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93 Commits

Author SHA1 Message Date
Jiaming Yuan
96d3d32265
[dask] Add shap tests. (#6575) 2021-01-08 14:59:27 +08:00
Jiaming Yuan
f5ff90cd87
Support _estimator_type. (#6582) 
* Use `_estimator_type`.

For more info, see: https://scikit-learn.org/stable/developers/develop.html#estimator-types

* Model trained from dask can be loaded by single node skl interface.
 2021-01-08 10:01:16 +08:00
Jiaming Yuan
60cfd14349
[dask, sklearn] Fix predict proba. (#6566) 
* For sklearn:
  - Handles user defined objective function.
  - Handles `softmax`.

* For dask:
  - Use the implementation from sklearn, the previous implementation doesn't perform any extra handling.
 2021-01-05 08:29:06 +08:00
Jiaming Yuan
de8fd852a5
[dask] Add type hints. (#6519) 
* Add validate_features.
* Show type hints in doc.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-12-29 19:41:02 +08:00
Jiaming Yuan
a30461cf87
[dask] Support all parameters in regressor and classifier. (#6471) 
* Add eval_metric.
* Add callback.
* Add feature weights.
* Add custom objective.
 2020-12-14 07:35:56 +08:00
Jiaming Yuan
47b86180f6
Don't validate feature when number of rows is 0. (#6472) 2020-12-07 18:08:51 +08:00
Philip Hyunsu Cho
fb56da5e8b
Add global configuration (#6414) 
* Add management functions for global configuration: XGBSetGlobalConfig(), XGBGetGlobalConfig().
* Add Python interface: set_config(), get_config(), and config_context().
* Add unit tests for Python
* Add R interface: xgb.set.config(), xgb.get.config()
* Add unit tests for R

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2020-12-03 00:05:18 -08:00
Jiaming Yuan
4ccf92ea34
[dask] Fix union of workers. (#6375) 2020-11-13 16:55:05 +08:00
Philip Hyunsu Cho
e5193c21a1
[dask] Allow empty data matrix in AFT survival (#6379) 
* [dask] Allow empty data matrix in AFT survival

* Add unit test
 2020-11-12 17:49:58 -08:00
Jiaming Yuan
6e12c2a6f8
[dask] Supoort running on GKE. (#6343) 
* Avoid accessing `scheduler_info()['workers']`.
* Avoid calling `client.gather` inside task.
* Avoid using `client.scheduler_address`.
 2020-11-11 18:04:34 +08:00
Jiaming Yuan
7756192906
[dask] Fix prediction on DaskDMatrix with multiple meta data. (#6333) 
* Unify the meta handling methods.
 2020-11-02 19:18:44 -05:00
Jiaming Yuan
c80657b542
Fix flaky data initialization test. (#6318) 2020-10-30 03:11:22 +08:00
Philip Hyunsu Cho
143b278267
Mark flaky tests as XFAIL (#6299) 
* Temporarily skip TestGPUUpdaters::test_categorical

* Temporarily skip test_boost_from_prediction[approx]
 2020-10-28 11:50:57 -07:00
Jiaming Yuan
2686d32a36
Skip dask tests on ARM. (#6267) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-26 15:09:05 +08:00
Jiaming Yuan
81c37c28d5
Time the CPU tests on Jenkins. (#6257) 
* Time the CPU tests on Jenkins.
* Reduce thread contention.
* Add doc.
* Skip heavy tests on ARM.
 2020-10-20 17:19:07 -07:00
Jiaming Yuan
3da5a69dc9
Fix typo in dask interface. (#6240) 2020-10-15 15:26:29 +08:00
Jiaming Yuan
b05073bda5
[dask] Test for data initializaton. (#6226) 2020-10-13 11:08:35 +08:00
Jiaming Yuan
ab5b35134f
Rework Python callback functions. (#6199) 
* Define a new callback interface for Python.
* Deprecate the old callbacks.
* Enable early stopping on dask.
 2020-10-10 17:52:36 +08:00
Christian Lorentzen
cf4f019ed6
[Breaking] Change default evaluation metric for classification to logloss / mlogloss (#6183) 
* Change DefaultEvalMetric of classification from error to logloss

* Change default binary metric in plugin/example/custom_obj.cc

* Set old error metric in python tests

* Set old error metric in R tests

* Fix missed eval metrics and typos in R tests

* Fix setting eval_metric twice in R tests

* Add warning for empty eval_metric for classification

* Fix Dask tests

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-02 12:06:47 -07:00
Kyle Nicholson
e6a238c020
Update base margin dask (#6155) 
* Add `base-margin`
* Add `output_margin` to regressor.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-09-26 21:30:52 +08:00
Jiaming Yuan
33d80ffad0
[dask] Support more meta data on functional interface. (#6132) 
* Add base_margin, label_(lower|upper)_bound.
* Test survival training with dask.
 2020-09-21 16:56:37 +08:00
Rory Mitchell
47350f6acb
Allow kwargs in dask predict (#6117) 2020-09-15 13:04:03 +12:00
Jiaming Yuan
29b7fea572
Optimize cpu sketch allreduce for sparse data. (#6009) 
* Bypass RABIT serialization reducer and use custom allgather based merging.
 2020-08-19 10:03:45 +08:00
Jiaming Yuan
ee70a2380b
Unify CPU hist sketching (#5880) 2020-08-12 01:33:06 +08:00
jameskrach
bd6b7f4aa7
[Breaking] Fix .predict() method and add .predict_proba() in xgboost.dask.DaskXGBClassifier (#5986) 2020-08-11 16:11:28 +08:00
Jiaming Yuan
801e6b6800
Fix dask predict shape infer. (#5989) 2020-08-08 14:29:22 +08:00
Jiaming Yuan
fa3715f584
[Dask] Asyncio support. (#5862) 2020-07-30 06:23:58 +08:00
Jiaming Yuan
7c2686146e
Dask device dmatrix (#5901) 
* Fix softprob with empty dmatrix.
 2020-07-17 13:17:43 +08:00
Jiaming Yuan
6601a641d7
Thread safe, inplace prediction. (#5389) 
Normal prediction with DMatrix is now thread safe with locks.  Added inplace prediction is lock free thread safe.

When data is on device (cupy, cudf), the returned data is also on device.

* Implementation for numpy, csr, cudf and cupy.

* Implementation for dask.

* Remove sync in simple dmatrix.
 2020-03-30 15:35:28 +08:00
Jiaming Yuan
cd7d6f7d59
[dask] Fix missing value for scikit-learn interface. (#5435) 2020-03-20 10:56:01 -04:00
Jiaming Yuan
760d5d0c3c
[dask] Accept other inputs for prediction. (#5428) 
* Returns a series when input is dataframe.

* Merge assert client.
 2020-03-19 17:05:55 +08:00
Jiaming Yuan
b51124c158
[dask] Enable gridsearching with skl. (#5417) 2020-03-16 04:51:51 +08:00
Jiaming Yuan
761a5dbdfc
[dask] Honor nthreads from dask worker. (#5414) 2020-03-16 04:51:24 +08:00
Jiaming Yuan
21b671aa06
[dask] Order the prediction result. (#5416) 2020-03-15 19:34:04 +08:00
Jiaming Yuan
ed0216642f
Avoid dask test fixtures. (#5270) 
* Fix Travis OSX timeout.

* Fix classifier.
 2020-02-03 12:39:20 +08:00
Jiaming Yuan
ced3660f60
Tests for empty dmatrix. (#5159) 2019-12-26 11:51:54 +08:00
Jiaming Yuan
761e938dbe
Support dask dataframe as y for classifier. (#5077) 
* Support dask dataframe as y for classifier.

* Lint.
 2019-12-02 11:53:30 +08:00
Jiaming Yuan
7e72a12871
Don't set_params at the end of set_state. (#4947) 
* Don't set_params at the end of set_state.

* Also fix another issue found in dask prediction.

* Add note about prediction.

Don't support other prediction modes at the moment.
 2019-10-15 10:08:26 -04:00
Jiaming Yuan
2ebdec8aa6
Fix dask prediction. (#4941) 
* Fix dask prediction.

* Add better error messages for wrong partition.
 2019-10-14 23:19:34 -04:00
Jiaming Yuan
6c9b6f11da Use cudf.concat explicitly. (#4918) 
* Use `cudf.concat` explicitly.

* Add test.
 2019-10-10 16:02:10 +13:00
Jiaming Yuan
b8433c455a
Rewrite Dask interface. (#4819) 2019-09-25 01:30:14 -04:00
Jiaming Yuan
5374f52531
Complete cudf support. (#4850) 
* Handles missing value.
* Accept all floating point and integer types.
* Move to cudf 9.0 API.
* Remove requirement on `null_count`.
* Arbitrary column types support.
 2019-09-16 23:52:00 -04:00
Rory Mitchell
09b90d9329
Add native support for Dask (#4473) 
* Add native support for Dask

* Add multi-GPU demo

* Add sklearn example
 2019-05-27 13:29:28 +12:00