1016 Commits

Author SHA1 Message Date
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
e88ac9cc54
[dask] Extend tree stats tests. (#7128)
* Add tests to GPU.
* Assert cover in children sums up to the parent.
2021-07-27 12:22:13 +08:00
Jiaming Yuan
778135f657
Fix parameter loading with training continuation. (#7121)
* Add a demo for training continuation.
2021-07-23 10:51:47 +08:00
ShvetsKS
caa9e527dd
Remove extra sync for dense data (#7120)
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
2021-07-22 19:02:31 +08:00
Jiaming Yuan
e6088366df
Export Python Interface for external memory. (#7070)
* Add Python iterator interface.
* Add tests.
* Add demo.
* Add documents.
* Handle empty dataset.
2021-07-22 15:15:53 +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
Philip Hyunsu Cho
2801d69fb7
[CI] Pin libomp to 11.1.0 (#7107) 2021-07-15 11:16:51 +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
84d359efb8
Support host data in proxy DMatrix. (#7087) 2021-07-08 11:35:48 +08:00
Jiaming Yuan
5d7cdf2e36
[Breaking] Rename Quantile DMatrix C API. (#7082)
The role of ProxyDMatrix is going beyond what it was designed.  Now it's used by both
QuantileDeviceDMatrix and inplace prediction.  After the refactoring of sparse DMatrix it
will also be used for external memory.  Renaming the C API to extract it from
QuantileDeviceDMatrix.
2021-07-08 11:34:14 +08:00
Jiaming Yuan
c766f143ab
Refactor external memory formats. (#7089)
* Save base_rowid.
* Return write size.
* Remove unused function.
2021-07-08 04:04:51 +08:00
Jiaming Yuan
615ab2b03e
Extract evaluate splits from CPU hist. (#7079)
Other than modularizing the split evaluation function, this PR also removes some more functions including `InitNewNodes` and `BuildNodeStats` among some other unused variables.  Also, scattered code like setting leaf weights is grouped into the split evaluator and `NodeEntry` is simplified and made private.  Another subtle difference with the original implementation is that the modified code doesn't call `tree[nidx].Parent()` to traversal upward.
2021-07-07 15:16:25 +08:00
Jiaming Yuan
f937f514aa
Remove lz4 compression with external memory. (#7076) 2021-07-06 14:46:43 +08:00
Jiaming Yuan
d7e1fa7664
Fix feature names and types in output model slice. (#7078) 2021-07-06 11:47:49 +08:00
Jiaming Yuan
ffa66aace0
Persist data in dask test. (#7077) 2021-07-06 11:47:17 +08:00
Jiaming Yuan
a5d222fcdb
Handle categorical split in model histogram and dataframe. (#7065)
* Error on get_split_value_histogram when feature is categorical
* Add a category column to output dataframe
2021-07-02 13:10:36 +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
Jiaming Yuan
8fa32fdda2
Implement categorical data support for SHAP. (#7053)
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
2021-06-25 19:02:46 +08:00
Jiaming Yuan
663136aa08
Implement feature score for linear model. (#7048)
* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-06-25 14:34:02 +08:00
Philip Hyunsu Cho
b2d300e727
[CI] Upgrade to CMake 3.14 (#7060)
* [CI] Upgrade to CMake 3.14

* Add FATAL_ERROR directive, for users with CMake 2.x
2021-06-24 18:07:24 -07:00
Jiaming Yuan
1d4d345634
Tests for dask skl categorical data support. (#7054) 2021-06-24 16:33:57 +08:00
Jiaming Yuan
da1ad798ca
Convert numpy float to Python float in feat score. (#7047) 2021-06-21 20:58:43 +08:00
Jiaming Yuan
29f8fd6fee
Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
Jiaming Yuan
7968c0d051
Test on s390x. (#7038)
* Fix && remove unused parameter.
2021-06-18 14:55:08 +08:00
Jiaming Yuan
86715e4cd4
Support categorical data for dask functional interface and DQM. (#7043)
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
2021-06-18 13:06:52 +08:00
Jiaming Yuan
7dd29ffd47
Implement feature score in GBTree. (#7041)
* Categorical data support.
* Eliminate text parsing during feature score computation.
2021-06-18 11:53:16 +08:00
Jiaming Yuan
dcd84b3979
[CI] Configure RAPIDS, dask, modin (#7033)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-06-18 10:27:51 +08:00
Jiaming Yuan
d9799b09d0
Categorical data support for cuDF. (#7042)
* Add support in DMatrix.
* Add support in DQM, except for iterator.
2021-06-17 13:54:33 +08:00
ShvetsKS
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
jmoralez
25514e104a
[dask] speed up tests (#7020) 2021-06-11 11:43:01 +08:00
Jiaming Yuan
f79cc4a7a4
Implement categorical prediction for CPU and GPU predict leaf. (#7001)
* Categorical prediction with CPU predictor and GPU predict leaf.

* Implement categorical prediction for CPU prediction.
* Implement categorical prediction for GPU predict leaf.
* Refactor the prediction functions to have a unified get next node function.

Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
2021-06-11 10:11:45 +08:00
Jiaming Yuan
72f9daf9b6
Fix gpu_id with custom objective. (#7015) 2021-06-09 14:51:17 +08:00
Jiaming Yuan
7beb2f7fae
Hide symbols in CI build + hide symbols for C and CUDA (#6798)
* Hide symbols in CI build.
* Hide symbols for other languages.
2021-06-04 02:35:46 +08:00
Jiaming Yuan
c4b9f4f622
Add enable_categorical to sklearn. (#7011) 2021-06-04 02:29:14 +08:00
ShvetsKS
5cdaac00c1
Remove feature grouping (#7018)
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-06-03 04:35:26 +08:00
Philip Hyunsu Cho
05db6a6c29
[CI] Upgrade cuDF and RMM to 21.06 nightly (#7012)
* [CI] Upgrade cuDF and RMM to 21.06 nightly

* Trim outdated test cases

* Pin Dask version to 2021.05.0 for now
2021-06-02 11:59:30 -07:00
ShvetsKS
57c732655e
Merge lossgude and depthwise strategies for CPU hist (#7007)
* fix java/scala test: max depth is also valid parameter for lossguide

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-06-03 01:49:43 +08:00
Jiaming Yuan
ee4f51a631
Support for all primitive types from array. (#7003)
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
2021-06-01 08:34:48 +08:00
ShvetsKS
55b823b27d
Reduce 'InitSampling' complexity and set gradients to zero (#6922)
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-05-29 04:52:23 +08:00
Jiaming Yuan
89a49cf30e
Fix dask predict on DaskDMatrix with iteration_range. (#7005) 2021-05-29 04:43:12 +08:00
Jiaming Yuan
ab6fd304c4
[Python] Change development release postfix to dev (#6988) 2021-05-27 16:06:51 +08:00
Jiaming Yuan
29d6a5e2b8
[CI] Move appveyor tests to action (#6986)
* Drop support for VS14, use VS15 instead.
* Drop support for mingw.
* Remove debug build.
* Split up jvm tests.
* Split up Python tests.
2021-05-27 04:49:45 +08:00
Jiaming Yuan
86e60e3ba8
Guard against index error in prediction. (#6982)
* Remove `best_ntree_limit` from documents.
2021-05-25 23:24:59 +08:00
Philip Hyunsu Cho
c6d87e5e18
[CI] Remove stray build artifact to avoid error in artifact packaging (#6994) 2021-05-25 19:48:27 +08:00
Jiaming Yuan
6e52aefb37
Revert OMP guard. (#6987)
The guard protects the global variable from being changed by XGBoost.  But this leads to a
bug that the `n_threads` parameter is no longer used after the first iteration.  This is
due to the fact that `omp_set_num_threads` is only called once in `Learner::Configure` at
the beginning of the training process.

The guard is still useful for `gpu_id`, since this is called all the times in our codebase
doesn't matter which iteration we are currently running.
2021-05-25 08:56:28 +08:00
Jiaming Yuan
d245bc891e
Add tolerance to early stopping. (#6942) 2021-05-14 00:19:51 +08:00
Jiaming Yuan
44cc9c04ea
Fix multiclass auc with empty dataset. (#6947) 2021-05-12 15:01:14 +08:00
Jiaming Yuan
05ac415780
[dask] Set dataframe index in predict. (#6944) 2021-05-12 13:24:21 +08:00