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Improve DMatrix creation performance in python #10407

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Improve DMatrix creation performance in python #10407

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Commits on Jun 11, 2024

  1. Improve DMatrix creation performance in python 

    The xgboost python python package serializes numpy arrays as json.
This has non trivial overhead for small datasets.

This patch optimizes the specific case where the numpy is already in
"C" contigous 32-bit floating point format, and has rows*cols<=32768,
and loads it directly without the json layer.
xgboost/tests/python/microbench_numpy.py:

Threads  | Rows     | Cols     | Current (sec)   | Optimized (sec) | Ratio
       1 |        1 |     1000 |       0.0001921 |       0.0001703 |        88.6%
       1 |        4 |     1000 |       0.0001689 |       0.0001437 |        85.1%
       1 |       16 |     1000 |       0.0002639 |       0.0002457 |        93.1%
       1 |       64 |     1000 |       0.0006843 |       0.0006719 |        98.2%
       1 |      256 |     1000 |        0.002611 |        0.002655 |       101.7%
       1 |     1024 |     1000 |           0.013 |          0.0126 |        97.0%
       1 |     4096 |     1000 |         0.06081 |          0.0593 |        97.5%
       1 |    16384 |     1000 |          0.2981 |          0.2974 |        99.8%
       2 |        1 |     1000 |       0.0001415 |       0.0001196 |        84.6%
       2 |        4 |     1000 |       0.0002155 |       0.0002003 |        93.0%
       2 |       16 |     1000 |       0.0002137 |        0.000196 |        91.7%
       2 |       64 |     1000 |       0.0005054 |       0.0004855 |        96.1%
       2 |      256 |     1000 |        0.001613 |        0.001687 |       104.6%
       2 |     1024 |     1000 |        0.007743 |        0.008194 |       105.8%
       2 |     4096 |     1000 |         0.03791 |         0.03783 |        99.8%
       2 |    16384 |     1000 |          0.2077 |          0.2037 |        98.1%
       4 |        1 |     1000 |       0.0001374 |       0.0001237 |        90.0%
       4 |        4 |     1000 |       0.0001985 |       0.0001621 |        81.7%
       4 |       16 |     1000 |       0.0002266 |       0.0001988 |        87.7%
       4 |       64 |     1000 |       0.0005175 |       0.0004775 |        92.3%
       4 |      256 |     1000 |         0.00166 |        0.001594 |        96.0%
       4 |     1024 |     1000 |        0.008257 |        0.008097 |        98.1%
       4 |     4096 |     1000 |         0.03492 |          0.0354 |       101.4%
       4 |    16384 |     1000 |          0.1896 |          0.1897 |       100.0%
       8 |        1 |     1000 |       0.0001471 |       0.0001254 |        85.3%
       8 |        4 |     1000 |       0.0003609 |        0.000326 |        90.4%
       8 |       16 |     1000 |       0.0002651 |       0.0002217 |        83.6%
       8 |       64 |     1000 |       0.0003504 |       0.0003064 |        87.5%
       8 |      256 |     1000 |       0.0008264 |       0.0008729 |       105.6%
       8 |     1024 |     1000 |        0.003367 |        0.003127 |        92.9%
       8 |     4096 |     1000 |         0.01932 |         0.01799 |        93.1%
       8 |    16384 |     1000 |          0.1245 |          0.1208 |        97.0%
    @arieleizenberg
    arieleizenberg committed Jun 11, 2024
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