warpgbm 0.1.17__tar.gz → 0.1.18__tar.gz

{warpgbm-0.1.17/warpgbm.egg-info → warpgbm-0.1.18}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: warpgbm
-Version: 0.1.17
+Version: 0.1.18
 Summary: A fast GPU-accelerated Gradient Boosted Decision Tree library with PyTorch + CUDA
 License:                     GNU GENERAL PUBLIC LICENSE
                                Version 3, 29 June 2007
@@ -706,7 +706,7 @@ WarpGBM is a high-performance, GPU-accelerated Gradient Boosted Decision Tree (G
 
 ## Performance Note
 
-In our initial tests on an NVIDIA 3090 (local) and A100 (Google Colab Pro), WarpGBM achieves **14x to 20x faster training times** compared to LightGBM using default configurations. It also consumes **significantly less RAM and CPU**. These early results hint at more thorough benchmarking to come.
+In our initial tests on an NVIDIA 3090 (local) and A100 (Google Colab Pro), WarpGBM achieves **14x to 20x faster training times** compared to LightGBM's CPU version and **2x faster** on the GPU version using default configurations. Speed also outperforms XGBoost and CatBoost on regression problems. It also consumes **significantly less RAM and CPU**. These early results hint at more thorough benchmarking to come.
 
 ---
 

{warpgbm-0.1.17 → warpgbm-0.1.18}/README.md

@@ -18,7 +18,7 @@ WarpGBM is a high-performance, GPU-accelerated Gradient Boosted Decision Tree (G
 
 ## Performance Note
 
-In our initial tests on an NVIDIA 3090 (local) and A100 (Google Colab Pro), WarpGBM achieves **14x to 20x faster training times** compared to LightGBM using default configurations. It also consumes **significantly less RAM and CPU**. These early results hint at more thorough benchmarking to come.
+In our initial tests on an NVIDIA 3090 (local) and A100 (Google Colab Pro), WarpGBM achieves **14x to 20x faster training times** compared to LightGBM's CPU version and **2x faster** on the GPU version using default configurations. Speed also outperforms XGBoost and CatBoost on regression problems. It also consumes **significantly less RAM and CPU**. These early results hint at more thorough benchmarking to come.
 
 ---
 

{warpgbm-0.1.17 → warpgbm-0.1.18}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "warpgbm"
-version = "0.1.17"
+version = "0.1.18"
 description = "A fast GPU-accelerated Gradient Boosted Decision Tree library with PyTorch + CUDA"
 readme = "README.md"
 requires-python = ">=3.8"

warpgbm-0.1.18/tests/test_fit_predict_corr.py

@@ -0,0 +1,46 @@
+import numpy as np
+from warpgbm import WarpGBM
+from sklearn.datasets import make_regression
+
+import numpy as np
+import time
+from warpgbm import WarpGBM
+from sklearn.datasets import make_regression
+
+def test_fit_predictpytee_correlation():
+    np.random.seed(42)
+    N = 100_000
+    F = 1000
+    X, y = make_regression(n_samples=N, n_features=F, noise=0.1, random_state=42)
+    era = np.zeros(N, dtype=np.int32)
+    corrs = []
+
+    for hist_type in ['hist1', 'hist2', 'hist3']:
+        print(f"\nTesting histogram method: {hist_type}")
+
+        model = WarpGBM(
+            max_depth=10,
+            num_bins=10,
+            n_estimators=10,
+            learning_rate=1,
+            verbosity=False,
+            histogram_computer=hist_type,
+            threads_per_block=128,
+            rows_per_thread=4
+        )
+
+        start_fit = time.time()
+        model.fit(X, y, era_id=era)
+        fit_time = time.time() - start_fit
+        print(f"  Fit time:     {fit_time:.3f} seconds")
+
+        start_pred = time.time()
+        preds = model.predict(X)
+        pred_time = time.time() - start_pred
+        print(f"  Predict time: {pred_time:.3f} seconds")
+
+        corr = np.corrcoef(preds, y)[0, 1]
+        print(f"  Correlation:  {corr:.4f}")
+        corrs.append(corr)
+
+    assert (np.array(corrs) > 0.95).all(), f"In-sample correlation too low: {corrs}"

warpgbm-0.1.18/version.txt

@@ -0,0 +1 @@
+0.1.18

{warpgbm-0.1.17 → warpgbm-0.1.18}/warpgbm/core.py

@@ -12,36 +12,6 @@ histogram_kernels = {
     'hist3': node_kernel.compute_histogram3
 }
 
-@torch.jit.script
-def jit_find_best_split(
-    G: Tensor, H: Tensor, 
-    lambda_l2: float, 
-    lambda_l1: float,  # unused placeholder for now
-    min_split_gain: float, 
-    min_child_weight: float
-) -> Tuple[int, int]:
-    F, B = G.size()
-    Bm1 = B - 1
-
-    GH = torch.stack([G, H], dim=0).cumsum(dim=2)  # [2, F, B]
-    GL, HL = GH[0, :, :-1], GH[1, :, :-1]      # [F, B-1]
-    GP, HP = GH[0, :, -1:], GH[1, :, -1:]          # [F, 1]
-    GR = GP - GL
-    HR = HP - HL
-
-    # Validity mask using raw child hessians
-    valid = (HL >= min_child_weight) & (HR >= min_child_weight)
-    g = (GR**2)/(HR + lambda_l2) + (GL**2)/(HL + lambda_l2) - (GP**2)/(HP + lambda_l2)
-    gain = torch.where(valid & (g >= min_split_gain), g, -1.0)
-
-    gain_flat = gain.view(-1)
-    best_idx = torch.argmax(gain_flat)
-
-    if gain_flat[best_idx].item() == float('-inf'):
-        return -1, -1
-
-    return best_idx // Bm1, best_idx % Bm1
-
 class WarpGBM(BaseEstimator, RegressorMixin):
     def __init__(
         self,
@@ -76,12 +46,8 @@ class WarpGBM(BaseEstimator, RegressorMixin):
         self.Y_gpu = None
         self.num_features = None
         self.num_samples = None
-        self.out_feature = torch.zeros(1, device=self.device, dtype=torch.int32)
-        self.out_bin = torch.zeros(1, device=self.device, dtype=torch.int32)
         self.min_child_weight = min_child_weight
         self.min_split_gain = min_split_gain
-        self.best_gain = torch.tensor([-float('inf')], dtype=torch.float32, device=self.device)
-        self.best_feature = torch.tensor([-1], dtype=torch.int32, device=self.device)
         self.best_bin = torch.tensor([-1], dtype=torch.int32, device=self.device)
         self.compute_histogram = histogram_kernels[histogram_computer]
         self.threads_per_block = threads_per_block
@@ -98,8 +64,10 @@ class WarpGBM(BaseEstimator, RegressorMixin):
         self.root_node_indices = torch.arange(self.num_samples, device=self.device)
         self.base_prediction = self.Y_gpu.mean().item()
         self.gradients += self.base_prediction
-        self.split_gains = torch.zeros((self.num_features, self.num_bins - 1), device=self.device)
-        self.forest = self.grow_forest()
+        self.best_gains = torch.zeros(self.num_features, device=self.device)
+        self.best_bins = torch.zeros(self.num_features, device=self.device, dtype=torch.int32)
+        with torch.no_grad():
+            self.forest = self.grow_forest()
         return self
     
     def preprocess_gpu_data(self, X_np, Y_np, era_id_np):
@@ -156,15 +124,24 @@ class WarpGBM(BaseEstimator, RegressorMixin):
         return grad_hist, hess_hist
 
     def find_best_split(self, gradient_histogram, hessian_histogram):
-        f,b = jit_find_best_split(
+        node_kernel.compute_split(
             gradient_histogram,
             hessian_histogram,
-            self.L2_reg,
-            self.L1_reg,
             self.min_split_gain,
             self.min_child_weight,
+            self.L2_reg,
+            self.best_gains,
+            self.best_bins,
+            self.threads_per_block
         )
-        return (f, b)
+
+        if torch.all(self.best_bins == -1):
+            return -1, -1  # No valid split found
+
+        f = torch.argmax(self.best_gains).item()
+        b = self.best_bins[f].item()
+
+        return f, b
     
     def grow_tree(self, gradient_histogram, hessian_histogram, node_indices, depth):
         if depth == self.max_depth:
@@ -208,27 +185,26 @@ class WarpGBM(BaseEstimator, RegressorMixin):
         return { "feature": best_feature, "bin": best_bin, "left": left_child, "right": right_child }
 
     def grow_forest(self):
-        with torch.no_grad():
-            forest = [{} for _ in range(self.n_estimators)]
-            self.training_loss = []
-        
-            for i in tqdm( range(self.n_estimators) ):
-                self.residual = self.Y_gpu - self.gradients
-        
-                self.root_gradient_histogram, self.root_hessian_histogram = \
-                    self.compute_histograms(self.bin_indices, self.residual)
-        
-                tree = self.grow_tree(
-                    self.root_gradient_histogram,
-                    self.root_hessian_histogram,
-                    self.root_node_indices,
-                    depth=0
-                )
-                forest[i] = tree
-            # loss = ((self.Y_gpu - self.gradients) ** 2).mean().item()
-            # self.training_loss.append(loss)
-            # print(f"🌲 Tree {i+1}/{self.n_estimators} - MSE: {loss:.6f}")
+        forest = [{} for _ in range(self.n_estimators)]
+        self.training_loss = []
     
+        for i in tqdm( range(self.n_estimators) ):
+            self.residual = self.Y_gpu - self.gradients
+    
+            self.root_gradient_histogram, self.root_hessian_histogram = \
+                self.compute_histograms(self.bin_indices, self.residual)
+    
+            tree = self.grow_tree(
+                self.root_gradient_histogram,
+                self.root_hessian_histogram,
+                self.root_node_indices,
+                depth=0
+            )
+            forest[i] = tree
+        # loss = ((self.Y_gpu - self.gradients) ** 2).mean().item()
+        # self.training_loss.append(loss)
+        # print(f"🌲 Tree {i+1}/{self.n_estimators} - MSE: {loss:.6f}")
+
         print("Finished training forest.")
         return forest
 

warpgbm-0.1.18/warpgbm/cuda/best_split_kernel.cu

@@ -0,0 +1,79 @@
+#include <torch/extension.h>
+#include <cuda.h>
+#include <cuda_runtime.h>
+
+__global__ void best_split_kernel_global_only(
+    const float *__restrict__ G, // [F x B]
+    const float *__restrict__ H, // [F x B]
+    int F,
+    int B,
+    float min_split_gain,
+    float min_child_samples,
+    float eps,
+    float *__restrict__ best_gains, // [F]
+    int *__restrict__ best_bins     // [F]
+)
+{
+    int f = blockIdx.x * blockDim.x + threadIdx.x;
+    if (f >= F)
+        return;
+
+    float G_total = 0.0f, H_total = 0.0f;
+    for (int b = 0; b < B; ++b)
+    {
+        G_total += G[f * B + b];
+        H_total += H[f * B + b];
+    }
+
+    float G_L = 0.0f, H_L = 0.0f;
+    float best_gain = min_split_gain;
+    int best_bin = -1;
+
+    for (int b = 0; b < B - 1; ++b)
+    {
+        G_L += G[f * B + b];
+        H_L += H[f * B + b];
+        float G_R = G_total - G_L;
+        float H_R = H_total - H_L;
+
+        if (H_L >= min_child_samples && H_R >= min_child_samples)
+        {
+            float gain = (G_L * G_L) / (H_L + eps) + (G_R * G_R) / (H_R + eps);
+            if (gain > best_gain)
+            {
+                best_gain = gain;
+                best_bin = b;
+            }
+        }
+    }
+
+    best_gains[f] = best_gain;
+    best_bins[f] = best_bin;
+}
+
+void launch_best_split_kernel_cuda(
+    const at::Tensor &G, // [F x B]
+    const at::Tensor &H, // [F x B]
+    float min_split_gain,
+    float min_child_samples,
+    float eps,
+    at::Tensor &best_gains, // [F], float32
+    at::Tensor &best_bins,  // [F], int32
+    int threads)
+{
+    int F = G.size(0);
+    int B = G.size(1);
+
+    int blocks = (F + threads - 1) / threads;
+
+    best_split_kernel_global_only<<<blocks, threads>>>(
+        G.data_ptr<float>(),
+        H.data_ptr<float>(),
+        F,
+        B,
+        min_split_gain,
+        min_child_samples,
+        eps,
+        best_gains.data_ptr<float>(),
+        best_bins.data_ptr<int>());
+}

{warpgbm-0.1.17 → warpgbm-0.1.18}/warpgbm/cuda/node_kernel.cpp

@@ -21,15 +21,14 @@ void launch_histogram_kernel_cuda_2(
     int rows_per_thread = 1);
 
 void launch_best_split_kernel_cuda(
-    const at::Tensor &G,
-    const at::Tensor &H,
-    int F,
-    int B,
+    const at::Tensor &G, // [F x B]
+    const at::Tensor &H, // [F x B]
     float min_split_gain,
     float min_child_samples,
     float eps,
-    at::Tensor &out_feature,
-    at::Tensor &out_bin);
+    at::Tensor &best_gains, // [F], float32
+    at::Tensor &best_bins,
+    int threads);
 
 void launch_histogram_kernel_cuda_configurable(
     const at::Tensor &bin_indices,

{warpgbm-0.1.17 → warpgbm-0.1.18/warpgbm.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: warpgbm
-Version: 0.1.17
+Version: 0.1.18
 Summary: A fast GPU-accelerated Gradient Boosted Decision Tree library with PyTorch + CUDA
 License:                     GNU GENERAL PUBLIC LICENSE
                                Version 3, 29 June 2007
@@ -706,7 +706,7 @@ WarpGBM is a high-performance, GPU-accelerated Gradient Boosted Decision Tree (G
 
 ## Performance Note
 
-In our initial tests on an NVIDIA 3090 (local) and A100 (Google Colab Pro), WarpGBM achieves **14x to 20x faster training times** compared to LightGBM using default configurations. It also consumes **significantly less RAM and CPU**. These early results hint at more thorough benchmarking to come.
+In our initial tests on an NVIDIA 3090 (local) and A100 (Google Colab Pro), WarpGBM achieves **14x to 20x faster training times** compared to LightGBM's CPU version and **2x faster** on the GPU version using default configurations. Speed also outperforms XGBoost and CatBoost on regression problems. It also consumes **significantly less RAM and CPU**. These early results hint at more thorough benchmarking to come.
 
 ---
 

warpgbm-0.1.17/tests/test_fit_predict_corr.py

@@ -1,66 +0,0 @@
-import numpy as np
-from warpgbm import WarpGBM
-from sklearn.datasets import make_regression
-
-def test_fit_predict_correlation():
-    np.random.seed(42)
-    N = 1_000_000
-    F = 100
-    X, y = make_regression(n_samples=N, n_features=F, noise=0.1, random_state=42)
-    era = np.zeros(N, dtype=np.int32)
-    corrs = []
-
-    model = WarpGBM(
-        max_depth = 10,
-        num_bins = 10,
-        n_estimators = 10,
-        learning_rate = 1,
-        verbosity=False,
-        histogram_computer='hist1',
-        threads_per_block=32,
-        rows_per_thread=4
-    )
-
-    model.fit(X, y, era_id=era)
-    preds = model.predict(X)
-
-    # Pearson correlation in-sample
-    corr = np.corrcoef(preds, y)[0, 1]
-    corrs.append(corr)
-
-    model = WarpGBM(
-        max_depth = 10,
-        num_bins = 10,
-        n_estimators = 10,
-        learning_rate = 1,
-        verbosity=False,
-        histogram_computer='hist2',
-        threads_per_block=32,
-        rows_per_thread=4
-    )
-
-    model.fit(X, y, era_id=era)
-    preds = model.predict(X)
-
-    # Pearson correlation in-sample
-    corr = np.corrcoef(preds, y)[0, 1]
-    corrs.append(corr)
-
-    model = WarpGBM(
-        max_depth = 10,
-        num_bins = 10,
-        n_estimators = 10,
-        learning_rate = 1,
-        verbosity=False,
-        histogram_computer='hist3',
-        threads_per_block=32,
-        rows_per_thread=4
-    )
-
-    model.fit(X, y, era_id=era)
-    preds = model.predict(X)
-
-    # Pearson correlation in-sample
-    corr = np.corrcoef(preds, y)[0, 1]
-    corrs.append(corr)
-    assert ( np.array(corrs) > 0.95 ).all(), f"In-sample correlation too low: {corr:.4f}"

warpgbm-0.1.17/version.txt

@@ -1 +0,0 @@
-0.1.17

warpgbm-0.1.17/warpgbm/cuda/best_split_kernel.cu

@@ -1,112 +0,0 @@
-#include <torch/extension.h>
-#include <cuda.h>
-#include <cuda_runtime.h>
-
-__global__ void best_split_kernel(
-    const float *__restrict__ G, // [F x B]
-    const float *__restrict__ H, // [F x B]
-    int F,
-    int B,
-    float min_split_gain,
-    float min_child_samples,
-    float eps,
-    int *out_feature,
-    int *out_bin,
-    void *shared_mem)
-{
-    int f = blockIdx.x * blockDim.x + threadIdx.x;
-    if (f >= F)
-        return;
-
-    // Cast shared memory
-    extern __shared__ char smem[];
-    float *gains = reinterpret_cast<float *>(smem);
-    int *features = reinterpret_cast<int *>(&gains[blockDim.x]);
-    int *bins = reinterpret_cast<int *>(&features[blockDim.x]);
-
-    // Calculate total G and H for this feature
-    float G_total = 0.0f, H_total = 0.0f;
-    for (int b = 0; b < B; ++b)
-    {
-        G_total += G[f * B + b];
-        H_total += H[f * B + b];
-    }
-
-    float G_L = 0.0f, H_L = 0.0f;
-    float best_gain = min_split_gain;
-    int best_bin = -1;
-
-    for (int b = 0; b < B - 1; ++b)
-    {
-        G_L += G[f * B + b];
-        H_L += H[f * B + b];
-        float G_R = G_total - G_L;
-        float H_R = H_total - H_L;
-
-        if (H_L > min_child_samples && H_R > min_child_samples)
-        {
-            float gain = (G_L * G_L) / (H_L + eps) + (G_R * G_R) / (H_R + eps);
-            if (gain > best_gain)
-            {
-                best_gain = gain;
-                best_bin = b;
-            }
-        }
-    }
-
-    gains[threadIdx.x] = best_gain;
-    features[threadIdx.x] = f;
-    bins[threadIdx.x] = best_bin;
-    __syncthreads();
-
-    // Thread 0 in each block finds best among its block
-    if (threadIdx.x == 0)
-    {
-        float block_best_gain = min_split_gain;
-        int block_best_feature = -1;
-        int block_best_bin = -1;
-        for (int i = 0; i < blockDim.x && blockIdx.x * blockDim.x + i < F; ++i)
-        {
-            if (gains[i] > block_best_gain)
-            {
-                block_best_gain = gains[i];
-                block_best_feature = features[i];
-                block_best_bin = bins[i];
-            }
-        }
-
-        // Write to global outputs
-        *out_feature = block_best_feature;
-        *out_bin = block_best_bin;
-    }
-}
-
-void launch_best_split_kernel_cuda(
-    const at::Tensor &G,
-    const at::Tensor &H,
-    int F,
-    int B,
-    float min_split_gain,
-    float min_child_samples,
-    float eps,
-    at::Tensor &out_feature,
-    at::Tensor &out_bin)
-{
-    int threads = 256;
-    int blocks = (F + threads - 1) / threads;
-
-    size_t shared_mem_bytes = threads * (sizeof(float) + 2 * sizeof(int));
-
-    best_split_kernel<<<blocks, threads, shared_mem_bytes>>>(
-        G.data_ptr<float>(),
-        H.data_ptr<float>(),
-        F,
-        B,
-        min_split_gain,
-        min_child_samples,
-        eps,
-        out_feature.data_ptr<int>(),
-        out_bin.data_ptr<int>(),
-        nullptr // shared memory pointer not needed; just launch size
-    );
-}