- Implement colsampling, subsampling for gpu_hist_experimental
- Optimised multi-GPU implementation for gpu_hist_experimental
- Make nccl optional
- Add Volta architecture flag
- Optimise RegLossObj
- Add timing utilities for debug verbose mode
- Bump required cuda version to 8.0
* SHAP values for feature contributions
* Fix commenting error
* New polynomial time SHAP value estimation algorithm
* Update API to support SHAP values
* Fix merge conflicts with updates in master
* Correct submodule hashes
* Fix variable sized stack allocation
* Make lint happy
* Add docs
* Fix typo
* Adjust tolerances
* Remove unneeded def
* Fixed cpp test setup
* Updated R API and cleaned up
* Fixed test typo
* [gblinear] add features contribution prediction; fix DumpModel bug
* [gbtree] minor changes to PredContrib
* [R] add feature contribution prediction to R
* [R] bump up version; update NEWS
* [gblinear] fix the base_margin issue; fixes#1969
* [R] list of matrices as output of multiclass feature contributions
* [gblinear] make order of DumpModel coefficients consistent: group index changes the fastest
* Add prediction of feature contributions
This implements the idea described at http://blog.datadive.net/interpreting-random-forests/
which tries to give insight in how a prediction is composed of its feature contributions
and a bias.
* Support multi-class models
* Calculate learning_rate per-tree instead of using the one from the first tree
* Do not rely on node.base_weight * learning_rate having the same value as the node mean value (aka leaf value, if it were a leaf); instead calculate them (lazily) on-the-fly
* Add simple test for contributions feature
* Check against param.num_nodes instead of checking for non-zero length
* Loop over all roots instead of only the first
* Add UpdatePredictionCache() option to updaters
Some updaters (e.g. fast_hist) has enough information to quickly compute
prediction cache for the training data. Each updater may override
UpdaterPredictionCache() method to update the prediction cache. Note: this
trick does not apply to validation data.
* Respond to code review
* Disable some debug messages by default
* Document UpdatePredictionCache() interface
* Remove base_margin logic from UpdatePredictionCache() implementation
* Do not take pointer to cfg, as reference may get stale
* Improve multi-threaded performance
* Use columnwise accessor to accelerate ApplySplit() step,
with support for a compressed representation
* Parallel sort for evaluation step
* Inline BuildHist() function
* Cache gradient pairs when building histograms in BuildHist()
* Add missing #if macro
* Respond to code review
* Use wrapper to enable parallel sort on Linux
* Fix C++ compatibility issues
* MSVC doesn't support unsigned in OpenMP loops
* gcc 4.6 doesn't support using keyword
* Fix lint issues
* Respond to code review
* Fix bug in ApplySplitSparseData()
* Attempting to read beyond the end of a sparse column
* Mishandling the case where an entire range of rows have missing values
* Fix training continuation bug
Disable UpdatePredictionCache() in the first iteration. This way, we can
accomodate the scenario where we build off of an existing (nonempty) ensemble.
* Add regression test for fast_hist
* Respond to code review
* Add back old version of ApplySplitSparseData
* Support histogram-based algorithm + multiple tree growing strategy
* Add a brand new updater to support histogram-based algorithm, which buckets
continuous features into discrete bins to speed up training. To use it, set
`tree_method = fast_hist` to configuration.
* Support multiple tree growing strategies. For now, two policies are supported:
* `grow_policy=depthwise` (default): favor splitting at nodes closest to the
root, i.e. grow depth-wise.
* `grow_policy=lossguide`: favor splitting at nodes with highest loss change
* Improve single-threaded performance
* Unroll critical loops
* Introduce specialized code for dense data (i.e. no missing values)
* Additional training parameters: `max_leaves`, `max_bin`, `grow_policy`, `verbose`
* Adding a small test for hist method
* Fix memory error in row_set.h
When std::vector is resized, a reference to one of its element may become
stale. Any such reference must be updated as well.
* Resolve cross-platform compilation issues
* Versions of g++ older than 4.8 lacks support for a few C++11 features, e.g.
alignas(*) and new initializer syntax. To support g++ 4.6, use pre-C++11
initializer and remove alignas(*).
* Versions of MSVC older than 2015 does not support alignas(*). To support
MSVC 2012, remove alignas(*).
* For g++ 4.8 and newer, alignas(*) is enabled for performance benefits.
* Some old compilers (MSVC 2012, g++ 4.6) do not support template aliases
(which uses `using` to declate type aliases). So always use `typedef`.
* Fix a host of CI issues
* Remove dependency for libz on osx
* Fix heading for hist_util
* Fix minor style issues
* Add missing #include
* Remove extraneous logging
* Enable tree_method=hist in R
* Renaming HistMaker to GHistBuilder to avoid confusion
* Fix R integration
* Respond to style comments
* Consistent tie-breaking for priority queue using timestamps
* Last-minute style fixes
* Fix issuecomment-271977647
The way we quantize data is broken. The agaricus data consists of all
categorical values. When NAs are converted into 0's,
`HistCutMatrix::Init` assign both 0's and 1's to the same single bin.
Why? gmat only the smallest value (0) and an upper bound (2), which is twice
the maximum value (1). Add the maximum value itself to gmat to fix the issue.
* Fix issuecomment-272266358
* Remove padding from cut values for the continuous case
* For categorical/ordinal values, use midpoints as bin boundaries to be safe
* Fix CI issue -- do not use xrange(*)
* Fix corner case in quantile sketch
Signed-off-by: Philip Cho <chohyu01@cs.washington.edu>
* Adding a test for an edge case in quantile sketcher
max_bin=2 used to cause an exception.
* Fix fast_hist test
The test used to require a strictly increasing Test AUC for all examples.
One of them exhibits a small blip in Test AUC before achieving a Test AUC
of 1. (See bottom.)
Solution: do not require monotonic increase for this particular example.
[0] train-auc:0.99989 test-auc:0.999497
[1] train-auc:1 test-auc:0.999749
[2] train-auc:1 test-auc:0.999749
[3] train-auc:1 test-auc:0.999749
[4] train-auc:1 test-auc:0.999749
[5] train-auc:1 test-auc:0.999497
[6] train-auc:1 test-auc:1
[7] train-auc:1 test-auc:1
[8] train-auc:1 test-auc:1
[9] train-auc:1 test-auc:1
* [CORE] allow updating trees in an existing model
* [CORE] in refresh updater, allow keeping old leaf values and update stats only
* [R-package] xgb.train mod to allow updating trees in an existing model
* [R-package] added check for nrounds when is_update
* [CORE] merge parameter declaration changes; unify their code style
* [CORE] move the update-process trees initialization to Configure; rename default process_type to 'default'; fix the trees and trees_to_update sizes comparison check
* [R-package] unit tests for the update process type
* [DOC] documentation for process_type parameter; improved docs for updater, Gamma and Tweedie; added some parameter aliases; metrics indentation and some were non-documented
* fix my sloppy merge conflict resolutions
* [CORE] add a TreeProcessType enum
* whitespace fix
* Fix various typos
* Add override to functions that are overridden
gcc gives warnings about functions that are being overridden by not
being marked as oveirridden. This fixes it.
* Use bst_float consistently
Use bst_float for all the variables that involve weight,
leaf value, gradient, hessian, gain, loss_chg, predictions,
base_margin, feature values.
In some cases, when due to additions and so on the value can
take a larger value, double is used.
This ensures that type conversions are minimal and reduces loss of
precision.
* Add format to the params accepted by DumpModel
Currently, only the test format is supported when trying to dump
a model. The plan is to add more such formats like JSON which are
easy to read and/or parse by machines. And to make the interface
for this even more generic to allow other formats to be added.
Hence, we make some modifications to make these function generic
and accept a new parameter "format" which signifies the format of
the dump to be created.
* Fix typos and errors in docs
* plugin: Mention all the register macros available
Document the register macros currently available to the plugin
writers so they know what exactly can be extended using hooks.
* sparce_page_source: Use same arg name in .h and .cc
* gbm: Add JSON dump
The dump_format argument can be used to specify what type
of dump file should be created. Add functionality to dump
gblinear and gbtree into a JSON file.
The JSON file has an array, each item is a JSON object for the tree.
For gblinear:
- The item is the bias and weights vectors
For gbtree:
- The item is the root node. The root node has a attribute "children"
which holds the children nodes. This happens recursively.
* core.py: Add arg dump_format for get_dump()
* [TREE] Experimental version of monotone constraint
* Allow default detection of montone option
* loose the condition of strict check
* Update gbtree.cc
