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create-pull-request/update-rapids
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527 Commits
Author SHA1 Message Date
Jiaming Yuan cfd2a9f872 Extract dask and spark test into distributed test. (#8395) 
- Move test files.
- Run spark and dask separately to prevent conflicts.
- Gather common code into the testing module.
 2022-10-28 16:24:32 +08:00
Jiaming YuanandHyunsu Philip Cho cf70864fa3 Move Python testing utilities into xgboost module. (#8379) 
- Add typehints.
- Fixes for pylint.

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-26 16:56:11 +08:00
Jiaming Yuan c884b9e888 Validate features for inplace predict. (#8359) 2022-10-19 23:05:36 +08:00
Bobby Wang 76f95a6667 [pyspark] Filter out the unsupported train parameters (#8355) 2022-10-18 23:26:02 +08:00
Jiaming Yuan 3901f5d9db [pyspark] Cleanup data processing. (#8344) 
* Enable additional combinations of ctor parameters.
* Unify procedures for QuantileDMatrix and DMatrix.
 2022-10-18 14:56:23 +08:00
Jiaming Yuan 2176e511fc Disable pytest-timeout for now. (#8348) 2022-10-17 23:06:10 +08:00
Jiaming Yuan 97a5b088a5 [pyspark] Use quantile dmatrix. (#8284) 2022-10-12 20:38:53 +08:00
Rory Mitchell ce0382dcb0 [CI] Refactor tests to reduce CI time. (#8312) 2022-10-12 11:32:06 +02:00
Jiaming Yuan 5545c49cfc Require keyword args for data iterator. (#8327) 2022-10-10 17:47:13 +08:00
Rong OuandHyunsu Philip Cho 668b8a0ea4 [Breaking] Switch from rabit to the collective communicator (#8257) 
* Switch from rabit to the collective communicator

* fix size_t specialization

* really fix size_t

* try again

* add include

* more include

* fix lint errors

* remove rabit includes

* fix pylint error

* return dict from communicator context

* fix communicator shutdown

* fix dask test

* reset communicator mocklist

* fix distributed tests

* do not save device communicator

* fix jvm gpu tests

* add python test for federated communicator

* Update gputreeshap submodule

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-05 14:39:01 -08:00
Jiaming Yuan 55cf24cc32 Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan fcab51aa82 Support more pandas nullable types (#8262) 
- Float32/64
- Category.
 2022-09-27 01:59:50 +08:00
WeichenXu ff71c69adf [pyspark] Add validation for param 'early_stopping_rounds' and 'validation_indicator_col' (#8250) 
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
 2022-09-26 17:43:03 +08:00
Jiaming Yuan b791446623 Initial support for IPv6 (#8225) 
- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to the socket.
 2022-09-21 18:06:50 +08:00
Jiaming Yuan fffb1fca52 Calculate base_score based on input labels for mae. (#8107) 
Fit an intercept as base score for abs loss.
 2022-09-20 20:53:54 +08:00
Bobby WangandHyunsu Cho 4f42aa5f12 [pyspark] make the model saved by pyspark compatible (#8219) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-09-20 16:43:49 +08:00
Bobby WangandHyunsu Philip Cho 520586ffa7 [pyspark] fix empty data issue when constructing DMatrix (#8245) 
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-09-20 16:43:20 +08:00
Jiaming Yuan 2e63af6117 Mitigate flaky data iter test. (#8244) 
- Reduce the number of batches.
- Verify labels.
 2022-09-14 17:54:14 +08:00
Rong OuandHyunsu Cho a2686543a9 Common interface for collective communication (#8057) 
* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-09-12 15:21:12 -07:00
Jiaming Yuan b5eb36f1af Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00
WeichenXu d03794ce7a [pyspark] Add param validation for "objective" and "eval_metric" param, and remove invalid booster params (#8173) 
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
 2022-08-24 15:29:43 +08:00
WeichenXu f4628c22a4 [pyspark] Implement SparkXGBRanker estimator (#8172) 
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
 2022-08-23 02:35:19 +08:00
WeichenXu 53d2a733b0 [pyspark] Make Xgboost estimator support using sparse matrix as optimization (#8145) 
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
 2022-08-19 01:57:28 +08:00
Jiaming Yuan 36e7c5364d [dask] Deterministic rank assignment. (#8018) 2022-08-11 19:17:58 +08:00
Jiaming Yuan 570f8ae4ba Use black on more Python files. (#8137) 2022-08-11 01:38:11 +08:00
Jiaming Yuan 446d536c23 Fix loading DMatrix binary in distributed env. (#8149) 
- Try to load DMatrix binary before trying to parse text input.
- Remove some unmaintained code.
 2022-08-10 22:53:16 +08:00
Jiaming Yuan 9ae547f994 Use config_context in sklearn interface. (#8141) 2022-08-09 14:48:54 +08:00
Bobby Wang 03cc3b359c [pyspark] support a list of feature column names (#8117) 2022-08-08 17:05:27 +08:00
Jiaming Yuan d87f69215e Quantile DMatrix for CPU. (#8130) 
- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.
 2022-08-02 15:51:23 +08:00
Jiaming Yuan 546de5efd2 [pyspark] Cleanup data processing. (#8088) 
- Use numpy stack for handling list of arrays.
- Reuse concat function from dask.
- Prepare for `QuantileDMatrix`.
- Remove unused code.
- Use iterator for prediction to avoid initializing xgboost model
 2022-07-26 15:00:52 +08:00
Bobby Wang f801d3cf15 [PySpark] change the returning model type to string from binary (#8085) 
* [PySpark] change the returning model type to string from binary

XGBoost pyspark can be can be accelerated by RAPIDS Accelerator seamlessly by
changing the returning model type from binary to string.
 2022-07-19 18:39:20 +08:00
Jiaming Yuan 2365f82750 [dask] Mitigate non-deterministic test. (#8077) 2022-07-19 16:55:59 +08:00
Jiaming Yuan 647d3844dd Make test for categorical data deterministic. (#8080) 2022-07-15 14:48:39 +08:00
Jiaming Yuan dae7a41baa Update Python requirement to >=3.8. (#8071) 
Additional changes:
- Use mamba for CPU test on Jenkins.
- Cleanup CPU test dependencies.
- Restore some of the modin tests
 2022-07-14 18:01:47 +08:00
WeichenXuHyunsu ChoJiaming Yuan
 		176fec8789 PySpark XGBoost integration (#8020) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2022-07-13 13:11:18 +08:00
Jiaming Yuan 8959622836 [dask] Use an invalid port for test. (#8064) 2022-07-13 11:59:02 +08:00
Jiaming Yuan 4a87ea49b8 Reduce regularization for CPU gblinear. (#8013) 2022-06-21 01:05:27 +08:00
Jiaming Yuan b90c6d25e8 Implement max_cat_threshold for CPU. (#7957) 2022-06-04 11:02:46 +08:00
Jiaming Yuan 13b15e07e8 Handle formatted JSON input. (#7953) 2022-06-01 16:20:58 +08:00
Jiaming Yuan bde4f25794 Handle missing categorical value in CPU evaluator. (#7948) 2022-05-27 14:15:47 +08:00
Jiaming Yuan 18cbebaeb9 Unify the cat split storage for CPU. (#7937) 
* Unify the cat split storage for CPU.

* Cleanup.

* Workaround.
 2022-05-26 04:14:40 -07:00
Jiaming Yuan 606be9e663 Handle missing values in one hot splits. (#7934) 2022-05-24 20:48:41 +08:00
Jiaming Yuan 474366c020 Add convergence test for sparse datasets. (#7922) 2022-05-23 18:07:26 +08:00
Jiaming Yuan f93a727869 Address remaining mypy errors in python package. (#7914) 2022-05-18 22:46:15 +08:00
Rong Ou 77d4a53c32 use RabitContext intead of init/finalize (#7911) 2022-05-17 12:15:41 +08:00
Jiaming Yuan db80671d6b Fix monotone constraint with tuple input. (#7891) 2022-05-13 04:00:03 +08:00
Jiaming Yuan 46e0bce212 Use maximum category in sketch. (#7853) 2022-05-05 19:56:49 +08:00
Jiaming Yuan fdf533f2b9 [POC] Experimental support for l1 error. (#7812) 
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
 2022-04-26 21:41:55 +08:00
Jiaming Yuan 332380479b Avoid warning in np primitive type tests. (#7833) 2022-04-23 02:07:01 +08:00
Jiaming Yuan c70fa502a5 Expose feature_types to sklearn interface. (#7821) 2022-04-21 20:23:35 +08:00