359 Commits

Author SHA1 Message Date
Jiaming Yuan
7bccc1ea2c
[EM] CPU implementation for external memory QDM. (#10682)
- A new DMatrix type.
- Extract common code into a new QDM base class.

Not yet working:
- Not exposed to the interface yet, will wait for the GPU implementation.
- ~No meta info yet, still working on the source.~
- Exporting data to CSR is not supported yet.
2024-08-09 09:38:02 +08:00
Jiaming Yuan
b2cae34a8e
Fix integer overflow. (#10615) 2024-07-23 02:13:15 +08:00
Jiaming Yuan
cb62f9e73b
[EM] Prevent init with CUDA malloc resource. (#10606) 2024-07-21 05:08:29 +08:00
Jiaming Yuan
292bb677e5
[EM] Support mmap backed ellpack. (#10602)
- Support resource view in ellpack.
- Define the CUDA version of MMAP resource.
- Define the CUDA version of malloc resource.
- Refactor cuda runtime API wrappers, and add memory access related wrappers.
- gather windows macros into a single header.
2024-07-18 08:20:21 +08:00
Dmitry Razdoburdin
513d7a7d84
[sycl] Reorder if-else statements to allow using of cpu branches for sycl-devices (#10543)
* reoder if-else statements for sycl compatibility

* trigger check

---------

Co-authored-by: Dmitry Razdoburdin <>
2024-07-05 16:31:48 +08:00
Jiaming Yuan
628411a654
Enhance the threadpool implementation. (#10531)
- Accept an initialization function.
- Support void return tasks.
2024-07-03 12:13:27 +08:00
Jiaming Yuan
9cb4c938da
[EM] Move prefetch in reset into the end of the iteration. (#10529) 2024-07-03 03:48:18 +08:00
Jiaming Yuan
e8a962575a
[EM] Allow staging ellpack on host for GPU external memory. (#10488)
- New parameter `on_host`.
- Abstract format creation and stream creation into policy classes.
2024-06-28 04:42:18 +08:00
Jiaming Yuan
e5f1720656
[EM] Avoid writing cut matrix to cache. (#10444) 2024-06-19 18:03:38 +08:00
Jiaming Yuan
b4cc350ec5
Fix categorical data with external memory. (#10433) 2024-06-18 04:34:54 +08:00
Jiaming Yuan
49e25cfb36
Allow unaligned pointer if the array is empty. (#10418)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2024-06-15 19:10:21 +08:00
Jiaming Yuan
0808e50ae8
Sync stream in ellpack format. (#10374) 2024-06-04 12:58:26 +08:00
Jiaming Yuan
d2d01d977a
Remove unnecessary fetch operations in external memory. (#10342) 2024-05-31 13:16:40 +08:00
Jiaming Yuan
a5a58102e5
Revamp the rabit implementation. (#10112)
This PR replaces the original RABIT implementation with a new one, which has already been partially merged into XGBoost. The new one features:
- Federated learning for both CPU and GPU.
- NCCL.
- More data types.
- A unified interface for all the underlying implementations.
- Improved timeout handling for both tracker and workers.
- Exhausted tests with metrics (fixed a couple of bugs along the way).
- A reusable tracker for Python and JVM packages.
2024-05-20 11:56:23 +08:00
Jiaming Yuan
835e59e538
Use a thread pool for external memory. (#10288) 2024-05-16 19:32:12 +08:00
Jiaming Yuan
1022909bbe
Fix global config for external memory. (#10173)
Pass the thread-local configuration between threads.
2024-04-11 01:29:28 +08:00
Jiaming Yuan
230010d9a0
Cleanup set info. (#10139)
- Use the array interface internally.
- Deprecate `XGDMatrixSetDenseInfo`.
- Deprecate `XGDMatrixSetUIntInfo`.
- Move the handling of `DataType` into the deprecated C function.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2024-03-26 23:26:24 +08:00
Jiaming Yuan
53fc17578f
Use std::uint64_t for row index. (#10120)
- Use std::uint64_t instead of size_t to avoid implementation-defined type.
- Rename to bst_idx_t, to account for other types of indexing.
- Small cleanup to the base header.
2024-03-15 18:43:49 +08:00
Jiaming Yuan
56b1868278
Fix compilation with the latest ctk. (#10123) 2024-03-15 08:04:41 +08:00
Philip Hyunsu Cho
4dfbe2a893
[CI] Test building for 32-bit arch (#10021)
* [CI] Test building for 32-bit arch

* Update CMakeLists.txt

* Fix yaml

* Use Debian container

* Remove -Werror for 32-bit

* Revert "Remove -Werror for 32-bit"

This reverts commit c652bc6a037361bcceaf56fb01863210b462793d.

* Don't error for overloaded-virtual warning

* Ignore some warnings from dmlc-core

* Fix compiler warnings

* Fix formatting

* Apply suggestions from code review

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>

* Add more cast

---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2024-01-31 13:20:51 -08:00
Jiaming Yuan
a76d6c6131
Fix cpp deprecation. (#10010) 2024-01-26 02:13:40 +08:00
Philip Hyunsu Cho
c8f5d190c6
[CI] Stop Windows pipeline upon a failing pytest (#10003) 2024-01-24 22:54:21 -08:00
Jiaming Yuan
c03a4d5088
Check support status for categorical features. (#9946) 2024-01-04 16:51:33 +08:00
david-cortes
3c004a4145
[R] Add missing DMatrix functions (#9929)
* `XGDMatrixGetQuantileCut`
* `XGDMatrixNumNonMissing`
* `XGDMatrixGetDataAsCSR`

---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2024-01-03 17:29:21 +08:00
Jiaming Yuan
faf0f2df10
Support dataframe data format in native XGBoost. (#9828)
- Implement a columnar adapter.
- Refactor Python pandas handling code to avoid converting into a single numpy array.
- Add support in R for transforming columns.
- Support R data.frame and factor type.
2023-12-12 09:56:31 +08:00
Jiaming Yuan
06bdc15e9b
[coll] Pass context to various functions. (#9772)
* [coll] Pass context to various functions.

In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.
2023-11-08 09:54:05 +08:00
Jiaming Yuan
48ac9b6cbe
[coll] Allreduce. (#9679) 2023-10-17 13:57:14 +08:00
Rong Ou
da6803b75b
Support column-wise data split with in-memory inputs (#9628)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-10-17 12:16:39 +08:00
Rong Ou
e164d51c43
Improve allgather functions (#9649) 2023-10-12 23:31:43 +08:00
Rong Ou
0ecb4de963
[breaking] Change DMatrix construction to be distributed (#9623)
* Change column-split DMatrix construction to be distributed

* remove splitting code for row split
2023-10-10 23:35:57 +08:00
Jiaming Yuan
d95be1c38d
Small cleanup to jvm iter adapter. (#9616)
- Remove header dependency on c_api
- Remove remaining code for arrow.
2023-09-29 00:39:07 +08:00
Jiaming Yuan
60526100e3
Support arrow through pandas ext types. (#9612)
- Use pandas extension type for pyarrow support.
- Additional support for QDM.
- Additional support for inplace_predict.
2023-09-28 17:00:16 +08:00
Jiaming Yuan
1167e6c554
Limit the number of threads for external memory. (#9605) 2023-09-24 00:30:28 +08:00
Jiaming Yuan
cac2cd2e94
[R] Set number of threads in demos and tests. (#9591)
- Restrict the number of threads in IO.
- Specify the number of threads in demos and tests.
- Add helper scripts for checks.
2023-09-23 21:44:03 +08:00
Jiaming Yuan
8c676c889d
Remove internal use of gpu_id. (#9568) 2023-09-20 23:29:51 +08:00
Jiaming Yuan
adea842c83
Fix inplace predict with fallback when base margin is used. (#9536)
- Copy meta info from proxy DMatrix.
- Use `std::call_once` to emit less warnings.
2023-09-05 01:04:24 +08:00
Jiaming Yuan
ddf2e68821
Use the new DeviceOrd in the linalg module. (#9527) 2023-08-29 13:37:29 +08:00
Jiaming Yuan
972730cde0
Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Jiaming Yuan
bb56183396
Normalize file system path. (#9463) 2023-08-11 21:26:46 +08:00
Jiaming Yuan
f05294a6f2
Fix clang warnings. (#9447)
- static function in header. (which is marked as unused due to translation unit
visibility).
- Implicit copy operator is deprecated.
- Unused lambda capture.
- Moving a temporary variable prevents copy elision.
2023-08-09 15:34:45 +08:00
Jiaming Yuan
54029a59af
Bound the size of the histogram cache. (#9440)
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
2023-08-08 03:21:26 +08:00
Jiaming Yuan
912e341d57
Initial GPU support for the approx tree method. (#9414) 2023-07-31 15:50:28 +08:00
Jiaming Yuan
a196443a07
Implement sketching with Hessian on GPU. (#9399)
- Prepare for implementing approx on GPU.
- Unify the code path between weighted and uniform sketching on DMatrix.
2023-07-24 15:43:03 +08:00
Jiaming Yuan
275da176ba
Document for device ordinal. (#9398)
- Rewrite GPU demos. notebook is converted to script to avoid committing additional png plots.
- Add GPU demos into the sphinx gallery.
- Add RMM demos into the sphinx gallery.
- Test for firing threads with different device ordinals.
2023-07-22 15:26:29 +08:00
Jiaming Yuan
04aff3af8e
Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Rong Ou
3632242e0b
Support column split with GPU quantile (#9370) 2023-07-11 12:15:56 +08:00
Jiaming Yuan
20c52f07d2
Support exporting cut values (#9356) 2023-07-08 15:32:41 +08:00
Jiaming Yuan
59787b23af
Allow empty page in external memory. (#9361) 2023-07-08 09:24:35 +08:00
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