258 Commits
Author SHA1 Message Date
Jiaming Yuan 92f1c48a22 [EM] Get quantile cuts from the extmem qdm. (#10860) 2024-10-01 00:59:28 +08:00
Jiaming Yuan 68a8865bc5 [CI] Fix PyLint errors. (#10837) 2024-09-24 14:09:32 +08:00
Jiaming Yuan e228c1a121 [EM] Make page concatenation optional. (#10826)
This PR introduces a new parameter `extmem_concat_pages` to make the page concatenation optional for GPU hist. In addition, the document is updated for the new GPU-based external memory.
2024-09-24 06:19:28 +08:00
Jiaming Yuan 96bbf80457 [EM] Suport quantile objectives for GPU-based external memory. (#10820)
- Improved error message for memory usage.
- Support quantile-based objectives for GPU external memory.
2024-09-17 13:27:02 +08:00
Jiaming Yuan e1a2c1bbb3 [EM] Merge GPU partitioning with histogram building. (#10766)
- Stop concatenating pages if there's no subsampling.
- Use a single iteration for histogram build and partitioning.
2024-08-31 03:25:37 +08:00
Jiaming Yuan 61dd854a52 [EM] Refactor GPU histogram builder. (#10764)
- Expose the maximum number of cached nodes to be consistent with the CPU implementation. Also easier for testing.
- Extract the subtraction trick for easier testing.
- Split up the `GradientQuantiser` to avoid circular dependency.
2024-08-30 02:39:14 +08:00
Jiaming Yuan 4fe67f10b4 [EM] Have one partitioner for each batch. (#10760)
- Initialize one partitioner for each batch.
- Collect partition size during initialization.
- Support base ridx in the finalization.
2024-08-29 01:35:17 +08:00
Jiaming Yuan d6ebcfb032 [EM] Support CPU quantile objective for external memory. (#10751) 2024-08-27 04:16:57 +08:00
Jiaming Yuan 142bdc73ec [EM] Support SHAP contribution with QDM. (#10724)
- Add GPU support.
- Add external memory support.
- Update the GPU tree shap.
2024-08-22 05:25:10 +08:00
Jiaming Yuan 2258bc870d Add more tests and doc for QDM. (#10692) 2024-08-16 23:30:04 +08:00
Jiaming Yuan 827d0e8edb [breaking] Bump Python requirement to 3.10. (#10434)
- Bump the Python requirement.
- Fix type hints.
- Use loky to avoid deadlock.
- Workaround cupy-numpy compatibility issue on Windows caused by the `safe` casting rule.
- Simplify the repartitioning logic to avoid dask errors.
2024-07-30 17:31:06 +08:00
Jiaming Yuan e8a962575a [EM] Allow staging ellpack on host for GPU external memory. (#10488)
- New parameter `on_host`.
- Abstract format creation and stream creation into policy classes.
2024-06-28 04:42:18 +08:00
Jiaming Yuan 73afef1a6e Fixes for numpy 2.0. (#10252) 2024-05-07 03:54:32 +08:00
2925cebdca [CI] Use latest RAPIDS; Pandas 2.0 compatibility fix (#10175)
* [CI] Update RAPIDS to latest stable

* [CI] Use rapidsai stable channel; fix syntax errors in Dockerfile.gpu

* Don't combine astype() with loc()

* Work around https://github.com/dmlc/xgboost/issues/10181

* Fix formatting

* Fix test

---------

Co-authored-by: hcho3 <hcho3@users.noreply.github.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2024-04-15 13:38:53 -07:00
Jiaming Yuan e14c3b9325 Optional normalization for learning to rank. (#10094) 2024-03-08 12:41:21 +08:00
Jiaming Yuan 69a17d5114 Fix with None input. (#10052) 2024-02-20 22:34:22 +08:00
Jiaming Yuan 54b71c8fba Fix with black 24.1.1. (#10014) 2024-01-30 17:24:11 +08:00
Philip Hyunsu Cho c8f5d190c6 [CI] Stop Windows pipeline upon a failing pytest (#10003) 2024-01-24 22:54:21 -08:00
Jiaming Yuan d12cc1090a Refactor tests for training continuation. (#9997) 2024-01-24 16:07:19 +08:00
Jiaming Yuan 9f73127a23 Cleanup Python GPU tests. (#9934)
* Cleanup Python GPU tests.

- Remove the use of `gpu_hist` and `gpu_id` in cudf/cupy tests.
- Move base margin test into the testing directory.
2024-01-04 13:15:18 +08:00
Jiaming Yuan c3a0622b49 Fix using categorical data with the score function of ranker. (#9753) 2023-11-07 07:29:11 +08:00
Jiaming Yuan adea842c83 Fix inplace predict with fallback when base margin is used. (#9536)
- Copy meta info from proxy DMatrix.
- Use `std::call_once` to emit less warnings.
2023-09-05 01:04:24 +08:00
Jiaming Yuan 972730cde0 Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Jiaming Yuan 19b59938b7 Convert input to str for hypothesis note. (#9480) 2023-08-15 02:27:58 +08:00
Jiaming Yuan 54029a59af Bound the size of the histogram cache. (#9440)
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
2023-08-08 03:21:26 +08:00
Jiaming Yuan 912e341d57 Initial GPU support for the approx tree method. (#9414) 2023-07-31 15:50:28 +08:00
Jiaming Yuan 275da176ba Document for device ordinal. (#9398)
- Rewrite GPU demos. notebook is converted to script to avoid committing additional png plots.
- Add GPU demos into the sphinx gallery.
- Add RMM demos into the sphinx gallery.
- Test for firing threads with different device ordinals.
2023-07-22 15:26:29 +08:00
Jiaming Yuan 0a07900b9f Fix integer overflow. (#9380) 2023-07-15 21:11:02 +08:00
Jiaming Yuan 9da5050643 Turn warning messages into Python warnings. (#9387) 2023-07-15 07:46:43 +08:00
Jiaming Yuan 04aff3af8e Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Jiaming Yuan 20c52f07d2 Support exporting cut values (#9356) 2023-07-08 15:32:41 +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 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 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 3913ff470f Import data lazily during tests. (#9176) 2023-05-23 03:58:31 +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 ef13dd31b1 Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +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 228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan 6a892ce281 Specify src path for isort. (#8867) 2023-03-06 17:30:27 +08:00
Rory MitchellandJiaming Yuan 69a50248b7 Fix scope of feature set pointers (#8850)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-02 12:37:14 +08:00
Philip Hyunsu Cho 6d8afb2218 [CI] Require C++17 + CMake 3.18; Use CUDA 11.8 in CI (#8853)
* Update to C++17

* Turn off unity build

* Update CMake to 3.18

* Use MSVC 2022 + CUDA 11.8

* Re-create stack for worker images

* Allocate more disk space for Windows

* Tempiorarily disable clang-tidy

* RAPIDS now requires Python 3.10+

* Unpin cuda-python

* Use latest NCCL

* Use Ubuntu 20.04 in RMM image

* Mark failing mgpu test as xfail
2023-03-01 09:22:24 -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
Jiaming Yuan 457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan 8a16944664 Fix ranking with quantile dmatrix and group weight. (#8762) 2023-02-10 20:32:35 +08:00
Rory Mitchell 7214a45e83 Fix different number of features in gpu_hist evaluator. (#8754) 2023-02-06 23:15:16 +08:00
Jiaming Yuan 0e61ba57d6 Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00