ThunderGBM: Fast GBDTs and Random Forests on GPUs

python2.7.15

boost-install.generate-cmake-config- D:\boost\boost_1_70_0\lib\cmake\boost_coroutine-1.70.0\boost_coroutine-config.cmake boost-install.generate-cmake-config-version- D:\boost\boost_1_70_0\lib\cmake\boost_coroutine-1.70.0\boost_coroutine-config-version.cmake boost-install.generate-cmake-variant- D:\boost\boost_1_70_0\lib\cmake\boost_coroutine-1.70.0\libboost_coroutine-variant-vc140-mt-gd-x32-1_70-shared.cmake boost-install.generate-cmake-config- D:\boost\boost_1_70_0\lib\cmake\boost_thread-1.70.0\boost_thread-config.cmake boost-install.generate-cmake-config-version- D:\boost\boost_1_70_0\lib\cmake\boost_thread-1.70.0\boost_thread-config-version.cmake boost-install.generate-cmake-variant- D:\boost\boost_1_70_0\lib\cmake\boost_thread-1.70.0\libboost_thread-variant-vc140-mt-gd-x32-1_70-shared.cmake boost-install.generate-cmake-config- D:\boost\boost_1_70_0\lib\cmake\boost_date_time-1.70.0\boost_date_time-config.cmake boost-install.generate-cmake-config-version- D:\boost\boost_1_70_0\lib\cmake\boost_date_time-1.70.0\boost_date_time-config-version.cmake boost-install.generate-cmake-variant- D:\boost\boost_1_70_0\lib\cmake\boost_date_time-1.70.0\libboost_date_time-variant-vc140-mt-gd-x32-1_70-shared.cmake boost-install.generate-cmake-config- D:\boost\boost_1_70_0\lib\cmake\boost_exception-1.70.0\boost_exception-config.cmake boost-install.generate-cmake-config-version- D:\boost\boost_1_70_0\lib\cmake\boost_exception-1.70.0\boost_exception-config-version.cmake ...failed updating 2949 targets... ...skipped 16 targets... ...updated 12449 targets...

My environment is: Windows 10 Visual Studio 2017 Community CMake3.14.0-rc3 CUDA10.1.105 Using test_dataset.txt in the library is successful,but Using my own .txt is failed. my thundergbm-predict：

When building thundergbm-predict ：

Hi, I am getting the following error when calling make -j

[  3%] Building CXX object src/thundergbm/CMakeFiles/thundergbm.dir/objective/ranking_obj.cpp.o
/tmp/thundergbm/src/thundergbm/objective/ranking_obj.cpp: In member function ‘virtual void LambdaRank::get_gradient(const SyncArray<float>&, const SyncArray<float>&, SyncArray<GHPair>&)’:
/tmp/thundergbm/src/thundergbm/objective/ranking_obj.cpp:50:14: error: ‘mt19937’ is not a member of ‘std’
         std::mt19937 gen(std::rand());
              ^~~~~~~
/tmp/thundergbm/src/thundergbm/objective/ranking_obj.cpp:50:14: note: suggested alternative:
In file included from /usr/include/c++/7/tr1/random:47:0,
                 from /usr/include/c++/7/parallel/random_number.h:36,
                 from /usr/include/c++/7/parallel/partition.h:38,
                 from /usr/include/c++/7/parallel/quicksort.h:36,
                 from /usr/include/c++/7/parallel/sort.h:48,
                 from /usr/include/c++/7/parallel/algo.h:45,
                 from /usr/include/c++/7/parallel/algorithm:37,
                 from /tmp/thundergbm/src/thundergbm/objective/ranking_obj.cpp:6:
/usr/include/c++/7/tr1/random.h:701:7: note:   ‘std::tr1::mt19937’
     > mt19937;
       ^~~~~~~
/tmp/thundergbm/src/thundergbm/objective/ranking_obj.cpp:61:33: error: ‘gen’ was not declared in this scope
                     int m = dis(gen);
                                 ^~~
/tmp/thundergbm/src/thundergbm/objective/ranking_obj.cpp:61:33: note: suggested alternative: ‘len’
                     int m = dis(gen);
                                 ^~~
                                 len
src/thundergbm/CMakeFiles/thundergbm.dir/build.make:11442: recipe for target 'src/thundergbm/CMakeFiles/thundergbm.dir/objective/ranking_obj.cpp.o' failed
make[2]: *** [src/thundergbm/CMakeFiles/thundergbm.dir/objective/ranking_obj.cpp.o] Error 1
CMakeFiles/Makefile2:131: recipe for target 'src/thundergbm/CMakeFiles/thundergbm.dir/all' failed
make[1]: *** [src/thundergbm/CMakeFiles/thundergbm.dir/all] Error 2
Makefile:83: recipe for target 'all' failed
make: *** [all] Error 2

src/thundergbm/CMakeFiles/thundergbm.dir/build.make:147: recipe for target 'src/thundergbm/CMakeFiles/thundergbm.dir/thundergbm_generated_tree.cu.o' failed ...

I have download the latest version of ThunderGBM, but it still can't make it. can you tell me how to fix it? Thank you very much!

downloaded the branch with cuda 11 support, for win10 and followed the instructions. When building the thundergbm.sln file in Visual Studio, I get a message that says "File Modification Detected". When choosing "Reload All" or any of the other options, the building ends up with a bunch of errors and bugs. Please see the pictures below for more details.

These are the steps I took before getting to the building process: git clone -b support_cuda11 --single-branch https://github.com/zeyiwen/thundergbm.git cd thundergbm git submodule init cub && git submodule update cd thundergbm mkdir build cd build cmake .. -DCMAKE_WINDOWS_EXPORT_ALL_SYMBOLS=TRUE -DBUILD_SHARED_LIBS=TRUE -G "Visual Studio 16 2019" the last step is to open the file thundergbm.sln and click on "build solution" in the "Build" menu in Visual Studio.

Here is the message window.

Down below is the errors generated by the building process, in the files xutility, xmemory, atomic and LINK.

Any idea what might be causing this?

Hello,

I'm running TGBM on a Windows 10 machine with Cuda 10. In my use case I create a lot of different GBDTs, which go out of scope after some time. The problem is, that the gpu memory stays allocated.

My expectation were, that when pythons garbage collector deletes the instance, the memory gets freed. However, even when I explicitly delete the instance, the memory stays allocated.

I think to resolve this Issue in "scikit_tgbm.cpp" the model_free function must be extended to free the allocated memory. Currently, I don't know how to do this. But maybe if I find time I will take a deeper look in memory management with Cuda.

I found a very very ugly workaround by changing some code in the "thundergbm.py". I extended the del function of TGBMModel to reload the whole dll. This isn't a good solution but okayish as a workaround if really required by somebody.

Hi, I am trying to build thundergbm on ubuntu18.04 with CUDA 11.0 using the instructions here. While building the binary, I get a string of warnings about C++14 (from CUB and THRUST), but the build proceeds until it hits this error:

thundergbm/src/thundergbm/sparse_columns.cu(52): error: identifier "cusparseScsr2csc" is undefined 1 error detected in the compilation of "thundergbm/src/thundergbm/sparse_columns.cu". CMake Error at thundergbm_generated_sparse_columns.cu.o.Release.cmake:279 (message): Error generating file thundergbm/build/src/thundergbm/CMakeFiles/thundergbm.dir//./thundergbm_generated_sparse_columns.cu.o src/thundergbm/CMakeFiles/thundergbm.dir/build.make:9146: recipe for target 'src/thundergbm/CMakeFiles/thundergbm.dir/thundergbm_generated_sparse_columns.cu.o' failed make[2]: *** [src/thundergbm/CMakeFiles/thundergbm.dir/thundergbm_generated_sparse_columns.cu.o] Error 1 CMakeFiles/Makefile2:126: recipe for target 'src/thundergbm/CMakeFiles/thundergbm.dir/all' failed make[1]: *** [src/thundergbm/CMakeFiles/thundergbm.dir/all] Error 2 Makefile:83: recipe for target 'all' failed make: *** [all] Error 2

The line that is seemingly causing the problem (sparse_columns.cu(52)) is

usparseScsr2csc(handle, dataset.n_instances(), n_column, nnz, val.device_data(), row_ptr.device_data(), col_idx.device_data(), csc_val.device_data(), csc_row_idx.device_data(), csc_col_ptr.device_data(), CUSPARSE_ACTION_NUMERIC, CUSPARSE_INDEX_BASE_ZERO);

Any suggestions on how to get around this?

Thanks.

I get the following error at the end of my training for TGBMRegressor with default parameters, this doesn't allow the python process to release the GPU memory and it stays there.

2019-06-27 16:15:43,952 INFO [default] #instances = 1280, #features = 729 2019-06-27 16:15:44,031 INFO [default] copy csr matrix to GPU 2019-06-27 16:15:44,220 INFO [default] converting csr matrix to csc matrix 2019-06-27 16:15:44,483 INFO [default] Getting cut points... 2019-06-27 16:15:44,485 INFO [default] ################>>>: 1 2019-06-27 16:15:44,491 INFO [default] ----------------->>> Last LOOP: 0.0072718 2019-06-27 16:15:44,494 INFO [default] TOTAL CP:152949 2019-06-27 16:15:45,617 INFO [default] RMSE = 3.72949 2019-06-27 16:15:45,645 INFO [default] RMSE = 3.3029 2019-06-27 16:15:45,672 INFO [default] RMSE = 2.93213 2019-06-27 16:15:45,673 INFO [default] training time = 1.17665 2019-06-27 16:15:45,711 INFO [default] #instances = 549, #features = 729 CUDA error 29 [D:\thundergbm\src\thundergbm\syncmem.cpp, 576]: driver shutting down CUDA error 29 [D:\thundergbm\cub\cub/util_allocator.cuh, 657]: driver shutting down

I am getting this error after executing make -j:

/thundergbm/src/thundergbm/hist_cut.cu(142): error: a reference of type "SyncArray<float> &" (not const-qualified) cannot be initialized with a value of type "SyncArray<float_type>"

I am using the code of the support_cuda11 branch (as my CUDA version is 11).

My system is:

(_env) D:_env\project\series>nvidia-smi +-----------------------------------------------------------------------------+ | NVIDIA-SMI 442.19 Driver Version: 442.19 CUDA Version: 10.2 | |-------------------------------+----------------------+----------------------+ | GPU Name TCC/WDDM | Bus-Id Disp.A | Volatile Uncorr. ECC | | Fan Temp Perf Pwr:Usage/Cap| Memory-Usage | GPU-Util Compute M. | |===============================+=================| | 0 GeForce RTX 2070 WDDM | 00000000:01:00.0 Off | N/A | | N/A 46C P8 7W / N/A | 219MiB / 8192MiB | 0% Default | +-------------------------------+----------------------+----------------------+ +-----------------------------------------------------------------------------+ | Processes: GPU Memory | | GPU PID Type Process name Usage | |==============================================| | 0 7852 C+G ...xperience\NVIDIA GeForce Experience.exe N/A | +-----------------------------------------------------------------------------+

I am on Windows 10

When trying to run the TGBMClassifier I get the following error:

2020-02-22 20:13:15,901 INFO [default] #instances = 20289, #features = 40 2020-02-22 20:13:16,503 INFO [default] convert csr to csc using gpu... 2020-02-22 20:13:16,878 INFO [default] Converting csr to csc using time: 0.363863 s 2020-02-22 20:13:16,878 INFO [default] Fast getting cut points... 2020-02-22 20:13:16,878 FATAL [default] Check failed: [error == cudaSuccess] out of memory 2020-02-22 20:13:16,894 WARNING [default] Aborting application. Reason: Fatal log at [D:_env\project\series\thundergbm\src\thundergbm\syncmem.cpp:107]

Any suggestion how to fix this?

Hi, I am implementing ThunderGBM in an AutoML framework with the goal to optimise for speed. It would be great if we had the option to run .fit() and .predict() methods with no printing to stdout.

I tried searching in the Python files but it became apparent that it is not there. I did see the a reply in another issue that this is currently not possible. If you tell me where/how to do this, I could give it a try.

Thanks

Is there a way to see what is under the hood of the random forest? Is there a way to get the parameters of a trained model? Or maybe you can get the individual decisions trees as a nested-if-statement?

Thanks alot!

Are there functions in thundergbm that can save a trained model to file and reload it from the file later?

There is a function "clf.predict_proba()" in sklearn that calculates probabilities of the different labels. Is there a corresponding function in thundergbm?

There is a function in sklearn that calculates the importance of the different features, called "clf.feature_importances_". Is there is a similar function in thundergbm?

I have installed thundergbm with cuda 11 support. But when I try to run the thundergbm classifier inside a nested loop in order to do a hyperparameter search, I get the following error:

Python Version: 3.7.8 Microsoft Visual Studio 19: v.16.11.8 Cuda: 11.5 cmake: 3.22.1

Below is the code that I run in a Python Jupyter Notebook:

for n in range(100,700,100):           
    for d in range(3,16,1):             
        for c in [0.4,0.5,0.6,0.7,0.8]:   
                                                           
            clf = TGBMClassifier(depth=d, n_trees = 1, n_parallel_trees=n, bagging=1, column_sampling_rate=c, objective = 
                                             "binary:logistic")
            clf.fit(X_train, y_train)

What is the reason?

I am new to thundergbm, and just trying to get a simple Random Forest classifier going. But the classifier classifies every single sample to be 1. Not one single case out of 188244 samples is classified as 0. No other classifier behaves like this. I also tried different number of trees, depth etc. But it still classies everything to 1. Is there something wrong with the following code?

from thundergbm import TGBMClassifier clf = TGBMClassifier(depth=6, n_trees = 1, n_parallel_trees=100, bagging=1) clf.fit(X_train, y_train) y_pred = clf.predict(X_test)

#y_pred classifies everything in the test set (X_test) to one.

I followed the installation as described in "how to build the Python wheel file".

When I ran: "mkdir build && cd build && cmake .. && make -j", the following error came up: "make: *** No targets specified and no makefile found. Stop."

All the prior steps up to this point were completed.

1. git clone -b support_cuda11 --single-branch https://github.com/zeyiwen/thundergbm.git
2. cd thundergbm #under the directory of thundergbm
3. git submodule init cub && git submodule update

The installation guide is very cumbersome for laymen to comprehend. Is there an easier way to install thundergbm, like for example using pip? I have tried for two weeks now unsuccessfully.