Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Fix rng for the column sampler. #10998

Merged
merged 3 commits into from
Nov 19, 2024
Merged

Fix rng for the column sampler. #10998

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
d209760
Fix rng for the column sampler.
trivialfis Nov 14, 2024
4fbeea1
Cleanup the GPU implementation as well.
trivialfis Nov 14, 2024
02592d5
Tests.
trivialfis Nov 14, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion src/common/random.h
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -233,7 +233,7 @@ class ColumnSampler {
};

inline auto MakeColumnSampler(Context const* ctx) {
std::uint32_t seed = common::GlobalRandomEngine()();
Copy link
Member Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

For the longer term, we should remove this global rng.

std::uint32_t seed = common::GlobalRandom()();
auto rc = collective::Broadcast(ctx, linalg::MakeVec(&seed, 1), 0);
collective::SafeColl(rc);
auto cs = std::make_shared<common::ColumnSampler>(seed);
Expand Down
8 changes: 2 additions & 6 deletions src/tree/updater_gpu_hist.cu
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -826,10 +826,7 @@ class GPUHistMaker : public TreeUpdater {
CHECK_GE(ctx_->Ordinal(), 0) << "Must have at least one device";

// Synchronise the column sampling seed
std::uint32_t column_sampling_seed = common::GlobalRandom()();
SafeColl(collective::Broadcast(
ctx_, linalg::MakeVec(&column_sampling_seed, sizeof(column_sampling_seed)), 0));
this->column_sampler_ = std::make_shared<common::ColumnSampler>(column_sampling_seed);
this->column_sampler_ = common::MakeColumnSampler(ctx_);

curt::SetDevice(ctx_->Ordinal());
p_fmat->Info().feature_types.SetDevice(ctx_->Device());
Expand Down Expand Up @@ -968,8 +965,7 @@ class GPUGlobalApproxMaker : public TreeUpdater {

monitor_.Start(__func__);
CHECK(ctx_->IsCUDA()) << error::InvalidCUDAOrdinal();
uint32_t column_sampling_seed = common::GlobalRandom()();
this->column_sampler_ = std::make_shared<common::ColumnSampler>(column_sampling_seed);
this->column_sampler_ = common::MakeColumnSampler(ctx_);

p_last_fmat_ = p_fmat;
initialised_ = true;
Expand Down
22 changes: 22 additions & 0 deletions tests/python/test_updaters.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -54,6 +54,28 @@ def test_exact_sample_by_node_error(self) -> None:
num_boost_round=2,
)

@pytest.mark.parametrize("tree_method", ["approx", "hist"])
def test_colsample_rng(self, tree_method: str) -> None:
"""Test rng has an effect on column sampling."""
X, y, _ = tm.make_regression(128, 16, use_cupy=False)
reg0 = xgb.XGBRegressor(
n_estimators=2,
colsample_bynode=0.5,
random_state=42,
tree_method=tree_method,
)
reg0.fit(X, y)

reg1 = xgb.XGBRegressor(
n_estimators=2,
colsample_bynode=0.5,
random_state=43,
tree_method=tree_method,
)
reg1.fit(X, y)

assert list(reg0.feature_importances_) != list(reg1.feature_importances_)

@given(
exact_parameter_strategy,
hist_parameter_strategy,
Expand Down
Loading