Commit Graph
834 Commits
Author SHA1 Message Date
Oliver Holworthy 6c9c8a9001 Enable Installation of Python Package with System lib in a Virtual Environment (#9349) 2023-07-05 05:46:17 +08:00
Jiaming Yuan e964654b8f [skl] Enable cat feature without specifying tree method. (#9353) 2023-07-03 22:06:17 +08:00
Jiaming Yuan 39390cc2ee [breaking] Remove the predictor param, allow fallback to prediction using DMatrix. (#9129)
- A `DeviceOrd` struct is implemented to indicate the device. It will eventually replace the `gpu_id` parameter.
- The `predictor` parameter is removed.
- Fallback to `DMatrix` when `inplace_predict` is not available.
- The heuristic for choosing a predictor is only used during training.
2023-07-03 19:23:54 +08:00
Jiaming Yuan 4066d68261 [doc] Clarify early stopping. (#9304) 2023-06-20 17:56:47 +08:00
Jiaming Yuan ee6809e642 Use mmap for external memory. (#9282)
- Have basic infrastructure for mmap.
- Release file write handle.
2023-06-19 18:52:55 +08:00
Jiaming Yuan ea0deeca68 Disable dense optimization in hist for distributed training. (#9272) 2023-06-10 02:31:34 +08:00
Jiaming Yuan 1fcc26a6f8 Set ndcg to default for LTR. (#8822)
- Add document.
- Add tests.
- Use `ndcg` with `topk` as default.
2023-06-09 23:31:33 +08:00
Jiaming Yuan 9fbde21e9d Rework the precision metric. (#9222)
- Rework the precision metric for both CPU and GPU.
- Mention it in the document.
- Cleanup old support code for GPU ranking metric.
- Deterministic GPU implementation.

* Drop support for classification.

* type.

* use batch shape.

* lint.

* cpu build.

* cpu build.

* lint.

* Tests.

* Fix.

* Cleanup error message.
2023-06-02 20:49:43 +08:00
Jiaming Yuan 097f11b6e0 Support CUDA f16 without transformation. (#9207)
- Support f16 from cupy.
- Include CUDA header explicitly.
- Cleanup cmake nvtx support.
2023-05-30 20:54:31 +08:00
Bobby WangandJiaming Yuan 320323f533 [pyspark] add parameters in the ctor of all estimators. (#9202)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-05-29 05:58:16 +08:00
michael-gendy-mention-me c5677a2b2c Remove type: ignore hints (#9197) 2023-05-27 07:48:28 +08:00
Jiaming Yuan 3913ff470f Import data lazily during tests. (#9176) 2023-05-23 03:58:31 +08:00
Bobby Wang 6274fba0a5 [pyspark] support tying (#9172) 2023-05-19 14:39:26 +08:00
Bobby Wang caf326d508 [pyspark] Refactor and typing support for models (#9156) 2023-05-17 16:38:51 +08:00
Philip Hyunsu Cho 0cd4382d72 Fix config-settings handling in pip install (#9115)
* Fix config_settings handling in pip install

* Fix formatting

* Fix flag use_system_libxgboost

* Add setuptools to doc requirements.txt

* Fix mypy
2023-05-09 17:54:20 -07:00
Uriya Harpeness a075aa24ba Move python tool configurations to pyproject.toml, and add the python 3.11 classifier. (#9112) 2023-05-06 02:59:06 +08:00
Philip Hyunsu Cho 07b2d5a26d Add useful links to pyproject.toml (#9114) 2023-05-02 12:47:15 -07:00
Jiaming Yuan 08ce495b5d Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan 1f9a57d17b [Breaking] Require format to be specified in input URI. (#9077)
Previously, we use `libsvm` as default when format is not specified. However, the dmlc
data parser is not particularly robust against errors, and the most common type of error
is undefined format.

Along with which, we will recommend users to use other data loader instead. We will
continue the maintenance of the parsers as it's currently used for many internal tests
including federated learning.
2023-04-28 19:45:15 +08:00
Jiaming Yuan e206b899ef Rework MAP and Pairwise for LTR. (#9075) 2023-04-28 02:39:12 +08:00
Scott GustafsonandJiaming Yuan 353ed5339d Convert `DaskXGBClassifier.classes_` to an array (#8452)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-04-27 02:23:35 +08:00
Bobby Wang 17add4776f [pyspark] Don't stack for non feature columns (#9088) 2023-04-25 23:09:12 +08:00
Bobby Wang 339f21e1bf [pyspark] fix a type hint with old pyspark release (#9079) 2023-04-24 20:04:14 +08:00
Philip Hyunsu Cho a5cd2412de Replace setup.py with pyproject.toml (#9021)
* Create pyproject.toml
* Implement a custom build backend (see below) in packager directory. Build logic from setup.py has been refactored and migrated into the new backend.
* Tested: pip wheel . (build wheel), python -m build --sdist . (source distribution)
2023-04-20 13:51:39 -07:00
WeichenXu 191d0aa5cf [spark] Make spark model have the same UID with its estimator (#9022)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2023-04-14 02:53:30 +08:00
Jiaming Yuan 720a8c3273 [doc] Remove parameter type in Python doc strings. (#9005) 2023-04-01 04:04:30 +08:00
Jiaming Yuan bac22734fb Remove ntree limit in python package. (#8345)
- Remove `ntree_limit`. The parameter has been deprecated since 1.4.0.
- The SHAP package compatibility is broken.
2023-03-31 19:01:55 +08:00
Jiaming Yuan a58055075b [dask] Return the first valid booster instead of all valid ones. (#8993)
* [dask] Return the first valid booster instead of all valid ones.

- Reduce memory footprint of the returned model.

* mypy error.

* lint.

* duplicated.
2023-03-30 03:16:18 +08:00
Jiaming Yuan acc110c251 [MT-TREE] Support prediction cache and model slicing. (#8968)
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
2023-03-27 23:10:54 +08:00
Jiaming Yuan c2b3a13e70 [breaking][skl] Remove parameter serialization. (#8963)
- Remove parameter serialization in the scikit-learn interface.

The scikit-lear interface `save_model` will save only the model and discard all
hyper-parameters. This is to align with the native XGBoost interface, which distinguishes
the hyper-parameter and model parameters.

With the scikit-learn interface, model parameters are attributes of the estimator. For
instance, `n_features_in_`, `n_classes_` are always accessible with
`estimator.n_features_in_` and `estimator.n_classes_`, but not with the
`estimator.get_params`.

- Define a `load_model` method for classifier to load its own attributes.

- Set n_estimators to None by default.
2023-03-27 21:34:10 +08:00
Jiaming Yuan 21a52c7f98 [doc] Add introduction and notes for the sklearn interface. (#8948) 2023-03-23 13:30:42 +08:00
Jiaming Yuan bf88dadb61 [doc] Fix callback example. (#8944) 2023-03-23 03:27:04 +08:00
Jiaming Yuan 151882dd26 Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan 5891f752c8 Rework the MAP metric. (#8931)
- The new implementation is more strict as only binary labels are accepted. The previous implementation converts values greater than 1 to 1.
- Deterministic GPU. (no atomic add).
- Fix top-k handling.
- Precise definition of MAP. (There are other variants on how to handle top-k).
- Refactor GPU ranking tests.
2023-03-22 17:45:20 +08:00
Jiaming Yuan f186c87cf9 Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00
Jiaming Yuan 7eba285a1e Support sklearn cross validation for ranker. (#8859)
* Support sklearn cross validation for ranker.

- Add a convention for X to include a special `qid` column.

sklearn utilities consider only `X`, `y` and `sample_weight` for supervised learning
algorithms, but we need an additional qid array for ranking.

It's important to be able to support the cross validation function in sklearn since all
other tuning functions like grid search are based on cross validation.
2023-03-07 00:22:08 +08:00
Jiaming Yuan 6a892ce281 Specify src path for isort. (#8867) 2023-03-06 17:30:27 +08:00
mzzhang95 6cef9a08e9 [pyspark] Update eval_metric validation to support list of strings (#8826) 2023-03-02 08:24:12 +08:00
Jiaming Yuan cce4af4acf Initial support for quantile loss. (#8750)
- Add support for Python.
- Add objective.
2023-02-16 02:30:18 +08:00
WeichenXu f27a7258c6 Fix feature types param (#8772)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2023-02-14 02:16:42 +08:00
Jiaming Yuan 457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan 225b3158f6 Support custom metric in sklearn ranker. (#8786) 2023-02-12 13:14:07 +08:00
Jiaming Yuan 8a16944664 Fix ranking with quantile dmatrix and group weight. (#8762) 2023-02-10 20:32:35 +08:00
Jiaming Yuan c4802bfcd0 Cleanup booster param types. (#8756) 2023-02-07 15:52:19 +08:00
Jiaming Yuan 0f37a01dd9 Require black formatter for the python package. (#8748) 2023-02-07 01:53:33 +08:00
Jiaming Yuan a2e433a089 Fix empty DMatrix with categorical features. (#8739) 2023-02-07 00:40:11 +08:00
Jiaming Yuan c1786849e3 Use array interface for CSC matrix. (#8672)
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
2023-02-05 01:59:46 +08:00
BenEfrati 213b5602d9 Add sample_weight to eval_metric (#8706) 2023-02-05 00:06:38 +08:00
Jiaming Yuan 0e61ba57d6 Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan 1325ba9251 Support primitive types of pyarrow-backed pandas dataframe. (#8653)
Categorical data (dictionary) is not supported at the moment.
2023-01-30 17:53:29 +08:00