Commit Graph
1522 Commits
Author SHA1 Message Date
Rong Ou 15e073ca9d Make objectives work with vertical distributed and federated learning (#9002) 2023-04-03 17:07:42 +08:00
Jiaming Yuan bac22734fb Remove ntree limit in python package. (#8345)
- Remove `ntree_limit`. The parameter has been deprecated since 1.4.0.
- The SHAP package compatibility is broken.
2023-03-31 19:01:55 +08:00
Jiaming Yuan d062a9e009 Define pair generation strategies for LTR. (#8984) 2023-03-30 12:00:35 +08:00
Philip Hyunsu Cho 6676c28cbc [CI] Fix Windows wheel to be compatible with Poetry (#8991)
* [CI] Fix Windows wheel to be compatible with Poetry

* Typo

* Eagerly scan globs to avoid patching same file twice
2023-03-28 21:32:54 -07:00
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 401ce5cf5e Run linters with the multi output demo. (#8966) 2023-03-28 00:47:28 +08:00
Jiaming Yuan acc110c251 [MT-TREE] Support prediction cache and model slicing. (#8968)
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
2023-03-27 23:10:54 +08:00
Jiaming Yuan c2b3a13e70 [breaking][skl] Remove parameter serialization. (#8963)
- Remove parameter serialization in the scikit-learn interface.

The scikit-lear interface `save_model` will save only the model and discard all
hyper-parameters. This is to align with the native XGBoost interface, which distinguishes
the hyper-parameter and model parameters.

With the scikit-learn interface, model parameters are attributes of the estimator. For
instance, `n_features_in_`, `n_classes_` are always accessible with
`estimator.n_features_in_` and `estimator.n_classes_`, but not with the
`estimator.get_params`.

- Define a `load_model` method for classifier to load its own attributes.

- Set n_estimators to None by default.
2023-03-27 21:34:10 +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 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
Rong Ou b240f055d3 Support vertical federated learning (#8932) 2023-03-22 14:25:26 +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 72e8331eab Reimplement the NDCG metric. (#8906)
- Add support for non-exp gain.
- Cache the DMatrix object to avoid re-calculating the IDCG.
- Make GPU implementation deterministic. (no atomic add)
2023-03-15 03:26:17 +08:00
Jiaming Yuan 8685556af2 Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +08:00
Jiaming Yuan 910ce580c8 Clear all cache after model load. (#8904) 2023-03-14 22:09:36 +08:00
Jiaming Yuan c400fa1e8d Predictor for vector leaf. (#8898) 2023-03-14 19:07:10 +08:00
Jiaming Yuan 8be6095ece Implement NDCG cache. (#8893) 2023-03-13 22:16:31 +08:00
Jiaming Yuan 9bade7203a Remove public access to tree model param. (#8902)
* Make tree model param a private member.
* Number of features and targets are immutable after construction.

This is to reduce the number of places where we can run configuration.
2023-03-13 20:55:10 +08:00
Jiaming Yuan 5ba3509dd3 Define multi expand entry. (#8895) 2023-03-13 19:31:05 +08:00
Jiaming YuanandPhilip Hyunsu Cho 3689695d16 [CI] Run RMM gtests. (#8900)
* [CI] Run RMM gtests.

* Update test-cpp-gpu.sh

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-03-12 03:14:31 +08:00
Jiaming Yuan 36a7396658 Replace dmlc any with std any. (#8892) 2023-03-11 06:11:04 +08:00
Jiaming Yuan 2aa838c75e Define multi-strategy parameter. (#8890) 2023-03-11 02:58:01 +08:00
Jiaming Yuan 6deaec8027 Pass obj info by reference instead of by value. (#8889)
- Pass obj info into tree updater as const pointer.

This way we don't have to initialize the learner model param before configuring gbm, hence
breaking up the dependency of configurations.
2023-03-11 01:38:28 +08:00
Jiaming Yuan c5c8f643f2 Remove the cub submodule. (#8888)
XGBoost now uses CTK-11.8 for binary packages, there's no need to maintain a cub
submodule anymore.
2023-03-09 19:43:02 -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 f236640427 Support F order for the tensor type. (#8872)
- Add F order support for tensor and view.
- Use parameter pack for automatic type cast. (avoid excessive static cast for shape).
2023-03-08 03:27:49 +08:00
Jiaming Yuan f7ce0ec0df Upgrade gcc toolchain to 9.x. (#8878)
* Use new tool chain.

* Use gcc-9.

* Use cmake from system.

* DOn't link leak.
2023-03-07 08:25:23 -08:00
Jiaming Yuan 7eba285a1e Support sklearn cross validation for ranker. (#8859)
* Support sklearn cross validation for ranker.

- Add a convention for X to include a special `qid` column.

sklearn utilities consider only `X`, `y` and `sample_weight` for supervised learning
algorithms, but we need an additional qid array for ranking.

It's important to be able to support the cross validation function in sklearn since all
other tuning functions like grid search are based on cross validation.
2023-03-07 00:22:08 +08:00
Jiaming Yuan 228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan 6a892ce281 Specify src path for isort. (#8867) 2023-03-06 17:30:27 +08:00
Jiaming Yuan 4d665b3fb0 Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
Rory MitchellandJiaming Yuan 69a50248b7 Fix scope of feature set pointers (#8850)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-02 12:37:14 +08:00
mzzhang95 6cef9a08e9 [pyspark] Update eval_metric validation to support list of strings (#8826) 2023-03-02 08:24:12 +08:00
Rong Ou 7cbaee9916 Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +08:00
Philip Hyunsu Cho 6d8afb2218 [CI] Require C++17 + CMake 3.18; Use CUDA 11.8 in CI (#8853)
* Update to C++17

* Turn off unity build

* Update CMake to 3.18

* Use MSVC 2022 + CUDA 11.8

* Re-create stack for worker images

* Allocate more disk space for Windows

* Tempiorarily disable clang-tidy

* RAPIDS now requires Python 3.10+

* Unpin cuda-python

* Use latest NCCL

* Use Ubuntu 20.04 in RMM image

* Mark failing mgpu test as xfail
2023-03-01 09:22:24 -08:00
Jiaming Yuan d54ef56f6f Fix cache with gc (#8851)
- Make DMatrixCache thread-safe.
- Remove the use of thread-local memory.
2023-03-01 00:39:06 +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 81b2ee1153 Pass DMatrix into metric for caching. (#8790) 2023-02-13 22:15:05 +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 YuanandPhilip Hyunsu Cho 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
Rong OuandHyunsu Philip Cho ed91e775ec Fix quantile tests running on multi-gpus (#8775)
* Fix quantile tests running on multi-gpus

* Run some gtests with multiple GPUs

* fix mgpu test naming

* Instruct NCCL to print extra logs

* Allocate extra space in /dev/shm to enable NCCL

* use gtest_skip to skip mgpu tests

---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2023-02-12 17:00:26 -08:00