Support cpu quantile sketch with column-wise data split #8742
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rongou
commented
Feb 1, 2023
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@trivialfis @hcho3 The CI is mostly passing now, the two failures are probably not related to this PR. Please take a look. Thanks! |
trivialfis
reviewed
Feb 2, 2023
src/common/quantile.cc
Outdated
| @@ -283,7 +285,9 @@ void SketchContainerImpl<WQSketch>::AllReduce( | |||
| collective::Allreduce<collective::Operation::kMax>(&n_columns, 1); | |||
| CHECK_EQ(n_columns, sketches_.size()) << "Number of columns differs across workers"; | |||
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| AllreduceCategories(feature_types_, n_threads_, &categories_); | |||
| if (!col_split_) { | |||
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Maybe we should LOG(FATAL) in all reduce categories if this is a column split matrix?
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AllreduceCategories is a freestanding function that doesn't have access to this->col_split_. Maybe we should make it a member function?
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Made it a private member function. PTAL
trivialfis
approved these changes
Feb 4, 2023
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Not sure why the dask test is failing. I can't reproduce it locally. But it does look a little suspicious since it's |
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It's unrelated. I have a fix. |
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When doing quantile sketch with column-wise split data, we only need to sketch columns available locally, there is no need to synchronize the cuts across all the workers. Later on when we evaluate the splits, we also only need to evaluate on locally available columns, and then synchronize across the workers to find the global best split.
This PR also changes the
DMatrix::SliceColmethod slightly since we always split the columns into n (roughly) equal parts, so that we don't have to repeat the slice index calculation everywhere.