Commit Graph
178 Commits
Author SHA1 Message Date
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 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
Jiaming Yuan 6762c45494 Small cleanup to gradient index and hist. (#7668)
* Code comments.
* Const accessor to index.
* Remove some weird variables in the `Index` class.
* Simplify the `MemStackAllocator`.
2022-02-23 11:37:21 +08:00
Jiaming Yuan 0d0abe1845 Support optimal partitioning for GPU hist. (#7652)
* Implement `MaxCategory` in quantile.
* Implement partition-based split for GPU evaluation.  Currently, it's based on the existing evaluation function.
* Extract an evaluator from GPU Hist to store the needed states.
* Added some CUDA stream/event utilities.
* Update document with references.
* Fixed a bug in approx evaluator where the number of data points is less than the number of categories.
2022-02-15 03:03:12 +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 81210420c6 Remove omp_get_max_threads (#7608)
This is the one last PR for removing omp global variable.

* Add context object to the `DMatrix`.  This bridges `DMatrix` with https://github.com/dmlc/xgboost/issues/7308 .
* Require context to be available at the construction time of booster.
* Add `n_threads` support for R csc DMatrix constructor.
* Remove `omp_get_max_threads` in R glue code.
* Remove threading utilities that rely on omp global variable.
2022-01-28 16:09:22 +08:00
Jiaming Yuan 5d7818e75d Remove omp_get_max_threads in tree updaters. (#7590) 2022-01-26 19:55:47 +08:00
Jiaming Yuan 6967ef7267 Remove omp_get_max_threads in objective. (#7589) 2022-01-24 04:35:49 +08:00
Jiaming Yuan 5817840858 Remove omp_get_max_threads in data. (#7588) 2022-01-24 02:44:07 +08:00
Jiaming Yuan cc06fab9a7 Support distributed CPU env for categorical data. (#7575)
* Add support for cat data in sketch allreduce.
* Share tests between CPU and GPU.
2022-01-18 21:56:07 +08:00
Jiaming Yuan e5e47c3c99 Clarify the behavior of invalid categorical value handling. (#7529) 2022-01-13 16:11:52 +08:00
Jiaming Yuan c635d4c46a Implement ubjson. (#7549)
* Implement ubjson.

This is a partial implementation of UBJSON with support for typed arrays.  Some missing
features are `f64`, typed object, and the no-op.
2022-01-10 23:24:23 +08:00
Jiaming Yuan 91c1a1c52f Fix index type for bitfield. (#7541) 2022-01-05 19:23:29 +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 85cbd32c5a Add range-based slicing to tensor view. (#7453) 2021-11-27 13:42:36 +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 a7057fa64c Implement typed storage for tensor. (#7429)
* Add `Tensor` class.
* Add elementwise kernel for CPU and GPU.
* Add unravel index.
* Move some computation to compile time.
2021-11-14 18:53:13 +08:00
Jiaming Yuan 937fa282b5 Extract string view. (#7416)
* Add equality operators.
* Return a view in substr.
* Add proper iterator types.
2021-11-12 18:22:30 +08:00
Jiaming Yuan d7d1b6e3a6 CPU evaluation for cat data. (#7393)
* Implementation for one hot based.
* Implementation for partition based. (LightGBM)
2021-11-06 14:41:35 +08:00
Jiaming Yuan b06040b6d0 Implement a general array view. (#7365)
* Replace existing matrix and vector view.

This is to prepare for handling higher dimension data and prediction when we support multi-target models.
2021-11-05 04:16:11 +08:00
Jiaming Yuan 6295dc3b67 Fix span reverse iterator. (#7387)
* Fix span reverse iterator.

* Disable `rbegin` on device code to avoid calling host function.
* Add `trbegin` and friends.
2021-11-02 13:35:59 +08:00
Jiaming Yuan ac9bfaa4f2 Handle missing values in dataframe with category dtype. (#7331)
* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.
2021-10-28 03:33:54 +08:00
Jiaming Yuan d8a549e6ac Avoid thread block with sparse data. (#7255) 2021-09-25 13:11:34 +08:00
Jiaming Yuan 31c1e13f90 Categorical data support in CPU sketching. (#7221) 2021-09-17 04:37:09 +08:00
Jiaming Yuan 2942dc68e4 Fix mixed types in GPU sketching. (#7228) 2021-09-16 00:10:25 +08:00
Jiaming Yuan b12e7f7edd Add noexcept to JSON objects. (#7205) 2021-09-07 13:56:48 +08:00
Jiaming YuanandAndy Adinets 7a1d67f9cb [breaking] Use integer atomic for GPU histogram. (#7180)
On GPU we use rouding factor to truncate the gradient for deterministic results. This PR changes the gradient representation to fixed point number with exponent aligned with rounding factor.

    [breaking] Drop non-deterministic histogram.
    Use fixed point for shared memory.

This PR is to improve the performance of GPU Hist. 

Co-authored-by: Andy Adinets <aadinets@nvidia.com>
2021-08-28 05:17:05 +08:00
Jiaming Yuan 7ee7a95b84 Use upstream URI in distributed quantile tests. (#7129)
* Use upstream URI in distributed quantile tests.

* Fix test cv `PytestAssertRewriteWarning`.
2021-07-27 14:09:49 +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 345796825f Optional find dependency in installed cmake config. (#7099)
* Find dependency only when xgboost is built as static library.
* Resolve msvc warning.
* Add test for linking shared library.
2021-07-11 17:20:55 +08:00
Jiaming Yuan 77f6cf2d13 Support hessian in host sketch container. (#7081)
Prepare for migrating approx onto hist's codebase.
2021-07-08 16:33:58 +08:00
Jiaming Yuan 1cd20efe68 Move GHistIndex into DMatrix. (#7064) 2021-07-01 00:44:49 +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
ShvetsKSandKirill Shvets 2567404ab6 Simplify sparse and dense CPU hist kernels (#7029)
* Simplify sparse and dense kernels
* Extract row partitioner.

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-06-11 18:26:30 +08:00
Jiaming Yuan 556a83022d Implement unified update prediction cache for (gpu_)hist. (#6860)
* Implement utilites for linalg.
* Unify the update prediction cache functions.
* Implement update prediction cache for multi-class gpu hist.
2021-04-17 00:29:34 +08:00
Jiaming Yuan 3039dd194b Don't estimate sketch batch size when rmm is used. (#6807) 2021-03-31 15:29:56 +08:00
Jiaming Yuan a59c7323b4 Fix inplace predict missing value. (#6787) 2021-03-27 05:36:10 +08:00
Jiaming Yuan bcc0277338 Re-implement ROC-AUC. (#6747)
* Re-implement ROC-AUC.

* Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when the dataset is invalid, which can happen if there's an
  empty dataset, or when the dataset contains only positive or negative values.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
2021-03-20 16:52:40 +08:00
Jiaming Yuan 1a73a28511 Add device argsort. (#6749)
This is part of https://github.com/dmlc/xgboost/pull/6747 .
2021-03-16 16:05:22 +08:00
Jiaming Yuan 218a5fb6dd Simplify Span checks. (#6685)
* Stop printing out message.
* Remove R specialization.

The printed message is not really useful anyway, without a reproducible example
there's no way to fix it.  But if there's a reproducible example, we can always
obtain these information by a debugger.  Removing the `printf` function avoids
creating the context in kernel.
2021-02-09 08:12:58 +08:00
Jiaming Yuan 1b70a323a7 Improve string view to reduce string allocation. (#6644) 2021-01-27 19:08:52 +08:00
Jiaming Yuan f2f7dd87b8 Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +08:00
Jiaming Yuan 886486a519 Support categorical data in GPU weighted sketching. (#6508) 2020-12-16 14:23:28 +08:00
ShvetsKSandShvetsKS 956beead70 Thread local memory allocation for BuildHist (#6358)
* thread mem locality

* fix apply

* cleanup

* fix lint

* fix tests

* simple try

* fix

* fix

* apply comments

* fix comments

* fix

* apply simple comment

Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
2020-11-25 17:50:12 +03:00
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 c4da967b5c Support unity build. (#6295)
* Support unity build.

* Setup on Windows Jenkins.

* Revert "Setup on Windows Jenkins."

This reverts commit 8345cb8d2b009eec8ae9fa6f16412a7c9b6ec12c.
2020-10-28 11:49:28 -07:00
Jiaming Yuan ddf37cca30 Unify thread configuration. (#6186) 2020-10-19 16:05:42 +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
Rory Mitchellandfis 734a911a26 Loop over copy_if (#6201)
* Loop over copy_if

* Catch OOM.

Co-authored-by: fis <jm.yuan@outlook.com>
2020-10-14 10:23:16 +13:00