1247 Commits

Author SHA1 Message Date
Jiaming Yuan
142a208a90
Fix compiler warnings. (#8022)
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
2022-06-22 21:29:10 +08:00
Bobby Wang
e44a082620
[jvm-packages] update nccl version to 2.12.12-1 (#8015) 2022-06-21 17:34:09 +08:00
Jiaming Yuan
4a87ea49b8
Reduce regularization for CPU gblinear. (#8013) 2022-06-21 01:05:27 +08:00
Jiaming Yuan
d285d6ba2a
Reduce regularization in GPU gblinear test. (#8010) 2022-06-20 23:55:12 +08:00
Jiaming Yuan
9b0eb66b78
Fix GPU driver test. (#8008)
* Initialize the training parameter.
2022-06-20 19:37:31 +08:00
Jiaming Yuan
637e42a0c0
Use 22.04 for RMM. (#8001)
22.06 is not released yet.
2022-06-17 04:07:31 +08:00
Jiaming Yuan
8f8bd8147a
Fix LTR with weighted Quantile DMatrix. (#7975)
* Fix LTR with weighted Quantile DMatrix.

* Better tests.
2022-06-09 01:33:41 +08:00
Jiaming Yuan
1a33b50a0d
Fix compiler warnings. (#7974)
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
2022-06-06 22:56:25 +08:00
Jiaming Yuan
d48123d23b
Fix rmm build (#7973)
- Optionally switch to c++17
- Use rmm CMake target.
- Workaround compiler errors.
- Fix GPUMetric inheritance.
- Run death tests even if it's built with RMM support.

Co-authored-by: jakirkham <jakirkham@gmail.com>
2022-06-06 20:18:32 +08:00
Jiaming Yuan
b90c6d25e8
Implement max_cat_threshold for CPU. (#7957) 2022-06-04 11:02:46 +08:00
Jiaming Yuan
13b15e07e8
Handle formatted JSON input. (#7953) 2022-06-01 16:20:58 +08:00
Rong Ou
80339c3427
Enable distributed GPU training over Rabit (#7930) 2022-05-31 04:09:45 +08:00
Philip Hyunsu Cho
47224dd6d3
Use private mirror to host llvm-openmp tarballs (#7950) 2022-05-27 14:56:59 -07:00
Jiaming Yuan
bde4f25794
Handle missing categorical value in CPU evaluator. (#7948) 2022-05-27 14:15:47 +08:00
Philip Hyunsu Cho
2070afea02
[CI] Rotate package repository keys (#7943) 2022-05-26 17:06:46 -07:00
Jiaming Yuan
18cbebaeb9
Unify the cat split storage for CPU. (#7937)
* Unify the cat split storage for CPU.

* Cleanup.

* Workaround.
2022-05-26 04:14:40 -07:00
Jiaming Yuan
606be9e663
Handle missing values in one hot splits. (#7934) 2022-05-24 20:48:41 +08:00
Jiaming Yuan
18a38f7ca0
Refactor for GHistIndex. (#7923)
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
2022-05-23 23:04:53 +08:00
Jiaming Yuan
474366c020
Add convergence test for sparse datasets. (#7922) 2022-05-23 18:07:26 +08:00
Jiaming Yuan
f93a727869
Address remaining mypy errors in python package. (#7914) 2022-05-18 22:46:15 +08:00
Jiaming Yuan
765097d514
Simplify inplace-predict. (#7910)
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
2022-05-18 17:52:00 +08:00
Jiaming Yuan
19775ffe15
Use adapter to initialize column matrix. (#7912) 2022-05-18 16:15:12 +08:00
Rory Mitchell
71d3b2e036
Fuse gpu_hist all-reduce calls where possible (#7867) 2022-05-17 13:27:50 +02:00
Rong Ou
77d4a53c32
use RabitContext intead of init/finalize (#7911) 2022-05-17 12:15:41 +08:00
Jiaming Yuan
4fcfd9c96e
Fix and cleanup for column matrix. (#7901)
* Fix missed type dispatching for dense columns with missing values.
* Code cleanup to reduce special cases.
* Reduce memory usage.
2022-05-16 21:11:50 +08:00
Jiaming Yuan
1baad8650c
Small cleanup to Column. (#7898)
* Define forward iterator to hide the internal state.
2022-05-15 12:39:10 +08:00
Jiaming Yuan
1b6538b4e5
[breaking] Drop single precision histogram (#7892)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-05-13 19:54:55 +08:00
Jiaming Yuan
11d65fcb21
Extract partial sum into an independent function. (#7889) 2022-05-13 14:30:35 +08:00
Jiaming Yuan
db80671d6b
Fix monotone constraint with tuple input. (#7891) 2022-05-13 04:00:03 +08:00
Jiaming Yuan
94ca52b7b7
Fix overflow in prediction size. (#7885) 2022-05-12 02:44:03 +08:00
Rory Mitchell
7ef54e39ec
Small refactor to categoricals (#7858) 2022-05-05 17:47:02 +02:00
Rong Ou
14ef38b834
Initial support for federated learning (#7831)
Federated learning plugin for xgboost:
* A gRPC server to aggregate MPI-style requests (allgather, allreduce, broadcast) from federated workers.
* A Rabit engine for the federated environment.
* Integration test to simulate federated learning.

Additional followups are needed to address GPU support, better security, and privacy, etc.
2022-05-05 21:49:22 +08:00
Jiaming Yuan
46e0bce212
Use maximum category in sketch. (#7853) 2022-05-05 19:56:49 +08:00
Jiaming Yuan
317d7be6ee
Always use partition based categorical splits. (#7857) 2022-05-03 22:30:32 +08:00
Rory Mitchell
90cce38236
Remove single_precision_histogram for gpu_hist (#7828) 2022-05-03 14:53:19 +02:00
Jiaming Yuan
50d854e02e
[CI] Test with latest RAPIDS. (#7816) 2022-04-30 11:55:10 -07:00
Bobby Wang
1b103e1f5f
[CI] make container be able to re-attached (#7848)
When re-starting the container, it will fail in entrypoint.sh which
will exit when adding an existing group or user
2022-04-29 19:00:35 -07:00
Jiaming Yuan
fdf533f2b9
[POC] Experimental support for l1 error. (#7812)
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
2022-04-26 21:41:55 +08:00
Jiaming Yuan
332380479b
Avoid warning in np primitive type tests. (#7833) 2022-04-23 02:07:01 +08:00
Jiaming Yuan
c70fa502a5
Expose feature_types to sklearn interface. (#7821) 2022-04-21 20:23:35 +08:00
Jiaming Yuan
52d4eda786
Deprecate use_label_encoder in XGBClassifier. (#7822)
* Deprecate `use_label_encoder` in XGBClassifier.

* We have removed the encoder, now prepare to remove the indicator.
2022-04-21 13:14:02 +08:00
Jiaming Yuan
fd78af404b
Drop support for deprecated CUDA architectures. (#7774)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-03-31 21:42:23 +08:00
Philip Hyunsu Cho
e8eff3581b
[CI] Enable faulthandler to show details when 0xC0000005 error occurs (#7771) (#7775) 2022-03-31 17:40:06 +08:00
Jiaming Yuan
9150fdbd4d
Support pandas nullable types. (#7760) 2022-03-30 08:51:52 +08:00
Jiaming Yuan
a50b84244e
Cleanup configuration for constraints. (#7758) 2022-03-29 04:22:46 +08:00
Jiaming Yuan
3c9b04460a
Move num_parallel_tree to model parameter. (#7751)
The size of forest should be a property of model itself instead of a training
hyper-parameter.
2022-03-29 02:32:42 +08:00
Jiaming Yuan
8b3ecfca25
Mitigate flaky tests. (#7749)
* Skip non-increasing test with external memory when subsample is used.
* Increase bin numbers for boost from prediction test. This mitigates the effect of
  non-deterministic partitioning.
2022-03-28 21:20:50 +08:00
Jiaming Yuan
64575591d8
Use context in SetInfo. (#7687)
* Use the name `Context`.
* Pass a context object into `SetInfo`.
* Add context to proxy matrix.
* Add context to iterative DMatrix.

This is to remove the use of the default number of threads during `SetInfo` as a follow-up on
removing the global omp variable while preparing for CUDA stream semantic.  Currently, XGBoost
uses the legacy CUDA stream, we will gradually remove them in the future in favor of non-blocking streams.
2022-03-24 22:16:26 +08:00
Jiaming Yuan
4d81c741e9
External memory support for hist (#7531)
* Generate column matrix from gHistIndex.
* Avoid synchronization with the sparse page once the cache is written.
* Cleanups: Remove member variables/functions, change the update routine to look like approx and gpu_hist.
* Remove pruner.
2022-03-22 00:13:20 +08:00
Jiaming Yuan
996cc705af
Small cleanup to hist tree method. (#7735)
* Remove special optimization using number of bins.
* Remove 1-based index for column sampling.
* Remove data layout.
* Unify update prediction cache.
2022-03-20 03:44:55 +08:00