GPU Support for LightGBM

build.sbt

@@ -293,8 +293,9 @@ lazy val lightgbm = (project in file("lightgbm"))
   .enablePlugins(SbtPlugin)
   .dependsOn(core % "test->test;compile->compile")
   .settings(settings ++ Seq(
-    libraryDependencies += ("com.microsoft.ml.lightgbm" % "lightgbmlib" % "3.2.110"),
-    name := "synapseml-lightgbm"
+    libraryDependencies += ("com.microsoft.ml.lightgbm" % "lightgbmlib" % "3.2.114"),
+    resolvers += speechResolver,
+    name := "mmlspark-lightgbm"
   ): _*)
 
 lazy val vw = (project in file("vw"))

lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/LightGBMClassifier.scala

@@ -54,7 +54,7 @@ class LightGBMClassifier(override val uid: String)
       getIsUnbalance, getVerbosity, categoricalIndexes, actualNumClasses, getBoostFromAverage,
       getBoostingType, get(lambdaL1), get(lambdaL2), get(isProvideTrainingMetric),
       get(metric), get(minGainToSplit), get(maxDeltaStep), getMaxBinByFeature, get(minDataInLeaf), getSlotNames,
-      getDelegate, getDartParams, getExecutionParams, getObjectiveParams)
+      getDelegate, getDartParams, getExecutionParams, getObjectiveParams, getDeviceType)
   }
 
   def getModel(trainParams: TrainParams, lightGBMBooster: LightGBMBooster): LightGBMClassificationModel = {

lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/LightGBMRanker.scala

@@ -60,7 +60,7 @@ class LightGBMRanker(override val uid: String)
       getVerbosity, categoricalIndexes, getBoostingType, get(lambdaL1), get(lambdaL2), getMaxPosition, getLabelGain,
       get(isProvideTrainingMetric), get(metric), getEvalAt, get(minGainToSplit), get(maxDeltaStep),
       getMaxBinByFeature, get(minDataInLeaf), getSlotNames, getDelegate, getDartParams,
-      getExecutionParams, getObjectiveParams)
+      getExecutionParams, getObjectiveParams, getDeviceType)
   }
 
   def getModel(trainParams: TrainParams, lightGBMBooster: LightGBMBooster): LightGBMRankerModel = {

lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/LightGBMRegressor.scala

@@ -70,7 +70,7 @@ class LightGBMRegressor(override val uid: String)
       getBoostFromAverage, getBoostingType, get(lambdaL1), get(lambdaL2), get(isProvideTrainingMetric),
       get(metric), get(minGainToSplit), get(maxDeltaStep),
       getMaxBinByFeature, get(minDataInLeaf), getSlotNames, getDelegate,
-      getDartParams, getExecutionParams, getObjectiveParams)
+      getDartParams, getExecutionParams, getObjectiveParams, getDeviceType)
   }
 
   def getModel(trainParams: TrainParams, lightGBMBooster: LightGBMBooster): LightGBMRegressionModel = {

lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/LightGBMUtils.scala

@@ -36,8 +36,14 @@ object LightGBMUtils {
     */
   def initializeNativeLibrary(): Unit = {
     val osPrefix = NativeLoader.getOSPrefix
-    new NativeLoader("/com/microsoft/ml/lightgbm").loadLibraryByName(osPrefix + "_lightgbm")
-    new NativeLoader("/com/microsoft/ml/lightgbm").loadLibraryByName(osPrefix + "_lightgbm_swig")
+    if (System.getProperty("os.version").toLowerCase.equals("4.15.0-1126-azure")) {
+      new NativeLoader("/com/microsoft/ml/lightgbm").loadLibraryByName(osPrefix + "_lightgbmcuda")
+      new NativeLoader("/com/microsoft/ml/lightgbm").loadLibraryByName(osPrefix + "_lightgbmcuda_swig")
+    }
+    else {
+      new NativeLoader("/com/microsoft/ml/lightgbm").loadLibraryByName(osPrefix + "_lightgbm")
+      new NativeLoader("/com/microsoft/ml/lightgbm").loadLibraryByName(osPrefix + "_lightgbm_swig")
+    }
   }
 
   def getFeaturizer(dataset: Dataset[_], labelColumn: String, featuresColumn: String,

lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/params/LightGBMParams.scala

@@ -474,4 +474,11 @@ trait LightGBMParams extends Wrappable with DefaultParamsWritable with HasWeight
     this.delegate = Option(delegate)
     this
   }
+
+  val deviceType = new Param[String](this, "deviceType",
+    "Device for the tree learning, you can use GPU to achieve the faster learning")
+  setDefault(deviceType -> "cpu")
+
+  def getDeviceType: String = $(deviceType)
+  def setDeviceType(value: String): this.type = set(deviceType, value)
 }

lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/params/TrainParams.scala

@@ -43,6 +43,7 @@ abstract class TrainParams extends Serializable {
   def dartModeParams: DartModeParams
   def executionParams: ExecutionParams
   def objectiveParams: ObjectiveParams
+  def deviceType: String
 
   def paramToString[T](paramName: String, paramValueOpt: Option[T]): String = {
     paramValueOpt match {
@@ -75,7 +76,8 @@ abstract class TrainParams extends Serializable {
       (if (categoricalFeatures.isEmpty) "" else s"categorical_feature=${categoricalFeatures.mkString(",")} ") +
       (if (maxBinByFeature.isEmpty) "" else s"max_bin_by_feature=${maxBinByFeature.mkString(",")} ") +
       (if (boostingType == "dart") s"${dartModeParams.toString()} " else "") +
-      executionParams.toString()
+      executionParams.toString() +
+      s"device_type=$deviceType"
   }
 }
 
@@ -118,7 +120,8 @@ case class ClassifierTrainParams(parallelism: String,
                                  delegate: Option[LightGBMDelegate],
                                  dartModeParams: DartModeParams,
                                  executionParams: ExecutionParams,
-                                 objectiveParams: ObjectiveParams)
+                                 objectiveParams: ObjectiveParams,
+                                 deviceType: String)
   extends TrainParams {
   override def toString: String = {
     val extraStr =
@@ -167,7 +170,8 @@ case class RegressorTrainParams(parallelism: String,
                                 delegate: Option[LightGBMDelegate],
                                 dartModeParams: DartModeParams,
                                 executionParams: ExecutionParams,
-                                objectiveParams: ObjectiveParams)
+                                objectiveParams: ObjectiveParams,
+                                deviceType: String)
   extends TrainParams {
   override def toString: String = {
     s"alpha=$alpha tweedie_variance_power=$tweedieVariancePower boost_from_average=${boostFromAverage.toString} " +
@@ -214,7 +218,8 @@ case class RankerTrainParams(parallelism: String,
                              delegate: Option[LightGBMDelegate],
                              dartModeParams: DartModeParams,
                              executionParams: ExecutionParams,
-                             objectiveParams: ObjectiveParams)
+                             objectiveParams: ObjectiveParams,
+                             deviceType: String)
   extends TrainParams {
   override def toString: String = {
     val labelGainStr =