Distributed Fast Histogram Algorithm (#4011)

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* init

* allow hist algo

* more changes

* temp

* update

* remove hist sync

* udpate rabit

* change hist size

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* fix lint issue

* broadcast subsampled feature correctly

* revert some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* update docs

jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoost.scala

@@ -263,8 +263,10 @@ object XGBoost extends Serializable {
     validateSparkSslConf(sparkContext)
 
     if (params.contains("tree_method")) {
-      require(params("tree_method") != "hist", "xgboost4j-spark does not support fast histogram" +
-        " for now")
+      require(params("tree_method") == "hist" ||
+        params("tree_method") == "approx" ||
+        params("tree_method") == "auto", "xgboost4j-spark only supports tree_method as 'hist'," +
+        " 'approx' and 'auto'")
     }
     if (params.contains("train_test_ratio")) {
       logger.warn("train_test_ratio is deprecated since XGBoost 0.82, we recommend to explicitly" +

jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/params/BoosterParams.scala

@@ -50,10 +50,21 @@ private[spark] trait BoosterParams extends Params {
    * overfitting. [default=6] range: [1, Int.MaxValue]
    */
   final val maxDepth = new IntParam(this, "maxDepth", "maximum depth of a tree, increase this " +
-    "value will make model more complex/likely to be overfitting.", (value: Int) => value >= 1)
+    "value will make model more complex/likely to be overfitting.", (value: Int) => value >= 0)
 
   final def getMaxDepth: Int = $(maxDepth)
 
+
+  /**
+   * Maximum number of nodes to be added. Only relevant when grow_policy=lossguide is set.
+   */
+  final val maxLeaves = new IntParam(this, "maxLeaves",
+    "Maximum number of nodes to be added. Only relevant when grow_policy=lossguide is set.",
+    (value: Int) => value >= 0)
+
+  final def getMaxLeaves: Int = $(maxDepth)
+
+
   /**
    * minimum sum of instance weight(hessian) needed in a child. If the tree partition step results
    * in a leaf node with the sum of instance weight less than min_child_weight, then the building
@@ -147,7 +158,9 @@ private[spark] trait BoosterParams extends Params {
    * growth policy for fast histogram algorithm
    */
   final val growPolicy = new Param[String](this, "growPolicy",
-    "growth policy for fast histogram algorithm",
+    "Controls a way new nodes are added to the tree. Currently supported only if" +
+      " tree_method is set to hist. Choices: depthwise, lossguide. depthwise: split at nodes" +
+      " closest to the root. lossguide: split at nodes with highest loss change.",
     (value: String) => BoosterParams.supportedGrowthPolicies.contains(value))
 
   final def getGrowPolicy: String = $(growPolicy)
@@ -242,6 +255,22 @@ private[spark] trait BoosterParams extends Params {
 
   final def getTreeLimit: Int = $(treeLimit)
 
+  final val monotoneConstraints = new Param[String](this, name = "monotoneConstraints",
+    doc = "a list in length of number of features, 1 indicate monotonic increasing, - 1 means " +
+      "decreasing, 0 means no constraint. If it is shorter than number of features, 0 will be " +
+      "padded ")
+
+  final def getMonotoneConstraints: String = $(monotoneConstraints)
+
+  final val interactionConstraints = new Param[String](this,
+    name = "interactionConstraints",
+    doc = "Constraints for interaction representing permitted interactions. The constraints" +
+      " must be specified in the form of a nest list, e.g. [[0, 1], [2, 3, 4]]," +
+      " where each inner list is a group of indices of features that are allowed to interact" +
+      " with each other. See tutorial for more information")
+
+  final def getInteractionConstraints: String = $(interactionConstraints)
+
   setDefault(eta -> 0.3, gamma -> 0, maxDepth -> 6,
     minChildWeight -> 1, maxDeltaStep -> 0,
     growPolicy -> "depthwise", maxBins -> 16,

jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/params/GeneralParams.scala

@@ -231,10 +231,11 @@ private[spark] trait ParamMapFuncs extends Params {
   def XGBoostToMLlibParams(xgboostParams: Map[String, Any]): Unit = {
     for ((paramName, paramValue) <- xgboostParams) {
       if ((paramName == "booster" && paramValue != "gbtree") ||
-        (paramName == "updater" && paramValue != "grow_histmaker,prune")) {
+        (paramName == "updater" && (paramValue != "grow_histmaker,prune" ||
+          paramValue != "hist"))) {
         throw new IllegalArgumentException(s"you specified $paramName as $paramValue," +
           s" XGBoost-Spark only supports gbtree as booster type" +
-          " and grow_histmaker,prune as the updater type")
+          " and grow_histmaker,prune or hist as the updater type")
       }
       val name = CaseFormat.LOWER_UNDERSCORE.to(CaseFormat.LOWER_CAMEL, paramName)
       params.find(_.name == name) match {