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1153 Commits

Author SHA1 Message Date
Jiaming Yuan
f937f514aa
Remove lz4 compression with external memory. (#7076) 2021-07-06 14:46:43 +08:00
Jiaming Yuan
d7e1fa7664
Fix feature names and types in output model slice. (#7078) 2021-07-06 11:47:49 +08:00
Jiaming Yuan
ffa66aace0
Persist data in dask test. (#7077) 2021-07-06 11:47:17 +08:00
Jiaming Yuan
a5d222fcdb
Handle categorical split in model histogram and dataframe. (#7065) 
* Error on get_split_value_histogram when feature is categorical
* Add a category column to output dataframe
 2021-07-02 13:10:36 +08:00
Jiaming Yuan
1cd20efe68
Move GHistIndex into DMatrix. (#7064) 2021-07-01 00:44:49 +08:00
Jiaming Yuan
1c8fdf2218
Remove use of device_idx in dh::LaunchN. (#7063) 
It's an unused parameter, removing it can make the CI log more readable.
 2021-06-29 11:37:26 +08:00
Jiaming Yuan
8fa32fdda2
Implement categorical data support for SHAP. (#7053) 
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
 2021-06-25 19:02:46 +08:00
Jiaming Yuan
663136aa08
Implement feature score for linear model. (#7048) 
* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-06-25 14:34:02 +08:00
Philip Hyunsu Cho
b2d300e727
[CI] Upgrade to CMake 3.14 (#7060) 
* [CI] Upgrade to CMake 3.14

* Add FATAL_ERROR directive, for users with CMake 2.x
 2021-06-24 18:07:24 -07:00
Jiaming Yuan
1d4d345634
Tests for dask skl categorical data support. (#7054) 2021-06-24 16:33:57 +08:00
Jiaming Yuan
da1ad798ca
Convert numpy float to Python float in feat score. (#7047) 2021-06-21 20:58:43 +08:00
Jiaming Yuan
29f8fd6fee
Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
Jiaming Yuan
7968c0d051
Test on s390x. (#7038) 
* Fix && remove unused parameter.
 2021-06-18 14:55:08 +08:00
Jiaming Yuan
86715e4cd4
Support categorical data for dask functional interface and DQM. (#7043) 
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
 2021-06-18 13:06:52 +08:00
Jiaming Yuan
7dd29ffd47
Implement feature score in GBTree. (#7041) 
* Categorical data support.
* Eliminate text parsing during feature score computation.
 2021-06-18 11:53:16 +08:00
Jiaming Yuan
dcd84b3979
[CI] Configure RAPIDS, dask, modin (#7033) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-06-18 10:27:51 +08:00
Jiaming Yuan
d9799b09d0
Categorical data support for cuDF. (#7042) 
* Add support in DMatrix.
* Add support in DQM, except for iterator.
 2021-06-17 13:54:33 +08:00
ShvetsKS
2567404ab6
Simplify sparse and dense CPU hist kernels (#7029) 
* Simplify sparse and dense kernels
* Extract row partitioner.

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-11 18:26:30 +08:00
jmoralez
25514e104a
[dask] speed up tests (#7020) 2021-06-11 11:43:01 +08:00
Jiaming Yuan
f79cc4a7a4
Implement categorical prediction for CPU and GPU predict leaf. (#7001) 
* Categorical prediction with CPU predictor and GPU predict leaf.

* Implement categorical prediction for CPU prediction.
* Implement categorical prediction for GPU predict leaf.
* Refactor the prediction functions to have a unified get next node function.

Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
 2021-06-11 10:11:45 +08:00
Jiaming Yuan
72f9daf9b6
Fix gpu_id with custom objective. (#7015) 2021-06-09 14:51:17 +08:00
Jiaming Yuan
7beb2f7fae
Hide symbols in CI build + hide symbols for C and CUDA (#6798) 
* Hide symbols in CI build.
* Hide symbols for other languages.
 2021-06-04 02:35:46 +08:00
Jiaming Yuan
c4b9f4f622
Add enable_categorical to sklearn. (#7011) 2021-06-04 02:29:14 +08:00
ShvetsKS
5cdaac00c1
Remove feature grouping (#7018) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 04:35:26 +08:00
Philip Hyunsu Cho
05db6a6c29
[CI] Upgrade cuDF and RMM to 21.06 nightly (#7012) 
* [CI] Upgrade cuDF and RMM to 21.06 nightly

* Trim outdated test cases

* Pin Dask version to 2021.05.0 for now
 2021-06-02 11:59:30 -07:00
ShvetsKS
57c732655e
Merge lossgude and depthwise strategies for CPU hist (#7007) 
* fix java/scala test: max depth is also valid parameter for lossguide

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 01:49:43 +08:00
Jiaming Yuan
ee4f51a631
Support for all primitive types from array. (#7003) 
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
 2021-06-01 08:34:48 +08:00
ShvetsKS
55b823b27d
Reduce 'InitSampling' complexity and set gradients to zero (#6922) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-05-29 04:52:23 +08:00
Jiaming Yuan
89a49cf30e
Fix dask predict on DaskDMatrix with iteration_range. (#7005) 2021-05-29 04:43:12 +08:00
Jiaming Yuan
ab6fd304c4
[Python] Change development release postfix to dev (#6988) 2021-05-27 16:06:51 +08:00
Jiaming Yuan
29d6a5e2b8
[CI] Move appveyor tests to action (#6986) 
* Drop support for VS14, use VS15 instead.
* Drop support for mingw.
* Remove debug build.
* Split up jvm tests.
* Split up Python tests.
 2021-05-27 04:49:45 +08:00
Jiaming Yuan
86e60e3ba8
Guard against index error in prediction. (#6982) 
* Remove `best_ntree_limit` from documents.
 2021-05-25 23:24:59 +08:00
Philip Hyunsu Cho
c6d87e5e18
[CI] Remove stray build artifact to avoid error in artifact packaging (#6994) 2021-05-25 19:48:27 +08:00
Jiaming Yuan
6e52aefb37
Revert OMP guard. (#6987) 
The guard protects the global variable from being changed by XGBoost.  But this leads to a
bug that the `n_threads` parameter is no longer used after the first iteration.  This is
due to the fact that `omp_set_num_threads` is only called once in `Learner::Configure` at
the beginning of the training process.

The guard is still useful for `gpu_id`, since this is called all the times in our codebase
doesn't matter which iteration we are currently running.
 2021-05-25 08:56:28 +08:00
Jiaming Yuan
d245bc891e
Add tolerance to early stopping. (#6942) 2021-05-14 00:19:51 +08:00
Jiaming Yuan
44cc9c04ea
Fix multiclass auc with empty dataset. (#6947) 2021-05-12 15:01:14 +08:00
Jiaming Yuan
05ac415780
[dask] Set dataframe index in predict. (#6944) 2021-05-12 13:24:21 +08:00
Andrew Ziem
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
Philip Hyunsu Cho
90cd724be1
[CI] Fix CI/CD pipeline broken by latest auditwheel (4.0.0) (#6951) 2021-05-10 22:43:15 -07:00
Jiaming Yuan
37ad60fe25
Enforce input data is not object. (#6927) 
* Check for object data type.
* Allow strided arrays with greater underlying buffer size.
 2021-05-02 00:09:01 +08:00
Jiaming Yuan
a1d23f6613
Relax test for decision stump in distributed environment. (#6919) 2021-04-30 09:04:11 +08:00
Jiaming Yuan
45ddc39c1d
Relax shotgun test. (#6918) 2021-04-30 09:03:12 +08:00
Jiaming Yuan
34df1f588b
Reduce Travis environment setup time. (#6912) 
* Remove unused r from travis.
* Don't update homebrew.
* Don't install indirect/unused dependencies like libgit2, wget, openssl.
* Move graphviz installation to conda.
 2021-04-30 09:02:40 +08:00
Jiaming Yuan
b31d37eac5
[CI] Fix custom metric test with empty dataset. (#6917) 2021-04-30 09:00:05 +08:00
Jiaming Yuan
8760ec4827
Ensure predict leaf output 1-dim vector where there's only 1 tree. (#6889) 2021-04-23 15:07:48 +08:00
Jiaming Yuan
54afa3ac7a
Relax shotgun test. (#6900) 
It's non-deterministic algorithm, the test is flaky.
 2021-04-23 13:01:44 +08:00
Jiaming Yuan
a2ecbdaa31
Add an API guard to prevent global variables being changed. (#6891) 2021-04-23 10:27:57 +08:00
Jiaming Yuan
bec2b4f094
Revert "Use CPU input for test_boost_from_prediction. (#6818)" (#6858) 
This reverts commit 74f3a2f4b5c2654af90d1477fd543b5d97280fbe.
 2021-04-20 14:54:02 +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
dee5ef2dfd
Typehint for Sklearn. (#6799) 2021-04-14 06:55:21 +08:00