GPU-acceleration for Large-scale Tree Boosting
Dept. of Electrical and Computer Engineering, University of California, Davis
arXiv:1706.08359 [stat.ML], (26 Jun 2017)
@article{zhang2017gpuacceleration,
title={GPU-acceleration for Large-scale Tree Boosting},
author={Zhang, Huan and Si, Si and Hsieh, Cho-Jui},
year={2017},
month={jun},
archivePrefix={"arXiv"},
primaryClass={stat.ML}
}
In this paper, we present a novel massively parallel algorithm for accelerating the decision tree building procedure on GPUs (Graphics Processing Units), which is a crucial step in Gradient Boosted Decision Tree (GBDT) and random forests training. Previous GPU based tree building algorithms are based on parallel multi-scan or radix sort to find the exact tree split, and thus suffer from scalability and performance issues. We show that using a histogram based algorithm to approximately find the best split is more efficient and scalable on GPU. By identifying the difference between classical GPU-based image histogram construction and the feature histogram construction in decision tree training, we develop a fast feature histogram building kernel on GPU with carefully designed computational and memory access sequence to reduce atomic update conflict and maximize GPU utilization. Our algorithm can be used as a drop-in replacement for histogram construction in popular tree boosting systems to improve their scalability. As an example, to train GBDT on epsilon dataset, our method using a main-stream GPU is 7-8 times faster than histogram based algorithm on CPU in LightGBM and 25 times faster than the exact-split finding algorithm in XGBoost on a dual-socket 28-core Xeon server, while achieving similar prediction accuracy.
July 2, 2017 by hgpu
