Commit Graph
424 Commits
Author SHA1 Message Date
Jiaming Yuan 4cf95a6041 Support numpy array interface (#6998) 2021-05-27 16:08:22 +08:00
Andrew Ziemandfis 3e7e426b36 Fix spelling in documents (#6948)
* Update roxygen2 doc.

Co-authored-by: fis <jm.yuan@outlook.com>
2021-05-11 20:44:36 +08:00
Jiaming Yuan 146549260a Bump version to 1.5.0 snapshot in master. (#6875) 2021-04-22 01:53:44 +08:00
Jiaming Yuan 556a83022d Implement unified update prediction cache for (gpu_)hist. (#6860)
* Implement utilites for linalg.
* Unify the update prediction cache functions.
* Implement update prediction cache for multi-class gpu hist.
2021-04-17 00:29:34 +08:00
Jiaming Yuan a5d7094a45 Update documents. (#6856)
* Add early stopping section to prediction doc.
* Remove best_ntree_limit.
* Better doxygen output.
2021-04-16 12:41:03 +08:00
Jiaming Yuan 7e06c81894 Fix approximated predict contribution. (#6811) 2021-04-03 02:15:03 +08:00
Jiaming Yuan b1fdb220f4 Remove deprecated n_gpus parameter. (#6821) 2021-04-02 03:02:32 +08:00
Jiaming Yuan 1a73a28511 Add device argsort. (#6749)
This is part of https://github.com/dmlc/xgboost/pull/6747 .
2021-03-16 16:05:22 +08:00
Philip Hyunsu Cho 366f3cb9d8 Add use_rmm flag to global configuration (#6656)
* Ensure RMM is 0.18 or later

* Add use_rmm flag to global configuration

* Modify XGBCachingDeviceAllocatorImpl to skip CUB when use_rmm=True

* Update the demo

* [CI] Pin NumPy to 1.19.4, since NumPy 1.19.5 doesn't work with latest Shap
2021-03-09 14:53:05 -08:00
Jiaming Yuan 9da2287ab8 [breaking] Save booster feature info in JSON, remove feature name generation. (#6605)
* Save feature info in booster in JSON model.
* [breaking] Remove automatic feature name generation in `DMatrix`.

This PR is to enable reliable feature validation in Python package.
2021-02-25 18:54:16 +08:00
Louis Desreumaux 9b530e5697 Improve OpenMP exception handling (#6680) 2021-02-25 13:56:16 +08:00
Jiaming Yuan e8c5c53e2f Use Predictor for dart. (#6693)
* Use normal predictor for dart booster.
* Implement `inplace_predict` for dart.
* Enable `dart` for dask interface now that it's thread-safe.
* categorical data should be working out of box for dart now.

The implementation is not very efficient as it has to pull back the data and
apply weight for each tree, but still a significant improvement over previous
implementation as now we no longer binary search for each sample.

* Fix output prediction shape on dataframe.
2021-02-09 23:30:19 +08:00
Jiaming Yuan 218a5fb6dd Simplify Span checks. (#6685)
* Stop printing out message.
* Remove R specialization.

The printed message is not really useful anyway, without a reproducible example
there's no way to fix it.  But if there's a reproducible example, we can always
obtain these information by a debugger.  Removing the `printf` function avoids
creating the context in kernel.
2021-02-09 08:12:58 +08:00
Jiaming Yuan 4656b09d5d [breaking] Add prediction fucntion for DMatrix and use inplace predict for dask. (#6668)
* Add a new API function for predicting on `DMatrix`.  This function aligns
with rest of the `XGBoosterPredictFrom*` functions on semantic of function
arguments.
* Purge `ntree_limit` from libxgboost, use iteration instead.
* [dask] Use `inplace_predict` by default for dask sklearn models.
* [dask] Run prediction shape inference on worker instead of client.

The breaking change is in the Python sklearn `apply` function, I made it to be
consistent with other prediction functions where `best_iteration` is used by
default.
2021-02-08 18:26:32 +08:00
Jiaming Yuan dbb5208a0a Use __array_interface__ for creating DMatrix from CSR. (#6675)
* Use __array_interface__ for creating DMatrix from CSR.
* Add configuration.
2021-02-05 21:09:47 +08:00
Jiaming Yuan 411592a347 Enhance inplace prediction. (#6653)
* Accept array interface for csr and array.
* Accept an optional proxy dmatrix for metainfo.

This constructs an explicit `_ProxyDMatrix` type in Python.

* Remove unused doc.
* Add strict output.
2021-02-02 11:41:46 +08:00
Jiaming Yuan c3c8e66fc9 Make prediction functions thread safe. (#6648) 2021-01-28 23:29:43 +08:00
Jiaming Yuan 1b70a323a7 Improve string view to reduce string allocation. (#6644) 2021-01-27 19:08:52 +08:00
ShvetsKSandKirill Shvets 7f4d3a91b9 Multiclass prediction caching for CPU Hist (#6550)
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-01-13 04:42:07 +08:00
Jiaming Yuan f2f7dd87b8 Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +08:00
Jiaming Yuan 80065d571e [dask] Add DaskXGBRanker (#6576)
* Initial support for distributed LTR using dask.

* Support `qid` in libxgboost.
* Refactor `predict` and `n_features_in_`, `best_[score/iteration/ntree_limit]`
  to avoid duplicated code.
* Define `DaskXGBRanker`.

The dask ranker doesn't support group structure, instead it uses query id and
convert to group ptr internally.
2021-01-08 18:35:09 +08:00
Jiaming YuanandHyunsu Cho 8747885a8b Support Solaris. (#6578)
* Add system header.

* Remove use of TR1 on Solaris

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2021-01-07 09:05:05 +08:00
TP BoudreauandHyunsu Cho b2246ae7ef Update dmlc-core submodule and conform to new API (#6431)
* Update dmlc-core submodule and conform to new API

* Remove unsupported parameter from method signature

* Update dmlc-core submodule and conform to new API

* Update dmlc-core

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2021-01-05 16:12:22 -08:00
Jiaming YuanandPhilip Hyunsu Cho ca3da55de4 Support early stopping with training continuation, correct num boosted rounds. (#6506)
* Implement early stopping with training continuation.

* Add new C API for obtaining boosted rounds.

* Fix off by 1 in `save_best`.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-17 19:59:19 +08:00
Jiaming Yuan c5876277a8 Drop saving binary format for memory snapshot. (#6513) 2020-12-17 00:14:57 +08:00
hzy001andHao Ziyu 749364f25d Update the C API comments (#6457)
Signed-off-by: Hao Ziyu <haoziyu@qiyi.com>

Co-authored-by: Hao Ziyu <haoziyu@qiyi.com>
2020-12-16 14:56:13 +08:00
Philip Hyunsu Cho 0d483cb7c1 Bump version to 1.4.0 snapshot in master (#6486) 2020-12-10 07:38:08 -08:00
Jiaming Yuan 703c2d06aa Fix global config default value. (#6470) 2020-12-06 06:15:33 +08:00
Philip Hyunsu ChoandJiaming Yuan 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
Honza Sterba b0036b339b Optionaly fail when gpu_id is set to invalid value (#6342) 2020-11-28 15:14:12 +08:00
Jiaming Yuan 8a17610666 Implement GPU predict leaf. (#6187) 2020-11-11 17:33:47 +08:00
Jiaming Yuan 43efadea2e Deterministic data partitioning for external memory (#6317)
* Make external memory data partitioning deterministic.

* Change the meaning of `page_size` from bytes to number of rows.

* Design a data pool.

* Note for external memory.

* Enable unity build on Windows CI.

* Force garbage collect on test.
2020-11-11 06:11:06 +08:00
Jiaming Yuan 519cee115a Avoid resetting seed for every configuration. (#6349) 2020-11-06 10:28:35 +08:00
Jiaming YuanandPhilip Hyunsu Cho 2cc9662005 Support slicing tree model (#6302)
This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.

* Implement the save_best option in early stopping.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-11-02 23:27:39 -08:00
Igor Moura 5e1e972aea Clean up warnings (#6325) 2020-10-30 23:50:29 +08:00
Sergio GavilánandHyunsu Cho b181a88f9f Reduced some C++ compiler warnings (#6197)
* Removed some warnings

* Rebase with master

* Solved C++ Google Tests errors made by refactoring in order to remove warnings

* Undo renaming path -> path_

* Fix style check

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-29 12:36:00 -07:00
vcarpaniandHyunsu Cho 671971e12e Compiler warnings (#6286)
* Fix warnings for json.h

* Fix warnings for metric.h

* Fix warnings for updater_quantile_hist.cc.

* Fix warnings for updater_histmaker.cc.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-28 13:46:15 -07:00
Jiaming Yuan 3310e208fd Fix inplace prediction interval. (#6259)
* Add back the interval in call.
* Make the interval non-optional.
2020-10-28 13:13:59 +08:00
Jiaming Yuan bcfab4d726 Revert "Disable JSON full serialization for now. (#6248)" (#6266)
This reverts commit 6d293020fb.
2020-10-27 03:30:47 +08:00
Igor Moura d1254808d5 Clean up C++ warnings (#6213) 2020-10-19 23:02:33 +08:00
Jiaming Yuan 6d293020fb Disable JSON full serialization for now. (#6248)
* Disable JSON serialization for now.

* Multi-class classification is checkpointing for each iteration.
This brings significant overhead.

Revert: 90355b4f00

* Set R tests to use binary.
2020-10-16 17:59:54 +08:00
vcarpaniandHyunsu Cho 6bc9747df5 Reduce compile warnings (#6198)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-08 23:14:59 +08:00
ShvetsKSandShvetsKS a4ce0eae43 CPU predict performance improvement (#6127)
Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
2020-10-08 15:50:21 +03:00
Rory Mitchell dda9e1e487 Update GPUTreeshap (#6163)
* Reduce shap test duration

* Test interoperability with shap package

* Add feature interactions

* Update GPUTreeShap
2020-09-28 09:43:47 +13:00
Jiaming Yuan 7065779afa Improve JSON format for categorical features. (#6128)
* Gather categories for all nodes.
2020-09-21 15:35:05 +08:00
Jiaming Yuan a069a21e03 Implement intrusive ptr (#6129)
* Use intrusive ptr for JSON.
2020-09-20 20:07:16 +08:00
Rory Mitchell 2e907abdb8 Updates to GPUTreeShap (#6087)
* Extract paths on device

* Update GPUTreeShap
2020-09-06 13:39:08 +12:00
Jiaming Yuan 2fcc4f2886 Unify evaluation functions. (#6037) 2020-08-26 14:23:27 +08:00
Jiaming Yuan 80c8547147 Make binary bin search reusable. (#6058)
* Move binary search row to hist util.
* Remove dead code.
2020-08-26 05:05:11 +08:00
Jiaming Yuan 81d8dd79ca Bump header version. (#6056) 2020-08-26 00:29:00 +08:00