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1741 Commits
Author SHA1 Message Date
Jiaming Yuan 7f399eac8b Use double for GPU Hist node sum. (#7507) 2021-12-22 08:41:35 +08:00
Jiaming Yuan 58a6723eb1 Initial support for multioutput regression. (#7514) 
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
 2021-12-18 09:28:38 +08:00
Jiaming Yuan 9ab73f737e Extract Sketch Entry from hist maker. (#7503) 
* Extract Sketch Entry from hist maker.

* Add a new sketch container for sorted inputs.
* Optimize bin search.
 2021-12-18 05:36:56 +08:00
Jiaming Yuan 5b1161bb64 Convert labels into tensor. (#7456) 
* Add a new ctor to tensor for `initilizer_list`.
* Change labels from host device vector to tensor.
* Rename the field from `labels_` to `labels` since it's a public member.
 2021-12-17 00:58:35 +08:00
Jiaming Yuan 70b12d898a [dask] Fix ddqdm with empty partition. (#7510) 
* Fix empty partition.

* war.
 2021-12-16 20:37:29 +08:00
Jiaming Yuan 01152f89ee Remove unused parameters. (#7499) 2021-12-09 14:24:51 +08:00
Jiaming Yuan eee527d264 Add approx partitioner. (#7467) 2021-11-27 15:22:06 +08:00
Jiaming Yuan 85cbd32c5a Add range-based slicing to tensor view. (#7453) 2021-11-27 13:42:36 +08:00
Jiaming Yuan 557ffc4bf5 Reduce base margin to 2 dim for now. (#7455) 2021-11-27 00:46:13 +08:00
Jiaming Yuan 5262e933f7 Remove unnecessary constexpr. (#7466) 2021-11-23 16:42:08 +08:00
Jiaming Yuan 176110a22d Support external memory in CPU histogram building. (#7372) 2021-11-23 01:13:33 +08:00
Jiaming Yuan d33854af1b [Breaking] Accept multi-dim meta info. (#7405) 
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
 2021-11-18 23:02:54 +08:00
Jiaming Yuan b0015fda96 Fix R CRAN failures. (#7404) 
* Remove hist builder dtor.

* Initialize values.

* Tolerance.

* Remove the use of nthread in col maker.
 2021-11-16 10:51:12 +08:00
Jiaming Yuan 55ee272ea8 Extend array interface to handle ndarray. (#7434) 
* Extend array interface to handle ndarray.

The `ArrayInterface` class is extended to support multi-dim array inputs. Previously this
class handles only 2-dim (vector is also matrix).  This PR specifies the expected
dimension at compile-time and the array interface can perform various checks automatically
for input data. Also, adapters like CSR are more rigorous about their input.  Lastly, row
vector and column vector are handled without intervention from the caller.
 2021-11-16 09:52:15 +08:00
Jiaming Yuan d4274bc556 Fix typo. (#7433) 2021-11-15 01:28:11 +08:00
Jiaming Yuan a7057fa64c Implement typed storage for tensor. (#7429) 
* Add `Tensor` class.
* Add elementwise kernel for CPU and GPU.
* Add unravel index.
* Move some computation to compile time.
 2021-11-14 18:53:13 +08:00
Jiaming Yuan 46726ec176 Expose build info (#7399) 2021-11-12 18:22:46 +08:00
Jiaming Yuan 937fa282b5 Extract string view. (#7416) 
* Add equality operators.
* Return a view in substr.
* Add proper iterator types.
 2021-11-12 18:22:30 +08:00
Jiaming Yuan ca6f980932 Check number of trees in inplace predict. (#7409) 2021-11-12 18:20:23 +08:00
Jiaming Yuan d7d1b6e3a6 CPU evaluation for cat data. (#7393) 
* Implementation for one hot based.
* Implementation for partition based. (LightGBM)
 2021-11-06 14:41:35 +08:00
Jiaming Yuan 6ede12412c Update dmlc-core and use data iter for GPU sampling tests. (#7398) 
* Update dmlc-core.
* New parquet parser in dmlc-core.
* Use data iter for GPU sampling tests.
 2021-11-06 05:12:49 +08:00
Jiaming Yuan c968217ca8 [R] Fix global feature importance and predict with 1 sample. (#7394) 
* [R] Fix global feature importance.

* Add implementation for tree index.  The parameter is not documented in C API since we
should work on porting the model slicing to R instead of supporting more use of tree
index.

* Fix the difference between "gain" and "total_gain".

* debug.

* Fix prediction.
 2021-11-05 10:07:00 +08:00
Jiaming Yuan b06040b6d0 Implement a general array view. (#7365) 
* Replace existing matrix and vector view.

This is to prepare for handling higher dimension data and prediction when we support multi-target models.
 2021-11-05 04:16:11 +08:00
Jiaming Yuan 4100827971 Pass infomation about objective to tree methods. (#7385) 
* Define the `ObjInfo` and pass it down to every tree updater.
 2021-11-04 01:52:44 +08:00
Jiaming Yuan ccdabe4512 Support building gradient index with cat data. (#7371) 2021-11-03 22:37:37 +08:00
Jiaming Yuan 57a4b4ff64 Handle OMP_THREAD_LIMIT. (#7390) 2021-11-03 15:44:38 +08:00
Jiaming Yuan a55d43ccfd Add test for invalid categorical data values. (#7380) 
* Add test for invalid categorical data values.

* Add check during sketching.
 2021-11-02 18:00:52 +08:00
Jiaming Yuan 32e673d8c4 Support building with CTK11.5. (#7379) 
* Support building with CTK11.5.

* Require system cub installation for CTK11.4+.
* Check thrust version for segmented sort.
 2021-11-02 16:22:26 +08:00
Jiaming Yuan a13321148a Support multi-class with base margin. (#7381) 
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
 2021-11-02 13:38:00 +08:00
Jiaming Yuan 6295dc3b67 Fix span reverse iterator. (#7387) 
* Fix span reverse iterator.

* Disable `rbegin` on device code to avoid calling host function.
* Add `trbegin` and friends.
 2021-11-02 13:35:59 +08:00
Jiaming Yuan 0f7a9b42f1 Use double precision in metric calculation. (#7364) 2021-11-02 12:00:32 +08:00
Jiaming Yuan d05754f558 Avoid OMP reduction in AUC. (#7362) 2021-10-28 05:03:52 +08:00
Jiaming Yuan ac9bfaa4f2 Handle missing values in dataframe with category dtype. (#7331) 
* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.
 2021-10-28 03:33:54 +08:00
Jiaming Yuan d4349426d8 Re-implement PR-AUC. (#7297) 
* Support binary/multi-class classification, ranking.
* Add documents.
* Handle missing data.
 2021-10-26 13:07:50 +08:00
Jiaming Yuan fd61c61071 Avoid omp reduction in rank metric. (#7349) 2021-10-22 14:13:34 +08:00
Jiaming Yuan d1f00fb0b7 Stricter validation for group. (#7345) 2021-10-21 12:13:33 +08:00
Jiaming Yuan 8d7c6366d7 Accept histogram cut instead gradient index in evaluation. (#7336) 2021-10-20 18:04:46 +08:00
Jiaming Yuan fbb0dc4275 Remove auto configuration of seed_per_iteration. (#7009) 
* Remove auto configuration of seed_per_iteration.

This should be related to model recovery from rabit, which is removed.

* Document.
 2021-10-17 15:58:57 +08:00
Jiaming Yuan fb1a9e6bc5 Avoid omp reduction in coordinate descent and aft metrics. (#7316) 
Aside from the omp issue, parameter configuration for aft metric is simplified.
 2021-10-17 15:55:49 +08:00
Jiaming Yuan 8e619010d0 Extract CPUExpandEntry and HistParam. (#7321) 
* Remove kRootNid.
* Check for empty hessian.
 2021-10-17 14:22:25 +08:00
Jiaming Yuan 4ddf8d001c Deterministic result for element-wise/mclass metrics. (#7303) 
Remove openmp reduction.
 2021-10-13 14:22:40 +08:00
Jiaming Yuan a7d0c66457 Remove unused code. (#7293) 2021-10-12 15:04:41 +08:00
Jiaming Yuan 298af6f409 Fix weighted samples in multi-class AUC. (#7300) 2021-10-11 15:12:29 +08:00
Jiaming Yuan d8cb395380 Fix gamma neg log likelihood. (#7275) 2021-10-05 16:57:08 +08:00
Jiaming Yuan b3b03200e2 Remove old warning in 1.3 (#7279) 2021-10-01 08:05:50 +08:00
Jiaming Yuan d8a549e6ac Avoid thread block with sparse data. (#7255) 2021-09-25 13:11:34 +08:00
Jiaming YuanandPhilip Hyunsu Cho ca17f8a5fc Dispatch thrust versions and upgrade rmm. (#7254) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-09-25 03:43:23 +08:00
ShvetsKSandfis 475fd1abec Reduced span overheads in objective function calculate (#7206) 
Co-authored-by: fis <jm.yuan@outlook.com>
 2021-09-23 04:43:59 +08:00
david-cortes 4f93e5586a Improve wording for warning (#7248) 
This warning sounds  a bit ungrammatical. Additionally, the second part of the warning is not clear. This PR changes the wording to make it clearer.
 2021-09-21 10:48:11 +08:00
Jiaming Yuan c311a8c1d8 Enable compiling with system cub. (#7232) 
- Tested with all CUDA 11.x.
- Workaround cub scan by using discard iterator in AUC.
- Limit the size of Argsort when compiled with CUDA cub.
 2021-09-17 14:28:18 +08:00