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Use matrix for gradient. (#9508)

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- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
This commit is contained in:
Jiaming Yuan
2023-08-24 05:29:52 +08:00
committed by GitHub
parent 6103dca0bb
commit 972730cde0
77 changed files with 1052 additions and 651 deletions
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4
tests/cpp/c_api/test_c_api.cc
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@@ -565,7 +565,7 @@ void TestXGDMatrixGetQuantileCut(Context const *ctx) {
ASSERT_EQ(XGBoosterCreate(mats.data(), 1, &booster), 0);
ASSERT_EQ(XGBoosterSetParam(booster, "max_bin", "16"), 0);
if (ctx->IsCUDA()) {
ASSERT_EQ(XGBoosterSetParam(booster, "tree_method", "gpu_hist"), 0);
ASSERT_EQ(XGBoosterSetParam(booster, "device", ctx->DeviceName().c_str()), 0);
}
ASSERT_EQ(XGBoosterUpdateOneIter(booster, 0, p_fmat), 0);
ASSERT_EQ(XGDMatrixGetQuantileCut(p_fmat, s_config.c_str(), &out_indptr, &out_data), 0);
@@ -596,7 +596,7 @@ void TestXGDMatrixGetQuantileCut(Context const *ctx) {
ASSERT_EQ(XGBoosterCreate(mats.data(), 1, &booster), 0);
ASSERT_EQ(XGBoosterSetParam(booster, "max_bin", "16"), 0);
if (ctx->IsCUDA()) {
ASSERT_EQ(XGBoosterSetParam(booster, "tree_method", "gpu_hist"), 0);
ASSERT_EQ(XGBoosterSetParam(booster, "device", ctx->DeviceName().c_str()), 0);
}
ASSERT_EQ(XGBoosterUpdateOneIter(booster, 0, p_fmat), 0);
ASSERT_EQ(XGDMatrixGetQuantileCut(p_fmat, s_config.c_str(), &out_indptr, &out_data), 0);