184 Commits
Author SHA1 Message Date
Jiaming Yuan addaa63732 Support null value in CUDA array interface. (#8486)
* Support null value in CUDA array interface.

- Fix for potential null value in array interface.
- Fix incorrect check on mask stride.

* Simple tests.

* Extract mask.
2022-11-28 17:48:25 -08:00
Rong Ou 8e76f5f595 Use DataSplitMode to configure data loading (#8434)
* Use `DataSplitMode` to configure data loading
2022-11-08 16:21:50 +08:00
Jiaming Yuan bc818316f2 Prepare for improving Windows networking compatibility. (#8234)
* Prepare for improving Windows networking compatibility.

* Include dmlc filesystem indirectly as dmlc/filesystem.h includes windows.h, which
  conflicts with winsock2.h
* Define `NOMINMAX` conditionally.
* Link the winsock library when mysys32 is used.
* Add config file for read the doc.
2022-09-10 15:16:49 +08:00
Jiaming Yuan 441ffc017a Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +08:00
Jiaming Yuan 16bca5d4a1 Support CPU input for device QuantileDMatrix. (#8136)
- Copy `GHistIndexMatrix` to `Ellpack` when needed.
2022-08-11 21:21:26 +08:00
Jiaming Yuan 2c70751d1e Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan 4a4e5c7c18 Prepare gradient index for Quantile DMatrix. (#8103)
* Prepare gradient index for Quantile DMatrix.

- Implement push batch with adapter batch.
- Implement `GetFvalue` for prediction.
2022-07-22 17:26:33 +08:00
Jiaming Yuan ef11b024e8 Cleanup data generator. (#8094)
- Avoid duplicated definition of data shape.
- Explicitly define numpy iterator for CPU data.
2022-07-20 13:48:52 +08:00
Jiaming Yuan 8746f9cddf Rename IterativeDMatrix. (#8045) 2022-07-04 18:52:31 +08:00
Jiaming Yuan 18a38f7ca0 Refactor for GHistIndex. (#7923)
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
2022-05-23 23:04:53 +08:00
Jiaming Yuan 765097d514 Simplify inplace-predict. (#7910)
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
2022-05-18 17:52:00 +08:00
Jiaming Yuan 64575591d8 Use context in SetInfo. (#7687)
* Use the name `Context`.
* Pass a context object into `SetInfo`.
* Add context to proxy matrix.
* Add context to iterative DMatrix.

This is to remove the use of the default number of threads during `SetInfo` as a follow-up on
removing the global omp variable while preparing for CUDA stream semantic.  Currently, XGBoost
uses the legacy CUDA stream, we will gradually remove them in the future in favor of non-blocking streams.
2022-03-24 22:16:26 +08:00
Jiaming Yuan 4d81c741e9 External memory support for hist (#7531)
* Generate column matrix from gHistIndex.
* Avoid synchronization with the sparse page once the cache is written.
* Cleanups: Remove member variables/functions, change the update routine to look like approx and gpu_hist.
* Remove pruner.
2022-03-22 00:13:20 +08:00
Jiaming Yuan e78a38b837 Sort sparse page index when constructing DMatrix. (#7731) 2022-03-16 18:01:05 +08:00
Jiaming Yuan 98d6faefd6 Implement slope for Pseduo-Huber. (#7727)
* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +08:00
Haoming Chen 04fc575c0e Run tests in a temporary directory (#7723)
Fix some tests to run in a temporary directory in case the root
directory is not writable. Note that most of tests are already
running in the temporary directory, so this PR just make them
consistent.
2022-03-12 21:24:36 +08:00
Jiaming Yuan 2775c2a1ab Prepare external memory support for hist. (#7638)
This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.

Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
2022-02-10 16:58:02 +08:00
Jiaming Yuan 5d7818e75d Remove omp_get_max_threads in tree updaters. (#7590) 2022-01-26 19:55:47 +08:00
Jiaming Yuan 5817840858 Remove omp_get_max_threads in data. (#7588) 2022-01-24 02:44:07 +08:00
Jiaming Yuan 58a6723eb1 Initial support for multioutput regression. (#7514)
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
2021-12-18 09:28:38 +08:00
Jiaming Yuan 9ab73f737e Extract Sketch Entry from hist maker. (#7503)
* Extract Sketch Entry from hist maker.

* Add a new sketch container for sorted inputs.
* Optimize bin search.
2021-12-18 05:36:56 +08:00
Jiaming Yuan 5b1161bb64 Convert labels into tensor. (#7456)
* Add a new ctor to tensor for `initilizer_list`.
* Change labels from host device vector to tensor.
* Rename the field from `labels_` to `labels` since it's a public member.
2021-12-17 00:58:35 +08:00
Jiaming Yuan 70b12d898a [dask] Fix ddqdm with empty partition. (#7510)
* Fix empty partition.

* war.
2021-12-16 20:37:29 +08:00
Jiaming Yuan 85cbd32c5a Add range-based slicing to tensor view. (#7453) 2021-11-27 13:42:36 +08:00
Jiaming Yuan 557ffc4bf5 Reduce base margin to 2 dim for now. (#7455) 2021-11-27 00:46:13 +08:00
Jiaming Yuan d33854af1b [Breaking] Accept multi-dim meta info. (#7405)
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
2021-11-18 23:02:54 +08:00
Jiaming Yuan 55ee272ea8 Extend array interface to handle ndarray. (#7434)
* Extend array interface to handle ndarray.

The `ArrayInterface` class is extended to support multi-dim array inputs. Previously this
class handles only 2-dim (vector is also matrix).  This PR specifies the expected
dimension at compile-time and the array interface can perform various checks automatically
for input data. Also, adapters like CSR are more rigorous about their input.  Lastly, row
vector and column vector are handled without intervention from the caller.
2021-11-16 09:52:15 +08:00
Jiaming Yuan ccdabe4512 Support building gradient index with cat data. (#7371) 2021-11-03 22:37:37 +08:00
Jiaming Yuan a13321148a Support multi-class with base margin. (#7381)
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
2021-11-02 13:38:00 +08:00
Jiaming Yuan d1f00fb0b7 Stricter validation for group. (#7345) 2021-10-21 12:13:33 +08:00
Jiaming Yuan 8d7c6366d7 Accept histogram cut instead gradient index in evaluation. (#7336) 2021-10-20 18:04:46 +08:00
Jiaming Yuan 3515931305 Initial support for external memory in gradient index. (#7183)
* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.
2021-09-13 12:40:56 +08:00
Jiaming Yuan e6088366df Export Python Interface for external memory. (#7070)
* Add Python iterator interface.
* Add tests.
* Add demo.
* Add documents.
* Handle empty dataset.
2021-07-22 15:15:53 +08:00
Jiaming Yuan bd1f3a38f0 Rewrite sparse dmatrix using callbacks. (#7092)
- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.
2021-07-16 12:33:31 +08:00
Jiaming Yuan 84d359efb8 Support host data in proxy DMatrix. (#7087) 2021-07-08 11:35:48 +08:00
Jiaming Yuan c766f143ab Refactor external memory formats. (#7089)
* Save base_rowid.
* Return write size.
* Remove unused function.
2021-07-08 04:04:51 +08:00
Jiaming Yuan 1c8fdf2218 Remove use of device_idx in dh::LaunchN. (#7063)
It's an unused parameter, removing it can make the CI log more readable.
2021-06-29 11:37:26 +08:00
Jiaming Yuan 7968c0d051 Test on s390x. (#7038)
* Fix && remove unused parameter.
2021-06-18 14:55:08 +08:00
Jiaming Yuan 86715e4cd4 Support categorical data for dask functional interface and DQM. (#7043)
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
2021-06-18 13:06:52 +08:00
Jiaming Yuan 794fd6a46b Support v3 cuda array interface. (#6776) 2021-03-25 09:58:09 +08:00
Jiaming Yuan 4ee8340e79 Support column major array. (#6765) 2021-03-20 05:19:46 +08:00
Jiaming Yuan f20074e826 Check for invalid data. (#6742) 2021-03-04 14:37:20 +08:00
Jiaming Yuan 1e949110da Use generic dispatching routine for array interface. (#6672) 2021-02-05 09:23:38 +08:00
Jiaming Yuan f2f7dd87b8 Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +08:00
Jiaming Yuan 80065d571e [dask] Add DaskXGBRanker (#6576)
* Initial support for distributed LTR using dask.

* Support `qid` in libxgboost.
* Refactor `predict` and `n_features_in_`, `best_[score/iteration/ntree_limit]`
  to avoid duplicated code.
* Define `DaskXGBRanker`.

The dask ranker doesn't support group structure, instead it uses query id and
convert to group ptr internally.
2021-01-08 18:35:09 +08:00
Jiaming Yuan c120822a24 Fix flaky sparse page dmatrix test. (#6417) 2020-11-20 19:15:45 +08:00
Jiaming Yuan 43efadea2e Deterministic data partitioning for external memory (#6317)
* Make external memory data partitioning deterministic.

* Change the meaning of `page_size` from bytes to number of rows.

* Design a data pool.

* Note for external memory.

* Enable unity build on Windows CI.

* Force garbage collect on test.
2020-11-11 06:11:06 +08:00
Jiaming Yuan bed7ae4083 Loop over thrust::reduce. (#6229)
* Check input chunk size of dqdm.
* Add doc for current limitation.
2020-10-14 10:40:56 +13:00
Jiaming Yuan 14afdb4d92 Support categorical data in ellpack. (#6140) 2020-09-24 19:28:57 +08:00
Philip Hyunsu ChoandNan Zhu 487ab0ce73 [BLOCKING] Handle empty rows in data iterators correctly (#5929)
* [jvm-packages] Handle empty rows in data iterators correctly

* Fix clang-tidy error

* last empty row

* Add comments [skip ci]

Co-authored-by: Nan Zhu <nanzhu@uber.com>
2020-07-25 13:46:19 -07:00