* [WIP] Add lower and upper bounds on the label for survival analysis
* Update test MetaInfo.SaveLoadBinary to account for extra two fields
* Don't clear qids_ for version 2 of MetaInfo
* Add SetInfo() and GetInfo() method for lower and upper bounds
* changes to aft
* Add parameter class for AFT; use enum's to represent distribution and event type
* Add AFT metric
* changes to neg grad to grad
* changes to binomial loss
* changes to overflow
* changes to eps
* changes to code refactoring
* changes to code refactoring
* changes to code refactoring
* Re-factor survival analysis
* Remove aft namespace
* Move function bodies out of AFTNormal and AFTLogistic, to reduce clutter
* Move function bodies out of AFTLoss, to reduce clutter
* Use smart pointer to store AFTDistribution and AFTLoss
* Rename AFTNoiseDistribution enum to AFTDistributionType for clarity
The enum class was not a distribution itself but a distribution type
* Add AFTDistribution::Create() method for convenience
* changes to extreme distribution
* changes to extreme distribution
* changes to extreme
* changes to extreme distribution
* changes to left censored
* deleted cout
* changes to x,mu and sd and code refactoring
* changes to print
* changes to hessian formula in censored and uncensored
* changes to variable names and pow
* changes to Logistic Pdf
* changes to parameter
* Expose lower and upper bound labels to R package
* Use example weights; normalize log likelihood metric
* changes to CHECK
* changes to logistic hessian to standard formula
* changes to logistic formula
* Comply with coding style guideline
* Revert back Rabit submodule
* Revert dmlc-core submodule
* Comply with coding style guideline (clang-tidy)
* Fix an error in AFTLoss::Gradient()
* Add missing files to amalgamation
* Address @RAMitchell's comment: minimize future change in MetaInfo interface
* Fix lint
* Fix compilation error on 32-bit target, when size_t == bst_uint
* Allocate sufficient memory to hold extra label info
* Use OpenMP to speed up
* Fix compilation on Windows
* Address reviewer's feedback
* Add unit tests for probability distributions
* Make Metric subclass of Configurable
* Address reviewer's feedback: Configure() AFT metric
* Add a dummy test for AFT metric configuration
* Complete AFT configuration test; remove debugging print
* Rename AFT parameters
* Clarify test comment
* Add a dummy test for AFT loss for uncensored case
* Fix a bug in AFT loss for uncensored labels
* Complete unit test for AFT loss metric
* Simplify unit tests for AFT metric
* Add unit test to verify aggregate output from AFT metric
* Use EXPECT_* instead of ASSERT_*, so that we run all unit tests
* Use aft_loss_param when serializing AFTObj
This is to be consistent with AFT metric
* Add unit tests for AFT Objective
* Fix OpenMP bug; clarify semantics for shared variables used in OpenMP loops
* Add comments
* Remove AFT prefix from probability distribution; put probability distribution in separate source file
* Add comments
* Define kPI and kEulerMascheroni in probability_distribution.h
* Add probability_distribution.cc to amalgamation
* Remove unnecessary diff
* Address reviewer's feedback: define variables where they're used
* Eliminate all INFs and NANs from AFT loss and gradient
* Add demo
* Add tutorial
* Fix lint
* Use 'survival:aft' to be consistent with 'survival:cox'
* Move sample data to demo/data
* Add visual demo with 1D toy data
* Add Python tests
Co-authored-by: Philip Cho <chohyu01@cs.washington.edu>
* Remove f-string, since it's not supported by Python 3.5 (#5330)
* Remove f-string, since it's not supported by Python 3.5
* Add Python 3.5 to CI, to ensure compatibility
* Remove duplicated matplotlib
* Show deprecation notice for Python 3.5
* Fix lint
* Fix lint
* Fix a unit test that mistook MINOR ver for PATCH ver
* Enforce only major version in JSON model schema
* Bump version to 1.1.0-SNAPSHOT
* Simplify DropTrees calling logic
* Add `training` parameter for prediction method.
* [Breaking]: Add `training` to C API.
* Change for R and Python custom objective.
* Correct comment.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
This PR fixes tree weights in dart being ignored when computing contributions.
* Fix ellpack page source link.
* Add tree weights to compute contribution.
* adding support for matrix slicing with query ID for cross-validation
* hail mary test of unrar installation for windows tests
* trying to modify tests to run in Github CI
* Remove dependency on wget and unrar
* Save error log from R test
* Relax assertion in test_training
* Use int instead of bool in C function interface
* Revise R interface
* Add XGDMatrixSliceDMatrixEx and keep old XGDMatrixSliceDMatrix for API compatibility
* Refactor CMake scripts.
* Remove CMake CUDA wrapper.
* Bump CMake version for CUDA.
* Use CMake to handle Doxygen.
* Split up CMakeList.
* Export install target.
* Use modern CMake.
* Remove build.sh
* Workaround for gpu_hist test.
* Use cmake 3.12.
* Revert machine.conf.
* Move CLI test to gpu.
* Small cleanup.
* Support using XGBoost as submodule.
* Fix windows
* Fix cpp tests on Windows
* Remove duplicated find_package.
* Unify logging facilities.
* Enhance `ConsoleLogger` to handle different verbosity.
* Override macros from `dmlc`.
* Don't use specialized gamma when building with GPU.
* Remove verbosity cache in monitor.
* Test monitor.
* Deprecate `silent`.
* Fix doc and messages.
* Fix python test.
* Fix silent tests.
**Symptom** Apple Clang's implementation of `std::shuffle` expects doesn't work
correctly when it is run with the random bit generator for R package:
```cpp
CustomGlobalRandomEngine::result_type
CustomGlobalRandomEngine::operator()() {
return static_cast<result_type>(
std::floor(unif_rand() * CustomGlobalRandomEngine::max()));
}
```
Minimial reproduction of failure (compile using Apple Clang 10.0):
```cpp
std::vector<int> feature_set(100);
std::iota(feature_set.begin(), feature_set.end(), 0);
// initialize with 0, 1, 2, 3, ..., 99
std::shuffle(feature_set.begin(), feature_set.end(), common::GlobalRandom());
// This returns 0, 1, 2, ..., 99, so content didn't get shuffled at all!!!
```
Note that this bug is platform-dependent; it does not appear when GCC or
upstream LLVM Clang is used.
**Diagnosis** Apple Clang's `std::shuffle` expects 32-bit integer
inputs, whereas `CustomGlobalRandomEngine::operator()` produces 64-bit
integers.
**Fix** Have `CustomGlobalRandomEngine::operator()` produce 32-bit integers.
Closes#3523.
* add interaction constraints
* enable both interaction and monotonic constraints at the same time
* fix lint
* add R test, fix lint, update demo
* Use dmlc::JSONReader to express interaction constraints as nested lists; Use sparse arrays for bookkeeping
* Add Python test for interaction constraints
* make R interaction constraints parameter based on feature index instead of column names, fix R coding style
* Fix lint
* Add BlueTea88 to CONTRIBUTORS.md
* Short circuit when no constraint is specified; address review comments
* Add tutorial for feature interaction constraints
* allow interaction constraints to be passed as string, remove redundant column_names argument
* Fix typo
* Address review comments
* Add comments to Python test
* Fix#3545: XGDMatrixCreateFromCSCEx silently discards empty trailing rows
Description: The bug is triggered when
1. The data matrix has empty rows at the bottom. More precisely, the rows
`n-k+1`, `n-k+2`, ..., `n` of the matrix have missing values in all
dimensions (`n` number of instances, `k` number of trailing rows)
2. The data matrix is given as Compressed Sparse Column (CSC) format.
Diagnosis: When the CSC matrix is converted to Compressed Sparse Row (CSR)
format (this is common format used for DMatrix), the trailing empty rows
are silently ignored. More specifically, the row pointer (`offset`) of the
newly created CSR matrix does not take account of these rows.
Fix: Modify the row pointer.
* Add regression test
