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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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8
tests/cpp/linear/test_linear.cc
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@@ -24,8 +24,8 @@ TEST(Linear, Shotgun) {
auto updater =
std::unique_ptr<xgboost::LinearUpdater>(xgboost::LinearUpdater::Create("shotgun", &ctx));
updater->Configure({{"eta", "1."}});
xgboost::HostDeviceVector<xgboost::GradientPair> gpair(
p_fmat->Info().num_row_, xgboost::GradientPair(-5, 1.0));
linalg::Matrix<xgboost::GradientPair> gpair{
linalg::Constant(&ctx, xgboost::GradientPair(-5, 1.0), p_fmat->Info().num_row_, 1)};
xgboost::gbm::GBLinearModel model{&mparam};
model.LazyInitModel();
updater->Update(&gpair, p_fmat.get(), &model, gpair.Size());
@@ -55,8 +55,8 @@ TEST(Linear, coordinate) {
auto updater = std::unique_ptr<xgboost::LinearUpdater>(
xgboost::LinearUpdater::Create("coord_descent", &ctx));
updater->Configure({{"eta", "1."}});
xgboost::HostDeviceVector<xgboost::GradientPair> gpair(
p_fmat->Info().num_row_, xgboost::GradientPair(-5, 1.0));
linalg::Matrix<xgboost::GradientPair> gpair{
linalg::Constant(&ctx, xgboost::GradientPair(-5, 1.0), p_fmat->Info().num_row_, 1)};
xgboost::gbm::GBLinearModel model{&mparam};
model.LazyInitModel();
updater->Update(&gpair, p_fmat.get(), &model, gpair.Size());

7
tests/cpp/linear/test_linear.cu
View File

@@ -1,4 +1,6 @@
// Copyright by Contributors
/**
* Copyright 2018-2023, XGBoost Contributors
*/
#include <xgboost/linear_updater.h>
#include <xgboost/gbm.h>
@@ -19,8 +21,7 @@ TEST(Linear, GPUCoordinate) {
auto updater = std::unique_ptr<xgboost::LinearUpdater>(
xgboost::LinearUpdater::Create("gpu_coord_descent", &ctx));
updater->Configure({{"eta", "1."}});
xgboost::HostDeviceVector<xgboost::GradientPair> gpair(
mat->Info().num_row_, xgboost::GradientPair(-5, 1.0));
auto gpair = linalg::Constant(&ctx, xgboost::GradientPair(-5, 1.0), mat->Info().num_row_, 1);
xgboost::gbm::GBLinearModel model{&mparam};
model.LazyInitModel();