ScalaGBM: Memory Efficient GBDT Training for High-Dimensional Data on GPU

Gradient Boosted Decision Trees (GBDTs) are classical machine learning algorithms widely employed in recommendation systems, database queries, etc. Due to the extensive memory access involved in histogram-based GBDT training methods, high-bandwidth GPUs have been widely adopted to accelerate the training. However, when handling millions of feature data, it requires significant memory to store the training data and histograms, posing challenges for training on limited GPU memories. In this paper, we develop a GPU-based GBDT framework named ScalaGBM, aiming to accelerate high-dimensional data training with less memory usage. We first employ a CSR-like data format and CSR-based histogram construction to reduce the memory occupation of the training data. Then, we reorganize the training workflow with a double buffer structure to reduce the overall memory consumption for the histogram. Finally, we develop multi-dimensional parallel histogram construction and global optimal split point reduction to speed up the training process. Experimental results demonstrate that ScalaGBM handles real-world datasets with over 100 million instances of 50 million features with a single commercial GPU while existing GBDT frameworks all run into out-of-memory errors. Meanwhile, ScalaGBM achieves a maximum speedup of 39× over state-of-the-art GBDT counterparts without sacrificing the training quality. The code is available at https://github.com/Xtra-Computing/thundergbm.