xgboost/multi-node/col-split

Distributed XGBoost: Column Split Version

• run bash mushroom-col-rabit.sh <n-process>
  • mushroom-col-rabit.sh starts xgboost job using rabit's allreduce
• run bash mushroom-col-rabit-mock.sh <n-process>
  • mushroom-col-rabit-mock.sh starts xgboost job using rabit's allreduce, inserts suicide signal at certain point and test recovery
• run bash mushroom-col-mpi.sh <n-mpi-process>
  • mushroom-col.sh starts xgboost-mpi job

How to Use

• First split the data by column,
• In the config, specify data file as containing a wildcard %d, where %d is the rank of the node, each node will load their part of data
• Enable column split mode by dsplit=col

Notes

• The code is multi-threaded, so you want to run one process per node
• The code will work correctly as long as union of each column subset is all the columns we are interested in.
  • The column subset can overlap with each other.
• It uses exactly the same algorithm as single node version, to examine all potential split points.