs[i]);
});
ASSERT_EQ(result_a[0], result_b[0]);
ASSERT_GT(result_a[0], std::numeric_limits<uint32_t>::max());
CHECK_EQ(thrust::reduce(inputs.begin(), inputs.end(), int64_t(0)), result_a[0]);
/**
* Test for negative values that don't fit into 32 bit integer.
*/
thrust::fill(inputs.begin(), inputs.end(),
(std::numeric_limits<int32_t>::min() / 2));
thrust::fill(result_a.begin(), result_a.end(), 0);
thrust::fill(result_b.begin(), result_b.end(), 0);
dh::LaunchN(n_elements, [=] __device__(size_t i) {
AtomicAdd64As32(d_result_a, d_inputs[i]);
atomicAdd(d_result_b, d_inputs[i]);
});
ASSERT_EQ(result_a[0], result_b[0]);
ASSERT_LT(result_a[0], std::numeric_limits<int32_t>::min());
CHECK_EQ(thrust::reduce(inputs.begin(), inputs.end(), int64_t(0)), result_a[0]);
}
TEST(Histogram, AtomicAddInt64) {
TestAtomicAdd();
}
TEST(Histogram, Quantiser) {
auto ctx = MakeCUDACtx(0);
std::size_t n_samples{16};
HostDeviceVector<GradientPair> gpair(n_samples, GradientPair{1.0, 1.0});
gpair.SetDevice(ctx.Device());
auto quantiser = GradientQuantiser(&ctx, gpair.DeviceSpan(), MetaInfo());
for (auto v : gpair.ConstHostVector()) {
auto gh = quantiser.ToFloatingPoint(quantiser.ToFixedPoint(v));
ASSERT_EQ(gh.GetGrad(), 1.0);
ASSERT_EQ(gh.GetHess(), 1.0);
}
}
namespace {
class HistogramExternalMemoryTest : public ::testing::TestWithParam<std::tuple<float, bool>> {
public:
void Run(float sparsity, bool force_global) {
bst_idx_t n_samples{512}, n_features{12}, n_batches{3};
std::vector<std::unique_ptr<RowPartitioner>> partitioners;
auto p_fmat = RandomDataGenerator{n_samples, n_features, sparsity}
.Batches(n_batches)
.GenerateSparsePageDMatrix("cache", true);
bst_bin_t n_bins = 16;
BatchParam p{n_bins, TrainParam::DftSparseThreshold()};
auto ctx = MakeCUDACtx(0);
std::unique_ptr<FeatureGroups> fg;
dh::device_vector<GradientPairInt64> single_hist;
dh::device_vector<GradientPairInt64> multi_hist;
auto gpair = GenerateRandomGradients(n_samples);
gpair.SetDevice(ctx.Device());
auto quantiser = GradientQuantiser{&ctx, gpair.ConstDeviceSpan(), p_fmat->Info()};
std::shared_ptr<common::HistogramCuts> cuts;
{
/**
* Multi page.
*/
std::int32_t k{0};
for (auto const& page : p_fmat->GetBatches<EllpackPage>(&ctx, p)) {
auto impl = page.Impl();
if (k == 0) {
// Initialization
auto d_matrix = impl->GetDeviceAccessor(ctx.Device());
fg = std::make_unique<FeatureGroups>(impl->Cuts());
auto init = GradientPairInt64{0, 0};
multi_hist = decltype(multi_hist)(impl->Cuts().TotalBins(), init);
single_hist = decltype(single_hist)(impl->Cuts().TotalBins(), init);
cuts = std::make_shared<common::HistogramCuts>(impl->Cuts());
}
partitioners.emplace_back(
std::make_unique<RowPartitioner>(&ctx, impl->Size(), impl->base_rowid));
auto ridx = partitioners.at(k)->GetRows(0);
auto d_histogram = dh::ToSpan(multi_hist);
DeviceHistogramBuilder builder;
builder.Reset(&ctx, fg->DeviceAccessor(ctx.Device()), force_global);
builder.BuildHistogram(ctx.CUDACtx(), impl->GetDeviceAccessor(ctx.Device()),
fg->DeviceAccessor(ctx.Device()), gpair.ConstDeviceSpan(), ridx,
d_histogram, quantiser);
++k;
}
ASSERT_EQ(k, n_batches);
}
{
/**
* Single page.
*/
RowPartitioner partitioner{&ctx, p_fmat->Info().num_row_, 0};
SparsePage concat;
std::vector<float> hess(p_fmat->Info().num_row_, 1.0f);
for (auto const& page : p_fmat->GetBatches<SparsePage>()) {
concat.Push(page);
}
EllpackPageImpl page{&ctx, cuts, concat, p_fmat->IsDense(), p_fmat->Info().num_col_, {}};
auto ridx = partitioner.GetRows(0);
auto d_histogram = dh::ToSpan(single_hist);
DeviceHistogramBuilder builder;
builder.Reset(&ctx, fg->DeviceAccessor(ctx.Device()), force_global);
builder.BuildHistogram(ctx.CUDACtx(), page.GetDeviceAccessor(ctx.Device()),
fg->DeviceAccessor(ctx.Device()), gpair.ConstDeviceSpan(), ridx,
d_histogram, quantiser);
}
std::vector<GradientPairInt64> h_single(single_hist.size());
thrust::copy(single_hist.begin(), single_hist.end(), h_single.begin());
std::vector<GradientPairInt64> h_multi(multi_hist.size());
thrust::copy(multi_hist.begin(), multi_hist.end(), h_multi.begin());
for (std::size_t i = 0; i < single_hist.size(); ++i) {
ASSERT_EQ(h_single[i].GetQuantisedGrad(), h_multi[i].GetQuantisedGrad());
ASSERT_EQ(h_single[i].GetQuantisedHess(), h_multi[i].GetQuantisedHess());
}
}
};
} // namespace
TEST_P(HistogramExternalMemoryTest, ExternalMemory) {
std::apply(&HistogramExternalMemoryTest::Run, std::tuple_cat(std::make_tuple(this), GetParam()));
}
INSTANTIATE_TEST_SUITE_P(Histogram, HistogramExternalMemoryTest, ::testing::ValuesIn([]() {
std::vector<std::tuple<float, bool>> params;
for (auto global : {true, false}) {
for (auto sparsity : {0.0f, 0.2f, 0.8f}) {
params.emplace_back(sparsity, global);
}
}
return params;
}()));
} // namespace xgboost::tree