1466 Commits

Author SHA1 Message Date
Jiaming Yuan
54da4b3185
Cleanup to prepare for using mmap pointer in external memory. (#9317)
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
2023-06-22 06:43:11 +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
Rong Ou
d8beb517ed
Support bitwise allreduce in NCCL communicator (#9300) 2023-06-17 01:56:50 +08:00
Rong Ou
e70810be8a
Refactor device communicator to make allreduce more flexible (#9295) 2023-06-14 03:53:03 +08:00
ZHAOKAI WANG
2b76061659
remove redundant method in expand_entry (#9283) 2023-06-10 05:18:21 +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
Rong Ou
ff122d61ff
More tests for cpu predictor with column split (#9270) 2023-06-08 22:47:19 +08:00
ZHAOKAI WANG
84d3fcb7ea
Fix cpu_predictor categorical feature disaptch (#9256) 2023-06-08 01:24:04 +08:00
Jiaming Yuan
0cba2cdbb0
Support linalg data structures in check device. (#9243) 2023-06-06 09:47:24 +08:00
Rong Ou
962a20693f
More support for column split in cpu predictor (#9244)
- Added column split support to `PredictInstance` and `PredictLeaf`.
- Refactoring of tests.
2023-06-05 08:05:38 +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
ZHAOKAI WANG
fa2ab1f021
TreeRefresher note word spelling modification (#9223) 2023-05-31 20:27:27 +08:00
Jiaming Yuan
17fd3f55e9
Optimize adapter element counting on GPU. (#9209)
- Implement a simple `IterSpan` for passing iterators with size.
- Use shared memory for column size counts.
- Use one thread for each sample in row count to reduce atomic operations.
2023-05-30 23:28:43 +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
Jiaming Yuan
ae7450ce54
Skip optional synchronization in thrust. (#9212) 2023-05-30 17:23:09 +08:00
Jiaming Yuan
03bc6e6427
Remove unused variables. (#9210)
- remove used variables.
- Remove signed comparison warnings.
2023-05-28 05:24:15 +08:00
Jiaming Yuan
053aababd4
Avoid thrust logical operation. (#9199)
Thrust implementation of `thrust::all_of/any_of/none_of` adopts an early stopping strategy
to bailout early by dividing the input into small batches. This is not ideal for data
validation as we expect all data to be valid. The strategy leads to excessive kernel
launches and stream synchronization.

* Use reduce from dh instead.
2023-05-27 01:36:58 +08:00
Rong Ou
5b69534b43
Support column split in multi-target hist (#9171) 2023-05-26 16:56:05 +08:00
Rong Ou
acd363033e
Fix running MGPU gtests (#9200) 2023-05-26 05:26:38 +08:00
Stephan T. Lavavej
7375bd058b
Fix IndexTransformIter. (#9155) 2023-05-12 21:25:54 +08:00
Stephan T. Lavavej
779b82c098
Avoid redefining macros. (#9154) 2023-05-11 15:59:25 -07:00
Rong Ou
603f8ce2fa
Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Rong Ou
52311dcec9
Fix multi-threaded gtests (#9148) 2023-05-10 19:15:32 +08:00
Jiaming Yuan
85988a3178
Wait for data CUDA stream instead of sync. (#9144)
---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-05-09 09:52:21 +08:00
Jiaming Yuan
55968ed3fa
Fix monotone constraints on CPU. (#9122) 2023-05-06 01:07:54 +08:00
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
17ff471616
Optimize array interface input. (#9090) 2023-04-28 18:01:58 +08:00
Jiaming Yuan
e206b899ef
Rework MAP and Pairwise for LTR. (#9075) 2023-04-28 02:39:12 +08:00
Jiaming Yuan
0e470ef606
Optimize prediction with QuantileDMatrix. (#9096)
- Reduce overhead in `FVecDrop`.
- Reduce overhead caused by `HostVector()` calls.
2023-04-28 00:51:41 +08:00
Rong Ou
a320b402a5
More refactoring to take advantage of collective aggregators (#9081) 2023-04-26 03:36:09 +08:00
Rong Ou
8dbe0510de
More collective aggregators (#9060) 2023-04-22 03:32:05 +08:00
Jiaming Yuan
7032981350
Fix timer annotation. (#9057) 2023-04-21 22:53:58 +08:00
Jiaming Yuan
b908680bec
Fix race condition in cpp metric tests. (#9058) 2023-04-21 05:24:10 +08:00
Jiaming Yuan
a7b3dd3176
Fix compiler warnings. (#9055) 2023-04-21 02:26:47 +08:00
Rong Ou
42d100de18
Make sure metrics work with federated learning (#9037) 2023-04-19 15:39:11 +08:00
Jiaming Yuan
ef13dd31b1
Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +08:00
Rong Ou
ba9d24ff7b
Make sure metrics work with column-wise distributed training (#9020) 2023-04-18 03:48:23 +08:00
Rong Ou
15e073ca9d
Make objectives work with vertical distributed and federated learning (#9002) 2023-04-03 17:07:42 +08:00
Jiaming Yuan
d062a9e009
Define pair generation strategies for LTR. (#8984) 2023-03-30 12:00:35 +08:00
Rong Ou
ff26cd3212
More tests for column split and vertical federated learning (#8985)
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
2023-03-28 16:40:26 +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
15a2724ff7
Removed outdated configuration serialization logic. (#8942)
- `saved_params` is empty.
- `saved_configs_` contains `num_round`, which is not used anywhere inside xgboost.
2023-03-23 01:31:46 +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
ea04d4c46c
[doc] [dask] Troubleshooting NCCL errors. (#8943) 2023-03-22 22:17:26 +08:00
Jiaming Yuan
a551bed803
Remove duplicated learning rate parameter. (#8941) 2023-03-22 20:51:14 +08:00
Jiaming Yuan
a05799ed39
Specify char type in JSON. (#8949)
char is defined as signed on x86 but unsigned on arm64

- Use `std::int8_t` instead of char.
- Fix include when clang is pretending to be gcc.
2023-03-22 19:13:44 +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
Rong Ou
b240f055d3
Support vertical federated learning (#8932) 2023-03-22 14:25:26 +08:00