CUDA Accelerated Tree Construction Algorithms

This plugin adds GPU accelerated tree construction and prediction algorithms to XGBoost.

Usage

Specify the 'tree_method' parameter as one of the following algorithms.

Algorithms

Supported parameters

GPU accelerated prediction is enabled by default for the above mentioned 'tree_method' parameters but can be switched to CPU prediction by setting 'predictor':'cpu_predictor'. This could be useful if you want to conserve GPU memory. Likewise when using CPU algorithms, GPU accelerated prediction can be enabled by setting 'predictor':'gpu_predictor'.

The device ordinal can be selected using the 'gpu_id' parameter, which defaults to 0.

Multiple GPUs can be used with the grow_gpu_hist parameter using the n_gpus parameter. which defaults to 1. If this is set to -1 all available GPUs will be used. If gpu_id is specified as non-zero, the gpu device order is mod(gpu_id + i) % n_visible_devices for i=0 to n_gpus-1. As with GPU vs. CPU, multi-GPU will not always be faster than a single GPU due to PCI bus bandwidth that can limit performance. For example, when n_features * n_bins * 2^depth divided by time of each round/iteration becomes comparable to the real PCI 16x bus bandwidth of order 4GB/s to 10GB/s, then AllReduce will dominant code speed and multiple GPUs become ineffective at increasing performance. Also, CPU overhead between GPU calls can limit usefulness of multiple GPUs.

This plugin currently works with the CLI version and python version.

Python example: python param['gpu_id'] = 0 param['max_bin'] = 16 param['tree_method'] = 'gpu_hist'

Benchmarks

To run benchmarks on synthetic data for binary classification: bash $ python benchmark/benchmark.py

Training time time on 1,000,000 rows x 50 columns with 500 boosting iterations and 0.25/0.75 test/train split on i7-6700K CPU @ 4.00GHz and Pascal Titan X.

See here for additional performance benchmarks of the 'gpu_exact' tree_method.

Test

To run python tests: bash $ python -m nose test/python/

Google tests can be enabled by specifying -DGOOGLE_TEST=ON when building with cmake.

Dependencies

A CUDA capable GPU with at least compute capability >= 3.5

Building the plug-in requires CUDA Toolkit 7.5 or later (https://developer.nvidia.com/cuda-downloads)

Build

From the command line on Linux starting from the xgboost directory:

On Linux, from the xgboost directory: bash $ mkdir build $ cd build $ cmake .. -DPLUGIN_UPDATER_GPU=ON $ make -j On Windows using cmake, see what options for Generators you have for cmake, and choose one with [arch] replaced by Win64: bash cmake -help Then run cmake as: bash $ mkdir build $ cd build $ cmake .. -G"Visual Studio 14 2015 Win64" -DPLUGIN_UPDATER_GPU=ON Cmake will create an xgboost.sln solution file in the build directory. Build this solution in release mode as a x64 build.

Visual studio community 2015, supported by cuda toolkit (http://docs.nvidia.com/cuda/cuda-installation-guide-microsoft-windows/#axzz4isREr2nS), can be downloaded from: https://my.visualstudio.com/Downloads?q=Visual%20Studio%20Community%202015 . You may also be able to use a later version of visual studio depending on whether the CUDA toolkit supports it. Note that Mingw cannot be used with cuda.

For other nccl libraries

On some systems, nccl libraries are specific to a particular system (IBM Power or nvidia-docker) and can enable use of nvlink (between GPUs or even between GPUs and system memory). In that case, one wants to avoid the static nccl library by changing "STATIC" to "SHARED" in nccl/CMakeLists.txt and deleting the shared nccl library created (so that the system one is used).

For Developers!

In case you want to build only for a specific GPU(s), for eg. GP100 and GP102, whose compute capability are 60 and 61 respectively: bash $ cmake .. -DPLUGIN_UPDATER_GPU=ON -DGPU_COMPUTE_VER="60;61"

Using make

Now, it also supports the usual 'make' flow to build gpu-enabled tree construction plugins. It's currently only tested on Linux. From the xgboost directory ```bash

make sure CUDA SDK bin directory is in the 'PATH' env variable

$ make -j PLUGIN_UPDATER_GPU=ON ```

Similar to cmake, if you want to build only for a specific GPU(s): bash $ make -j PLUGIN_UPDATER_GPU=ON GPU_COMPUTE_VER="60 61"

Changelog

2017/8/14

• Added GPU accelerated prediction. Considerably improved performance when using test/eval sets.

2017/7/10

• Memory performance improved 4x for gpu_hist

2017/6/26

• Change API to use tree_method parameter
• Increase required cmake version to 3.5
• Add compute arch 3.5 to default archs
• Set default n_gpus to 1

2017/6/5

• Multi-GPU support for histogram method using NVIDIA NCCL.

2017/5/31

• Faster version of the grow_gpu plugin
• Added support for building gpu plugin through 'make' flow too

2017/5/19

• Further performance enhancements for histogram method.

2017/5/5

• Histogram performance improvements
• Fix gcc build issues

2017/4/25

• Add fast histogram algorithm
• Fix Linux build
• Add 'gpu_id' parameter

References

Mitchell, Rory, and Eibe Frank. Accelerating the XGBoost algorithm using GPU computing. No. e2911v1. PeerJ Preprints, 2017.

Author

Rory Mitchell Jonathan C. McKinney Shankara Rao Thejaswi Nanditale Vinay Deshpande ... and the rest of the H2O.ai and NVIDIA team.

Please report bugs to the xgboost/issues page.