We can handle loading the pickle on a CPU-only machine if the XGBoost is built with CUDA
enabled (Linux and Windows PyPI package), but not if the distribution is CPU-only (macOS
PyPI package).
- 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.
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.
This is the one last PR for removing omp global variable.
* Add context object to the `DMatrix`. This bridges `DMatrix` with https://github.com/dmlc/xgboost/issues/7308 .
* Require context to be available at the construction time of booster.
* Add `n_threads` support for R csc DMatrix constructor.
* Remove `omp_get_max_threads` in R glue code.
* Remove threading utilities that rely on omp global variable.
This PR rewrites the approx tree method to use codebase from hist for better performance and code sharing.
The rewrite has many benefits:
- Support for both `max_leaves` and `max_depth`.
- Support for `grow_policy`.
- Support for mono constraint.
- Support for feature weights.
- Support for easier bin configuration (`max_bin`).
- Support for categorical data.
- Faster performance for most of the datasets. (many times faster)
- Support for prediction cache.
- Significantly better performance for external memory.
- Unites the code base between approx and hist.
* Use normal predictor for dart booster.
* Implement `inplace_predict` for dart.
* Enable `dart` for dask interface now that it's thread-safe.
* categorical data should be working out of box for dart now.
The implementation is not very efficient as it has to pull back the data and
apply weight for each tree, but still a significant improvement over previous
implementation as now we no longer binary search for each sample.
* Fix output prediction shape on dataframe.
* Add a new API function for predicting on `DMatrix`. This function aligns
with rest of the `XGBoosterPredictFrom*` functions on semantic of function
arguments.
* Purge `ntree_limit` from libxgboost, use iteration instead.
* [dask] Use `inplace_predict` by default for dask sklearn models.
* [dask] Run prediction shape inference on worker instead of client.
The breaking change is in the Python sklearn `apply` function, I made it to be
consistent with other prediction functions where `best_iteration` is used by
default.
This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.
* Implement the save_best option in early stopping.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Added plugin with DPC++-based predictor and objective function
* Update CMakeLists.txt
* Update regression_obj_oneapi.cc
* Added README.md for OneAPI plugin
* Added OneAPI predictor support to gbtree
* Update README.md
* Merged kernels in gradient computation. Enabled multiple loss functions with DPC++ backend
* Aligned plugin CMake files with latest master changes. Fixed whitespace typos
* Removed debug output
* [CI] Make oneapi_plugin a CMake target
* Added tests for OneAPI plugin for predictor and obj. functions
* Temporarily switched to default selector for device dispacthing in OneAPI plugin to enable execution in environments without gpus
* Updated readme file.
* Fixed USM usage in predictor
* Removed workaround with explicit templated names for DPC++ kernels
* Fixed warnings in plugin tests
* Fix CMake build of gtest
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
* 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.
Move this function into gbtree, and uses only updater for doing so. As now the predictor knows exactly how many trees to predict, there's no need for it to update the prediction cache.
* Move prediction cache into Learner.
* Clean-ups
- Remove duplicated cache in Learner and GBM.
- Remove ad-hoc fix of invalid cache.
- Remove `PredictFromCache` in predictors.
- Remove prediction cache for linear altogether, as it's only moving the
prediction into training process but doesn't provide any actual overall speed
gain.
- The cache is now unique to Learner, which means the ownership is no longer
shared by any other components.
* Changes
- Add version to prediction cache.
- Use weak ptr to check expired DMatrix.
- Pass shared pointer instead of raw pointer.
