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[Dask RF] Implement weighted row sampling using global CDF - #8725

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@chyunsu3 chyunsu3 commented Oct 1, 2026 •

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Closes #8628

Requires #8683

The implementation uses a two-stage sampling method:
(P = number of ranks, M = bootstrap size, S_r = sum of sample weights in rank r, S = sum of sample weights in all ranks)

  1. Draw sample counts K_1, ..., K_P from the multinomial distribution Multinomial(M; p_1, ..., p_P), where p_r = S_r / S. (The counts K_1, ..., K_P sums to M.) Intuitively, we allocate samples to ranks according to the proportion S_r / S.
  2. In each rank, draw row samples using the local CDF.

This process is equivalent to sampling from the global CDF, due to the properties of the multinomial distribution. See Section 7.2 of https://faculty.washington.edu/yenchic/20A_stat512/Lec7_Multinomial.pdf.
It is an improvement over #8696: each worker now samples only rank-local rows.

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@chyunsu3 chyunsu3 added improvement Improvement / enhancement to an existing function non-breaking Non-breaking change labels Oct 1, 2026
@github-actions github-actions Bot added the Cython / Python Cython or Python issue label Oct 3, 2026
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📝 Summary

Summary by CodeRabbit

  • New Features
    • Distributed random forests support weighted bootstrap sampling across the full dataset, including when some workers have empty data partitions.
    • Classifier and regressor models accept sample weights during distributed training. Weights guide sampling with bootstrapping enabled and affect model fitting when it is disabled.
    • Unweighted bootstrapping also works when workers have empty data partitions.
  • Bug Fixes
    • Improved cross-worker validation and error reporting for zero-weight configurations that cannot produce valid samples.
  • Documentation
    • Clarified how sample weights and class weights affect distributed training.

Distributed random-forest fitting now supports weighted bootstrap sampling across ranks. Python and Dask fit paths pass sample weights to the estimator. Validation and tests cover distributed weight handling.

Changes: Distributed weighted random-forest fitting

Layer / File(s) Summary
Allocate and draw distributed bootstrap samples
cpp/src/randomforest/randomforest.cuh, cpp/src/randomforest/randomforest.cu, cpp/tests/mg/rf_row_sampler.cu, cpp/tests/mg/rf_test.cu, cpp/tests/mg/rf_test_utils.hpp, cpp/tests/CMakeLists.txt
RowSampler gathers rank-local weight sums and allocates bootstrap draws across ranks. Each rank draws from its local weights. MPI tests exercise partition patterns and weight distributions.
Coordinate Python estimator validation
python/cuml/cuml/ensemble/randomforest_common.pyx, python/cuml/cuml/ensemble/randomforestclassifier.py, python/cuml/cuml/ensemble/randomforestregressor.py, python/cuml/cuml/internals/validation.py, python/cuml/tests/test_validation.py
Classifier and regressor fitting use the shared _fit path. Validation can allow configured all-zero weight arrays, while distributed fitting coordinates validation errors across ranks.
Pass weights through Dask random-forest fitting
python/cuml/cuml/dask/ensemble/base.py, python/cuml/cuml/dask/ensemble/randomforestclassifier.py, python/cuml/cuml/dask/ensemble/randomforestregressor.py, python/cuml/tests/dask/test_dask_random_forest.py
Dask random-forest fitting passes partitioned sample weights to the model. Tests cover weighted fitting with and without bootstrap, zero-weight cases, and consistency between fitted worker models.

Priority: Normal

Estimated code review effort: 4 (Complex) | ~45 minutes

Change: Feature

Merge Risk: Moderate · previous review e4d25

Fix the zero-weight-rank allocation risk before merging. Tighten the sampling test so it detects a rare weighted row that is never selected.

Pre-merge checks: Passed 4 · Failed 1

Failed Failed checks: 1 warning

Check name Status Explanation Resolution
Docstring Coverage Warning Docstring coverage is 29.63% which is insufficient. The required threshold is 80.00%. Docstring coverage is scoped to functions touched by this diff. Analyzed 27 functions across 12 files. Write docstrings for the functions missing them to satisfy the coverage threshold.
Passed Passed checks: 4 passed
Check name Status Explanation
Linked Issues check Passed The description uses a closing reference to issue #8628. The issue objective matches the global-CDF distributed random-forest sampling changes.
Out of Scope Changes check Passed The implementation, validation changes, documentation updates, and tests all support distributed weighted random-forest sampling.
Title check Passed The title clearly identifies the main change: distributed random-forest weighted row sampling using a global CDF.
Description check Passed The description explains the two-stage sampling method, links the closing issue, identifies the required pull request, and compares the implementation with the previous approach. It does not report te…
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Review comments at @cpp/tests/mg/rf_row_sampler.cu:
- Around line 83-86: Update the GPU-count check before `RowSampler` so ranks
combine the insufficient-GPU status with `MPI_Allreduce` before any rank
returns; make every rank follow the same failure path when any rank has fewer
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📒 Files selected for processing (14)
  • cpp/src/randomforest/randomforest.cuh
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  • cpp/tests/mg/rf_row_sampler.cu
  • cpp/tests/mg/rf_test.cu
  • cpp/tests/mg/rf_test_utils.hpp
  • python/cuml/cuml/dask/ensemble/base.py
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  • python/cuml/cuml/ensemble/randomforest_common.pyx
  • python/cuml/cuml/ensemble/randomforestclassifier.py
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Actionable comments posted: 1


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Review comments at @python/cuml/cuml/dask/ensemble/randomforestclassifier.py:
- Line 204: Validate that `sample_weight` has the same partition count as `X`
and `y` before calling `_fit`; reject mismatched weights so
`DistributedDataHandler` cannot silently omit partitions when pairing
collections. Apply this check at the classifier site in
`randomforestclassifier.py` (204) and the regressor site in
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  • python/cuml/cuml/dask/ensemble/base.py
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⚠️ Outside diff range comments (1)

🟠 Major · Assign the remainder to the last positive-weight rank. · randomforest.cuh:223-272

cpp/src/randomforest/randomforest.cuh:223-272
🎯 Functional Correctness | 🟠 Major | ⚡ Quick win

Assign the remainder to the last positive-weight rank.

If floating-point subtraction leaves a positive remaining_weight after the last positive-weight rank, a trailing zero-weight rank can receive the final remaining_count. Its local CDF is all zero, so thrust::upper_bound returns n_rows_ and produces an out-of-range row index.

Suggested fix
-      for (int current_rank = 0; current_rank < comm_size_ - 1; ++current_rank) {
+      int last_positive_rank = 0;
+      for (int r = 0; r < comm_size_; ++r) {
+        if (rank_sample_weight_sums_[r] > 0.0) { last_positive_rank = r; }
+      }
+      for (int current_rank = 0; current_rank < last_positive_rank; ++current_rank) {
...
-      host_counts.back() = remaining_count;
+      host_counts[last_positive_rank] = remaining_count;
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Review comment at @cpp/src/randomforest/randomforest.cuh around lines 223 - 272:
Update distributed_sample_count to assign any remaining sample count to the last
rank with positive sample weight, rather than unconditionally to the final rank.
Bound the sequential multinomial allocation at that rank so trailing zero-weight
ranks receive no samples; preserve the existing broadcast of rank counts.

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Review comments at @cpp/src/randomforest/randomforest.cuh:
- Around line 223-272: Update distributed_sample_count to assign any remaining
sample count to the last rank with positive sample weight, rather than
unconditionally to the final rank. Bound the sequential multinomial allocation
at that rank so trailing zero-weight ranks receive no samples; preserve the
existing broadcast of rank counts.

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Resolved in c7d206d

@chyunsu3
chyunsu3 force-pushed the implement_distributed_row_sampler branch from 63b311d to 2310df8 Compare October 15, 2026 01:10
Comment on lines +149 to +153
// determines how many draws each rank owns.
rs = DT::fnv1a32_hash(seed_, tree_id, rank_, std::uint32_t{0x4c4f4341});
} else {
rs = DT::fnv1a32_hash(seed_, tree_id);
}

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We are now using the full 64-bit information from seed_ in the hash, whereas the previous version truncated seed_ to 32-bit before hashing.

This change affected some tie-breaking behavior.
As a result, I had to update some scikit-learn tests.

  • Remove three XFAILs from upstream scikit-learn tests.
  • Adjust the test threshold in test_onnx_classifier[RandomForestClassifier]

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Love the removal of xfails. Unclear to me why we had to lower our test threshold for the onnx classifier.

@chyunsu3 chyunsu3 Oct 23, 2026 •

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@csadorf

I've done a deep dive and found the cause for the accuracy drop in the pytest test_onnx_classifier.

Summary: nvForest and ONNX runtime can predict different class assignments from the same tree ensemble model, due to rounding differences.

Details

In the pytest test_onnx_classifier, we fit a random forest ensemble with 20 decision trees. For a certain input (see the reproducer script), 10 of the 20 trees produces P(positive class) = 1.0 and the other 10 produces P(positive class) = 0.0. After averaging the output of the 20 trees, we get the probability prediction P(positive class) = 0.5.

nvForest yields 0.5 exactly, since nvForest first sums the outputs from the trees and then divides the sum by 20. On the other hand, ONNX runtime produces 0.50000006 instead, because it scales each tree's output by 0.05 before summing the outputs.

The problematic input can manifest a variable number of times, depending on the particular choice of bootstrap rows. This is why the accuracy suddenly dropped after changing the bootstrap logic slightly.

Minimal reproducer, which runs the problematic input through nvForest and ONNX Runtime
from cuml.accel import install

install()

import numpy as np
import onnxruntime as ort
import skl2onnx
from sklearn.datasets import make_classification
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import train_test_split

convert_sklearn = skl2onnx.convert_sklearn
FloatTensorType = skl2onnx.common.data_types.FloatTensorType


def to_onnx(model, n_features):
    initial_type = [("float_input", FloatTensorType([None, n_features]))]
    options = {}
    if hasattr(model, "predict_proba"):
        options["zipmap"] = False
    return convert_sklearn(model, initial_types=initial_type, options=options)


def onnx_predict(onnx_model, X):
    sess = ort.InferenceSession(onnx_model.SerializeToString())
    input_name = sess.get_inputs()[0].name
    return sess.run(None, {input_name: X})


X, y = make_classification(
    n_samples=500, n_features=10, n_informative=5, random_state=42
)
X = X.astype(np.float32)
X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.2, random_state=42)

estimator = RandomForestClassifier(n_estimators=20, max_depth=8, random_state=42)
estimator.fit(X_train, y_train)

onnx_model = to_onnx(estimator, X_test.shape[1])

# Keep the sample two-dimensional, as required by predict() and ONNX Runtime.
row_index = 44
row = X_test[row_index : row_index + 1]
nvforest_class_pred = np.asarray(estimator.predict(row))
nvforest_prob_pred = np.asarray(estimator.predict_proba(row))

onnx_class_pred, onnx_prob_pred = onnx_predict(onnx_model, row)

print(f"X_test row index: {row_index}")
print(f"X_test[{row_index}]: {row[0]!r}")
print(f"nvForest class prediction: {nvforest_class_pred!r}")
print(f"ONNX Runtime class prediction: {onnx_class_pred!r}")
print(f"Predictions match: {np.array_equal(nvforest_class_pred, onnx_class_pred)}")

print(f"nvForest probability prediction: {nvforest_prob_pred!r}")
print(f"ONNX Runtime probability prediction: {onnx_prob_pred!r}")

Output from the reproducer:

X_test[44]: array([ 0.17405762,  0.5152394 , -1.3311679 ,  0.5152946 , -0.1813854 ,
        1.8192844 , -0.49435434,  2.0606053 ,  0.98073614,  0.33825248],
      dtype=float32)
nvForest class prediction: array([0], dtype=int64)
ONNX Runtime class prediction: array([1], dtype=int64)
Predictions match? False

nvForest probability prediction: array([[0.5, 0.5]], dtype=float32)
ONNX Runtime probability prediction: array([[0.49999994, 0.50000006]], dtype=float32)
Leaf ID outputs match? True
Leaf IDs: array([[71, 74, 11, 80, 44, 45, 12, 36, 36, 59, 39, 26, 19, 39, 72, 42,
        40, 58, 26, 38]])
10 trees predicts P(positive class) = 1.0
10 trees predicts P(positive class) = 0.0

@chyunsu3 chyunsu3 Oct 23, 2026 •

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We can prevent 0.5 probability outputs, by changing the number of trees to odd number, e.g. 21.

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Addressed in 814ddc3

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Aside: the pytest sklearn.ensemble.tests.test_forest::test_min_samples_leaf[RandomForestClassifier] passes only accidentally, due to the favorable choice of bootstraps. When we change the random_state to a different number, the test fails again. I created #8813 to follow up.

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@RAMitchell I addressed all of the comments. I took time to simplify the code change in randomforest.cuh, removing some if statements and reducing the diff size. Can you review it another time?

Comment thread cpp/src/randomforest/randomforest.cuh
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csadorf removed request for a team October 21, 2026 17:56

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Thanks a lot! I have a few comments and questions, that I'd like to see addressed before merge.

Comment on lines +1401 to +1402
Allow arrays containing only zero weights, for distributed estimators
that validate the global weight sum separately.

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Could we describe the parameter’s behavior here without prescribing its use by distributed estimators?

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Addressed in 515a5ac

Comment on lines +1523 to +1524
Allow arrays containing only zero weights. The estimator must validate
the global weight sum separately when enabling this option.

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Could we describe the caller’s validation responsibility without tying it specifically to a global weight sum?

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Addressed in 515a5ac

Comment on lines +157 to +159
min_match_rate = (
0.98 if isinstance(estimator, RandomForestClassifier) else 0.99
)

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Related to the earlier comment, is there a way to avoid the precision drop here?

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Addressed in 814ddc3. Also see the detailed explanation at #8725 (comment).

Comment on lines +149 to +153
// determines how many draws each rank owns.
rs = DT::fnv1a32_hash(seed_, tree_id, rank_, std::uint32_t{0x4c4f4341});
} else {
rs = DT::fnv1a32_hash(seed_, tree_id);
}

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Love the removal of xfails. Unclear to me why we had to lower our test threshold for the onnx classifier.

for class_value in classes
]
)
)

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Column-shaped labels produce incorrect weighted class counts here. With y.shape == (n, 1) and sample_weight.shape == (n,), the multiplication broadcasts to (n, n) instead of applying weights row by row.

Could we normalize y to one dimension before this calculation and add a regression test for column-shaped labels with class_weight="balanced" and sample_weight?

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Addressed in b88904b

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Overall LGTM, just a quick request for 2 explanatory comments.

Comment on lines +283 to +284
sample_weight_allow_all_zero=hasattr(self, "_distributed_n_rows")
and self.bootstrap,

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Can you move this logic out-of-line up to classes before the call and add a short comment on why the condition? Same for the regressor.

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Addressed in 8dbf38a

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@csadorf Do you think we can merge it this week?

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[FEA] Make distributed RF sampler to draw from a global cdf

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