Minimal inclusive scan

cmake/Utils.cmake

@@ -144,10 +144,8 @@ function(xgboost_set_cuda_flags target)
   endif (CMAKE_VERSION VERSION_GREATER_EQUAL "3.18")
 
   if (USE_DEVICE_DEBUG)
-    if (CMAKE_BUILD_TYPE MATCHES "Debug")
-      target_compile_options(${target} PRIVATE
-        $<$<COMPILE_LANGUAGE:CUDA>:-G;-src-in-ptx>)
-    endif(CMAKE_BUILD_TYPE MATCHES "Debug")
+    target_compile_options(${target} PRIVATE
+      $<$<AND:$<CONFIG:DEBUG>,$<COMPILE_LANGUAGE:CUDA>>:-G;-src-in-ptx>)
   else (USE_DEVICE_DEBUG)
     target_compile_options(${target} PRIVATE
       $<$<COMPILE_LANGUAGE:CUDA>:-lineinfo>)
@@ -157,10 +155,8 @@ function(xgboost_set_cuda_flags target)
     enable_nvtx(${target})
   endif (USE_NVTX)
 
-  target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_CUDA=1)
-  if (CMAKE_CUDA_COMPILER_VERSION VERSION_LESS 11.0)
-    target_include_directories(${target} PRIVATE ${xgboost_SOURCE_DIR}/cub/)
-  endif (CMAKE_CUDA_COMPILER_VERSION VERSION_LESS 11.0)
+  target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_CUDA=1 -DTHRUST_IGNORE_CUB_VERSION_CHECK=1)
+  target_include_directories(${target} PRIVATE ${xgboost_SOURCE_DIR}/cub/)
 
   if (MSVC)
     target_compile_options(${target} PRIVATE

python-package/xgboost/core.py

@@ -870,9 +870,6 @@ class DeviceQuantileDMatrix(DMatrix):
     You can construct DeviceQuantileDMatrix from cupy/cudf/dlpack.
 
     .. versionadded:: 1.1.0
-
-    Known limitation:
-    The data size (rows * cols) can not exceed 2 ** 31 - 1000
     """
 
     def __init__(self, data, label=None, weight=None,  # pylint: disable=W0231

python-package/xgboost/dask.py

@@ -509,10 +509,6 @@ class DaskDeviceQuantileDMatrix(DaskDMatrix):
     max_bin: Number of bins for histogram construction.
 
 
-    Know issue:
-    The size of each chunk (rows * cols for a single dask chunk/partition) can
-    not exceed 2 ** 31 - 1000
-
     '''
     def __init__(self, client,
                  data,

src/common/device_helpers.cuh

@@ -307,7 +307,7 @@ class MemoryLogger {
     void RegisterDeallocation(void *ptr, size_t n, int current_device) {
       auto itr = device_allocations.find(ptr);
       if (itr == device_allocations.end()) {
-        LOG(FATAL) << "Attempting to deallocate " << n << " bytes on device "
+        LOG(WARNING) << "Attempting to deallocate " << n << " bytes on device "
                    << current_device << " that was never allocated ";
       }
       num_deallocations++;

src/data/ellpack_page.cu

@@ -161,6 +161,26 @@ struct WriteCompressedEllpackFunctor {
   }
 };
 
+template <typename Tuple>
+struct TupleScanOp {
+  __device__ Tuple operator()(Tuple a, Tuple b) {
+    // Key equal
+    if (a.template get<0>() == b.template get<0>()) {
+      b.template get<1>() += a.template get<1>();
+      return b;
+    }
+    // Not equal
+    return b;
+  }
+};
+
+// Change the value type of thrust discard iterator so we can use it with cub
+template <typename T>
+class TypedDiscard : public thrust::discard_iterator<T> {
+ public:
+  using value_type = T;  // NOLINT
+};
+
 // Here the data is already correctly ordered and simply needs to be compacted
 // to remove missing data
 template <typename AdapterBatchT>
@@ -201,30 +221,23 @@ void CopyDataToEllpack(const AdapterBatchT& batch, EllpackPageImpl* dst,
   // We redirect the scan output into this functor to do the actual writing
   WriteCompressedEllpackFunctor<AdapterBatchT> functor(
       d_compressed_buffer, writer, batch, device_accessor, is_valid);
-  thrust::discard_iterator<size_t> discard;
+  TypedDiscard<Tuple> discard;
   thrust::transform_output_iterator<
     WriteCompressedEllpackFunctor<AdapterBatchT>, decltype(discard)>
       out(discard, functor);
-  dh::XGBCachingDeviceAllocator<char> alloc;
-  // 1000 as a safe factor for inclusive_scan, otherwise it might generate overflow and
-  // lead to oom error.
-  // or:
-  // after reduction step 2: cudaErrorInvalidConfiguration: invalid configuration argument
-  // https://github.com/NVIDIA/thrust/issues/1299
-  CHECK_LE(batch.Size(), std::numeric_limits<int32_t>::max() - 1000)
-      << "Known limitation, size (rows * cols) of quantile based DMatrix "
-         "cannot exceed the limit of 32-bit integer.";
-  thrust::inclusive_scan(thrust::cuda::par(alloc), key_value_index_iter,
-                         key_value_index_iter + batch.Size(), out,
-                         [=] __device__(Tuple a, Tuple b) {
-                           // Key equal
-                           if (a.get<0>() == b.get<0>()) {
-                             b.get<1>() += a.get<1>();
-                             return b;
-                           }
-                           // Not equal
-                           return b;
-                         });
+  // Go one level down into cub::DeviceScan API to set OffsetT as 64 bit
+  // So we don't crash on n > 2^31
+  size_t temp_storage_bytes = 0;
+  using DispatchScan =
+      cub::DispatchScan<decltype(key_value_index_iter), decltype(out),
+                        TupleScanOp<Tuple>, cub::NullType, int64_t>;
+  DispatchScan::Dispatch(nullptr, temp_storage_bytes, key_value_index_iter, out,
+                         TupleScanOp<Tuple>(), cub::NullType(), batch.Size(),
+                         nullptr, false);
+  dh::TemporaryArray<char> temp_storage(temp_storage_bytes);
+  DispatchScan::Dispatch(temp_storage.data().get(), temp_storage_bytes,
+                         key_value_index_iter, out, TupleScanOp<Tuple>(),
+                         cub::NullType(), batch.Size(), nullptr, false);
 }
 
 void WriteNullValues(EllpackPageImpl* dst, int device_idx,

tests/python-gpu/test_large_input.py

@@ -0,0 +1,21 @@
+import numpy as np
+import xgboost as xgb
+import cupy as cp
+import time
+import pytest
+
+
+# Test for integer overflow or out of memory exceptions
+def test_large_input():
+    available_bytes, _ = cp.cuda.runtime.memGetInfo()
+    # 15 GB
+    required_bytes = 1.5e+10
+    if available_bytes < required_bytes:
+        pytest.skip("Not enough memory on this device")
+    n = 1000
+    m = ((1 << 31) + n - 1) // n
+    assert (np.log2(m * n) > 31)
+    X = cp.ones((m, n), dtype=np.float32)
+    y = cp.ones(m)
+    dmat = xgb.DeviceQuantileDMatrix(X, y)
+    xgb.train({"tree_method": "gpu_hist", "max_depth": 1}, dmat, 1)