diff --git a/doc/gpu/index.rst b/doc/gpu/index.rst index 49cbb78dc..9a83993fc 100644 --- a/doc/gpu/index.rst +++ b/doc/gpu/index.rst @@ -97,39 +97,43 @@ Objective functions =================== Most of the objective functions implemented in XGBoost can be run on GPU. Following table shows current support status. -+--------------------+-------------+ -| Objectives | GPU support | -+--------------------+-------------+ -| reg:squarederror | |tick| | -+--------------------+-------------+ -| reg:squaredlogerror| |tick| | -+--------------------+-------------+ -| reg:logistic | |tick| | -+--------------------+-------------+ -| binary:logistic | |tick| | -+--------------------+-------------+ -| binary:logitraw | |tick| | -+--------------------+-------------+ -| binary:hinge | |tick| | -+--------------------+-------------+ -| count:poisson | |tick| | -+--------------------+-------------+ -| reg:gamma | |tick| | -+--------------------+-------------+ -| reg:tweedie | |tick| | -+--------------------+-------------+ -| multi:softmax | |tick| | -+--------------------+-------------+ -| multi:softprob | |tick| | -+--------------------+-------------+ -| survival:cox | |cross| | -+--------------------+-------------+ -| rank:pairwise | |tick| | -+--------------------+-------------+ -| rank:ndcg | |tick| | -+--------------------+-------------+ -| rank:map | |tick| | -+--------------------+-------------+ ++----------------------+-------------+ +| Objectives | GPU support | ++----------------------+-------------+ +| reg:squarederror | |tick| | ++----------------------+-------------+ +| reg:squaredlogerror | |tick| | ++----------------------+-------------+ +| reg:logistic | |tick| | ++----------------------+-------------+ +| reg:pseudohubererror | |tick| | ++----------------------+-------------+ +| binary:logistic | |tick| | ++----------------------+-------------+ +| binary:logitraw | |tick| | ++----------------------+-------------+ +| binary:hinge | |tick| | ++----------------------+-------------+ +| count:poisson | |tick| | ++----------------------+-------------+ +| reg:gamma | |tick| | ++----------------------+-------------+ +| reg:tweedie | |tick| | ++----------------------+-------------+ +| multi:softmax | |tick| | ++----------------------+-------------+ +| multi:softprob | |tick| | ++----------------------+-------------+ +| survival:cox | |cross| | ++----------------------+-------------+ +| survival:aft | |tick| | ++----------------------+-------------+ +| rank:pairwise | |tick| | ++----------------------+-------------+ +| rank:ndcg | |tick| | ++----------------------+-------------+ +| rank:map | |tick| | ++----------------------+-------------+ Objective will run on GPU if GPU updater (``gpu_hist``), otherwise they will run on CPU by default. For unsupported objectives XGBoost will fall back to using CPU implementation by @@ -140,41 +144,47 @@ Metric functions =================== Following table shows current support status for evaluation metrics on the GPU. -+-----------------+-------------+ -| Metric | GPU Support | -+=================+=============+ -| rmse | |tick| | -+-----------------+-------------+ -| rmsle | |tick| | -+-----------------+-------------+ -| mae | |tick| | -+-----------------+-------------+ -| logloss | |tick| | -+-----------------+-------------+ -| error | |tick| | -+-----------------+-------------+ -| merror | |tick| | -+-----------------+-------------+ -| mlogloss | |tick| | -+-----------------+-------------+ -| auc | |tick| | -+-----------------+-------------+ -| aucpr | |cross| | -+-----------------+-------------+ -| ndcg | |tick| | -+-----------------+-------------+ -| map | |tick| | -+-----------------+-------------+ -| poisson-nloglik | |tick| | -+-----------------+-------------+ -| gamma-nloglik | |tick| | -+-----------------+-------------+ -| cox-nloglik | |cross| | -+-----------------+-------------+ -| gamma-deviance | |tick| | -+-----------------+-------------+ -| tweedie-nloglik | |tick| | -+-----------------+-------------+ ++------------------------------+-------------+ +| Metric | GPU Support | ++==============================+=============+ +| rmse | |tick| | ++------------------------------+-------------+ +| rmsle | |tick| | ++------------------------------+-------------+ +| mae | |tick| | ++------------------------------+-------------+ +| mphe | |tick| | ++------------------------------+-------------+ +| logloss | |tick| | ++------------------------------+-------------+ +| error | |tick| | ++------------------------------+-------------+ +| merror | |tick| | ++------------------------------+-------------+ +| mlogloss | |tick| | ++------------------------------+-------------+ +| auc | |tick| | ++------------------------------+-------------+ +| aucpr | |cross| | ++------------------------------+-------------+ +| ndcg | |tick| | ++------------------------------+-------------+ +| map | |tick| | ++------------------------------+-------------+ +| poisson-nloglik | |tick| | ++------------------------------+-------------+ +| gamma-nloglik | |tick| | ++------------------------------+-------------+ +| cox-nloglik | |cross| | ++------------------------------+-------------+ +| aft-nloglik | |tick| | ++------------------------------+-------------+ +| interval-regression-accuracy | |tick| | ++------------------------------+-------------+ +| gamma-deviance | |tick| | ++------------------------------+-------------+ +| tweedie-nloglik | |tick| | ++------------------------------+-------------+ Similar to objective functions, default device for metrics is selected based on tree updater and predictor (which is selected based on tree updater). diff --git a/doc/parameter.rst b/doc/parameter.rst index fcd20cfc3..be29f0d20 100644 --- a/doc/parameter.rst +++ b/doc/parameter.rst @@ -357,7 +357,7 @@ Specify the learning task and the corresponding learning objective. The objectiv Note that predictions are returned on the hazard ratio scale (i.e., as HR = exp(marginal_prediction) in the proportional hazard function ``h(t) = h0(t) * HR``). - ``survival:aft``: Accelerated failure time model for censored survival time data. See :doc:`/tutorials/aft_survival_analysis` for details. - - ``aft_loss_distribution``: Probabilty Density Function used by ``survival:aft`` and ``aft-nloglik`` metric. + - ``aft_loss_distribution``: Probabilty Density Function used by ``survival:aft`` objective and ``aft-nloglik`` metric. - ``multi:softmax``: set XGBoost to do multiclass classification using the softmax objective, you also need to set num_class(number of classes) - ``multi:softprob``: same as softmax, but output a vector of ``ndata * nclass``, which can be further reshaped to ``ndata * nclass`` matrix. The result contains predicted probability of each data point belonging to each class. - ``rank:pairwise``: Use LambdaMART to perform pairwise ranking where the pairwise loss is minimized @@ -399,6 +399,8 @@ Specify the learning task and the corresponding learning objective. The objectiv - ``tweedie-nloglik``: negative log-likelihood for Tweedie regression (at a specified value of the ``tweedie_variance_power`` parameter) - ``aft-nloglik``: Negative log likelihood of Accelerated Failure Time model. See :doc:`/tutorials/aft_survival_analysis` for details. + - ``interval-regression-accuracy``: Fraction of data points whose predicted labels fall in the interval-censored labels. + Only applicable for interval-censored data. See :doc:`/tutorials/aft_survival_analysis` for details. * ``seed`` [default=0]