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Author SHA1 Message Date
Jiaming Yuan fbd58bf190 [jvm-packages] Create demo and test for xgboost4j early stopping. (#7252) 2021-09-25 03:29:27 +08:00
Bobby Wangandjiamingy 0ee11dac77 [jvm-packages][xgboost4j-gpu] Support GPU dataframe and DeviceQuantileDMatrix (#7195) 
Following classes are added to support dataframe in java binding:

- `Column` is an abstract type for a single column in tabular data.
- `ColumnBatch` is an abstract type for dataframe.

- `CuDFColumn` is an implementaiton of `Column` that consume cuDF column
- `CudfColumnBatch` is an implementation of `ColumnBatch` that consumes cuDF dataframe.

- `DeviceQuantileDMatrix` is the interface for quantized data.

The Java implementation mimics the Python interface and uses `__cuda_array_interface__` protocol for memory indexing.  One difference is on JVM package, the data batch is staged on the host as java iterators cannot be reset.

Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2021-09-24 14:25:00 +08:00
Philip Hyunsu Cho d27a427dc5 [CI] Rotate access keys for uploading MacOS artifacts from Travis CI (#7253) 2021-09-24 10:44:00 +08:00
ShvetsKSandfis 475fd1abec Reduced span overheads in objective function calculate (#7206) 
Co-authored-by: fis <jm.yuan@outlook.com>
 2021-09-23 04:43:59 +08:00
Jiaming Yuan 9472be7d77 Fix initialization from pandas series. (#7243) 2021-09-23 04:43:25 +08:00
david-cortes 4f93e5586a Improve wording for warning (#7248) 
This warning sounds  a bit ungrammatical. Additionally, the second part of the warning is not clear. This PR changes the wording to make it clearer.
 2021-09-21 10:48:11 +08:00
Jiaming Yuan 18bd16341a Update Python intro. [skip ci] (#7235) 
* Fix the link to demo.
* Stop recommending text file inputs.
* Brief mention to scikit-learn interface.
* Fix indent warning in tree method doc.
 2021-09-21 02:47:09 +00:00
david-cortes 61a619b5c3 [R] Avoid symbol naming conflicts with other packages (#7245) 
* don't register all R symbols

* typo
 2021-09-19 11:17:08 -07:00
Jiaming Yuan e48e05e6e2 Add typehint to rabit module. (#7240) 2021-09-17 18:31:02 +08:00
Jiaming Yuan c735c17f33 Disable callback and ES on random forest. (#7236) 2021-09-17 18:21:17 +08:00
Jiaming Yuan c311a8c1d8 Enable compiling with system cub. (#7232) 
- Tested with all CUDA 11.x.
- Workaround cub scan by using discard iterator in AUC.
- Limit the size of Argsort when compiled with CUDA cub.
 2021-09-17 14:28:18 +08:00
Jiaming Yuan b18f5f61b0 Fix pylint (#7241) 2021-09-17 11:50:36 +08:00
Jiaming Yuan 38a23f66a8 Fix typo in release script. [skip ci] (#7238) 2021-09-17 11:14:05 +08:00
Jiaming Yuan 8ad7e8eeb0 [doc] Fix typo. [skip ci] (#7226) 2021-09-17 11:13:49 +08:00
Jiaming Yuan 22d56cebf1 Encode pandas categorical data automatically. (#7231) 2021-09-17 11:09:55 +08:00
Jiaming Yuan 32e0858501 Fix travis. (#7237) 2021-09-17 10:06:23 +08:00
Jiaming Yuan 31c1e13f90 Categorical data support in CPU sketching. (#7221) 2021-09-17 04:37:09 +08:00
Jiaming Yuan 9f63d6fead [jvm-packages] Deprecate constructors with implicit missing value. (#7225) 2021-09-17 04:35:04 +08:00
Jiaming Yuan 0ed979b096 Support more input types for categorical data. (#7220) 
* Support more input types for categorical data.

* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.
 2021-09-16 20:39:30 +08:00
Jiaming Yuan 2942dc68e4 Fix mixed types in GPU sketching. (#7228) 2021-09-16 00:10:25 +08:00
Jiaming Yuan 037dd0820d Implement __sklearn_is_fitted__. (#7230) 2021-09-15 19:09:04 +08:00
Jiaming Yuan d997c967d5 Demo for experimental categorical data support. (#7213) 2021-09-15 08:20:12 +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
Christian Lorentzen a0dcf6f5c1 [DOC] Improve tutorial on feature interactions (#7219) 2021-09-12 21:40:02 +08:00
Jiaming Yuan 804b2ac60f Expose DMatrix API for CUDA columnar and array. (#7217) 
* Use JSON encoded configurations.
* Expose them into header file.
 2021-09-09 17:55:25 +08:00
Jiaming Yuan 68a2c7b8d6 Fix memory leak in demo. (#7216) 2021-09-09 13:51:03 +08:00
Jiaming Yuan b12e7f7edd Add noexcept to JSON objects. (#7205) 2021-09-07 13:56:48 +08:00
Jiaming Yuan 3a4f51f39f Avoid calling CUDA code on CPU for linear model. (#7154) 2021-09-01 10:45:31 +08:00
Jiaming Yuan ba69244a94 Restore the custom double atomic add. (#7198) 2021-08-28 18:30:42 +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 e7d7ab6bc3 Better error message for ncclUnhandledCudaError. (#7190) 2021-08-27 10:29:22 +08:00
Philip Hyunsu Cho b70e07da1f [CI] Clean up in beginning of each task in Win CI (#7189) 2021-08-25 04:15:22 -07:00
Jiaming Yuan cdfaa705f3 Fix building on CUDA 11.0. (#7187) 2021-08-25 02:57:53 -07:00
Philip Hyunsu Cho 3060f0b562 [CI] Automatically build GPU-enabled R package for Windows (#7185) 
* [CI] Automatically build GPU-enabled R package for Windows

* Update Jenkinsfile-win64

* Build R package for the release branch only

* Update install doc
 2021-08-25 02:11:01 -07:00
Jiaming Yuan 9c64618cb6 [breaking] Remove CUDA sm_35, add sm_86 (#7182) 2021-08-25 16:04:23 +08:00
Philip Hyunsu Cho d04312b9c0 [CI] Fix hanging Python setup in Windows CI (#7186) 2021-08-24 22:03:51 -07:00
Jiaming Yuan ee8d1f5ed8 Fix histogram truncation. (#7181) 
* Fix truncation.

* Lint.

* lint.
 2021-08-24 18:34:32 -07:00
Jiaming Yuan 3290a4f3ed Re-enable feature validation in predict proba. (#7177) 2021-08-22 15:28:08 +08:00
Jiaming Yuan bf562bd33c Remove unused code. (#7175) 2021-08-18 14:02:19 +08:00
Anton Kostin 01b7acba30 Update conf.py (#7174) 2021-08-17 03:38:26 +08:00
Anton Kostin ec849ec335 Update README.md (#7173) 2021-08-17 03:37:53 +08:00
Martin Petříček 46c46829ce Fix model loading from stream (#7067) 
Fix bug introduced in 17913713b5 (allow loading from byte array)

When loading model from stream, only last buffer read from the input stream is used to construct the model.

This may work for models smaller than 1 MiB (if you are lucky enough to read the whole model at once), but will always fail if the model is larger.
 2021-08-15 21:04:33 +08:00
Jiaming Yuan 6bcbc77226 [doc] Fix typo. [skip ci] (#7170) 2021-08-13 03:48:16 +08:00
Jiaming Yuan 3f38d983a6 Fix prediction configuration. (#7159) 
After the predictor parameter was added to the constructor, this configuration was broken.
 2021-08-11 16:34:36 +08:00
Jiaming Yuan 9600ca83f3 Remove synchronization in monitor. (#7164) 
* Remove synchronization in monitor.

Calling rabit functions during destruction is flaky.

* Add xgboost prefix to nvtx marker.
 2021-08-11 16:33:53 +08:00
Jiaming Yuan 149f209af6 Extract histogram builder from CPU Hist. (#7152) 
* Extract the CPU histogram builder.
* Fix tests.
* Reduce number of histograms being built.
 2021-08-09 21:15:21 +08:00
Philip Hyunsu Cho 336af4f974 Work around a segfault observed in SparsePage::Push() (#7161) 
* Work around a segfault observed in SparsePage::Push()

* Revert "Work around a segfault observed in SparsePage::Push()"

This reverts commit 30934844d00908750a5442082eb4769b1489f6a9.

* Don't call vector::resize() inside OpenMP block

* Set GITHUB_PAT env var to fix R tests

* Use built-in GITHUB_TOKEN
 2021-08-08 02:12:30 -07:00
AJ Schmidtandptaylor f7003dc819 Include cpack (#7160) 
Co-authored-by: ptaylor <paul.e.taylor@me.com>
 2021-08-07 00:57:34 +08:00
Jiaming Yuan 8a84be37b8 Pass scikit learn estimator checks for regressor. (#7130) 
* Check data shape.
* Check labels.
 2021-08-03 18:58:20 +08:00
Jiaming Yuan 8ee127469f [R] Fix nthread in DMatrix constructor. (#7127) 
* Break the R C API for nthread.
 2021-08-03 17:39:25 +08:00