596 Commits

Author SHA1 Message Date
Jiaming Yuan
8104f10328
Update document for model dump. (#5818)
* Clarify the relationship between dump and save.
* Mention the schema.
2020-06-22 14:33:54 +08:00
James Lamb
d39da42e69
[R] Remove dependency on gendef for Visual Studio builds (fixes #5608) (#5764)
* [R-package] Remove dependency on gendef for Visual Studio builds (fixes #5608)

* clarify docs

* removed debugging print statement

* Make R CMake install more robust

* Fix doc format; add ToC

* Update build.rst

* Fix AppVeyor

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-06-15 00:20:44 +00:00
Jiaming Yuan
529b5c2cfd
[DOC] Mention dask blog post in doc. [skip ci] (#5789) 2020-06-14 13:00:19 +08:00
James Lamb
c35be9dc40
[R] replace uses of T and F with TRUE and FALSE (#5778)
* [R-package] replace uses of T and F with TRUE and FALSE

* enable linting

* Remove skip

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-06-11 06:08:02 -04:00
Elliot Hershberg
cb7f7e542c
Added conda environment file for building docs (#5773) 2020-06-11 16:51:24 +08:00
James Lamb
c96e1ef283
[python-package] remove unused imports (#5776) 2020-06-11 16:50:27 +08:00
Jiaming Yuan
cfc23c6a6b
Remove max.depth in R gblinear example. (#5753) 2020-06-04 02:59:22 +08:00
ShvetsKS
cd3d14ad0e
Add float32 histogram (#5624)
* new single_precision_histogram param was added.

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
2020-06-03 11:24:53 +08:00
Peter Jung
267c1ed784
Add swift package reference (#5728)
Co-authored-by: Peter Jung <peter.jung@heureka.cz>
2020-06-01 15:29:23 +12:00
Philip Hyunsu Cho
ca0d605b34
[Doc] Fix typos in AFT tutorial (#5716) 2020-05-28 14:04:34 -07:00
Dmitry Mottl
78b4e95f25
Changed build.rst (binary wheels are supported for macOS also) (#5711) 2020-05-27 07:18:45 -07:00
Rong Ou
e21a608552
add pointers to the gpu external memory paper (#5684) 2020-05-19 19:46:16 -07:00
Jiaming Yuan
7903286961
Remove silent from R demos. (#5675)
* Remove silent from R demos.

* Vignettes.
2020-05-19 18:20:46 +08:00
LionOrCatThatIsTheQuestion
83981a9ce3
Pseudo-huber loss metric added (#5647)
- Add pseudo huber loss objective.
- Add pseudo huber loss metric.

Co-authored-by: Reetz <s02reetz@iavgroup.local>
2020-05-18 21:08:07 +08:00
Jiaming Yuan
535479e69f
Add JSON schema to model dump. (#5660) 2020-05-15 10:18:43 +08:00
Yuan Tang
dfcdfabf1f
Move dask tutorial closer other distributed tutorials (#5613) 2020-04-28 02:24:00 +08:00
Jiaming Yuan
c90457f489
Refactor the CLI. (#5574)
* Enable parameter validation.
* Enable JSON.
* Catch `dmlc::Error`.
* Show help message.
2020-04-26 10:56:33 +08:00
Jiaming Yuan
f27b6f9ba6
Update document. (#5572) 2020-04-22 02:37:37 +08:00
Jiaming Yuan
c355ab65ed
Enable parameter validation for R. (#5569)
* Enable parameter validation for R.

* Add test.
2020-04-21 11:19:09 -07:00
Jiaming Yuan
9c1103e06c
[Breaking] Set output margin to True for custom objective. (#5564)
* Set output margin to True for custom objective in Python and R.

* Add a demo for writing multi-class custom objective function.

* Run tests on selected demos.
2020-04-20 20:44:12 +08:00
Jiaming Yuan
bb29ce2818
Add missing aft parameters. [skip ci] (#5553) 2020-04-16 12:08:55 -07:00
Philip Hyunsu Cho
1b1969f20d
[jvm-packages] [CI] Create a Maven repository to host SNAPSHOT JARs (#5533) 2020-04-14 19:33:32 -07:00
Jiaming Yuan
a3db79df22
Remove makefiles. (#5513) 2020-04-11 13:25:53 +08:00
Jiaming Yuan
4a0c8ef237
Update doc for parameter validation. (#5508)
* Update doc for parameter validation.

* Fix github rebase.
2020-04-11 00:43:46 +08:00
Jiaming Yuan
bd653fad4c
Remove distcol updater. (#5507)
Closes #5498.
2020-04-10 12:52:56 +08:00
Rong Ou
a1085396e2
add reference to gpu external memory (#5490) 2020-04-07 11:15:58 +12:00
Yuan Tang
9097e8f0d9
Edits on tutorial for XGBoost job on Kubernetes (#5487) 2020-04-05 07:36:33 -04:00
Philip Hyunsu Cho
30e94ddd04
Add R code to AFT tutorial [skip ci] (#5486) 2020-04-04 13:06:12 -07:00
Rory Mitchell
15800107ad
Small updates to GPU documentation (#5483) 2020-04-04 13:02:27 -07:00
Philip Hyunsu Cho
5fc5ec539d
Implement robust regularization in 'survival:aft' objective (#5473)
* Robust regularization of AFT gradient and hessian

* Fix AFT doc; expose it to tutorial TOC

* Apply robust regularization to uncensored case too

* Revise unit test slightly

* Fix lint

* Update test_survival.py

* Use GradientPairPrecise

* Remove unused variables
2020-04-04 12:21:24 -07:00
Jiaming Yuan
d0b86c75d9
Remove silent parameter. (#5476) 2020-04-03 08:03:26 +08:00
Rory Mitchell
15f40e51e9
Add support for dlpack, expose python docs for DeviceQuantileDMatrix (#5465) 2020-04-01 23:34:32 +13:00
Avinash Barnwal
dcf439932a
Add Accelerated Failure Time loss for survival analysis task (#4763)
* [WIP] Add lower and upper bounds on the label for survival analysis

* Update test MetaInfo.SaveLoadBinary to account for extra two fields

* Don't clear qids_ for version 2 of MetaInfo

* Add SetInfo() and GetInfo() method for lower and upper bounds

* changes to aft

* Add parameter class for AFT; use enum's to represent distribution and event type

* Add AFT metric

* changes to neg grad to grad

* changes to binomial loss

* changes to overflow

* changes to eps

* changes to code refactoring

* changes to code refactoring

* changes to code refactoring

* Re-factor survival analysis

* Remove aft namespace

* Move function bodies out of AFTNormal and AFTLogistic, to reduce clutter

* Move function bodies out of AFTLoss, to reduce clutter

* Use smart pointer to store AFTDistribution and AFTLoss

* Rename AFTNoiseDistribution enum to AFTDistributionType for clarity

The enum class was not a distribution itself but a distribution type

* Add AFTDistribution::Create() method for convenience

* changes to extreme distribution

* changes to extreme distribution

* changes to extreme

* changes to extreme distribution

* changes to left censored

* deleted cout

* changes to x,mu and sd and code refactoring

* changes to print

* changes to hessian formula in censored and uncensored

* changes to variable names and pow

* changes to Logistic Pdf

* changes to parameter

* Expose lower and upper bound labels to R package

* Use example weights; normalize log likelihood metric

* changes to CHECK

* changes to logistic hessian to standard formula

* changes to logistic formula

* Comply with coding style guideline

* Revert back Rabit submodule

* Revert dmlc-core submodule

* Comply with coding style guideline (clang-tidy)

* Fix an error in AFTLoss::Gradient()

* Add missing files to amalgamation

* Address @RAMitchell's comment: minimize future change in MetaInfo interface

* Fix lint

* Fix compilation error on 32-bit target, when size_t == bst_uint

* Allocate sufficient memory to hold extra label info

* Use OpenMP to speed up

* Fix compilation on Windows

* Address reviewer's feedback

* Add unit tests for probability distributions

* Make Metric subclass of Configurable

* Address reviewer's feedback: Configure() AFT metric

* Add a dummy test for AFT metric configuration

* Complete AFT configuration test; remove debugging print

* Rename AFT parameters

* Clarify test comment

* Add a dummy test for AFT loss for uncensored case

* Fix a bug in AFT loss for uncensored labels

* Complete unit test for AFT loss metric

* Simplify unit tests for AFT metric

* Add unit test to verify aggregate output from AFT metric

* Use EXPECT_* instead of ASSERT_*, so that we run all unit tests

* Use aft_loss_param when serializing AFTObj

This is to be consistent with AFT metric

* Add unit tests for AFT Objective

* Fix OpenMP bug; clarify semantics for shared variables used in OpenMP loops

* Add comments

* Remove AFT prefix from probability distribution; put probability distribution in separate source file

* Add comments

* Define kPI and kEulerMascheroni in probability_distribution.h

* Add probability_distribution.cc to amalgamation

* Remove unnecessary diff

* Address reviewer's feedback: define variables where they're used

* Eliminate all INFs and NANs from AFT loss and gradient

* Add demo

* Add tutorial

* Fix lint

* Use 'survival:aft' to be consistent with 'survival:cox'

* Move sample data to demo/data

* Add visual demo with 1D toy data

* Add Python tests

Co-authored-by: Philip Cho <chohyu01@cs.washington.edu>
2020-03-25 13:52:51 -07:00
Jiaming Yuan
cd7d6f7d59
[dask] Fix missing value for scikit-learn interface. (#5435) 2020-03-20 10:56:01 -04:00
Jiaming Yuan
761a5dbdfc
[dask] Honor nthreads from dask worker. (#5414) 2020-03-16 04:51:24 +08:00
Jiaming Yuan
8d06878bf9
Deterministic GPU histogram. (#5361)
* Use pre-rounding based method to obtain reproducible floating point
  summation.
* GPU Hist for regression and classification are bit-by-bit reproducible.
* Add doc.
* Switch to thrust reduce for `node_sum_gradient`.
2020-03-04 15:13:28 +08:00
Philip Hyunsu Cho
9775da02d9
Add release note for 1.0.0 in NEWS.md (#5329)
* Add release note for 1.0.0

* Fix a small bug in the Python script that compiles the list of contributors

* Clarify governance of CI infrastructure; now PMC is formally in charge

* Address reviewer comment

* Fix typo
2020-03-03 21:35:43 -08:00
Samrat Pandiri
2d76d40dfd
Update dask.rst to correct a spelling mistake (#5371)
Change `signle-node` to `single-node`
2020-02-27 20:46:41 +08:00
Rong Ou
d6b31df449
update docs for gpu external memory (#5332)
* update docs for gpu external memory

* add hist limitation
2020-02-22 14:57:40 +08:00
Philip Hyunsu Cho
7ac7e8778f
Port patches from 1.0.0 branch (#5336)
* Remove f-string, since it's not supported by Python 3.5 (#5330)

* Remove f-string, since it's not supported by Python 3.5

* Add Python 3.5 to CI, to ensure compatibility

* Remove duplicated matplotlib

* Show deprecation notice for Python 3.5

* Fix lint

* Fix lint

* Fix a unit test that mistook MINOR ver for PATCH ver

* Enforce only major version in JSON model schema

* Bump version to 1.1.0-SNAPSHOT
2020-02-21 13:13:21 -08:00
Jiaming Yuan
e433a379e4
Fix changing locale. (#5314)
* Fix changing locale.

* Don't use locale guard.

As number parsing is implemented in house, we don't need locale.

* Update doc.
2020-02-17 11:31:13 +08:00
Jiaming Yuan
ed2465cce4
Add configuration to R interface. (#5217)
* Save and load internal parameter configuration as JSON.
2020-02-16 03:01:58 +08:00
Jiaming Yuan
911a902835
Merge model compatibility fixes from 1.0rc branch. (#5305)
* Port test model compatibility.
* Port logit model fix.

https://github.com/dmlc/xgboost/pull/5248
https://github.com/dmlc/xgboost/pull/5281
2020-02-13 20:41:58 +08:00
Andrew Kane
94828a7c0c
Updated Windows build docs (#5283) 2020-02-05 12:19:54 +08:00
Jiaming Yuan
595a00466d
Rewrite setup.py. (#5271)
The setup.py is rewritten.  This new script uses only Python code and provide customized
implementation of setuptools commands.  This way users can run most of setuptools commands
just like any other Python libraries.

* Remove setup_pip.py
* Remove soft links.
* Define customized commands.
* Remove shell script.
* Remove makefile script.
* Update the doc for building from source.
2020-02-04 13:35:42 +08:00
Jiaming Yuan
472ded549d
Save Scikit-Learn attributes into learner attributes. (#5245)
* Remove the recommendation for pickle.

* Save skl attributes in booster.attr

* Test loading scikit-learn model with native booster.
2020-01-30 16:00:18 +08:00
Philip Hyunsu Cho
4240daed4e
Make pip install xgboost*.tar.gz work by fixing build-python.sh (#5241)
* Make pip install xgboost*.tar.gz work by fixing build-python.sh

* Simplify install doc

* Add test

* Install Miniconda for Linux target too

* Build XGBoost only once in sdist

* Try importing xgboost after installation

* Don't set PYTHONPATH env var for sdist test
2020-01-28 23:18:23 -08:00
Philip Hyunsu Cho
cb3ed404cf
[R] Enable OpenMP with AppleClang in XGBoost R package (#5240)
* [R] Enable OpenMP with AppleClang in XGBoost R package

* Dramatically simplify install doc
2020-01-28 12:37:22 -08:00
Jiaming Yuan
ef19480eda
Add dart to JSON schema. (#5218)
* Add dart to JSON schema.

* Use spaces instead of tab.
2020-01-28 13:29:09 +08:00
Jiaming Yuan
40680368cf
Add constraint parameters to Scikit-Learn interface. (#5227)
* Add document for constraints.

* Fix a format error in doc for objective function.
2020-01-25 11:12:02 +08:00