233 Commits

Author SHA1 Message Date
Jiaming Yuan
1caa93221a
Use realloc for histogram cache and expose the cache limit. (#9455) 2023-08-10 14:05:27 +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
1332ff787f
Unify the code path between local and distributed training. (#9433)
This removes the need for a local histogram space during distributed training, which cuts the cache size by half.
2023-08-03 21:46:36 +08:00
Jiaming Yuan
e93a274823
Small cleanup for histogram routines. (#9427)
* Small cleanup for histogram routines.

- Extract hist train param from GPU hist.
- Make histogram const after construction.
- Unify parameter names.
2023-08-02 18:28:26 +08:00
Jiaming Yuan
912e341d57
Initial GPU support for the approx tree method. (#9414) 2023-07-31 15:50:28 +08:00
Rong Ou
7579905e18
Retry switching to per-thread default stream (#9416) 2023-07-26 07:09:12 +08:00
Jiaming Yuan
3a9996173e
Revert "Switch to per-thread default stream (#9396)" (#9413)
This reverts commit f7f673b00c15458fb4dd74a2a0d2ba80369c5faf.
2023-07-24 12:03:28 -07:00
Jiaming Yuan
22b0a55a04
Remove hist builder class. (#9400)
* Remove hist build class.

* Cleanup this stateless class.

* Add comment to thread block.
2023-07-22 10:43:12 +08:00
Rong Ou
f7f673b00c
Switch to per-thread default stream (#9396) 2023-07-20 08:21:00 +08:00
Jiaming Yuan
04aff3af8e
Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Jiaming Yuan
20c52f07d2
Support exporting cut values (#9356) 2023-07-08 15:32:41 +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
Jiaming Yuan
152e2fb072
Unify test helpers for creating ctx. (#9274) 2023-06-10 03:35:22 +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
Rong Ou
603f8ce2fa
Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Rong Ou
52311dcec9
Fix multi-threaded gtests (#9148) 2023-05-10 19:15:32 +08:00
Jiaming Yuan
55968ed3fa
Fix monotone constraints on CPU. (#9122) 2023-05-06 01:07:54 +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
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
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
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
8685556af2
Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +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 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
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
228a46e8ad
Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan
4d665b3fb0
Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
Rong Ou
7cbaee9916
Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +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
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
0e61ba57d6
Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan
3760cede0f
Consistent use of context to specify number of threads. (#8733)
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
2023-01-30 15:25:31 +08:00
Jiaming Yuan
e49e0998c0
Extract CPU sampling routines. (#8697) 2023-01-19 23:28:18 +08:00
Jiaming Yuan
8d545ab2a2
Implement fit stump. (#8607) 2023-01-04 04:14:51 +08:00
Jiaming Yuan
c6a8754c62
Define CUDA Context. (#8604)
We will transition to non-default and non-blocking CUDA stream.
2022-12-20 15:15:07 +08:00
Jiaming Yuan
3e26107a9c
Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
Dmitry Razdoburdin
5bd849f1b5
Unify the partitioner for hist and approx.
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-10-20 02:49:20 +08:00
Jiaming Yuan
3ef1703553
Allow using string view to find JSON value. (#8332)
- Allow comparison between string and string view.
- Fix compiler warnings.
2022-10-13 17:10:13 +08:00
Rory Mitchell
210915c985
Use integer gradients in gpu_hist split evaluation (#8274) 2022-10-11 12:16:27 +02:00
Rory Mitchell
8f77677193
Use quantised gradients in gpu_hist histograms (#8246) 2022-09-26 17:35:35 +02:00
Dmitry Razdoburdin
eb7bbee2c9
Optional by-column histogram build. (#8233)
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
2022-09-22 05:16:13 +08:00
Jiaming Yuan
b791446623
Initial support for IPv6 (#8225)
- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to the socket.
2022-09-21 18:06:50 +08:00
Jiaming Yuan
bc818316f2
Prepare for improving Windows networking compatibility. (#8234)
* Prepare for improving Windows networking compatibility.

* Include dmlc filesystem indirectly as dmlc/filesystem.h includes windows.h, which
  conflicts with winsock2.h
* Define `NOMINMAX` conditionally.
* Link the winsock library when mysys32 is used.
* Add config file for read the doc.
2022-09-10 15:16:49 +08:00
Jiaming Yuan
b5eb36f1af
Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00
Jiaming Yuan
441ffc017a
Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +08:00