192 Commits

Author SHA1 Message Date
Andy Adinets
72cd1517d6 Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage. (#3446)
* Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage.

- added distributions to HostDeviceVector
- using HostDeviceVector for labels, weights and base margings in MetaInfo
- using HostDeviceVector for offset and data in SparsePage
- other necessary refactoring

* Added const version of HostDeviceVector API calls.

- const versions added to calls that can trigger data transfers, e.g. DevicePointer()
- updated the code that uses HostDeviceVector
- objective functions now accept const HostDeviceVector<bst_float>& for predictions

* Updated src/linear/updater_gpu_coordinate.cu.

* Added read-only state for HostDeviceVector sync.

- this means no copies are performed if both host and devices access
  the HostDeviceVector read-only

* Fixed linter and test errors.

- updated the lz4 plugin
- added ConstDeviceSpan to HostDeviceVector
- using device % dh::NVisibleDevices() for the physical device number,
  e.g. in calls to cudaSetDevice()

* Fixed explicit template instantiation errors for HostDeviceVector.

- replaced HostDeviceVector<unsigned int> with HostDeviceVector<int>

* Fixed HostDeviceVector tests that require multiple GPUs.

- added a mock set device handler; when set, it is called instead of cudaSetDevice()
2018-08-30 14:28:47 +12:00
Andy Adinets
58d783df16 Fixed issue 3605. (#3628)
* Fixed issue 3605.

- https://github.com/dmlc/xgboost/issues/3605

* Fixed the bug in a better way.

* Added a test to catch the bug.

* Fixed linter errors.
2018-08-28 10:50:52 -07:00
Rory Mitchell
78bea0d204
Add google test for a column sampling, restore metainfo tests (#3637)
* Add google test for a column sampling, restore metainfo tests

* Update metainfo test for visual studio

* Fix multi-GPU bug introduced in #3635
2018-08-28 16:10:26 +12:00
trivialfis
60787ecebc Merge generic device helper functions into gpu set. (#3626)
* Remove the use of old NDevices* functions.
* Use GPUSet in timer.h.
2018-08-26 18:14:23 +12:00
Shiki-H
24a268a2e3 sklearn api for ranking (#3560)
* added xgbranker

* fixed predict method and ranking test

* reformatted code in accordance with pep8

* fixed lint error

* fixed docstring and added checks on objective

* added ranking demo for python

* fixed suffix in rank.py
2018-08-21 08:26:48 -07:00
trivialfis
cf2d86a4f6 Add travis sanitizers tests. (#3557)
* Add travis sanitizers tests.

* Add gcc-7 in Travis.
* Add SANITIZER_PATH for CMake.
* Enable sanitizer tests in Travis.

* Fix memory leaks in tests.

* Fix all memory leaks reported by Address Sanitizer.
* tests/cpp/helpers.h/CreateDMatrix now returns raw pointer.
2018-08-19 16:40:30 +12:00
trivialfis
2c502784ff Span class. (#3548)
* Add basic Span class based on ISO++20.

* Use Span<Entry const> instead of Inst in SparsePage.

* Add DeviceSpan in HostDeviceVector, use it in regression obj.
2018-08-14 17:58:11 +12:00
Rory Mitchell
bbb771f32e
Refactor parts of fast histogram utilities (#3564)
* Refactor parts of fast histogram utilities

* Removed byte packing from column matrix
2018-08-09 17:59:57 +12:00
Philip Hyunsu Cho
3c72654e3b
Revert "Fix #3485, #3540: Don't use dropout for predicting test sets" (#3563)
* Revert "Fix #3485, #3540: Don't use dropout for predicting test sets (#3556)"

This reverts commit 44811f233071c5805d70c287abd22b155b732727.

* Document behavior of predict() for DART booster

* Add notice to parameter.rst
2018-08-08 09:48:55 -07:00
trivialfis
55caad6e49 Remove redundant FindGTest.cmake. (#3533)
During removal of FindGTest.cmake, also

* Fix gtest include dirs.
* Remove some blanks and use PWD for gtest dir.
2018-08-07 10:08:08 +12:00
Henry Gouk
69454d9487 Implementation of hinge loss for binary classification (#3477) 2018-08-07 10:06:42 +12:00
Philip Hyunsu Cho
44811f2330
Fix #3485, #3540: Don't use dropout for predicting test sets (#3556)
* Fix #3485, #3540: Don't use dropout for predicting test sets

Dropout (for DART) should only be used at training time.

* Add regression test
2018-08-05 10:17:21 -07:00
Philip Hyunsu Cho
7fefd6865d
Fix #3402: wrong fid crashes distributed algorithm (#3535)
* Fix #3402: wrong fid crashes distributed algorithm

The bug was introduced by the recent DMatrix refactor (#3301). It was partially
fixed by #3408 but the example in #3402 was still failing. The example in #3402
will succeed after this fix is applied.

* Explicitly specify "this" to prevent compile error

* Add regression test

* Add distributed test to Travis matrix

* Install kubernetes Python package as dependency of dmlc tracker

* Add Python dependencies

* Add compile step

* Reduce size of regression test case

* Further reduce size of test
2018-08-04 19:20:04 -07:00
Andy Adinets
cc6a5a3666 Added finding quantiles on GPU. (#3393)
* Added finding quantiles on GPU.

- this includes datasets where weights are assigned to data rows
- as the quantiles found by the new algorithm are not the same
  as those found by the old one, test thresholds in
    tests/python-gpu/test_gpu_updaters.py have been adjusted.

* Adjustments and improved testing for finding quantiles on the GPU.

- added C++ tests for the DeviceSketch() function
- reduced one of the thresholds in test_gpu_updaters.py
- adjusted the cuts found by the find_cuts_k kernel
2018-07-27 14:03:16 +12:00
jqmp
e9a97e0d88 Add total_gain and total_cover importance measures (#3498)
Add `'total_gain'` and `'total_cover'` as possible `importance_type`
arguments to `Booster.get_score` in the Python package.

`get_score` already accepts a `'gain'` argument, which returns each
feature's average gain over all of its splits.  `'total_gain'` does the
same, but returns a total rather than an average.  This seems more
intuitively meaningful, and also matches the behavior of the R package's
`xgb.importance` function.

I also added an analogous `'total_cover'` command for consistency.

This should resolve #3484.
2018-07-23 00:30:55 -07:00
Rory Mitchell
1b59316444
Updates for GPU CI tests (#3467)
* Fail GPU CI after test failure

* Fix GPU linear tests

* Reduced number of GPU tests to speed up CI

* Remove static allocations of device memory

* Resolve illegal memory access for updater_fast_hist.cc

* Fix broken r tests dependency

* Update python install documentation for GPU
2018-07-16 18:05:53 +12:00
Henry Gouk
a13e29ece1 Add LASSO (#3429)
* Allow multiple split constraints

* Replace RidgePenalty with ElasticNet

* Add test for checking Ridge, LASSO, and Elastic Net are implemented
2018-07-15 16:38:26 +12:00
Thejaswi
2200939416 Upgrading to NCCL2 (#3404)
* Upgrading to NCCL2

* Part - II of NCCL2 upgradation

 - Doc updates to build with nccl2
 - Dockerfile.gpu update for a correct CI build with nccl2
 - Updated FindNccl package to have env-var NCCL_ROOT to take precedence

* Upgrading to v9.2 for CI workflow, since it has the nccl2 binaries available

* Added NCCL2 license + copy the nccl binaries into /usr location for the FindNccl module to find

* Set LD_LIBRARY_PATH variable to pick nccl2 binary at runtime

* Need the nccl2 library download instructions inside Dockerfile.release as well

* Use NCCL2 as a static library
2018-07-10 00:42:15 -07:00
Philip Hyunsu Cho
66e74d2223 Fix get_uint_info() (#3442)
* Add regression test
2018-07-05 20:06:59 -07:00
liuliang01
0cf88d036f Add qid like ranklib format (#2749)
* add qid for https://github.com/dmlc/xgboost/issues/2748

* change names

* change spaces

* change qid to bst_uint type

* change qid type to size_t

* change qid first to SIZE_MAX

* change qid type from size_t to uint64_t

* update dmlc-core

* fix qids name error

* fix group_ptr_ error

* Style fix

* Add qid handling logic to SparsePage

* New MetaInfo format + backward compatibility fix

Old MetaInfo format (1.0) doesn't contain qid field. We still want to be able
to read from MetaInfo files saved in old format. Also, define a new format
(2.0) that contains the qid field. This way, we can distinguish files that
contain qid and those that do not.

* Update MetaInfo test

* Simply group assignment logic

* Explicitly set qid=nullptr in NativeDataIter

NativeDataIter's callback does not support qid field. Users of NativeDataIter
will need to call setGroup() function separately to set group information.

* Save qids_ in SaveBinary()

* Upgrade dmlc-core submodule

* Add a test for reading qid

* Add contributor

* Check the size of qids_

* Document qid format
2018-06-30 20:24:03 +00:00
Oliver Laslett
18813a26ab allow arbitrary cross validation fold indices (#3353)
* allow arbitrary cross validation fold indices

 - use training indices passed to `folds` parameter in `training.cv`
 - update doc string

* add tests for arbitrary fold indices
2018-06-30 19:23:49 +00:00
Mike Liu
594bcea83e Save and load model in sklearn API (#3192)
* Add (load|save)_model to XGBModel

* Add docstring

* Fix docstring

* Fix mixed use of space and tab

* Add a test

* Fix Flake8 style errors
2018-06-30 19:21:49 +00:00
pdesahb
12e34f32e2 Fix tweedie handling of base_score (#3295)
* fix tweedie margin calculations

* add entry to contributors
2018-06-28 15:43:05 +00:00
Philip Hyunsu Cho
cafc621914
Do not unzip google test archive if exists (#3416) 2018-06-28 04:10:39 +00:00
Philip Hyunsu Cho
e2743548ed
Fix wget for google tests in tests (#3414)
CI tests were failing because wget prompts "the user" for a response
whenever the google test archive is already on the disk.

Fix: Use `-nc` option to skip download when the archive already
exists
2018-06-27 22:12:56 +00:00
Rory Mitchell
a0a1df1aba
Refactor python tests (#3410)
* Add unit test utility

* Refactor updater tests. Add coverage for histmaker.
2018-06-27 11:20:27 +12:00
ngoyal2707
5cd851ccef added code for instance based weighing for rank objectives (#3379)
* added code for instance based weighing for rank objectives

* Fix lint
2018-06-22 15:10:59 -07:00
PSEUDOTENSOR / Jonathan McKinney
9ac163d0bb Allow import via python datatable. (#3272)
* Allow import via python datatable.

* Write unit tests

* Refactor dt API functions

* Refactor python code

* Lint fixes

* Address review comments
2018-06-20 13:16:18 -07:00
Rory Mitchell
a96039141a
Dmatrix refactor stage 1 (#3301)
* Use sparse page as singular CSR matrix representation

* Simplify dmatrix methods

* Reduce statefullness of batch iterators

* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
2018-06-07 10:25:58 +12:00
Andy Adinets
286dccb8e8 GPU binning and compression. (#3319)
* GPU binning and compression.

- binning and index compression are done inside the DeviceShard constructor
- in case of a DMatrix with multiple row batches, it is first converted into a single row batch
2018-06-05 17:15:13 +12:00
trivialfis
34aeee2961 Fix test_param.cc header path (#3317) 2018-05-28 10:26:29 -07:00
pdavalo
480e3fd764 Sklearn: validation set weights (#2354)
* Add option to use weights when evaluating metrics in validation sets

* Add test for validation-set weights functionality

* simplify case with no weights for test sets

* fix lint issues
2018-05-23 17:06:20 -07:00
Rory Mitchell
3ee725e3bb
Add cuda forwards compatibility (#3316) 2018-05-17 10:59:22 +12:00
Rory Mitchell
f8b7686719
Add cuda 8/9.1 centos 6 builds, test GPU wheel on CPU only container. (#3309)
* Add cuda 8/9.1 centos 6 builds, test GPU wheel on CPU only container.

* Add Google test
2018-05-17 10:57:01 +12:00
Philip Hyunsu Cho
9a8211f668
Update dmlc-core submodule (#3221)
* Update dmlc-core submodule

* Fix dense_parser to work with the latest dmlc-core

* Specify location of Google Test

* Add more source files in dmlc-minimum to get latest dmlc-core working

* Update dmlc-core submodule
2018-05-09 18:55:29 -07:00
Rory Mitchell
088bb4b27c
Prevent multiclass Hessian approaching 0 (#3304)
* Prevent Hessian in multiclass objective becoming zero

* Set default learning rate to 0.5 for "coord_descent" linear updater
2018-05-09 20:25:51 +12:00
Rory Mitchell
90a5c4db9d
Update Jenkins CI for GPU (#3294) 2018-05-04 16:50:59 +12:00
Rory Mitchell
a185ddfe03
Implement GPU accelerated coordinate descent algorithm (#3178)
* Implement GPU accelerated coordinate descent algorithm. 

* Exclude external memory tests for GPU
2018-04-20 14:56:35 +12:00
Rory Mitchell
ccf80703ef
Clang-tidy static analysis (#3222)
* Clang-tidy static analysis

* Modernise checks

* Google coding standard checks

* Identifier renaming according to Google style
2018-04-19 18:57:13 +12:00
Rory Mitchell
443ff746e9
Fix logic in GPU predictor cache lookup (#3217)
* Fix logic in GPU predictor cache lookup

* Add sklearn test for GPU prediction
2018-04-04 15:08:22 +12:00
Rory Mitchell
a1ec7b1716
Change reduce operation from thrust to cub. Fix for cuda 9.1 error (#3218)
* Change reduce operation from thrust to cub. Fix for cuda 9.1 runtime error

* Unit test sum reduce
2018-04-04 14:21:48 +12:00
Arjan van der Velde
04221a7469 rank_metric: add AUC-PR (#3172)
* rank_metric: add AUC-PR

Implementation of the AUC-PR calculation for weighted data, proposed by Keilwagen, Grosse and Grau (https://doi.org/10.1371/journal.pone.0092209)

* rank_metric: fix lint warnings

* Implement tests for AUC-PR and fix implementation

* add aucpr to documentation for other languages
2018-03-23 10:43:47 -04:00
Rory Mitchell
9fa45d3a9c
Fix bug with gpu_predictor caching behaviour (#3177)
* Fixes #3162
2018-03-18 10:35:10 +13:00
Vadim Khotilovich
706be4e5d4
Additional improvements for gblinear (#3134)
* fix rebase conflict

* [core] additional gblinear improvements

* [R] callback for gblinear coefficients history

* force eta=1 for gblinear python tests

* add top_k to GreedyFeatureSelector

* set eta=1 in shotgun test

* [core] fix SparsePage processing in gblinear; col-wise multithreading in greedy updater

* set sorted flag within TryInitColData

* gblinear tests: use scale, add external memory test

* fix multiclass for greedy updater

* fix whitespace

* fix typo
2018-03-13 01:27:13 -05:00
redditur
d5f1b74ef5 'hist': Montonic Constraints (#3085)
* Extended monotonic constraints support to 'hist' tree method.

* Added monotonic constraints tests.

* Fix the signature of NoConstraint::CalcSplitGain()

* Document monotonic constraint support in 'hist'

* Update signature of Update to account for latest refactor
2018-03-05 16:45:49 -08:00
Andrew V. Adinetz
d5992dd881 Replaced std::vector-based interfaces with HostDeviceVector-based interfaces. (#3116)
* Replaced std::vector-based interfaces with HostDeviceVector-based interfaces.

- replacement was performed in the learner, boosters, predictors,
  updaters, and objective functions
- only interfaces used in training were replaced;
  interfaces like PredictInstance() still use std::vector
- refactoring necessary for replacement of interfaces was also performed,
  such as using HostDeviceVector in prediction cache

* HostDeviceVector-based interfaces for custom objective function example plugin.
2018-02-28 13:00:04 +13:00
Yuan (Terry) Tang
11bfa8584d
Remove unnecessary dependencies in distributed test (#3132) 2018-02-24 20:24:34 -05:00
Rory Mitchell
10eb05a63a
Refactor linear modelling and add new coordinate descent updater (#3103)
* Refactor linear modelling and add new coordinate descent updater

* Allow unsorted column iterator

* Add prediction cacheing to gblinear
2018-02-17 09:17:01 +13:00
Scott Lundberg
d878c36c84 Add SHAP interaction effects, fix minor bug, and add cox loss (#3043)
* Add interaction effects and cox loss

* Minimize whitespace changes

* Cox loss now no longer needs a pre-sorted dataset.

* Address code review comments

* Remove mem check, rename to pred_interactions, include bias

* Make lint happy

* More lint fixes

* Fix cox loss indexing

* Fix main effects and tests

* Fix lint

* Use half interaction values on the off-diagonals

* Fix lint again
2018-02-07 20:38:01 -06:00
Thejaswi
84ab74f3a5 Objective function evaluation on GPU with minimal PCIe transfers (#2935)
* Added GPU objective function and no-copy interface.

- xgboost::HostDeviceVector<T> syncs automatically between host and device
- no-copy interfaces have been added
- default implementations just sync the data to host
  and call the implementations with std::vector
- GPU objective function, predictor, histogram updater process data
  directly on GPU
2018-01-12 21:33:39 +13:00