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Implement sketching with Hessian on GPU. #9399

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Jul 24, 2023
Merged

Implement sketching with Hessian on GPU. #9399

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380a7a0
Implement sketching with Hessian on GPU.
trivialfis Jul 19, 2023
ba616fa
More tests.
trivialfis Jul 19, 2023
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12 changes: 6 additions & 6 deletions include/xgboost/data.h
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Original file line number Diff line number Diff line change
Expand Up @@ -185,10 +185,10 @@ class MetaInfo {
return data_split_mode == DataSplitMode::kRow;
}

/*! \brief Whether the data is split column-wise. */
bool IsColumnSplit() const {
return data_split_mode == DataSplitMode::kCol;
}
/** @brief Whether the data is split column-wise. */
bool IsColumnSplit() const { return data_split_mode == DataSplitMode::kCol; }
/** @brief Whether this is a learning to rank data. */
bool IsRanking() const { return !group_ptr_.empty(); }

/*!
* \brief A convenient method to check if we are doing vertical federated learning, which requires
Expand Down Expand Up @@ -249,7 +249,7 @@ struct BatchParam {
/**
* \brief Hessian, used for sketching with future approx implementation.
*/
common::Span<float> hess;
common::Span<float const> hess;
/**
* \brief Whether should we force DMatrix to regenerate the batch. Only used for
* GHistIndex.
Expand Down Expand Up @@ -279,7 +279,7 @@ struct BatchParam {
* Get batch with sketch weighted by hessian. The batch will be regenerated if the
* span is changed, so caller should keep the span for each iteration.
*/
BatchParam(bst_bin_t max_bin, common::Span<float> hessian, bool regenerate)
BatchParam(bst_bin_t max_bin, common::Span<float const> hessian, bool regenerate)
: max_bin{max_bin}, hess{hessian}, regen{regenerate} {}

[[nodiscard]] bool ParamNotEqual(BatchParam const& other) const {
Expand Down
8 changes: 5 additions & 3 deletions include/xgboost/host_device_vector.h
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Expand Up @@ -49,11 +49,12 @@
#ifndef XGBOOST_HOST_DEVICE_VECTOR_H_
#define XGBOOST_HOST_DEVICE_VECTOR_H_

#include <xgboost/context.h> // for DeviceOrd
#include <xgboost/span.h> // for Span

#include <initializer_list>
#include <vector>
#include <type_traits>

#include "span.h"
#include <vector>

namespace xgboost {

Expand Down Expand Up @@ -133,6 +134,7 @@ class HostDeviceVector {
GPUAccess DeviceAccess() const;

void SetDevice(int device) const;
void SetDevice(DeviceOrd device) const;

void Resize(size_t new_size, T v = T());

Expand Down
10 changes: 5 additions & 5 deletions src/common/hist_util.cc
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Expand Up @@ -8,12 +8,12 @@

#include <vector>

#include "../common/common.h"
#include "column_matrix.h"
#include "../data/adapter.h" // for SparsePageAdapterBatch
#include "../data/gradient_index.h" // for GHistIndexMatrix
#include "quantile.h"
#include "xgboost/base.h"
#include "xgboost/context.h" // Context
#include "xgboost/data.h" // SparsePage, SortedCSCPage
#include "xgboost/context.h" // for Context
#include "xgboost/data.h" // for SparsePage, SortedCSCPage

#if defined(XGBOOST_MM_PREFETCH_PRESENT)
#include <xmmintrin.h>
Expand All @@ -32,7 +32,7 @@ HistogramCuts::HistogramCuts() {
}

HistogramCuts SketchOnDMatrix(Context const *ctx, DMatrix *m, bst_bin_t max_bins, bool use_sorted,
Span<float> const hessian) {
Span<float const> hessian) {
HistogramCuts out;
auto const &info = m->Info();
auto n_threads = ctx->Threads();
Expand Down
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