Commit Graph

473 Commits

Author SHA1 Message Date
Jiaming Yuan
41c6813496 Preserve order of saved updaters config. (#9355)
- Save the updater sequence as an array instead of object.
- Warn only once.

The compatibility is kept, but we should be able to break it as the config is not loaded
in pickle model and it's declared to be not stable.
2023-07-05 20:20:07 +08:00
Jiaming Yuan
645037e376 Improve test coverage with predictor configuration. (#9354)
* Improve test coverage with predictor configuration.

- Test with ext memory.
- Test with QDM.
- Test with dart.
2023-07-05 15:17:22 +08:00
Jiaming Yuan
d0916849a6 Remove unused weight from buffer for cat features. (#9341) 2023-07-04 01:07:09 +08:00
Jiaming Yuan
39390cc2ee [breaking] Remove the predictor param, allow fallback to prediction using DMatrix. (#9129)
- A `DeviceOrd` struct is implemented to indicate the device. It will eventually replace the `gpu_id` parameter.
- The `predictor` parameter is removed.
- Fallback to `DMatrix` when `inplace_predict` is not available.
- The heuristic for choosing a predictor is only used during training.
2023-07-03 19:23:54 +08:00
Jiaming Yuan
bc267dd729 Use ptr from mmap for GHistIndexMatrix and ColumnMatrix. (#9315)
* Use ptr from mmap for `GHistIndexMatrix` and `ColumnMatrix`.

- Define a resource for holding various types of memory pointers.
- Define ref vector for holding resources.
- Swap the underlying resources for GHist and ColumnM.
- Add documentation for current status.
- s390x support is removed. It should work if you can compile XGBoost, all the old workaround code does is to get GCC to compile.
2023-06-27 19:05:46 +08:00
Jiaming Yuan
54da4b3185 Cleanup to prepare for using mmap pointer in external memory. (#9317)
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
2023-06-22 06:43:11 +08:00
Jiaming Yuan
ee6809e642 Use mmap for external memory. (#9282)
- Have basic infrastructure for mmap.
- Release file write handle.
2023-06-19 18:52:55 +08:00
Rong Ou
e70810be8a Refactor device communicator to make allreduce more flexible (#9295) 2023-06-14 03:53:03 +08:00
Jiaming Yuan
9fbde21e9d Rework the precision metric. (#9222)
- Rework the precision metric for both CPU and GPU.
- Mention it in the document.
- Cleanup old support code for GPU ranking metric.
- Deterministic GPU implementation.

* Drop support for classification.

* type.

* use batch shape.

* lint.

* cpu build.

* cpu build.

* lint.

* Tests.

* Fix.

* Cleanup error message.
2023-06-02 20:49:43 +08:00
Jiaming Yuan
17fd3f55e9 Optimize adapter element counting on GPU. (#9209)
- Implement a simple `IterSpan` for passing iterators with size.
- Use shared memory for column size counts.
- Use one thread for each sample in row count to reduce atomic operations.
2023-05-30 23:28:43 +08:00
Jiaming Yuan
ae7450ce54 Skip optional synchronization in thrust. (#9212) 2023-05-30 17:23:09 +08:00
Jiaming Yuan
03bc6e6427 Remove unused variables. (#9210)
- remove used variables.
- Remove signed comparison warnings.
2023-05-28 05:24:15 +08:00
Rong Ou
5b69534b43 Support column split in multi-target hist (#9171) 2023-05-26 16:56:05 +08:00
Stephan T. Lavavej
7375bd058b Fix IndexTransformIter. (#9155) 2023-05-12 21:25:54 +08:00
Rong Ou
603f8ce2fa Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Jiaming Yuan
85988a3178 Wait for data CUDA stream instead of sync. (#9144)
---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-05-09 09:52:21 +08:00
Jiaming Yuan
08ce495b5d Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan
17ff471616 Optimize array interface input. (#9090) 2023-04-28 18:01:58 +08:00
Rong Ou
a320b402a5 More refactoring to take advantage of collective aggregators (#9081) 2023-04-26 03:36:09 +08:00
Jiaming Yuan
ef13dd31b1 Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +08:00
Jiaming Yuan
d062a9e009 Define pair generation strategies for LTR. (#8984) 2023-03-30 12:00:35 +08:00
Rong Ou
ff26cd3212 More tests for column split and vertical federated learning (#8985)
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
2023-03-28 16:40:26 +08:00
Jiaming Yuan
151882dd26 Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan
ea04d4c46c [doc] [dask] Troubleshooting NCCL errors. (#8943) 2023-03-22 22:17:26 +08:00
Jiaming Yuan
a05799ed39 Specify char type in JSON. (#8949)
char is defined as signed on x86 but unsigned on arm64

- Use `std::int8_t` instead of char.
- Fix include when clang is pretending to be gcc.
2023-03-22 19:13:44 +08:00
Jiaming Yuan
5891f752c8 Rework the MAP metric. (#8931)
- The new implementation is more strict as only binary labels are accepted. The previous implementation converts values greater than 1 to 1.
- Deterministic GPU. (no atomic add).
- Fix top-k handling.
- Precise definition of MAP. (There are other variants on how to handle top-k).
- Refactor GPU ranking tests.
2023-03-22 17:45:20 +08:00
Jiaming Yuan
a093770f36 Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00
Jiaming Yuan
26209a42a5 Define git attributes for renormalization. (#8921) 2023-03-16 02:43:11 +08:00
Jiaming Yuan
f186c87cf9 Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00
Jiaming Yuan
8685556af2 Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +08:00
Jiaming Yuan
8be6095ece Implement NDCG cache. (#8893) 2023-03-13 22:16:31 +08:00
Jiaming Yuan
5feee8d4a9 Define core multi-target regression tree structure. (#8884)
- Define a new tree struct embedded in the `RegTree`.
- Provide dispatching functions in `RegTree`.
- Fix some c++-17 warnings about the use of nodiscard (currently we disable the warning on
  the CI).
- Use uint32_t instead of size_t for `bst_target_t` as it has a defined size and can be used
  as part of dmlc parameter.
- Hide the `Segment` struct inside the categorical split matrix.
2023-03-09 19:03:06 +08:00
Jiaming Yuan
46dfcc7d22 Define a new ranking parameter. (#8887) 2023-03-09 17:46:24 +08:00
Jiaming Yuan
cad7401783 Disable gcc parallel extension if openmp is not available. (#8871)
`<parallel/algorithm>` internally includes the <omp.h> header, which leads to an error
when openmp is not available.
2023-03-06 22:51:06 +08:00
Jiaming Yuan
4d665b3fb0 Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
Rong Ou
2dc22e7aad Take advantage of C++17 features (#8858)
---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-04 00:24:13 +08:00
Rong Ou
d9688f93c7 Support column-split in row partitioner (#8828) 2023-02-26 04:43:35 +08:00
Rong Ou
a65ad0bd9c Support column split in histogram builder (#8811) 2023-02-17 22:37:01 +08:00
Jiaming Yuan
c0afdb6786 Fix CPU bin compression with categorical data. (#8809)
* Fix CPU bin compression with categorical data.

* The bug causes the maximum category to be lesser than 256 or the maximum number of bins when
the input data is dense.
2023-02-16 04:20:34 +08:00
Jiaming Yuan
cce4af4acf Initial support for quantile loss. (#8750)
- Add support for Python.
- Add objective.
2023-02-16 02:30:18 +08:00
Jiaming Yuan
282b1729da Specify the number of threads for parallel sort. (#8735)
* Specify the number of threads for parallel sort.

- Pass context object into argsort.
- Replace macros with inline functions.
2023-02-16 00:20:19 +08:00
Jiaming Yuan
31d3ec07af Extract device algorithms. (#8789) 2023-02-13 20:53:53 +08:00
Jiaming Yuan
457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan
d11a0044cf Generalize prediction cache. (#8783)
* Extract most of the functionality into `DMatrixCache`.
* Move API entry to independent file to reduce dependency on `predictor.h` file.
* Add test.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-02-13 12:36:43 +08:00
Jiaming Yuan
17b709acb9 Rename ranking utils to threading utils. (#8785) 2023-02-12 05:41:18 +08:00
Jiaming Yuan
70c9b885ef Extract floating point rounding routines. (#8771) 2023-02-12 04:26:41 +08:00
Jiaming Yuan
5f76edd296 Extract make metric name from ranking metric. (#8768)
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
2023-02-09 18:30:21 +08:00
Jiaming Yuan
48cefa012e Support multiple alphas for segmented quantile. (#8758) 2023-02-07 17:17:59 +08:00
Jiaming Yuan
28bb01aa22 Extract optional weight. (#8747)
- Extract optional weight from coommon.h to reduce dependency on this header.
- Add test.
2023-02-07 03:11:53 +08:00
Jiaming Yuan
a2e433a089 Fix empty DMatrix with categorical features. (#8739) 2023-02-07 00:40:11 +08:00