GPU implementation of AFT survival objective and metric #5714

hcho3 · 2020-05-27T00:57:54Z

Follow-up to #4763.

De-virtualize all AFT utility functions. Use templates to achieve compile-time polymorphism. This is because we cannot copy objects with virtual functions from the host to the device. This change also may speed up the CPU implementation too, since virtual functions are really implicit branches.
Make AFT utility functions compatible with CPU and GPU using the XGBOOST_DEVICE specifier.
Re-write metric using a Reducer.
Re-write objective using common::Transform::Init<>.
Pass all existing unit tests
Benchmark performance.
- Ensure that CPU performance didn't regress.
- Test GPU objective using large synthetic data with interval-censored labels.

hcho3 · 2020-05-27T01:08:02Z

hcho3 · 2020-05-28T13:43:20Z

The GPU AFT metric takes a long time to compile (5 minutes), so I suspect a code bloat. We might be better off using virtual functions. It turns out that it's possible to create objects on GPU with virtual functions (https://stackoverflow.com/questions/26812913/how-to-implement-device-side-cuda-virtual-functions).

RAMitchell · 2020-05-29T07:49:38Z

Just a note that when you are developing, it's much faster to compile for a single architecture via the cmake option.

codecov-commenter · 2020-06-05T07:48:20Z

Codecov Report

Merging #5714 into master will not change coverage.
The diff coverage is n/a.

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  Coverage   81.16%   81.16%           
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  Hits         2301     2301           
  Misses        534      534

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hcho3 · 2020-07-07T05:14:25Z

The performance of 'hist' differs greatly when XGBoost is compiled with USE_CUDA option:

	USE_CUDA=ON	USE_CUDA=OFF
DenseCuts::Build	20.26	3.38
EvalOneIter	53.25	13.71
GetGradient	87.24	23.22
PredictRaw	0.08	0.02
UpdateOneIter	110.18	31.23
BoostNewTrees	61.56	14.31
CommitModel	1.02	0.76
ApplySplit	3.19	1.31
BuildLocalHistograms	20.61	6.28
Update	24.84	8.30
UpdatePredictionCache	1.02	0.76
GmatInitialization	36.72	6.01

End-to-end run	207.38	52.32

This is quite bad. Even routines that aren't affected by this PR are being slowed down, e.g. GmatInitialization. I suspect code bloat. I will try using a virtual function or branching to reduce code size.

hcho3 · 2020-07-07T06:18:54Z

Another issue is that the build is now quite slow. The build now takes ~14 min, whereas the master branch only takes 9 min to build. (Both used USE_CUDA=ON)

hcho3 · 2020-07-07T06:34:34Z

Wow, Release build is so much faster than Debug. Mea culpa.

	USE_CUDA=ON	USE_CUDA=OFF
DenseCuts::Build	3.48	3.37
EvalOneIter	14.17	14.08
GetGradient	26.86	24.48
PredictRaw	0.02	0.02
UpdateOneIter	34.61	32.34
BoostNewTrees	14.25	14.11
CommitModel	0.78	0.78
ApplySplit	1.33	1.33
BuildLocalHistograms	6.07	6.06
Update	8.11	8.11
UpdatePredictionCache	0.78	0.78
GmatInitialization	6.14	6.00

End-to-end run	53.78	56.59

Flags used: cmake .. -GNinja -DCMAKE_BUILD_TYPE=Release -DUSE_CUDA=ON

The cause was that CLion IDE automatically selects the Debug build. Sorry for the noise.

hcho3 · 2020-07-07T06:36:52Z

Marking this as ready for review.

hcho3 · 2020-07-07T06:39:05Z

As a maintainer of the CI, I'm a bit worried about the increased build time on Linux (9 min -> 14 min). I will investigate whether the build can be sped up without slowing down run-time performance too much.

trivialfis · 2020-07-07T07:18:07Z

How many cores does the build machine have? 14 mins seems building single threaded.

hcho3 · 2020-07-07T07:24:32Z

@trivialfis See the log for this PR:https://xgboost-ci.net/blue/organizations/jenkins/xgboost/detail/PR-5714/14/pipeline/110. The machine is c5.4xlarge type, which has 16 vCPUs.

hcho3 · 2020-07-07T07:40:33Z

@trivialfis Also, we should keep in mind that up to 4 jobs can occur simultaneously in the single worker. We could adjust the concurrency to speed up the build further, at the cost of using more workers. Given that we now use hypothesis in unit testing, the Python test job will need more CPU power. Let me adjust the concurrency so that only 2 jobs will run in each worker.

trivialfis · 2020-07-07T07:47:49Z

Can we do incremental build?

…

________________________________ From: Philip Hyunsu Cho <notifications@github.com> Sent: Tuesday, July 7, 2020 3:24:47 PM To: dmlc/xgboost <xgboost@noreply.github.com> Cc: Jiaming Yuan <jm.yuan@outlook.com>; Mention <mention@noreply.github.com> Subject: Re: [dmlc/xgboost] GPU implementation of AFT survival objective and metric (#5714) @trivialfis<https://github.com/trivialfis> See the log for this PR:https://xgboost-ci.net/blue/organizations/jenkins/xgboost/detail/PR-5714/14/pipeline/110. The machine is c5.4xlarge type, which has 16 vCPUs. — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub<#5714 (comment)>, or unsubscribe<https://github.com/notifications/unsubscribe-auth/AD7YPKL6SXTBKAE2SOJOSILR2LET7ANCNFSM4NLPWTWQ>.

trivialfis

Ninja has parallel parameter -j

hcho3 · 2020-07-07T07:56:07Z

Ninja has parallel parameter -j

Yes, and the parameter is enabled by default. "Note that Ninja defaults to running commands in parallel anyway, so typically you don’t need to pass -j." from the manual

trivialfis · 2020-07-07T07:57:48Z

Thanks, I missed that.

…

________________________________ From: Philip Hyunsu Cho <notifications@github.com> Sent: Tuesday, July 7, 2020 3:56:21 PM To: dmlc/xgboost <xgboost@noreply.github.com> Cc: Jiaming Yuan <jm.yuan@outlook.com>; Mention <mention@noreply.github.com> Subject: Re: [dmlc/xgboost] GPU implementation of AFT survival objective and metric (#5714) Ninja has parallel parameter -j Yes, and the parameter is enabled by default. "Note that Ninja defaults to running commands in parallel anyway, so typically you don’t need to pass -j." from the manual<https://ninja-build.org/manual.html> — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub<#5714 (comment)>, or unsubscribe<https://github.com/notifications/unsubscribe-auth/AD7YPKNMKTZYSQJW35KJYMDR2LIKLANCNFSM4NLPWTWQ>.

hcho3 · 2020-07-07T08:09:08Z

Can we do incremental build?

Incremental build is an interesting idea. It can be potentially tricky to set up a cache for object artifacts in Jenkins CI.

hcho3 · 2020-07-07T08:41:13Z

Now every build job will be assigned to its own worker (concurrency = 1), so that builds will use the CPU cores fully without contention.

src/common/probability_distribution.h

src/common/survival_util.h

src/metric/survival_metric.cu

src/common/survival_util.h

@RAMitchell

* [dask] Accept other inputs for prediction. (dmlc#5428) * Returns a series when input is dataframe. * Merge assert client. * [R-package] changed FindLibR to take advantage of CMake cache (dmlc#5427) * Support pandas SparseArray. (dmlc#5431) * [R-package] fixed uses of class() (dmlc#5426) Thank you a lot. Good catch! * [dask] Fix missing value for scikit-learn interface. (dmlc#5435) * Ranking metric acceleration on the gpu (dmlc#5398) * Add link to GPU documentation (dmlc#5437) * Add Accelerated Failure Time loss for survival analysis task (dmlc#4763) * [WIP] Add lower and upper bounds on the label for survival analysis * Update test MetaInfo.SaveLoadBinary to account for extra two fields * Don't clear qids_ for version 2 of MetaInfo * Add SetInfo() and GetInfo() method for lower and upper bounds * changes to aft * Add parameter class for AFT; use enum's to represent distribution and event type * Add AFT metric * changes to neg grad to grad * changes to binomial loss * changes to overflow * changes to eps * changes to code refactoring * changes to code refactoring * changes to code refactoring * Re-factor survival analysis * Remove aft namespace * Move function bodies out of AFTNormal and AFTLogistic, to reduce clutter * Move function bodies out of AFTLoss, to reduce clutter * Use smart pointer to store AFTDistribution and AFTLoss * Rename AFTNoiseDistribution enum to AFTDistributionType for clarity The enum class was not a distribution itself but a distribution type * Add AFTDistribution::Create() method for convenience * changes to extreme distribution * changes to extreme distribution * changes to extreme * changes to extreme distribution * changes to left censored * deleted cout * changes to x,mu and sd and code refactoring * changes to print * changes to hessian formula in censored and uncensored * changes to variable names and pow * changes to Logistic Pdf * changes to parameter * Expose lower and upper bound labels to R package * Use example weights; normalize log likelihood metric * changes to CHECK * changes to logistic hessian to standard formula * changes to logistic formula * Comply with coding style guideline * Revert back Rabit submodule * Revert dmlc-core submodule * Comply with coding style guideline (clang-tidy) * Fix an error in AFTLoss::Gradient() * Add missing files to amalgamation * Address @RAMitchell's comment: minimize future change in MetaInfo interface * Fix lint * Fix compilation error on 32-bit target, when size_t == bst_uint * Allocate sufficient memory to hold extra label info * Use OpenMP to speed up * Fix compilation on Windows * Address reviewer's feedback * Add unit tests for probability distributions * Make Metric subclass of Configurable * Address reviewer's feedback: Configure() AFT metric * Add a dummy test for AFT metric configuration * Complete AFT configuration test; remove debugging print * Rename AFT parameters * Clarify test comment * Add a dummy test for AFT loss for uncensored case * Fix a bug in AFT loss for uncensored labels * Complete unit test for AFT loss metric * Simplify unit tests for AFT metric * Add unit test to verify aggregate output from AFT metric * Use EXPECT_* instead of ASSERT_*, so that we run all unit tests * Use aft_loss_param when serializing AFTObj This is to be consistent with AFT metric * Add unit tests for AFT Objective * Fix OpenMP bug; clarify semantics for shared variables used in OpenMP loops * Add comments * Remove AFT prefix from probability distribution; put probability distribution in separate source file * Add comments * Define kPI and kEulerMascheroni in probability_distribution.h * Add probability_distribution.cc to amalgamation * Remove unnecessary diff * Address reviewer's feedback: define variables where they're used * Eliminate all INFs and NANs from AFT loss and gradient * Add demo * Add tutorial * Fix lint * Use 'survival:aft' to be consistent with 'survival:cox' * Move sample data to demo/data * Add visual demo with 1D toy data * Add Python tests Co-authored-by: Philip Cho <chohyu01@cs.washington.edu> * Force compressed buffer to be 4 bytes aligned. 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(dmlc#5485) * Small updates to GPU documentation (dmlc#5483) * Add R code to AFT tutorial [skip ci] (dmlc#5486) * Upgrade clang-tidy on CI. (dmlc#5469) * Correct all clang-tidy errors. * Upgrade clang-tidy to 10 on CI. Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> * corrected spelling of 'list' (dmlc#5482) * Edits on tutorial for XGBoost job on Kubernetes (dmlc#5487) * add reference to gpu external memory (dmlc#5490) * Fix out-of-bound array access in WQSummary::SetPrune() (dmlc#5493) * [jvm-packages]add feature size for LabelPoint and DataBatch (dmlc#5303) * fix type error * Validate number of features. * resolve comments * add feature size for LabelPoint and DataBatch * pass the feature size to native * move feature size validating tests into a separate suite * resolve comments Co-authored-by: fis <jm.yuan@outlook.com> * Use ellpack for prediction only when sparsepage doesn't exist. (dmlc#5504) * Fix checking booster. 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(dmlc#5123) * Add bindings for serialization. * Change `xgb.save.raw' into full serialization instead of simple model. * Add `xgb.load.raw' for unserialization. * Run devtools. * [CI] Use devtoolset-6 because devtoolset-4 is EOL and no longer available (dmlc#5506) * Use devtoolset-6. * [CI] Use devtoolset-6 because devtoolset-4 is EOL and no longer available * CUDA 9.0 doesn't work with devtoolset-6; use devtoolset-4 for GPU build only Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> * fix typo "customized" (dmlc#5515) * Ensure that configured dmlc/build_config.h is picked up by Rabit and XGBoost (dmlc#5514) * Ensure that configured header (build_config.h) from dmlc-core is picked up by Rabit and XGBoost * Check which Rabit target is being used * Use CMake 3.13 in all Jenkins tests * Upgrade CMake in Travis CI * Install CMake using Kitware installer * Remove existing CMake (3.12.4) * Update Python doc. [skip ci] (dmlc#5517) * Update doc for copying booster. 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(dmlc#5566) * Add test to Jenkins. * Fix threading utils tests. * Require thread library. * Don't set seed on CLI interface. (dmlc#5563) * [jvm-packages] XGBoost Spark should deal with NaN when parsing evaluation output (dmlc#5546) * Group aware GPU sketching. (dmlc#5551) * Group aware GPU weighted sketching. * Distribute group weights to each data point. * Relax the test. * Validate input meta info. * Fix metainfo copy ctor. * Fix configuration I load model. (dmlc#5562) * [Breaking] Set output margin to True for custom objective. (dmlc#5564) * Set output margin to True for custom objective in Python and R. * Add a demo for writing multi-class custom objective function. * Run tests on selected demos. * For histograms, opting into maximum shared memory available per block. (dmlc#5491) * Use cudaDeviceGetAttribute instead of cudaGetDeviceProperties (dmlc#5570) * Restore attributes in complete. (dmlc#5573) * Enable parameter validation for R. 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(dmlc#5596) * Fix compilation on Mac OSX High Sierra (10.13) (dmlc#5597) * Fix compilation on Mac OSX High Sierra * [CI] Build Mac OSX binary wheel using Travis CI * [CI] Grant public read access to Mac OSX wheels (dmlc#5602) * [R] Address warnings to comply with CRAN submission policy (dmlc#5600) * [R] Address warnings to comply with CRAN submission policy * Include <xgboost/logging.h> * Instruct Mac users to install libomp (dmlc#5606) * Clarify meaning of `training` parameter in XGBoosterPredict() (dmlc#5604) Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com> * Better message when no GPU is found. (dmlc#5594) * Refactor the CLI. (dmlc#5574) * Enable parameter validation. * Enable JSON. * Catch `dmlc::Error`. * Show help message. * Move dask tutorial closer other distributed tutorials (dmlc#5613) * Refactor gpu_hist split evaluation (dmlc#5610) * Refactor * Rewrite evaluate splits * Add more tests * Fix build on big endian CPUs (dmlc#5617) * Fix build on big endian CPUs * Clang-tidy * Remove dead code. (dmlc#5635) * Move device dmatrix construction code into ellpack. (dmlc#5623) * Enhance nvtx support. (dmlc#5636) * Support 64bit seed. (dmlc#5643) * Resolve vector<bool>::iterator crash (dmlc#5642) * Reduce device synchronisation (dmlc#5631) * Reduce device synchronisation * Initialise pinned memory * Upgrade to CUDA 10.0 (dmlc#5649) (dmlc#5652) Co-authored-by: fis <jm.yuan@outlook.com> Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> * skip missing lookup if nothing is missing in CPU hist partition kernel. (dmlc#5644) * [xgboost] skip missing lookup if nothing is missing * Update Python demos with tests. (dmlc#5651) * Remove GPU memory usage demo. * Add tests for demos. * Remove `silent`. * Remove shebang as it's not portable. * Add JSON schema to model dump. (dmlc#5660) * Pseudo-huber loss metric added (dmlc#5647) - Add pseudo huber loss objective. - Add pseudo huber loss metric. Co-authored-by: Reetz <s02reetz@iavgroup.local> * [JVM Packages] Catch dmlc error by ref. (dmlc#5678) * Remove silent from R demos. (dmlc#5675) * Remove silent from R demos. * Vignettes. * add pointers to the gpu external memory paper (dmlc#5684) * Distributed optimizations for 'hist' method with CPUs (dmlc#5557) Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com> * Document more objective parameters in R package (dmlc#5682) * C++14 for xgboost (dmlc#5664) * Implement Python data handler. (dmlc#5689) * Define data handlers for DMatrix. * Throw ValueError in scikit learn interface. * [R-package] Reduce duplication in configure.ac (dmlc#5693) * updated configure * Remove redundant sketching. (dmlc#5700) * [R] Fix duplicated libomp.dylib error on Mac OSX (dmlc#5701) * Fix IsDense. (dmlc#5702) * Let XGBoostError inherit ValueError. (dmlc#5696) * Define _CRT_SECURE_NO_WARNINGS to remove unneeded warnings in MSVC (dmlc#5434) * Changed build.rst (binary wheels are supported for macOS also) (dmlc#5711) * [CI] Remove CUDA 9.0 from Windows CI. (dmlc#5674) * Remove CUDA 9.0 on Windows CI. * Require cuda10 tag, to differentiate Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> * Require CUDA 10.0+ in CMake build (dmlc#5718) * Require Python 3.6+; drop Python 3.5 from CI (dmlc#5715) * [dask] Return GPU Series when input is from cuDF. (dmlc#5710) * Refactor predict function. * [Doc] Fix typos in AFT tutorial (dmlc#5716) * gpu_hist performance tweaks (dmlc#5707) * Remove device vectors * Remove allreduce synchronize * Remove double buffer * Allow pass fmap to importance plot (dmlc#5719) Co-authored-by: Peter Jung <peter.jung@heureka.cz> Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> * Fix release degradation (dmlc#5720) * fix release degradation, related to 5666 * less resizes Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com> * Fix loading old model. (dmlc#5724) * Add test. * Bump version to 1.2.0 snapshot in master (dmlc#5733) * Add swift package reference (dmlc#5728) Co-authored-by: Peter Jung <peter.jung@heureka.cz> * Don't use mask in array interface. (dmlc#5730) * Bump version in header. (dmlc#5742) * [CI] Remove CUDA 9.0 from CI (dmlc#5745) * Add pkgconfig to cmake (dmlc#5744) * Add pkgconfig to cmake * Move xgboost.pc.in to cmake/ Co-authored-by: Peter Jung <peter.jung@heureka.cz> Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> * Expose device sketching in header. (dmlc#5747) * Add Python binding for rabit ops. (dmlc#5743) * Add float32 histogram (dmlc#5624) * new single_precision_histogram param was added. Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com> Co-authored-by: fis <jm.yuan@outlook.com> * Reorder includes. (dmlc#5749) * Reorder includes. * R. * Remove `max.depth` in R gblinear example. (dmlc#5753) * Speed up python test (dmlc#5752) * Speed up tests * Prevent DeviceQuantileDMatrix initialisation with numpy * Use joblib.memory * Use RandomState * Add helper for generating batches of data. (dmlc#5756) * Add helper for generating batches of data. * VC keyword clash. * Another clash. * Remove column major specialization. (dmlc#5755) Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> * Document addition of new committer @SmirnovEgorRu (dmlc#5762) * Add release note for 1.1.0 in NEWS.md (dmlc#5763) * Add release note for 1.1.0 in NEWS.md * Address reviewer's feedback * Revert "Reorder includes. (dmlc#5749)" (dmlc#5771) This reverts commit d3a0efb. * [python-package] remove unused imports (dmlc#5776) * Added conda environment file for building docs (dmlc#5773) * [R] replace uses of T and F with TRUE and FALSE (dmlc#5778) * [R-package] replace uses of T and F with TRUE and FALSE * enable linting * Remove skip Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> * Implement weighted sketching for adapter. (dmlc#5760) * Bounded memory tests. * Fixed memory estimation. * Avoid including `c_api.h` in header files. (dmlc#5782) * Implement `Empty` method for host device vector. (dmlc#5781) * Fix accessing nullptr. * Bump com.esotericsoftware to 4.0.2 (dmlc#5690) Co-authored-by: Antti Saukko <antti.saukko@verizonmedia.com> * [DOC] Mention dask blog post in doc. [skip ci] (dmlc#5789) * [R] Remove dependency on gendef for Visual Studio builds (fixes dmlc#5608) (dmlc#5764) * [R-package] Remove dependency on gendef for Visual Studio builds (fixes dmlc#5608) * clarify docs * removed debugging print statement * Make R CMake install more robust * Fix doc format; add ToC * Update build.rst * Fix AppVeyor Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> * Add new skl model attribute for number of features (dmlc#5780) * Fix exception causes all over the codebase (dmlc#5787) * Use hypothesis (dmlc#5759) * Use hypothesis * Allow int64 array interface for groups * Add packages to Windows CI * Add to travis * Make sure device index is set correctly * Fix dask-cudf test * appveyor * Accept string for ArrayInterface constructor. * Revert "Accept string for ArrayInterface constructor." This reverts commit e8ecafb. * Implement fast number serialization routines. (dmlc#5772) * Implement ryu algorithm. * Implement integer printing. * Full coverage roundtrip test. * Add cupy to Windows CI (dmlc#5797) * Add cupy to Windows CI * Update Jenkinsfile-win64 Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> * Update Jenkinsfile-win64 Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> * Update tests/python-gpu/test_gpu_prediction.py Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> * Add an option to run brute-force test for JSON round-trip (dmlc#5804) * Add an option to run brute-force test for JSON round-trip * Apply reviewer's feedback * Remove unneeded objects * Parallel run. * Max. * Use signed 64-bit loop var, to support MSVC * Add exhaustive test to CI * Run JSON test in Win build worker * Revert "Run JSON test in Win build worker" This reverts commit c97b2c7. * Revert "Add exhaustive test to CI" This reverts commit c149c2c. Co-authored-by: fis <jm.yuan@outlook.com> * [CI] Fix cuDF install; merge 'gpu' and 'cudf' test suite (dmlc#5814) * Implement extend method for meta info. (dmlc#5800) * Implement extend for host device vector. * Update rabit. (dmlc#5680) * Update document for model dump. (dmlc#5818) * Clarify the relationship between dump and save. * Mention the schema. * [Doc] Fix rendering of Markdown docs, e.g. R doc (dmlc#5821) * Remove unweighted GK quantile. (dmlc#5816) * Rename Ant Financial to Ant Group (dmlc#5827) * Accept string for ArrayInterface constructor. (dmlc#5799) * Implement a DMatrix Proxy. (dmlc#5803) * Relax test for shotgun. (dmlc#5835) * Relax linear test. (dmlc#5849) * Increased error in coordinate is mostly due to floating point error. * Shotgun uses Hogwild!, which is non-deterministic and can have even greater floating point error. * Implement iterative DMatrix. (dmlc#5837) * Ensure that LoadSequentialFile() actually read the whole file (dmlc#5831) * Add c-api-demo to .gitignore (dmlc#5855) * Use dmlc stream when URI protocol is not local file. (dmlc#5857) * Move feature names and types of DMatrix from Python to C++. (dmlc#5858) * Add thread local return entry for DMatrix. * Save feature name and feature type in binary file. Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> * Split Features into Groups to Compute Histograms in Shared Memory (dmlc#5795) * Implement GK sketching on GPU. (dmlc#5846) * Implement GK sketching on GPU. * Strong tests on quantile building. * Handle sparse dataset by binary searching the column index. * Hypothesis test on dask. * Accept iterator in device dmatrix. (dmlc#5783) * Remove Device DMatrix. * Remove print. (dmlc#5867) * fix device sketch with weights in external memory mode (dmlc#5870) * [Doc] Document that CUDA 10.0 is required [skip ci] (dmlc#5872) * [CI] Simplify CMake build with modern CMake techniques (dmlc#5871) * [CI] Simplify CMake build * Make sure that plugins can be built * [CI] Install lz4 on Mac * Add new parameter singlePrecisionHistogram to xgboost4j-spark (dmlc#5811) Expose the existing 'singlePrecisionHistogram' param to the Spark layer. * Upgrade Rabit (dmlc#5876) * [jvm-packages] update spark dependency to 3.0.0 (dmlc#5836) * Cleanup on device sketch. (dmlc#5874) * Remove old functions. * Merge weighted and un-weighted into a common interface. * [CI] Enforce daily budget in Jenkins CI (dmlc#5884) * [CI] Throttle Jenkins CI * Don't use Jenkins master instance * Add XGBoosterGetNumFeature (dmlc#5856) - add GetNumFeature to Learner - add XGBoosterGetNumFeature to C API - update c-api-demo accordingly * Fix NDK Build. (dmlc#5886) * Explicit cast for slice. * [CI] Reduce load on Windows CI pipeline (dmlc#5892) * Fix R package build with CMake 3.13 (dmlc#5895) * Fix R package build with CMake 3.13 * Require OpenMP for xgboost-r target * Simplify the data backends. (dmlc#5893) * [CI] update spark version to 3.0.0 (dmlc#5890) * [CI] update spark version to 3.0.0 * Update Dockerfile.jvm_cross Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> * Fix sketch size calculation. (dmlc#5898) * Dask device dmatrix (dmlc#5901) * Fix softprob with empty dmatrix. * GPU implementation of AFT survival objective and metric (dmlc#5714) * Add interval accuracy * De-virtualize AFT functions * Lint * Refactor AFT metric using GPU-CPU reducer * Fix R build * Fix build on Windows * Fix copyright header * Clang-tidy * Fix crashing demo * Fix typos in comment; explain GPU ID * Remove unnecessary #include * Add C++ test for interval accuracy * Fix a bug in accuracy metric: use log pred * Refactor AFT objective using GPU-CPU Transform * Lint * Fix lint * Use Ninja to speed up build * Use time, not /usr/bin/time * Add cpu_build worker class, with concurrency = 1 * Use concurrency = 1 only for CUDA build * concurrency = 1 for clang-tidy * Address reviewer's feedback * Update link to AFT paper * Fix Windows 2016 build. (dmlc#5902) * Further improvements and savings in Jenkins pipeline (dmlc#5904) * Publish artifacts only on the master and release branches * Build CUDA only for Compute Capability 7.5 when building PRs * Run all Windows jobs in a single worker image * Build nightly XGBoost4J SNAPSHOT JARs with Scala 2.12 only * Show skipped Python tests on Windows * Make Graphviz optional for Python tests * Add back C++ tests * Unstash xgboost_cpp_tests * Fix label to CUDA 10.1 * Install cuPy for CUDA 10.1 * Install jsonschema * Address reviewer's feedback * Support building XGBoost with CUDA 11 (dmlc#5808) * Change serialization test. * Add CUDA 11 tests on Linux CI. Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu> * Add Github Action for R. (dmlc#5911) * Fix lintr errors. * Fix typo in CI. [skip ci] (dmlc#5919) * [Doc] Document new objectives and metrics available on GPUs (dmlc#5909) * Fix mingw build with R. (dmlc#5918) * Add option to enable all compiler warnings in GCC/Clang (dmlc#5897) * Add option to enable all compiler warnings in GCC/Clang * Fix -Wall for CUDA sources * Make -Wall private req for xgboost-r * Setup github action. (dmlc#5917) * Remove R and JVM from appveyor. (dmlc#5922) * Fix r early stop with custom objective. (dmlc#5923) * Specify `ntreelimit`. * Add explicit template specialization for portability (dmlc#5921) * Add explicit template specializations * Adding Specialization for FileAdapterBatch * Cache dependencies on Github Action. (dmlc#5928) * Use `cudaOccupancyMaxPotentialBlockSize` to calculate the block size. (dmlc#5926) * [BLOCKING] Handle empty rows in data iterators correctly (dmlc#5929) * [jvm-packages] Handle empty rows in data iterators correctly * Fix clang-tidy error * last empty row * Add comments [skip ci] Co-authored-by: Nan Zhu <nanzhu@uber.com> * [CI] Make Python model compatibility test runnable locally (dmlc#5941) * [BLOCKING] Remove to_string. (dmlc#5934) * [R] Add a compatibility layer to load Booster object from an old RDS file (dmlc#5940) * [R] Add a compatibility layer to load Booster from an old RDS * Modify QuantileHistMaker::LoadConfig() to be backward compatible with 1.1.x * Add a big warning about compatibility in QuantileHistMaker::LoadConfig() * Add testing suite * Discourage use of saveRDS() in CRAN doc * [R] Enable weighted learning to rank (dmlc#5945) * [R] enable weighted learning to rank * Add R unit test for ranking * Fix lint * [BLOCKING] [jvm-packages] add gpu_hist and enable gpu scheduling (dmlc#5171) * [jvm-packages] add gpu_hist tree method * change updater hist to grow_quantile_histmaker * add gpu scheduling * pass correct parameters to xgboost library * remove debug info * add use.cuda for pom * add CI for gpu_hist for jvm * add gpu unit tests * use gpu node to build jvm * use nvidia-docker * Add CLI interface to create_jni.py using argparse Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> * [CI] Improve R linter script (dmlc#5944) * [CI] Move lint to a separate script * [CI] Improved lintr launcher * Add lintr as a separate action * Add custom parsing logic to print out logs * Fix lintr issues in demos * Run R demos * Fix CRAN checks * Install XGBoost into R env before running lintr * Install devtools (needed to run demos) * Fix prediction heuristic (dmlc#5955) * Relax check for prediction. * Relax test in spark test. * Add tests in C++. * [Breaking] Fix custom metric for multi output. (dmlc#5954) * Set output margin to true for custom metric. This fixes only R and Python. * Disable feature validation on sklearn predict prob. (dmlc#5953) * Fix issue when scikit learn interface receives transformed inputs. * [CI] Fix broken Docker container 'cpu' (dmlc#5956) * Fix evaluate root split. (dmlc#5948) * [Dask] Asyncio support. (dmlc#5862) * Thread-safe prediction by making the prediction cache thread-local. (dmlc#5853) Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com> * Force colored output for ninja build. (dmlc#5959) * Update XGBoost + Dask overview documentation (dmlc#5961) * Add imports to code snippet * Better writing. * Add CMake flag to log C API invocations, to aid debugging (dmlc#5925) * Add CMake flag to log C API invocations, to aid debugging * Remove unnecessary parentheses * [CI] Assign larger /dev/shm to NCCL (dmlc#5966) * [CI] Assign larger /dev/shm to NCCL * Use 10.2 artifact to run multi-GPU Python tests * Add CUDA 10.0 -> 11.0 cross-version test; remove CUDA 10.0 target * Add missing Pytest marks to AsyncIO unit test (dmlc#5968) * [R] Provide better guidance for persisting XGBoost model (dmlc#5964) * [R] Provide better guidance for persisting XGBoost model * Update saving_model.rst * Add a paragraph about xgb.serialize() * [jvm-packages] Fix wrong method name `setAllowZeroForMissingValue`. (dmlc#5740) * Allow non-zero for missing value when training. * Fix wrong method names. * Add a unit test * Move the getter/setter unit test to MissingValueHandlingSuite Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> * Export DaskDeviceQuantileDMatrix in doc. [skip ci] (dmlc#5975) * Fix sklearn doc. (dmlc#5980) * Update Python custom objective demo. (dmlc#5981) * Update JSON schema. (dmlc#5982) * Update JSON schema for pseudo huber. * Update JSON model schema. * Fix missing data warning. (dmlc#5969) * Fix data warning. * Add numpy/scipy test. * Enforce tree order in JSON. (dmlc#5974) * Make JSON model IO more future proof by using tree id in model loading. * Fix dask predict shape infer. (dmlc#5989) * [R] fix uses of 1:length(x) and other small things (dmlc#5992) * Fix typo in tracker logging (dmlc#5994) * Introducing DPC++-based plugin (predictor, objective function) supporting oneAPI programming model (dmlc#5825) * Added plugin with DPC++-based predictor and objective function * Update CMakeLists.txt * Update regression_obj_oneapi.cc * Added README.md for OneAPI plugin * Added OneAPI predictor support to gbtree * Update README.md * Merged kernels in gradient computation. Enabled multiple loss functions with DPC++ backend * Aligned plugin CMake files with latest master changes. Fixed whitespace typos * Removed debug output * [CI] Make oneapi_plugin a CMake target * Added tests for OneAPI plugin for predictor and obj. functions * Temporarily switched to default selector for device dispacthing in OneAPI plugin to enable execution in environments without gpus * Updated readme file. * Fixed USM usage in predictor * Removed workaround with explicit templated names for DPC++ kernels * Fixed warnings in plugin tests * Fix CMake build of gtest Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu> * Remove skmaker. (dmlc#5971) * Rabit update. (dmlc#5978) * Remove parameter on JVM Packages. * Move warning about empty dataset. (dmlc#5998) * [Breaking] Fix .predict() method and add .predict_proba() in xgboost.dask.DaskXGBClassifier (dmlc#5986) * Unify CPU hist sketching (dmlc#5880) * Fix nightly build doc. [skip ci] (dmlc#6004) * Fix nightly build doc. [skip ci] * Fix title too short. [skip ci] * RMM integration plugin (dmlc#5873) * [CI] Add RMM as an optional dependency * Replace caching allocator with pool allocator from RMM * Revert "Replace caching allocator with pool allocator from RMM" This reverts commit e15845d. * Use rmm::mr::get_default_resource() * Try setting default resource (doesn't work yet) * Allocate pool_mr in the heap * Prevent leaking pool_mr handle * Separate EXPECT_DEATH() in separate test suite suffixed DeathTest * Turn off death tests for RMM * Address reviewer's feedback * Prevent leaking of cuda_mr * Fix Jenkinsfile syntax * Remove unnecessary function in Jenkinsfile * [CI] Install NCCL into RMM container * Run Python tests * Try building with RMM, CUDA 10.0 * Do not use RMM for CUDA 10.0 target * Actually test for test_rmm flag * Fix TestPythonGPU * Use CNMeM allocator, since pool allocator doesn't yet support multiGPU * Use 10.0 container to build RMM-enabled XGBoost * Revert "Use 10.0 container to build RMM-enabled XGBoost" This reverts commit 789021f. * Fix Jenkinsfile * [CI] Assign larger /dev/shm to NCCL * Use 10.2 artifact to run multi-GPU Python tests * Add CUDA 10.0 -> 11.0 cross-version test; remove CUDA 10.0 target * Rename Conda env rmm_test -> gpu_test * Use env var to opt into CNMeM pool for C++ tests * Use identical CUDA version for RMM builds and tests * Use Pytest fixtures to enable RMM pool in Python tests * Move RMM to plugin/CMakeLists.txt; use PLUGIN_RMM * Use per-device MR; use command arg in gtest * Set CMake prefix path to use Conda env * Use 0.15 nightly version of RMM * Remove unnecessary header * Fix a unit test when cudf is missing * Add RMM demos * Remove print() * Use HostDeviceVector in GPU predictor * Simplify pytest setup; use LocalCUDACluster fixture * Address reviewers' commments Co-authored-by: Hyunsu Cho <chohyu01@cs.wasshington.edu> Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com> Co-authored-by: James Lamb <jaylamb20@gmail.com> Co-authored-by: sriramch <33358417+sriramch@users.noreply.github.com> Co-authored-by: Rory Mitchell <r.a.mitchell.nz@gmail.com> Co-authored-by: Avinash Barnwal <avinashbarnwal123@gmail.com> Co-authored-by: Philip Cho <chohyu01@cs.washington.edu> Co-authored-by: ShvetsKS <33296480+ShvetsKS@users.noreply.github.com> Co-authored-by: Paul Kaefer <2408155+paulkaefer@users.noreply.github.com> Co-authored-by: Yuan Tang <terrytangyuan@gmail.com> Co-authored-by: Rong Ou <rong.ou@gmail.com> Co-authored-by: Zhang Zhang <zhang.zhang@intel.com> Co-authored-by: Bobby Wang <wbo4958@gmail.com> Co-authored-by: Liang-Chi Hsieh <viirya@gmail.com> Co-authored-by: Nicolas Scozzaro <nscozzaro@gmail.com> Co-authored-by: Kamil A. Kaczmarek <kamil.kaczmarek@neptune.ai> Co-authored-by: Melissa Kohl <mjkohl32@gmail.com> Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com> Co-authored-by: Liang-Chi Hsieh <liangchi@uber.com> Co-authored-by: Andy Adinets <aadinets@nvidia.com> Co-authored-by: Jason E. Aten, Ph.D <j.e.aten@gmail.com> Co-authored-by: Oleksandr Kuvshynov <661042+okuvshynov@users.noreply.github.com> Co-authored-by: LionOrCatThatIsTheQuestion <44895499+LionOrCatThatIsTheQuestion@users.noreply.github.com> Co-authored-by: Reetz <s02reetz@iavgroup.local> Co-authored-by: Lorenz Walthert <lorenz.walthert@icloud.com> Co-authored-by: Dmitry Mottl <dmitry.mottl@gmail.com> Co-authored-by: Peter Jung <peter@jung.ninja> Co-authored-by: Peter Jung <peter.jung@heureka.cz> Co-authored-by: Elliot Hershberg <eahershberg@gmail.com> Co-authored-by: anttisaukko <antti.saukko@gmail.com> Co-authored-by: Antti Saukko <antti.saukko@verizonmedia.com> Co-authored-by: Alex <wozn0001@e.ntu.edu.sg> Co-authored-by: Ram Rachum <ram@rachum.com> Co-authored-by: Alexander Gugel <alexander.gugel@gmail.com> Co-authored-by: Nan Zhu <nanzhu@uber.com> Co-authored-by: boxdot <d@zerovolt.org> Co-authored-by: James Bourbeau <jrbourbeau@users.noreply.github.com> Co-authored-by: Shaochen Shi <shishaochen_ha@sina.com> Co-authored-by: Anthony D'Amato <anthony.damato@hotmail.fr> Co-authored-by: Vladislav Epifanov <vepifanov92@gmail.com> Co-authored-by: jameskrach <69264125+jameskrach@users.noreply.github.com> Co-authored-by: Hyunsu Cho <chohyu01@cs.wasshington.edu>

hcho3 added 2 commits May 26, 2020 17:53

Add interval accuracy

03aa30f

De-virtualize AFT functions

581ab43

hcho3 marked this pull request as draft May 27, 2020 00:59

hcho3 added 3 commits May 26, 2020 18:14

Lint

0d8d222

Refactor AFT metric using GPU-CPU reducer

4a5256e

Fix R build

9d69166

hcho3 force-pushed the gpu_aft branch from 610384f to 9d69166 Compare May 27, 2020 11:14

hcho3 added 2 commits May 27, 2020 06:40

Fix build on Windows

b003dab

Fix copyright header

567e9a9

hcho3 force-pushed the gpu_aft branch from 2e704ee to 567e9a9 Compare May 27, 2020 13:40

hcho3 added 8 commits May 27, 2020 07:02

Clang-tidy

4912e83

Fix crashing demo

bc242e9

Merge remote-tracking branch 'origin/master' into gpu_aft

136de6f

Fix typos in comment; explain GPU ID

29bbccd

Remove unnecessary #include

5b2b067

Add C++ test for interval accuracy

46ccd2b

Fix a bug in accuracy metric: use log pred

cebd3d3

Refactor AFT objective using GPU-CPU Transform

afe1702

hcho3 changed the title ~~[WIP] GPU implementation of AFT survival objective and metric~~ GPU implementation of AFT survival objective and metric May 28, 2020

hcho3 marked this pull request as ready for review May 28, 2020 13:40

hcho3 mentioned this pull request May 31, 2020

[Roadmap] 1.2.0 Roadmap #5734

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hcho3 added 2 commits June 4, 2020 22:41

Merge remote-tracking branch 'upstream/master' into gpu_aft

f200dfa

Lint

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hcho3 added 2 commits July 6, 2020 21:14

Merge remote-tracking branch 'origin/master' into gpu_aft

82f418f

Fix lint

3ece12c

hcho3 requested review from trivialfis and RAMitchell July 7, 2020 06:36

hcho3 changed the title ~~[WIP] GPU implementation of AFT survival objective and metric~~ GPU implementation of AFT survival objective and metric Jul 7, 2020

Use Ninja to speed up build

4e2b998

Use time, not /usr/bin/time

0664d0e

trivialfis reviewed Jul 7, 2020

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Add cpu_build worker class, with concurrency = 1

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hcho3 added 2 commits July 7, 2020 02:06

Use concurrency = 1 only for CUDA build

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concurrency = 1 for clang-tidy

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trivialfis reviewed Jul 13, 2020

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hcho3 added 3 commits July 13, 2020 22:39

Merge remote-tracking branch 'origin/master' into gpu_aft

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Address reviewer's feedback

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Update link to AFT paper

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trivialfis approved these changes Jul 17, 2020

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hcho3 merged commit 71b0528 into dmlc:master Jul 17, 2020

hcho3 deleted the gpu_aft branch July 17, 2020 08:18

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GPU implementation of AFT survival objective and metric #5714

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