forked from dmlc/xgboost
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathquantile.cc
More file actions
587 lines (512 loc) · 23.3 KB
/
quantile.cc
File metadata and controls
587 lines (512 loc) · 23.3 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
/**
* Copyright 2020-2025, XGBoost Contributors
*/
#include "quantile.h"
#include <cstddef> // for byte
#include <cstdint> // for uint64_t
#include <iterator>
#include <limits>
#include <type_traits> // for is_trivially_copyable_v
#include <utility>
#include "../collective/aggregator.h"
#include "../common/error_msg.h" // for InvalidMaxBin
#include "../data/adapter.h"
#include "categorical.h"
#include "hist_util.h"
namespace xgboost::common {
HostSketchContainer::HostSketchContainer(Context const *ctx, bst_bin_t max_bin,
Span<FeatureType const> feature_types,
std::vector<bst_idx_t> columns_size, bool use_group)
: feature_types_(feature_types.cbegin(), feature_types.cend()),
columns_size_{std::move(columns_size)},
max_bins_{max_bin},
use_group_ind_{use_group},
n_threads_{ctx->Threads()} {
monitor_.Init(__func__);
CHECK_GE(max_bin, 2) << error::InvalidMaxBin();
CHECK_NE(columns_size_.size(), 0);
sketches_.resize(columns_size_.size());
CHECK_GE(n_threads_, 1);
categories_.resize(columns_size_.size());
has_categorical_ = std::any_of(feature_types_.cbegin(), feature_types_.cend(), IsCatOp{});
ParallelFor(sketches_.size(), n_threads_, Sched::Auto(), [&](auto i) {
auto eps = SketchEpsilon(max_bins_, columns_size_[i]);
if (!IsCat(this->feature_types_, i)) {
sketches_[i] = WQSketch{columns_size_[i], eps};
}
});
}
namespace {
// Function to merge hessian and sample weights
std::vector<float> MergeWeights(MetaInfo const &info, Span<float const> hessian, bool use_group,
int32_t n_threads) {
CHECK_EQ(hessian.size(), info.num_row_);
std::vector<float> results(hessian.size());
auto const &group_ptr = info.group_ptr_;
auto const &weights = info.weights_.HostVector();
auto get_weight = [&](size_t i) {
return weights.empty() ? 1.0f : weights[i];
};
if (use_group) {
CHECK_GE(group_ptr.size(), 2);
CHECK_EQ(group_ptr.back(), hessian.size());
size_t cur_group = 0;
for (size_t i = 0; i < hessian.size(); ++i) {
while (cur_group + 1 < group_ptr.size() && i >= group_ptr[cur_group + 1]) {
++cur_group;
}
results[i] = hessian[i] * get_weight(cur_group);
}
} else {
ParallelFor(hessian.size(), n_threads, Sched::Auto(),
[&](auto i) { results[i] = hessian[i] * get_weight(i); });
}
return results;
}
template <typename T>
void WritePODAt(std::vector<std::byte> *out, std::size_t offset, T value) {
static_assert(std::is_trivially_copyable_v<T>);
auto const *src = reinterpret_cast<std::byte const *>(&value);
std::copy_n(src, sizeof(T), out->begin() + static_cast<std::ptrdiff_t>(offset));
}
template <typename T>
[[nodiscard]] T ReadPOD(Span<std::byte const> bytes, std::size_t *cursor) {
static_assert(std::is_trivially_copyable_v<T>);
T value{};
CHECK_LE(*cursor, bytes.size());
CHECK_LE(sizeof(T), bytes.size() - *cursor);
auto *dst = reinterpret_cast<std::byte *>(&value);
std::copy_n(bytes.data() + *cursor, sizeof(T), dst);
*cursor += sizeof(T);
return value;
}
// Serialization payload for distributed numerical sketch merging over AllreduceV.
// Encodes per-feature entry counts plus contiguous sketch entries.
struct SketchReducePayload {
[[nodiscard]] static std::vector<std::byte> SerializeFromSummaries(
Span<bst_feature_t const> numeric_features,
std::vector<WQuantileSketch::SummaryContainer> const &reduced) {
std::size_t total_entries = 0;
for (auto fidx : numeric_features) {
total_entries += reduced.at(fidx).Size();
}
std::vector<std::byte> bytes;
InitHeader(&bytes, numeric_features.size(), total_entries);
for (std::size_t i = 0; i < numeric_features.size(); ++i) {
auto fidx = numeric_features[i];
auto out_entries = reduced.at(fidx).Entries();
AppendEntries(&bytes, i, out_entries);
}
auto header_bytes = HeaderBytes(numeric_features.size());
CHECK_EQ((bytes.size() - header_bytes) / sizeof(WQuantileSketch::Entry), total_entries);
return bytes;
}
[[nodiscard]] static std::size_t HeaderBytes(std::size_t n_features) {
return sizeof(std::uint64_t) + n_features * sizeof(std::uint64_t);
}
static void AppendEntries(std::vector<std::byte> *bytes, std::size_t i,
Span<WQuantileSketch::Entry const> entries) {
CHECK(bytes);
auto count_offset = sizeof(std::uint64_t) + i * sizeof(std::uint64_t);
CHECK_LE(count_offset + sizeof(std::uint64_t), bytes->size());
WritePODAt<std::uint64_t>(bytes, count_offset, static_cast<std::uint64_t>(entries.size()));
if (entries.empty()) {
return;
}
auto entries_bytes = entries.size() * sizeof(WQuantileSketch::Entry);
auto const *src = reinterpret_cast<std::byte const *>(entries.data());
bytes->insert(bytes->end(), src, src + entries_bytes);
}
static void InitHeader(std::vector<std::byte> *bytes, std::size_t n_features,
std::size_t max_entries) {
CHECK(bytes);
auto const header_bytes = HeaderBytes(n_features);
bytes->clear();
bytes->reserve(header_bytes + max_entries * sizeof(WQuantileSketch::Entry));
bytes->resize(header_bytes);
WritePODAt<std::uint64_t>(bytes, 0, static_cast<std::uint64_t>(n_features));
}
[[nodiscard]] static SketchReducePayload Parse(Span<std::byte> bytes) {
std::size_t cursor = 0;
auto n_features = ReadPOD<std::uint64_t>(bytes, &cursor);
std::vector<std::size_t> offsets(n_features + 1, 0);
for (std::size_t i = 0; i < n_features; ++i) {
auto n_i = static_cast<std::size_t>(ReadPOD<std::uint64_t>(bytes, &cursor));
offsets[i + 1] = offsets[i] + n_i;
}
auto n_entries = offsets.back();
auto payload_bytes = n_entries * sizeof(WQuantileSketch::Entry);
CHECK_EQ(cursor + payload_bytes, bytes.size());
WQuantileSketch::Entry *entries = nullptr;
if (n_entries != 0) {
auto ptr = bytes.data() + cursor;
auto addr = reinterpret_cast<std::uintptr_t>(ptr);
CHECK_EQ(addr % alignof(WQuantileSketch::Entry), 0);
entries = reinterpret_cast<WQuantileSketch::Entry *>(ptr);
}
return {std::move(offsets), Span<WQuantileSketch::Entry>{entries, n_entries}};
}
[[nodiscard]] std::size_t NumFeatures() const { return offsets_.size() - 1; }
[[nodiscard]] std::size_t TotalEntries() const { return entries_.size(); }
[[nodiscard]] Span<WQuantileSketch::Entry> Entries(std::size_t idx) const {
auto beg = offsets_.at(idx);
auto end = offsets_.at(idx + 1);
auto n = end - beg;
if (n == 0) {
return Span<WQuantileSketch::Entry>{};
}
return {entries_.data() + beg, n};
}
[[nodiscard]] WQuantileSketch::Summary SummaryAt(std::size_t idx) const {
auto entries = this->Entries(idx);
return {entries, entries.size()};
}
private:
SketchReducePayload(std::vector<std::size_t> offsets, Span<WQuantileSketch::Entry> entries)
: offsets_{std::move(offsets)}, entries_{entries} {}
std::vector<std::size_t> offsets_;
Span<WQuantileSketch::Entry> entries_;
};
// Serialization payload for distributed categorical value union over AllreduceV.
// Encodes per-feature value counts plus contiguous category values.
struct CategoricalReducePayload {
[[nodiscard]] static std::vector<std::byte> SerializeFromCategories(
Span<bst_feature_t const> categorical_features,
std::vector<std::set<float>> const &categories) {
std::size_t total_values = 0;
for (auto fidx : categorical_features) {
total_values += categories.at(fidx).size();
}
std::vector<std::byte> bytes;
InitHeader(&bytes, categorical_features.size(), total_values);
for (std::size_t i = 0; i < categorical_features.size(); ++i) {
auto fidx = categorical_features[i];
AppendValues(&bytes, i, categories.at(fidx));
}
auto header_bytes = HeaderBytes(categorical_features.size());
CHECK_EQ((bytes.size() - header_bytes) / sizeof(float), total_values);
return bytes;
}
[[nodiscard]] static std::size_t HeaderBytes(std::size_t n_features) {
return sizeof(std::uint64_t) + n_features * sizeof(std::uint64_t);
}
static void AppendValues(std::vector<std::byte> *bytes, std::size_t i, Span<float const> values) {
CHECK(bytes);
auto count_offset = sizeof(std::uint64_t) + i * sizeof(std::uint64_t);
CHECK_LE(count_offset + sizeof(std::uint64_t), bytes->size());
WritePODAt<std::uint64_t>(bytes, count_offset, static_cast<std::uint64_t>(values.size()));
if (values.empty()) {
return;
}
auto values_bytes = values.size() * sizeof(float);
auto const *src = reinterpret_cast<std::byte const *>(values.data());
bytes->insert(bytes->end(), src, src + values_bytes);
}
static void AppendValues(std::vector<std::byte> *bytes, std::size_t i,
std::set<float> const &values) {
CHECK(bytes);
auto count_offset = sizeof(std::uint64_t) + i * sizeof(std::uint64_t);
CHECK_LE(count_offset + sizeof(std::uint64_t), bytes->size());
WritePODAt<std::uint64_t>(bytes, count_offset, static_cast<std::uint64_t>(values.size()));
if (values.empty()) {
return;
}
auto offset = bytes->size();
bytes->resize(offset + values.size() * sizeof(float));
auto dst = bytes->begin() + static_cast<std::ptrdiff_t>(offset);
for (auto value : values) {
auto const *src = reinterpret_cast<std::byte const *>(&value);
dst = std::copy_n(src, sizeof(float), dst);
}
}
static void InitHeader(std::vector<std::byte> *bytes, std::size_t n_features,
std::size_t max_values) {
CHECK(bytes);
auto const header_bytes = HeaderBytes(n_features);
bytes->clear();
bytes->reserve(header_bytes + max_values * sizeof(float));
bytes->resize(header_bytes);
WritePODAt<std::uint64_t>(bytes, 0, static_cast<std::uint64_t>(n_features));
}
[[nodiscard]] static CategoricalReducePayload Parse(Span<std::byte> bytes) {
std::size_t cursor = 0;
auto n_features = ReadPOD<std::uint64_t>(bytes, &cursor);
std::vector<std::size_t> offsets(n_features + 1, 0);
for (std::size_t i = 0; i < n_features; ++i) {
auto n_i = static_cast<std::size_t>(ReadPOD<std::uint64_t>(bytes, &cursor));
offsets[i + 1] = offsets[i] + n_i;
}
auto n_values = offsets.back();
auto payload_bytes = n_values * sizeof(float);
CHECK_EQ(cursor + payload_bytes, bytes.size());
float const *values = nullptr;
if (n_values != 0) {
auto ptr = bytes.data() + cursor;
auto addr = reinterpret_cast<std::uintptr_t>(ptr);
CHECK_EQ(addr % alignof(float), 0);
values = reinterpret_cast<float const *>(ptr);
}
return {std::move(offsets), Span<float const>{values, n_values}};
}
[[nodiscard]] std::size_t NumFeatures() const { return offsets_.size() - 1; }
[[nodiscard]] std::size_t TotalValues() const { return values_.size(); }
[[nodiscard]] Span<float const> Values(std::size_t idx) const {
auto beg = offsets_.at(idx);
auto end = offsets_.at(idx + 1);
auto n = end - beg;
if (n == 0) {
return Span<float const>{};
}
return {values_.data() + beg, n};
}
private:
CategoricalReducePayload(std::vector<std::size_t> offsets, Span<float const> values)
: offsets_{std::move(offsets)}, values_{values} {}
std::vector<std::size_t> offsets_;
Span<float const> values_;
};
} // anonymous namespace
void HostSketchContainer::PushRowPage(SparsePage const &page, MetaInfo const &info,
Span<float const> hessian) {
monitor_.Start(__func__);
bst_feature_t n_columns = info.num_col_;
auto is_dense = info.num_nonzero_ == info.num_col_ * info.num_row_;
CHECK_GE(n_threads_, 1);
CHECK_EQ(sketches_.size(), n_columns);
// glue these conditions using ternary operator to avoid making data copies.
auto const &weights =
hessian.empty() ? (use_group_ind_ ? detail::UnrollGroupWeights(info) // use group weight
: info.weights_.HostVector()) // use sample weight
: MergeWeights(info, hessian, use_group_ind_,
n_threads_); // use hessian merged with group/sample weights
if (!weights.empty()) {
CHECK_EQ(weights.size(), info.num_row_);
}
auto batch = data::SparsePageAdapterBatch{page.GetView()};
this->PushRowPageImpl(batch, page.base_rowid, OptionalWeights{weights}, page.data.Size(),
info.num_col_, is_dense, [](auto) { return true; });
monitor_.Stop(__func__);
}
template <typename Batch>
void HostSketchContainer::PushAdapterBatch(Batch const &batch, size_t base_rowid,
MetaInfo const &info, float missing) {
auto const &h_weights =
(use_group_ind_ ? detail::UnrollGroupWeights(info) : info.weights_.HostVector());
if (!use_group_ind_ && !h_weights.empty()) {
CHECK_EQ(h_weights.size(), batch.Size()) << "Invalid size of sample weight.";
}
auto is_valid = data::IsValidFunctor{missing};
auto weights = OptionalWeights{Span<float const>{h_weights}};
// the nnz from info is not reliable as sketching might be the first place to go through
// the data.
auto is_dense = info.num_nonzero_ == info.num_col_ * info.num_row_;
CHECK(!this->columns_size_.empty());
this->PushRowPageImpl(batch, base_rowid, weights, info.num_nonzero_, info.num_col_, is_dense,
is_valid);
}
#define INSTANTIATE(_type) \
template void HostSketchContainer::PushAdapterBatch<data::_type>( \
data::_type const &batch, size_t base_rowid, MetaInfo const &info, float missing);
INSTANTIATE(ArrayAdapterBatch)
INSTANTIATE(DenseAdapterBatch)
INSTANTIATE(CSRArrayAdapterBatch)
INSTANTIATE(CSCArrayAdapterBatch)
INSTANTIATE(SparsePageAdapterBatch)
INSTANTIATE(ColumnarAdapterBatch)
INSTANTIATE(EncColumnarAdapterBatch)
#undef INSTANTIATE
auto HostSketchContainer::AllreduceCategories(Context const *ctx, MetaInfo const &info,
Span<bst_feature_t const> categorical_features)
-> std::vector<std::set<float>> {
std::vector<std::set<float>> reduced_categories(categorical_features.size());
if (categorical_features.empty()) {
return reduced_categories;
}
if (collective::GetWorldSize() == 1 || info.IsColumnSplit()) {
for (std::size_t i = 0; i < categorical_features.size(); ++i) {
reduced_categories[i] = categories_[categorical_features[i]];
}
return reduced_categories;
}
auto merged =
CategoricalReducePayload::SerializeFromCategories(categorical_features, categories_);
std::vector<float> merge_workspace;
auto rc = collective::AllreduceV(
ctx, &merged,
[&](common::Span<std::byte const> a, common::Span<std::byte const> b,
std::vector<std::byte> *out) {
auto a_payload = CategoricalReducePayload::Parse(
Span<std::byte>{const_cast<std::byte *>(a.data()), a.size()});
auto b_payload = CategoricalReducePayload::Parse(
Span<std::byte>{const_cast<std::byte *>(b.data()), b.size()});
CHECK_EQ(a_payload.NumFeatures(), categorical_features.size());
CHECK_EQ(b_payload.NumFeatures(), categorical_features.size());
auto max_values = a_payload.TotalValues() + b_payload.TotalValues();
CategoricalReducePayload::InitHeader(out, categorical_features.size(), max_values);
for (std::size_t i = 0; i < categorical_features.size(); ++i) {
auto a_values = a_payload.Values(i);
auto b_values = b_payload.Values(i);
merge_workspace.clear();
merge_workspace.reserve(a_values.size() + b_values.size());
std::set_union(a_values.cbegin(), a_values.cend(), b_values.cbegin(), b_values.cend(),
std::back_inserter(merge_workspace));
CategoricalReducePayload::AppendValues(out, i, Span<float const>{merge_workspace});
}
});
collective::SafeColl(rc);
auto reduced_payload = CategoricalReducePayload::Parse(Span<std::byte>{merged});
CHECK_EQ(reduced_payload.NumFeatures(), categorical_features.size());
for (std::size_t i = 0; i < categorical_features.size(); ++i) {
auto values = reduced_payload.Values(i);
reduced_categories[i].insert(values.cbegin(), values.cend());
}
return reduced_categories;
}
auto HostSketchContainer::AllReduce(Context const *ctx, MetaInfo const &info,
Span<bst_feature_t const> numeric_features)
-> std::vector<WQSketch::SummaryContainer> {
monitor_.Start(__func__);
// Sanity check the number of features across workers before allreduce
bst_feature_t n_columns = sketches_.size();
auto rc = collective::Allreduce(ctx, &n_columns, collective::Op::kMax);
collective::SafeColl(rc);
CHECK_EQ(n_columns, sketches_.size()) << "Number of columns differs across workers";
std::vector<WQSketch::SummaryContainer> reduced(sketches_.size());
// Cap the per-feature summary size during local and distributed merge.
auto const max_cut_target = static_cast<std::size_t>(max_bins_ * WQSketch::kFactor);
ParallelFor(numeric_features.size(), n_threads_, [&](size_t idx) {
auto fidx = numeric_features[idx];
reduced[fidx] = sketches_[fidx].GetSummary(max_cut_target);
});
// Early exit: no allreduce needed when one worker, column-split, or no numeric features.
if (collective::GetWorldSize() == 1 || info.IsColumnSplit() || numeric_features.empty()) {
monitor_.Stop(__func__);
return reduced;
}
// Serialize local sketches to a byte array for allreduce
auto merged = SketchReducePayload::SerializeFromSummaries(
Span<bst_feature_t const>{numeric_features}, reduced);
WQSketch::SummaryContainer tmp;
tmp.Reserve(max_cut_target * 2); // workspace for merging sketches during allreduce
auto reduce_rc = collective::AllreduceV(
ctx, &merged,
[&](common::Span<std::byte const> a, common::Span<std::byte const> b,
std::vector<std::byte> *out) {
auto a_payload = SketchReducePayload::Parse(
Span<std::byte>{const_cast<std::byte *>(a.data()), a.size()});
auto b_payload = SketchReducePayload::Parse(
Span<std::byte>{const_cast<std::byte *>(b.data()), b.size()});
CHECK_EQ(a_payload.NumFeatures(), numeric_features.size());
CHECK_EQ(b_payload.NumFeatures(), numeric_features.size());
auto max_entries = a_payload.TotalEntries() + b_payload.TotalEntries();
auto max_pruned_entries = max_cut_target * numeric_features.size();
max_entries = std::min(max_entries, max_pruned_entries);
SketchReducePayload::InitHeader(out, numeric_features.size(), max_entries);
for (std::size_t i = 0; i < numeric_features.size(); ++i) {
auto a_summary = a_payload.SummaryAt(i);
auto b_summary = b_payload.SummaryAt(i);
tmp.CopyFrom(a_summary);
tmp.SetCombine(b_summary);
tmp.SetPrune(max_cut_target);
auto pruned_entries = tmp.Entries();
SketchReducePayload::AppendEntries(out, i, pruned_entries);
}
});
collective::SafeColl(reduce_rc);
// Deserialize the sketches back to summary containers.
auto reduced_payload = SketchReducePayload::Parse(Span<std::byte>{merged});
CHECK_EQ(reduced_payload.NumFeatures(), numeric_features.size());
for (std::size_t i = 0; i < numeric_features.size(); ++i) {
auto fidx = numeric_features[i];
auto entries = reduced_payload.Entries(i);
auto n_entries = entries.size();
reduced[fidx].Reserve(n_entries);
reduced[fidx].CopyFrom(WQSketch::Summary{entries, n_entries});
}
monitor_.Stop(__func__);
return reduced;
}
void AddCutPoints(WQSummaryContainer const &summary, size_t max_bin, HistogramCuts *cuts) {
auto &cut_values = cuts->cut_values_.HostVector();
auto queried = summary.QueryCutValues(max_bin);
cut_values.insert(cut_values.end(), queried.cbegin(), queried.cend());
}
void AddCategories(std::set<float> const &categories, float *max_cat, HistogramCuts *cuts) {
if (std::any_of(categories.cbegin(), categories.cend(), InvalidCat)) {
InvalidCategory();
}
auto &cut_values = cuts->cut_values_.HostVector();
// With column-wise data split, the categories may be empty.
auto feature_max_cat =
categories.empty() ? 0.0f : *std::max_element(categories.cbegin(), categories.cend());
CheckMaxCat(feature_max_cat, categories.size());
*max_cat = std::max(*max_cat, feature_max_cat);
for (bst_cat_t i = 0; i <= AsCat(feature_max_cat); ++i) {
cut_values.push_back(i);
}
}
HistogramCuts HostSketchContainer::MakeCuts(Context const *ctx, MetaInfo const &info) {
monitor_.Start(__func__);
HistogramCuts cuts{static_cast<bst_feature_t>(sketches_.size())};
auto *p_cuts = &cuts;
std::vector<bst_feature_t> numeric_features;
std::vector<bst_feature_t> categorical_features;
numeric_features.reserve(sketches_.size());
categorical_features.reserve(sketches_.size());
for (bst_feature_t fidx = 0; fidx < sketches_.size(); ++fidx) {
if (IsCat(feature_types_, fidx)) {
categorical_features.push_back(fidx);
} else {
numeric_features.push_back(fidx);
}
}
auto reduced_numerical = this->AllReduce(ctx, info, Span<bst_feature_t const>{numeric_features});
auto reduced_categories =
this->AllreduceCategories(ctx, info, Span<bst_feature_t const>{categorical_features});
std::vector<std::size_t> categorical_index(sketches_.size(), 0);
for (std::size_t i = 0; i < categorical_features.size(); ++i) {
categorical_index[categorical_features[i]] = i;
}
auto &h_cut_ptrs = p_cuts->cut_ptrs_.HostVector();
float max_cat{-1.f};
for (size_t fid = 0; fid < reduced_numerical.size(); ++fid) {
size_t max_num_bins = std::min(reduced_numerical[fid].Size(), static_cast<size_t>(max_bins_));
if (IsCat(feature_types_, fid)) {
AddCategories(reduced_categories[categorical_index[fid]], &max_cat, p_cuts);
} else {
AddCutPoints(reduced_numerical[fid], max_num_bins, p_cuts);
}
// Ensure that every feature gets at least one quantile point
CHECK_LE(p_cuts->cut_values_.HostVector().size(), std::numeric_limits<uint32_t>::max());
auto cut_size = static_cast<uint32_t>(p_cuts->cut_values_.HostVector().size());
CHECK_GT(cut_size, h_cut_ptrs[fid]);
h_cut_ptrs[fid + 1] = cut_size;
}
p_cuts->SetCategorical(this->has_categorical_, max_cat);
monitor_.Stop(__func__);
return cuts;
}
void HostSketchContainer::PushColPage(SparsePage const &page, MetaInfo const &info,
Span<float const> hessian) {
monitor_.Start(__func__);
// glue these conditions using ternary operator to avoid making data copies.
auto const &weights =
hessian.empty() ? (use_group_ind_ ? detail::UnrollGroupWeights(info) // use group weight
: info.weights_.HostVector()) // use sample weight
: MergeWeights(info, hessian, use_group_ind_,
n_threads_); // use hessian merged with group/sample weights
CHECK_EQ(weights.size(), info.num_row_);
auto view = page.GetView();
ParallelFor(view.Size(), n_threads_, [&](size_t fidx) {
auto column = view[fidx];
if (IsCat(feature_types_, fidx)) {
for (auto c : column) {
categories_[fidx].emplace(c.fvalue);
}
return;
}
sketches_[fidx].PushSorted(column, weights, static_cast<size_t>(max_bins_));
});
monitor_.Stop(__func__);
}
} // namespace xgboost::common