[mt] Support feature selection.#11883
Merged
Merged
Conversation
trivialfis
marked this pull request as draft
December 18, 2025 15:33
Contributor
There was a problem hiding this comment.
Pull request overview
This PR adds feature selection support to multi-target trees through column sampling and interaction constraints, along with optimization of the GPU histogram scan kernel. The implementation enables the use of colsample_bynode, colsample_bylevel, and colsample_bytree parameters for multi-target trees, and adds support for interaction constraints.
Key changes:
- Column sampling infrastructure for multi-target trees with weighted feature sampling
- Interaction constraint support via
FeatureInteractionConstraintDevice - Scan kernel optimization from block-based to warp-based processing for better GPU utilization
Reviewed changes
Copilot reviewed 15 out of 15 changed files in this pull request and generated 3 comments.
Show a summary per file
| File | Description |
|---|---|
tests/python-gpu/test_gpu_multi_target.py |
Added test for column sampling functionality |
tests/cpp/tree/gpu_hist/test_multi_evaluate_splits.cu |
Updated test with feature set initialization and pointer changes |
tests/cpp/common/test_random.cc |
Updated tests to use HostDeviceVector API for feature weights |
python-package/xgboost/testing/multi_target.py |
Implemented test helper for column sampling with feature weights |
src/tree/updater_gpu_hist.cuh |
Added column sampler and interaction constraints to multi-target histogram maker |
src/tree/updater_gpu_hist.cu |
Updated to pass column sampler to multi-target implementation |
src/tree/updater_colmaker.cc |
Updated column sampler initialization to use new API |
src/tree/split_evaluator.h |
Removed unused includes and enum, added documentation comments |
src/tree/hist/evaluate_splits.h |
Updated column sampler calls to use new API |
src/tree/gpu_hist/multi_evaluate_splits.cuh |
Changed scan buffer to use DeviceUVector for efficiency |
src/tree/gpu_hist/multi_evaluate_splits.cu |
Optimized scan and evaluation kernels from block-based to warp-based processing |
src/tree/gpu_hist/evaluate_splits.cuh |
Added feature_set and max_active_feature fields, changed pointers to raw pointers |
src/metric/elementwise_metric.cu |
Added NVTX profiling marker |
src/common/random.h |
Updated ColumnSampler::Init to accept HostDeviceVector for GPU compatibility |
src/common/device_helpers.cuh |
Added warp-level helper functions LaneId() and WarpThreads() |
💡 Add Copilot custom instructions for smarter, more guided reviews. Learn how to get started.
trivialfis
marked this pull request as ready for review
December 19, 2025 14:14
trivialfis
changed the title
Contributor
There was a problem hiding this comment.
Pull request overview
Copilot reviewed 16 out of 16 changed files in this pull request and generated 4 comments.
💡 Add Copilot custom instructions for smarter, more guided reviews. Learn how to get started.
Member
Author
|
cc @rongou |
1 task
rongou
approved these changes
Dec 25, 2025
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Initmethod of the column sampler to avoid cross device copies.Feature constraint is not working yet. I will take a deeper look after handling other simpler parameters.
Ref #9043