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/**
* Copyright 2019-2024, XGBoost Contributors
*/
#include <gtest/gtest.h>
#include <thrust/device_vector.h>
#include <xgboost/base.h> // for bst_bin_t
#include <xgboost/c_api.h>
#include <xgboost/data.h>
#include <algorithm> // for transform
#include <cmath> // for floor
#include <cstddef> // for size_t
#include <limits> // for numeric_limits
#include <string> // for string, to_string
#include <tuple> // for tuple, make_tuple
#include <vector> // for vector
#include "../../../include/xgboost/logging.h"
#include "../../../src/common/cuda_context.cuh"
#include "../../../src/common/cuda_rt_utils.h" // for SetDevice
#include "../../../src/common/device_helpers.cuh"
#include "../../../src/common/hist_util.cuh"
#include "../../../src/common/hist_util.h"
#include "../../../src/data/device_adapter.cuh"
#include "../../../src/data/simple_dmatrix.h"
#include "../data/test_array_interface.h"
#include "../filesystem.h" // dmlc::TemporaryDirectory
#include "../helpers.h"
#include "test_hist_util.h"
namespace xgboost::common {
template <typename AdapterT>
HistogramCuts GetHostCuts(Context const* ctx, AdapterT* adapter, int num_bins, float missing) {
data::SimpleDMatrix dmat(adapter, missing, 1);
HistogramCuts cuts = SketchOnDMatrix(ctx, &dmat, num_bins);
return cuts;
}
TEST(HistUtil, DeviceSketch) {
auto ctx = MakeCUDACtx(0);
int num_columns = 1;
int num_bins = 4;
std::vector<float> x = {1.0f, 2.0f, 3.0f, 4.0f, 5.0f, 7.0f, -1.0f};
int num_rows = x.size();
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
auto device_cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
Context cpu_ctx;
HistogramCuts host_cuts = SketchOnDMatrix(&cpu_ctx, dmat.get(), num_bins);
EXPECT_EQ(device_cuts.Values(), host_cuts.Values());
EXPECT_EQ(device_cuts.Ptrs(), host_cuts.Ptrs());
EXPECT_EQ(device_cuts.MinValues(), host_cuts.MinValues());
}
TEST(HistUtil, SketchBatchNumElements) {
#if defined(XGBOOST_USE_RMM) && XGBOOST_USE_RMM == 1
GTEST_SKIP_("Test not runnable with RMM enabled.");
#endif // defined(XGBOOST_USE_RMM) && XGBOOST_USE_RMM == 1
size_t constexpr kCols = 10000;
std::int32_t device = dh::CurrentDevice();
auto avail = static_cast<size_t>(dh::AvailableMemory(device) * 0.8);
auto per_elem = detail::BytesPerElement(false);
auto avail_elem = avail / per_elem;
size_t rows = avail_elem / kCols * 10;
auto shape = detail::SketchShape{rows, kCols, rows * kCols};
auto batch = detail::SketchBatchNumElements(detail::UnknownSketchNumElements(), shape, device,
256, false, 0);
ASSERT_EQ(batch, avail_elem);
}
TEST(HistUtil, DeviceSketchMemory) {
auto ctx = MakeCUDACtx(0);
int num_columns = 100;
int num_rows = 1000;
int num_bins = 256;
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
dh::GlobalMemoryLogger().Clear();
ConsoleLogger::Configure({{"verbosity", "3"}});
auto device_cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
size_t bytes_required = detail::RequiredMemory(
num_rows, num_columns, num_rows * num_columns, num_bins, false);
EXPECT_LE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required * 1.05);
EXPECT_GE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required * 0.95);
ConsoleLogger::Configure({{"verbosity", "0"}});
}
TEST(HistUtil, DeviceSketchWeightsMemory) {
auto ctx = MakeCUDACtx(0);
int num_columns = 100;
int num_rows = 1000;
int num_bins = 256;
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
dmat->Info().weights_.HostVector() = GenerateRandomWeights(num_rows);
dh::GlobalMemoryLogger().Clear();
ConsoleLogger::Configure({{"verbosity", "3"}});
auto device_cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
ConsoleLogger::Configure({{"verbosity", "0"}});
size_t bytes_required = detail::RequiredMemory(
num_rows, num_columns, num_rows * num_columns, num_bins, true);
EXPECT_LE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required * 1.05);
EXPECT_GE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required);
}
TEST(HistUtil, DeviceSketchDeterminism) {
auto ctx = MakeCUDACtx(0);
int num_rows = 500;
int num_columns = 5;
int num_bins = 256;
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
auto reference_sketch = DeviceSketch(&ctx, dmat.get(), num_bins);
size_t constexpr kRounds{ 100 };
for (size_t r = 0; r < kRounds; ++r) {
auto new_sketch = DeviceSketch(&ctx, dmat.get(), num_bins);
ASSERT_EQ(reference_sketch.Values(), new_sketch.Values());
ASSERT_EQ(reference_sketch.MinValues(), new_sketch.MinValues());
}
}
TEST(HistUtil, DeviceSketchCategoricalAsNumeric) {
auto ctx = MakeCUDACtx(0);
auto categorical_sizes = {2, 6, 8, 12};
int num_bins = 256;
auto sizes = {25, 100, 1000};
for (auto n : sizes) {
for (auto num_categories : categorical_sizes) {
auto x = GenerateRandomCategoricalSingleColumn(n, num_categories);
auto dmat = GetDMatrixFromData(x, n, 1);
auto cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
ValidateCuts(cuts, dmat.get(), num_bins);
}
}
}
TEST(HistUtil, DeviceSketchCategoricalFeatures) {
auto ctx = MakeCUDACtx(0);
TestCategoricalSketch(1000, 256, 32, false, [ctx](DMatrix* p_fmat, int32_t num_bins) {
return DeviceSketch(&ctx, p_fmat, num_bins);
});
TestCategoricalSketch(1000, 256, 32, true, [ctx](DMatrix* p_fmat, int32_t num_bins) {
return DeviceSketch(&ctx, p_fmat, num_bins);
});
}
void TestMixedSketch() {
size_t n_samples = 1000, n_features = 2, n_categories = 3;
bst_bin_t n_bins = 64;
std::vector<float> data(n_samples * n_features);
SimpleLCG gen;
SimpleRealUniformDistribution<float> cat_d{0.0f, static_cast<float>(n_categories)};
SimpleRealUniformDistribution<float> num_d{0.0f, 3.0f};
for (size_t i = 0; i < n_samples * n_features; ++i) {
// two features, row major. The first column is numeric and the second is categorical.
if (i % 2 == 0) {
data[i] = std::floor(cat_d(&gen));
} else {
data[i] = num_d(&gen);
}
}
auto m = GetDMatrixFromData(data, n_samples, n_features);
m->Info().feature_types.HostVector().push_back(FeatureType::kCategorical);
m->Info().feature_types.HostVector().push_back(FeatureType::kNumerical);
auto ctx = MakeCUDACtx(0);
auto cuts = DeviceSketch(&ctx, m.get(), n_bins);
ASSERT_EQ(cuts.Values().size(), n_bins + n_categories);
}
TEST(HistUtil, DeviceSketchMixedFeatures) { TestMixedSketch(); }
TEST(HistUtil, RemoveDuplicatedCategories) {
bst_idx_t n_samples = 512;
bst_feature_t n_features = 3;
bst_cat_t n_categories = 5;
auto ctx = MakeCUDACtx(0);
SimpleLCG rng;
SimpleRealUniformDistribution<float> cat_d{0.0f, static_cast<float>(n_categories)};
dh::device_vector<Entry> sorted_entries(n_samples * n_features);
for (std::size_t i = 0; i < n_samples; ++i) {
for (bst_feature_t j = 0; j < n_features; ++j) {
float fvalue{0.0f};
// The second column is categorical
if (j == 1) {
fvalue = std::floor(cat_d(&rng));
} else {
fvalue = i;
}
sorted_entries[i * n_features + j] = Entry{j, fvalue};
}
}
MetaInfo info;
info.num_col_ = n_features;
info.num_row_ = n_samples;
info.feature_types.HostVector() = std::vector<FeatureType>{
FeatureType::kNumerical, FeatureType::kCategorical, FeatureType::kNumerical};
ASSERT_EQ(info.feature_types.Size(), n_features);
HostDeviceVector<bst_idx_t> cuts_ptr{0, n_samples, n_samples * 2, n_samples * 3};
cuts_ptr.SetDevice(DeviceOrd::CUDA(0));
dh::device_vector<float> weight(n_samples * n_features, 0);
dh::Iota(dh::ToSpan(weight), ctx.CUDACtx()->Stream());
dh::caching_device_vector<bst_idx_t> columns_ptr(4);
for (std::size_t i = 0; i < columns_ptr.size(); ++i) {
columns_ptr[i] = i * n_samples;
}
// sort into column major
thrust::sort_by_key(sorted_entries.begin(), sorted_entries.end(), weight.begin(),
detail::EntryCompareOp());
detail::RemoveDuplicatedCategories(&ctx, info, cuts_ptr.DeviceSpan(), &sorted_entries, &weight,
&columns_ptr);
auto const& h_cptr = cuts_ptr.ConstHostVector();
ASSERT_EQ(h_cptr.back(), n_samples * 2 + n_categories);
// check numerical
for (std::size_t i = 0; i < n_samples; ++i) {
ASSERT_EQ(weight[i], i * 3);
}
auto beg = n_samples + n_categories;
for (std::size_t i = 0; i < n_samples; ++i) {
ASSERT_EQ(weight[i + beg], i * 3 + 2);
}
// check categorical
beg = n_samples;
for (bst_cat_t i = 0; i < n_categories; ++i) {
// all from the second column
ASSERT_EQ(static_cast<bst_feature_t>(weight[i + beg]) % n_features, 1);
}
}
TEST(HistUtil, DeviceSketchMultipleColumns) {
auto ctx = MakeCUDACtx(0);
auto bin_sizes = {2, 16, 256, 512};
auto sizes = {100, 1000, 1500};
int num_columns = 5;
for (auto num_rows : sizes) {
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
for (auto num_bins : bin_sizes) {
auto cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
ValidateCuts(cuts, dmat.get(), num_bins);
}
}
}
TEST(HistUtil, DeviceSketchMultipleColumnsWeights) {
auto ctx = MakeCUDACtx(0);
auto bin_sizes = {2, 16, 256, 512};
auto sizes = {100, 1000, 1500};
int num_columns = 5;
for (auto num_rows : sizes) {
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
dmat->Info().weights_.HostVector() = GenerateRandomWeights(num_rows);
for (auto num_bins : bin_sizes) {
auto cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
ValidateCuts(cuts, dmat.get(), num_bins);
}
}
}
TEST(HistUitl, DeviceSketchWeights) {
auto ctx = MakeCUDACtx(0);
auto bin_sizes = {2, 16, 256, 512};
auto sizes = {100, 1000, 1500};
int num_columns = 5;
for (auto num_rows : sizes) {
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
auto weighted_dmat = GetDMatrixFromData(x, num_rows, num_columns);
auto& h_weights = weighted_dmat->Info().weights_.HostVector();
h_weights.resize(num_rows);
std::fill(h_weights.begin(), h_weights.end(), 1.0f);
for (auto num_bins : bin_sizes) {
auto cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
auto wcuts = DeviceSketch(&ctx, weighted_dmat.get(), num_bins);
ASSERT_EQ(cuts.MinValues(), wcuts.MinValues());
ASSERT_EQ(cuts.Ptrs(), wcuts.Ptrs());
ASSERT_EQ(cuts.Values(), wcuts.Values());
ValidateCuts(cuts, dmat.get(), num_bins);
ValidateCuts(wcuts, weighted_dmat.get(), num_bins);
}
}
}
TEST(HistUtil, DeviceSketchBatches) {
auto ctx = MakeCUDACtx(0);
int num_bins = 256;
int num_rows = 5000;
auto batch_sizes = {0, 100, 1500, 6000};
int num_columns = 5;
for (auto batch_size : batch_sizes) {
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
auto cuts = DeviceSketch(&ctx, dmat.get(), num_bins, batch_size);
ValidateCuts(cuts, dmat.get(), num_bins);
}
num_rows = 1000;
size_t batches = 16;
auto x = GenerateRandom(num_rows * batches, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows * batches, num_columns);
auto cuts_with_batches = DeviceSketch(&ctx, dmat.get(), num_bins, num_rows);
auto cuts = DeviceSketch(&ctx, dmat.get(), num_bins, 0);
auto const& cut_values_batched = cuts_with_batches.Values();
auto const& cut_values = cuts.Values();
CHECK_EQ(cut_values.size(), cut_values_batched.size());
for (size_t i = 0; i < cut_values.size(); ++i) {
ASSERT_NEAR(cut_values_batched[i], cut_values[i], 1e5);
}
}
TEST(HistUtil, DeviceSketchMultipleColumnsExternal) {
auto ctx = MakeCUDACtx(0);
auto bin_sizes = {2, 16, 256, 512};
auto sizes = {100, 1000, 1500};
int num_columns =5;
for (auto num_rows : sizes) {
auto x = GenerateRandom(num_rows, num_columns);
dmlc::TemporaryDirectory temp;
auto dmat = GetExternalMemoryDMatrixFromData(x, num_rows, num_columns, temp);
for (auto num_bins : bin_sizes) {
auto cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
ValidateCuts(cuts, dmat.get(), num_bins);
}
}
}
// See https://github.com/dmlc/xgboost/issues/5866.
TEST(HistUtil, DeviceSketchExternalMemoryWithWeights) {
auto ctx = MakeCUDACtx(0);
auto bin_sizes = {2, 16, 256, 512};
auto sizes = {100, 1000, 1500};
int num_columns = 5;
dmlc::TemporaryDirectory temp;
for (auto num_rows : sizes) {
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetExternalMemoryDMatrixFromData(x, num_rows, num_columns, temp);
dmat->Info().weights_.HostVector() = GenerateRandomWeights(num_rows);
for (auto num_bins : bin_sizes) {
auto cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
ValidateCuts(cuts, dmat.get(), num_bins);
}
}
}
template <typename Adapter>
auto MakeUnweightedCutsForTest(Context const* ctx, Adapter adapter, int32_t num_bins, float missing,
size_t batch_size = 0) {
common::HistogramCuts batched_cuts;
HostDeviceVector<FeatureType> ft;
SketchContainer sketch_container(ft, num_bins, adapter.NumColumns(), adapter.NumRows(),
DeviceOrd::CUDA(0));
MetaInfo info;
AdapterDeviceSketch(ctx, adapter.Value(), num_bins, info, missing, &sketch_container, batch_size);
sketch_container.MakeCuts(ctx, &batched_cuts, info.IsColumnSplit());
return batched_cuts;
}
template <typename Adapter>
void ValidateBatchedCuts(Context const* ctx, Adapter adapter, int num_bins, DMatrix* dmat, size_t batch_size = 0) {
common::HistogramCuts batched_cuts = MakeUnweightedCutsForTest(
ctx, adapter, num_bins, std::numeric_limits<float>::quiet_NaN(), batch_size);
ValidateCuts(batched_cuts, dmat, num_bins);
}
TEST(HistUtil, AdapterDeviceSketch) {
auto ctx = MakeCUDACtx(0);
int rows = 5;
int cols = 1;
int num_bins = 4;
float missing = - 1.0;
thrust::device_vector< float> data(rows*cols);
auto json_array_interface = Generate2dArrayInterface(rows, cols, "<f4", &data);
data = std::vector<float >{ 1.0,2.0,3.0,4.0,5.0 };
std::string str;
Json::Dump(json_array_interface, &str);
data::CupyAdapter adapter(str);
auto device_cuts = MakeUnweightedCutsForTest(&ctx, adapter, num_bins, missing);
ctx = ctx.MakeCPU();
auto host_cuts = GetHostCuts(&ctx, &adapter, num_bins, missing);
EXPECT_EQ(device_cuts.Values(), host_cuts.Values());
EXPECT_EQ(device_cuts.Ptrs(), host_cuts.Ptrs());
EXPECT_EQ(device_cuts.MinValues(), host_cuts.MinValues());
}
TEST(HistUtil, AdapterDeviceSketchMemory) {
auto ctx = MakeCUDACtx(0);
int num_columns = 100;
int num_rows = 1000;
int num_bins = 256;
auto x = GenerateRandom(num_rows, num_columns);
auto x_device = thrust::device_vector<float>(x);
auto adapter = AdapterFromData(x_device, num_rows, num_columns);
dh::GlobalMemoryLogger().Clear();
ConsoleLogger::Configure({{"verbosity", "3"}});
auto cuts =
MakeUnweightedCutsForTest(&ctx, adapter, num_bins, std::numeric_limits<float>::quiet_NaN());
ConsoleLogger::Configure({{"verbosity", "0"}});
size_t bytes_required = detail::RequiredMemory(
num_rows, num_columns, num_rows * num_columns, num_bins, false);
EXPECT_LE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required * 1.05);
EXPECT_GE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required * 0.95);
}
TEST(HistUtil, AdapterSketchSlidingWindowMemory) {
auto ctx = MakeCUDACtx(0);
int num_columns = 100;
int num_rows = 1000;
int num_bins = 256;
auto x = GenerateRandom(num_rows, num_columns);
auto x_device = thrust::device_vector<float>(x);
auto adapter = AdapterFromData(x_device, num_rows, num_columns);
MetaInfo info;
dh::GlobalMemoryLogger().Clear();
ConsoleLogger::Configure({{"verbosity", "3"}});
common::HistogramCuts batched_cuts;
HostDeviceVector<FeatureType> ft;
SketchContainer sketch_container(ft, num_bins, num_columns, num_rows, DeviceOrd::CUDA(0));
AdapterDeviceSketch(&ctx, adapter.Value(), num_bins, info,
std::numeric_limits<float>::quiet_NaN(), &sketch_container);
HistogramCuts cuts;
sketch_container.MakeCuts(&ctx, &cuts, info.IsColumnSplit());
size_t bytes_required = detail::RequiredMemory(
num_rows, num_columns, num_rows * num_columns, num_bins, false);
EXPECT_LE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required * 1.05);
EXPECT_GE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required * 0.95);
ConsoleLogger::Configure({{"verbosity", "0"}});
}
TEST(HistUtil, AdapterSketchSlidingWindowWeightedMemory) {
auto ctx = MakeCUDACtx(0);
int num_columns = 100;
int num_rows = 1000;
int num_bins = 256;
auto x = GenerateRandom(num_rows, num_columns);
auto x_device = thrust::device_vector<float>(x);
auto adapter = AdapterFromData(x_device, num_rows, num_columns);
MetaInfo info;
auto& h_weights = info.weights_.HostVector();
h_weights.resize(num_rows);
std::fill(h_weights.begin(), h_weights.end(), 1.0f);
dh::GlobalMemoryLogger().Clear();
ConsoleLogger::Configure({{"verbosity", "3"}});
common::HistogramCuts batched_cuts;
HostDeviceVector<FeatureType> ft;
SketchContainer sketch_container(ft, num_bins, num_columns, num_rows, DeviceOrd::CUDA(0));
AdapterDeviceSketch(&ctx, adapter.Value(), num_bins, info,
std::numeric_limits<float>::quiet_NaN(), &sketch_container);
HistogramCuts cuts;
sketch_container.MakeCuts(&ctx, &cuts, info.IsColumnSplit());
ConsoleLogger::Configure({{"verbosity", "0"}});
size_t bytes_required = detail::RequiredMemory(
num_rows, num_columns, num_rows * num_columns, num_bins, true);
EXPECT_LE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required * 1.05);
EXPECT_GE(dh::GlobalMemoryLogger().PeakMemory(), bytes_required);
}
void TestCategoricalSketchAdapter(size_t n, size_t num_categories,
int32_t num_bins, bool weighted) {
auto ctx = MakeCUDACtx(0);
auto h_x = GenerateRandomCategoricalSingleColumn(n, num_categories);
thrust::device_vector<float> x(h_x);
auto adapter = AdapterFromData(x, n, 1);
MetaInfo info;
info.num_row_ = n;
info.num_col_ = 1;
info.feature_types.HostVector().push_back(FeatureType::kCategorical);
if (weighted) {
std::vector<float> weights(n, 0);
SimpleLCG lcg;
SimpleRealUniformDistribution<float> dist(0, 1);
for (auto& v : weights) {
v = dist(&lcg);
}
info.weights_.HostVector() = weights;
}
ASSERT_EQ(info.feature_types.Size(), 1);
SketchContainer container(info.feature_types, num_bins, 1, n, DeviceOrd::CUDA(0));
AdapterDeviceSketch(&ctx, adapter.Value(), num_bins, info,
std::numeric_limits<float>::quiet_NaN(), &container);
HistogramCuts cuts;
container.MakeCuts(&ctx, &cuts, info.IsColumnSplit());
thrust::sort(x.begin(), x.end());
auto n_uniques = thrust::unique(x.begin(), x.end()) - x.begin();
ASSERT_NE(n_uniques, x.size());
ASSERT_EQ(cuts.TotalBins(), n_uniques);
ASSERT_EQ(n_uniques, num_categories);
auto& values = cuts.cut_values_.HostVector();
ASSERT_TRUE(std::is_sorted(values.cbegin(), values.cend()));
auto is_unique = (std::unique(values.begin(), values.end()) - values.begin()) == n_uniques;
ASSERT_TRUE(is_unique);
x.resize(n_uniques);
h_x.resize(n_uniques);
thrust::copy(x.begin(), x.end(), h_x.begin());
for (decltype(n_uniques) i = 0; i < n_uniques; ++i) {
ASSERT_EQ(h_x[i], values[i]);
}
}
TEST(HistUtil, AdapterDeviceSketchCategorical) {
auto categorical_sizes = {2, 6, 8, 12};
int num_bins = 256;
auto ctx = MakeCUDACtx(0);
auto sizes = {25, 100, 1000};
for (auto n : sizes) {
for (auto num_categories : categorical_sizes) {
auto x = GenerateRandomCategoricalSingleColumn(n, num_categories);
auto dmat = GetDMatrixFromData(x, n, 1);
auto x_device = thrust::device_vector<float>(x);
auto adapter = AdapterFromData(x_device, n, 1);
ValidateBatchedCuts(&ctx, adapter, num_bins, dmat.get());
TestCategoricalSketchAdapter(n, num_categories, num_bins, true);
TestCategoricalSketchAdapter(n, num_categories, num_bins, false);
}
}
}
TEST(HistUtil, AdapterDeviceSketchMultipleColumns) {
auto bin_sizes = {2, 16, 256, 512};
auto sizes = {100, 1000, 1500};
int num_columns = 5;
auto ctx = MakeCUDACtx(0);
for (auto num_rows : sizes) {
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
auto x_device = thrust::device_vector<float>(x);
for (auto num_bins : bin_sizes) {
auto adapter = AdapterFromData(x_device, num_rows, num_columns);
ValidateBatchedCuts(&ctx, adapter, num_bins, dmat.get());
}
}
}
TEST(HistUtil, AdapterDeviceSketchBatches) {
int num_bins = 256;
int num_rows = 5000;
auto batch_sizes = {0, 100, 1500, 6000};
int num_columns = 5;
auto ctx = MakeCUDACtx(0);
for (auto batch_size : batch_sizes) {
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
auto x_device = thrust::device_vector<float>(x);
auto adapter = AdapterFromData(x_device, num_rows, num_columns);
ValidateBatchedCuts(&ctx, adapter, num_bins, dmat.get(), batch_size);
}
}
namespace {
auto MakeData(Context const* ctx, std::size_t n_samples, bst_feature_t n_features) {
curt::SetDevice(ctx->Ordinal());
auto n = n_samples * n_features;
std::vector<float> x;
x.resize(n);
std::iota(x.begin(), x.end(), 0);
std::int32_t c{0};
float missing = n_samples * n_features;
for (std::size_t i = 0; i < x.size(); ++i) {
if (i % 5 == 0) {
x[i] = missing;
c++;
}
}
thrust::device_vector<float> d_x;
d_x = x;
auto n_invalids = n / 10 * 2 + 1;
auto is_valid = data::IsValidFunctor{missing};
return std::tuple{x, d_x, n_invalids, is_valid};
}
void TestGetColumnSize(std::size_t n_samples) {
auto ctx = MakeCUDACtx(0);
bst_feature_t n_features = 12;
[[maybe_unused]] auto [x, d_x, n_invalids, is_valid] = MakeData(&ctx, n_samples, n_features);
auto adapter = AdapterFromData(d_x, n_samples, n_features);
auto batch = adapter.Value();
auto batch_iter = dh::MakeTransformIterator<data::COOTuple>(
thrust::make_counting_iterator(0llu),
[=] __device__(std::size_t idx) { return batch.GetElement(idx); });
dh::caching_device_vector<std::size_t> column_sizes_scan;
column_sizes_scan.resize(n_features + 1);
std::vector<std::size_t> h_column_size(column_sizes_scan.size());
std::vector<std::size_t> h_column_size_1(column_sizes_scan.size());
auto cuctx = ctx.CUDACtx();
detail::LaunchGetColumnSizeKernel<decltype(batch_iter), true, true>(
cuctx, ctx.Device(), IterSpan{batch_iter, batch.Size()}, is_valid,
dh::ToSpan(column_sizes_scan));
thrust::copy(column_sizes_scan.begin(), column_sizes_scan.end(), h_column_size.begin());
detail::LaunchGetColumnSizeKernel<decltype(batch_iter), true, false>(
cuctx, ctx.Device(), IterSpan{batch_iter, batch.Size()}, is_valid,
dh::ToSpan(column_sizes_scan));
thrust::copy(column_sizes_scan.begin(), column_sizes_scan.end(), h_column_size_1.begin());
ASSERT_EQ(h_column_size, h_column_size_1);
detail::LaunchGetColumnSizeKernel<decltype(batch_iter), false, true>(
cuctx, ctx.Device(), IterSpan{batch_iter, batch.Size()}, is_valid,
dh::ToSpan(column_sizes_scan));
thrust::copy(column_sizes_scan.begin(), column_sizes_scan.end(), h_column_size_1.begin());
ASSERT_EQ(h_column_size, h_column_size_1);
detail::LaunchGetColumnSizeKernel<decltype(batch_iter), false, false>(
cuctx, ctx.Device(), IterSpan{batch_iter, batch.Size()}, is_valid,
dh::ToSpan(column_sizes_scan));
thrust::copy(column_sizes_scan.begin(), column_sizes_scan.end(), h_column_size_1.begin());
ASSERT_EQ(h_column_size, h_column_size_1);
}
} // namespace
TEST(HistUtil, GetColumnSize) {
bst_idx_t n_samples = 4096;
TestGetColumnSize(n_samples);
}
// Check sketching from adapter or DMatrix results in the same answer
// Consistency here is useful for testing and user experience
TEST(HistUtil, SketchingEquivalent) {
auto ctx = MakeCUDACtx(0);
auto bin_sizes = {2, 16, 256, 512};
auto sizes = {100, 1000, 1500};
int num_columns = 5;
for (auto num_rows : sizes) {
auto x = GenerateRandom(num_rows, num_columns);
auto dmat = GetDMatrixFromData(x, num_rows, num_columns);
for (auto num_bins : bin_sizes) {
auto dmat_cuts = DeviceSketch(&ctx, dmat.get(), num_bins);
auto x_device = thrust::device_vector<float>(x);
auto adapter = AdapterFromData(x_device, num_rows, num_columns);
common::HistogramCuts adapter_cuts = MakeUnweightedCutsForTest(
&ctx, adapter, num_bins, std::numeric_limits<float>::quiet_NaN());
EXPECT_EQ(dmat_cuts.Values(), adapter_cuts.Values());
EXPECT_EQ(dmat_cuts.Ptrs(), adapter_cuts.Ptrs());
EXPECT_EQ(dmat_cuts.MinValues(), adapter_cuts.MinValues());
ValidateBatchedCuts(&ctx, adapter, num_bins, dmat.get());
}
}
}
TEST(HistUtil, DeviceSketchFromGroupWeights) {
auto ctx = MakeCUDACtx(0);
size_t constexpr kRows = 3000, kCols = 200, kBins = 256;
size_t constexpr kGroups = 10;
auto m = RandomDataGenerator{kRows, kCols, 0}.GenerateDMatrix();
// sketch with group weight
auto& h_weights = m->Info().weights_.HostVector();
h_weights.resize(kGroups);
std::fill(h_weights.begin(), h_weights.end(), 1.0f);
std::vector<bst_group_t> groups(kGroups);
for (size_t i = 0; i < kGroups; ++i) {
groups[i] = kRows / kGroups;
}
m->SetInfo("group", Make1dInterfaceTest(groups.data(), kGroups));
HistogramCuts weighted_cuts = DeviceSketch(&ctx, m.get(), kBins, 0);
// sketch with no weight
h_weights.clear();
HistogramCuts cuts = DeviceSketch(&ctx, m.get(), kBins, 0);
ASSERT_EQ(cuts.Values().size(), weighted_cuts.Values().size());
ASSERT_EQ(cuts.MinValues().size(), weighted_cuts.MinValues().size());
ASSERT_EQ(cuts.Ptrs().size(), weighted_cuts.Ptrs().size());
for (size_t i = 0; i < cuts.Values().size(); ++i) {
EXPECT_EQ(cuts.Values()[i], weighted_cuts.Values()[i]) << "i:"<< i;
}
for (size_t i = 0; i < cuts.MinValues().size(); ++i) {
ASSERT_EQ(cuts.MinValues()[i], weighted_cuts.MinValues()[i]);
}
for (size_t i = 0; i < cuts.Ptrs().size(); ++i) {
ASSERT_EQ(cuts.Ptrs().at(i), weighted_cuts.Ptrs().at(i));
}
ValidateCuts(weighted_cuts, m.get(), kBins);
}
void TestAdapterSketchFromWeights(bool with_group) {
size_t constexpr kRows = 300, kCols = 20, kBins = 256;
size_t constexpr kGroups = 10;
HostDeviceVector<float> storage;
std::string m = RandomDataGenerator{kRows, kCols, 0}
.Device(DeviceOrd::CUDA(0))
.GenerateArrayInterface(&storage);
MetaInfo info;
auto ctx = MakeCUDACtx(0);
auto& h_weights = info.weights_.HostVector();
if (with_group) {
h_weights.resize(kGroups);
} else {
h_weights.resize(kRows);
}
std::fill(h_weights.begin(), h_weights.end(), 1.0f);
std::vector<bst_group_t> groups(kGroups);
if (with_group) {
for (size_t i = 0; i < kGroups; ++i) {
groups[i] = kRows / kGroups;
}
info.SetInfo(ctx, "group", Make1dInterfaceTest(groups.data(), kGroups));
}
info.weights_.SetDevice(DeviceOrd::CUDA(0));
info.num_row_ = kRows;
info.num_col_ = kCols;
data::CupyAdapter adapter(m);
auto const& batch = adapter.Value();
HostDeviceVector<FeatureType> ft;
SketchContainer sketch_container(ft, kBins, kCols, kRows, DeviceOrd::CUDA(0));
AdapterDeviceSketch(&ctx, adapter.Value(), kBins, info, std::numeric_limits<float>::quiet_NaN(),
&sketch_container);
common::HistogramCuts cuts;
sketch_container.MakeCuts(&ctx, &cuts, info.IsColumnSplit());
auto dmat = GetDMatrixFromData(storage.HostVector(), kRows, kCols);
if (with_group) {
dmat->Info().SetInfo(ctx, "group", Make1dInterfaceTest(groups.data(), kGroups));
}
dmat->Info().SetInfo(ctx, "weight", Make1dInterfaceTest(h_weights.data(), h_weights.size()));
dmat->Info().num_col_ = kCols;
dmat->Info().num_row_ = kRows;
ASSERT_EQ(cuts.Ptrs().size(), kCols + 1);
ValidateCuts(cuts, dmat.get(), kBins);
if (with_group) {
dmat->Info().weights_ = decltype(dmat->Info().weights_)(); // remove weight
HistogramCuts non_weighted = DeviceSketch(&ctx, dmat.get(), kBins, 0);
for (size_t i = 0; i < cuts.Values().size(); ++i) {
ASSERT_EQ(cuts.Values()[i], non_weighted.Values()[i]);
}
for (size_t i = 0; i < cuts.MinValues().size(); ++i) {
ASSERT_EQ(cuts.MinValues()[i], non_weighted.MinValues()[i]);
}
for (size_t i = 0; i < cuts.Ptrs().size(); ++i) {
ASSERT_EQ(cuts.Ptrs().at(i), non_weighted.Ptrs().at(i));
}
}
if (with_group) {
common::HistogramCuts weighted;
auto& h_weights = info.weights_.HostVector();
h_weights.resize(kGroups);
// Generate different weight.
for (size_t i = 0; i < h_weights.size(); ++i) {
// FIXME(jiamingy): Some entries generated GPU test cannot pass the validate cuts if
// we use more diverse weights, partially caused by
// https://github.com/dmlc/xgboost/issues/7946
h_weights[i] = (i % 2 == 0 ? 1 : 2) / static_cast<float>(kGroups);
}
SketchContainer sketch_container{ft, kBins, kCols, kRows, DeviceOrd::CUDA(0)};
AdapterDeviceSketch(&ctx, adapter.Value(), kBins, info, std::numeric_limits<float>::quiet_NaN(),
&sketch_container);
sketch_container.MakeCuts(&ctx, &weighted, info.IsColumnSplit());
ValidateCuts(weighted, dmat.get(), kBins);
}
}
TEST(HistUtil, AdapterSketchFromWeights) {
TestAdapterSketchFromWeights(false);
TestAdapterSketchFromWeights(true);
}
namespace {
class DeviceSketchWithHessianTest
: public ::testing::TestWithParam<std::tuple<bool, bst_idx_t, bst_bin_t>> {
bst_feature_t n_features_ = 5;
bst_group_t n_groups_{3};
auto GenerateHessian(Context const* ctx, bst_idx_t n_samples) const {
HostDeviceVector<float> hessian;
auto& h_hess = hessian.HostVector();
h_hess = GenerateRandomWeights(n_samples);
std::mt19937 rng(0);
std::shuffle(h_hess.begin(), h_hess.end(), rng);
hessian.SetDevice(ctx->Device());
return hessian;
}
void CheckReg(Context const* ctx, std::shared_ptr<DMatrix> p_fmat, bst_bin_t n_bins,
HostDeviceVector<float> const& hessian, std::vector<float> const& w,
std::size_t n_elements) const {
auto const& h_hess = hessian.ConstHostVector();
{
auto& h_weight = p_fmat->Info().weights_.HostVector();
h_weight = w;
}
HistogramCuts cuts_hess =
DeviceSketchWithHessian(ctx, p_fmat.get(), n_bins, hessian.ConstDeviceSpan(), n_elements);
ValidateCuts(cuts_hess, p_fmat.get(), n_bins);
// merge hessian
{
auto& h_weight = p_fmat->Info().weights_.HostVector();
ASSERT_EQ(h_weight.size(), h_hess.size());
for (std::size_t i = 0; i < h_weight.size(); ++i) {
h_weight[i] = w[i] * h_hess[i];
}
}
HistogramCuts cuts_wh = DeviceSketch(ctx, p_fmat.get(), n_bins, n_elements);
ValidateCuts(cuts_wh, p_fmat.get(), n_bins);
ASSERT_EQ(cuts_hess.Values().size(), cuts_wh.Values().size());
for (std::size_t i = 0; i < cuts_hess.Values().size(); ++i) {
ASSERT_NEAR(cuts_wh.Values()[i], cuts_hess.Values()[i], kRtEps);
}
p_fmat->Info().weights_.HostVector() = w;
}
protected:
Context ctx_ = MakeCUDACtx(0);
void TestLTR(Context const* ctx, bst_idx_t n_samples, bst_bin_t n_bins,
std::size_t n_elements) const {
auto x = GenerateRandom(n_samples, n_features_);
std::vector<bst_group_t> gptr;
gptr.resize(n_groups_ + 1, 0);
gptr[1] = n_samples / n_groups_;
gptr[2] = n_samples / n_groups_ + gptr[1];
gptr.back() = n_samples;
auto hessian = this->GenerateHessian(ctx, n_samples);
auto const& h_hess = hessian.ConstHostVector();
auto p_fmat = GetDMatrixFromData(x, n_samples, n_features_);
p_fmat->Info().group_ptr_ = gptr;
// test with constant group weight
std::vector<float> w(n_groups_, 1.0f);
p_fmat->Info().weights_.HostVector() = w;
HistogramCuts cuts_hess =
DeviceSketchWithHessian(ctx, p_fmat.get(), n_bins, hessian.ConstDeviceSpan(), n_elements);
// make validation easier by converting it into sample weight.
p_fmat->Info().weights_.HostVector() = h_hess;
p_fmat->Info().group_ptr_.clear();
ValidateCuts(cuts_hess, p_fmat.get(), n_bins);
// restore ltr properties
p_fmat->Info().weights_.HostVector() = w;
p_fmat->Info().group_ptr_ = gptr;
// test with random group weight
w = GenerateRandomWeights(n_groups_);
p_fmat->Info().weights_.HostVector() = w;
cuts_hess =
DeviceSketchWithHessian(ctx, p_fmat.get(), n_bins, hessian.ConstDeviceSpan(), n_elements);
// make validation easier by converting it into sample weight.
p_fmat->Info().weights_.HostVector() = h_hess;
p_fmat->Info().group_ptr_.clear();
ValidateCuts(cuts_hess, p_fmat.get(), n_bins);
// merge hessian with sample weight
p_fmat->Info().weights_.Resize(n_samples);
p_fmat->Info().group_ptr_.clear();
for (std::size_t i = 0; i < h_hess.size(); ++i) {
auto gidx = dh::SegmentId(Span{gptr.data(), gptr.size()}, i);
p_fmat->Info().weights_.HostVector()[i] = w[gidx] * h_hess[i];
}
auto cuts = DeviceSketch(ctx, p_fmat.get(), n_bins, n_elements);
ValidateCuts(cuts, p_fmat.get(), n_bins);
ASSERT_EQ(cuts.Values().size(), cuts_hess.Values().size());
for (std::size_t i = 0; i < cuts.Values().size(); ++i) {
EXPECT_NEAR(cuts.Values()[i], cuts_hess.Values()[i], 1e-4f);
}
}
void TestRegression(Context const* ctx, bst_idx_t n_samples, bst_bin_t n_bins,
std::size_t n_elements) const {
auto x = GenerateRandom(n_samples, n_features_);
auto p_fmat = GetDMatrixFromData(x, n_samples, n_features_);
std::vector<float> w = GenerateRandomWeights(n_samples);
auto hessian = this->GenerateHessian(ctx, n_samples);
this->CheckReg(ctx, p_fmat, n_bins, hessian, w, n_elements);
}
};
auto MakeParamsForTest() {
std::vector<bst_idx_t> sizes = {1, 2, 256, 512, 1000, 1500};
std::vector<bst_bin_t> bin_sizes = {2, 16, 256, 512};
std::vector<std::tuple<bool, bst_idx_t, bst_bin_t>> configs;
for (auto n_samples : sizes) {
for (auto n_bins : bin_sizes) {
configs.emplace_back(true, n_samples, n_bins);
configs.emplace_back(false, n_samples, n_bins);
}
}
return configs;
}
} // namespace
TEST_P(DeviceSketchWithHessianTest, DeviceSketchWithHessian) {
auto param = GetParam();
auto n_samples = std::get<1>(param);
auto n_bins = std::get<2>(param);
if (std::get<0>(param)) {
this->TestLTR(&ctx_, n_samples, n_bins, 0);
this->TestLTR(&ctx_, n_samples, n_bins, 512);
} else {
this->TestRegression(&ctx_, n_samples, n_bins, 0);
this->TestRegression(&ctx_, n_samples, n_bins, 512);
}
}
INSTANTIATE_TEST_SUITE_P(
HistUtil, DeviceSketchWithHessianTest, ::testing::ValuesIn(MakeParamsForTest()),
[](::testing::TestParamInfo<DeviceSketchWithHessianTest::ParamType> const& info) {
auto task = std::get<0>(info.param) ? "ltr" : "reg";
auto n_samples = std::to_string(std::get<1>(info.param));
auto n_bins = std::to_string(std::get<2>(info.param));
return std::string{task} + "_" + n_samples + "_" + n_bins;
});
} // namespace xgboost::common
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