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[EM] Multi-level quantile sketching for GPU. #10813

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merged 3 commits into from
Sep 10, 2024

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@trivialfis trivialfis commented Sep 9, 2024

This helps reduce memory usage when handling multiple batches. This is a variant of the CPU implementation. The basic idea is that when the stream size cannot be known in advance, we store the sketches in multiple levels, with each level growing in exponential size.

No new test since there are already multiple existing tests.

  • Fix and old error in the quantile data iterator demo.

This helps reduce memory usage when handling multiple batches.
@trivialfis trivialfis changed the title [WIP][EM] Multi-level quantile sketching for GPU. [EM] Multi-level quantile sketching for GPU. Sep 9, 2024
@trivialfis trivialfis marked this pull request as ready for review September 9, 2024 16:25
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predict = reg.predict(m)

numpy.testing.assert_allclose(predict_with_it, predict, rtol=1e6)
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Removed since 1e6 was an error from the beginning, the result is not the same. Actually, the one with the iterator has a better result.

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cc @rongou .

@trivialfis trivialfis merged commit ed5f33d into dmlc:master Sep 10, 2024
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@trivialfis trivialfis deleted the ext-ml-quantile branch September 10, 2024 05:08
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