414 Commits

Author SHA1 Message Date
Jiaming Yuan
6848d0426f
Clean up Python 2 compatibility code. (#5161) 2019-12-27 18:34:53 +08:00
Jiaming Yuan
ced3660f60
Tests for empty dmatrix. (#5159) 2019-12-26 11:51:54 +08:00
Jiaming Yuan
298ebe68ac
[Breaking] Remove learning_rates in Python. (#5155)
* Remove `learning_rates`.

It's been deprecated since we have callback.

* Set `before_iteration` of `reset_learning_rate` to False to preserve 
  the initial learning rate, and comply to the term "reset".

Closes #4709.

* Tests for various `tree_method`.
2019-12-24 14:25:48 +08:00
Jiaming Yuan
0202e04a8e
Add base margin to sklearn interface. (#5151) 2019-12-24 09:43:41 +08:00
Jiaming Yuan
1d0ca49761
Example JSON model parser and Schema. (#5137) 2019-12-23 19:47:35 +08:00
Jiaming Yuan
3136185bc5
JSON configuration IO. (#5111)
* Add saving/loading JSON configuration.
* Implement Python pickle interface with new IO routines.
* Basic tests for training continuation.
2019-12-15 17:31:53 +08:00
Jiaming Yuan
ad4a1c732c
Small refinements for JSON model. (#5112)
* Naming consistency.

* Remove duplicated test.
2019-12-11 19:49:01 +08:00
Jiaming Yuan
208ab3b1ff
Model IO in JSON. (#5110) 2019-12-11 11:20:40 +08:00
Jiaming Yuan
64af1ecf86
[Breaking] Remove num roots. (#5059) 2019-12-05 21:58:43 +08:00
Rory Mitchell
e3c34c79be
External data adapters (#5044)
* Use external data adapters as lightweight intermediate layer between external data and DMatrix
2019-12-04 10:56:17 +13:00
Jiaming Yuan
761e938dbe
Support dask dataframe as y for classifier. (#5077)
* Support dask dataframe as y for classifier.

* Lint.
2019-12-02 11:53:30 +08:00
Jiaming Yuan
a4f5c86276
Allow using RandomState object from Numpy in sklearn interface. (#5049) 2019-11-19 10:56:39 +08:00
Jiaming Yuan
97abcc7ee2
Extract interaction constraint from split evaluator. (#5034)
*  Extract interaction constraints from split evaluator.

The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win.

*  Enable inc for approx tree method.

As now the implementation is spited up from evaluator class, it's also enabled for approx method.

*  Removing obsoleted code in colmaker.

They are never documented nor actually used in real world. Also there isn't a single test for those code blocks.

*  Unifying the types used for row and column.

As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
2019-11-14 20:11:41 +08:00
Jiaming Yuan
7663de956c
Run training with empty DMatrix. (#4990)
This makes GPU Hist robust in distributed environment as some workers might not
be associated with any data in either training or evaluation.

* Disable rabit mock test for now: See #5012 .

* Disable dask-cudf test at prediction for now: See #5003

* Launch dask job for all workers despite they might not have any data.
* Check 0 rows in elementwise evaluation metrics.

   Using AUC and AUC-PR still throws an error.  See #4663 for a robust fix.

* Add tests for edge cases.
* Add `LaunchKernel` wrapper handling zero sized grid.
* Move some parts of allreducer into a cu file.
* Don't validate feature names when the booster is empty.

* Sync number of columns in DMatrix.

  As num_feature is required to be the same across all workers in data split
  mode.

* Filtering in dask interface now by default syncs all booster that's not
empty, instead of using rank 0.

* Fix Jenkins' GPU tests.

* Install dask-cuda from source in Jenkins' test.

  Now all tests are actually running.

* Restore GPU Hist tree synchronization test.

* Check UUID of running devices.

  The check is only performed on CUDA version >= 10.x, as 9.x doesn't have UUID field.

* Fix CMake policy and project variables.

  Use xgboost_SOURCE_DIR uniformly, add policy for CMake >= 3.13.

* Fix copying data to CPU

* Fix race condition in cpu predictor.

* Fix duplicated DMatrix construction.

* Don't download extra nccl in CI script.
2019-11-06 16:13:13 +08:00
Jiaming Yuan
7e72a12871
Don't set_params at the end of set_state. (#4947)
* Don't set_params at the end of set_state.

* Also fix another issue found in dask prediction.

* Add note about prediction.

Don't support other prediction modes at the moment.
2019-10-15 10:08:26 -04:00
Jiaming Yuan
2ebdec8aa6
Fix dask prediction. (#4941)
* Fix dask prediction.

* Add better error messages for wrong partition.
2019-10-14 23:19:34 -04:00
Philip Hyunsu Cho
f7487e4c2a [CI] Run cuDF tests in Jenkins CI server (#4927) 2019-10-13 00:04:54 -04:00
Jiaming Yuan
4bbf062ed3
[Breaking] Update sklearn interface. (#4929)
* Remove nthread, seed, silent. Add tree_method, gpu_id, num_parallel_tree. Fix #4909.
* Check data shape. Fix #4896.
* Check element of eval_set is tuple. Fix #4875
*  Add doc for random_state with hogwild. Fixes #4919
2019-10-12 02:50:09 -04:00
Jiaming Yuan
6c9b6f11da Use cudf.concat explicitly. (#4918)
* Use `cudf.concat` explicitly.

* Add test.
2019-10-10 16:02:10 +13:00
Jiaming Yuan
b8433c455a
Rewrite Dask interface. (#4819) 2019-09-25 01:30:14 -04:00
Jiaming Yuan
5374f52531
Complete cudf support. (#4850)
* Handles missing value.
* Accept all floating point and integer types.
* Move to cudf 9.0 API.
* Remove requirement on `null_count`.
* Arbitrary column types support.
2019-09-16 23:52:00 -04:00
Jiaming Yuan
6e6216ad67
Skip related tests when sklearn is not installed. (#4791) 2019-08-21 00:32:52 -04:00
Jiaming Yuan
9700776597 Cudf support. (#4745)
* Initial support for cudf integration.

* Add two C APIs for consuming data and metainfo.

* Add CopyFrom for SimpleCSRSource as a generic function to consume the data.

* Add FromDeviceColumnar for consuming device data.

* Add new MetaInfo::SetInfo for consuming label, weight etc.
2019-08-19 16:51:40 +12:00
Evan Kepner
53d4272c2a add os.PathLike support for file paths to DMatrix and Booster Python classes (#4757) 2019-08-15 04:46:25 -04:00
Xu Xiao
ef9af33a00 [HOTFIX] distributed training with hist method (#4716)
* add parallel test for hist.EvalualiteSplit

* update test_openmp.py

* update test_openmp.py

* update test_openmp.py

* update test_openmp.py

* update test_openmp.py

* fix OMP schedule policy

* fix clang-tidy

* add logging: total_num_bins

* fix

* fix

* test

* replace guided OPENMP policy with static in updater_quantile_hist.cc
2019-08-13 11:27:29 -07:00
Rong Ou
851b5b3808 Remove gpu_exact tree method (#4742) 2019-08-07 11:43:20 +12:00
Xu Xiao
97eece6ea0 [python package] include dmlc-tracker into xgb python pkg (#4731) 2019-08-05 12:21:07 -04:00
Jiaming Yuan
f0064c07ab
Refactor configuration [Part II]. (#4577)
* Refactor configuration [Part II].

* General changes:
** Remove `Init` methods to avoid ambiguity.
** Remove `Configure(std::map<>)` to avoid redundant copying and prepare for
   parameter validation. (`std::vector` is returned from `InitAllowUnknown`).
** Add name to tree updaters for easier debugging.

* Learner changes:
** Make `LearnerImpl` the only source of configuration.

    All configurations are stored and carried out by `LearnerImpl::Configure()`.

** Remove booster in C API.

    Originally kept for "compatibility reason", but did not state why.  So here
    we just remove it.

** Add a `metric_names_` field in `LearnerImpl`.
** Remove `LazyInit`.  Configuration will always be lazy.
** Run `Configure` before every iteration.

* Predictor changes:
** Allocate both cpu and gpu predictor.
** Remove cpu_predictor from gpu_predictor.

    `GBTree` is now used to dispatch the predictor.

** Remove some GPU Predictor tests.

* IO

No IO changes.  The binary model format stability is tested by comparing
hashing value of save models between two commits
2019-07-20 08:34:56 -04:00
Philip Hyunsu Cho
1aaf4a679d
Fix early stopping in the Python package (#4638)
* Fix #4630, #4421: Preserve correct ordering between metrics, and always use last metric for early stopping

* Clarify semantics of early stopping in presence of multiple valid sets and metrics

* Add a test

* Fix lint
2019-07-07 01:01:03 -07:00
Oleksandr Pryimak
986fee6022 pytest tests/python fails if no pandas installed (#4620)
* _maybe_pandas_xxx should return their arguments unchanged if no pandas installed

* Tests should not assume pandas is installed

* Mark tests which require pandas as such
2019-07-01 02:54:08 +08:00
Jiaming Yuan
8bdf15120a
Implement tree model dump with code generator. (#4602)
* Implement tree model dump with a code generator.

* Split up generators.
* Implement graphviz generator.
* Use pattern matching.

* [Breaking] Return a Source in `to_graphviz` instead of Digraph in Python package.


Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2019-06-26 15:20:44 +08:00
Jiaming Yuan
ae05948e32
Feature interaction for GPU Hist. (#4534)
* GPU hist Interaction Constraints.
* Duplicate related parameters.
* Add tests for CPU interaction constraint.
* Add better error reporting.
* Thorough tests.
2019-06-19 18:11:02 +08:00
Rory Mitchell
09b90d9329
Add native support for Dask (#4473)
* Add native support for Dask

* Add multi-GPU demo

* Add sklearn example
2019-05-27 13:29:28 +12:00
Bryan Woods
278562db13 Add support for cross-validation using query ID (#4474)
* adding support for matrix slicing with query ID for cross-validation

* hail mary test of unrar installation for windows tests

* trying to modify tests to run in Github CI

* Remove dependency on wget and unrar

* Save error log from R test

* Relax assertion in test_training

* Use int instead of bool in C function interface

* Revise R interface

* Add XGDMatrixSliceDMatrixEx and keep old XGDMatrixSliceDMatrix for API compatibility
2019-05-23 10:45:02 -07:00
Xin Yin
8d1098a983 In AUC and AUCPR metrics, detect whether weights are per-instance or per-group (#4216)
* In AUC and AUCPR metrics, detect whether weights are per-instance or per-group

* Fix C++ style check

* Add a test for weighted AUC
2019-05-04 00:53:04 -07:00
Philip Hyunsu Cho
9252b686ae
Make AUCPR work with multiple query groups (#4436)
* Make AUCPR work with multiple query groups

* Check AUCPR <= 1.0 in distributed setting
2019-05-03 10:34:44 -07:00
Philip Hyunsu Cho
ba98e0cdf2
Add additional Python tests to test training under constraints (#4426) 2019-04-30 18:23:39 -07:00
Rong Ou
2c61f02add fix broken python test (#4395) 2019-04-23 16:01:23 -07:00
Jiaming Yuan
29a1356669
Deprecate reg:linear' in favor of reg:squarederror'. (#4267)
* Deprecate `reg:linear' in favor of `reg:squarederror'.
* Replace the use of `reg:linear'.
* Replace the use of `silent`.
2019-03-17 17:55:04 +08:00
Andy Adinets
4352fcdb15 Brought the silent parameter for the SKLearn-like API back, marked it deprecated. (#4255)
* Brought the silent parameter for the SKLearn-like API back, marked it deprecated.

- added deprecation notice and warning
- removed silent from the tests for the SKLearn-like API
2019-03-14 09:45:08 +13:00
Andy Adinets
a36c3ed4f4 Added SKLearn-like random forest Python API. (#4148)
* Added SKLearn-like random forest Python API.

- added XGBRFClassifier and XGBRFRegressor classes to SKL-like xgboost API
- also added n_gpus and gpu_id parameters to SKL classes
- added documentation describing how to use xgboost for random forests,
  as well as existing caveats
2019-03-12 22:28:19 +08:00
Patrick Ford
74009afcac Added trees_to_df() method for Booster class (#4153)
* add test_parse_tree.py to tests/python

* Fix formatting

* Fix pylint error

* Ignore 'no member' error for Pandas dataframe
2019-02-26 13:28:24 -08:00
Philip Hyunsu Cho
2aaae2e7bb
Fix #4163: always copy sliced data (#4165)
* Revert "Accept numpy array view. (#4147)"

This reverts commit a985a99cf0dacb26a5d734835473d492d3c2a0df.

* Fix #4163: always copy sliced data

* Remove print() from the test; check shape equality

* Check if 'base' attribute exists

* Fix lint

* Address reviewer comment

* Fix lint
2019-02-20 14:46:34 -08:00
Jiaming Yuan
cecbe0cf71 Fix test_gpu_coordinate. (#3974)
* Fix test_gpu_coordinate.

* Use `gpu_coord_descent` in test.
* Reduce number of running rounds.

* Remove nthread.

* Use githubusercontent for r-appveyor.

* Use githubusercontent in travis r tests.
2019-02-19 14:09:10 -08:00
Nan Zhu
1dac5e2410
more correct way to build node stats in distributed fast hist (#4140)
* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* more changes

* temp

* update

* udpate rabit

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* broadcast subsampled feature correctly

* init col

* temp

* col sampling

* fix histmastrix init

* fix col sampling

* remove cout

* fix out of bound access

* fix core dump

remove core dump file

* update

* add fid

* update

* revert some changes

* temp

* temp

* pass all tests

* bring back some tests

* recover some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* recover column init part

* more recovery

* fix core dumps

* code clean

* revert some changes

* fix test compilation issue

* fix lint issue

* resolve compilation issue

* fix issues of lint caused by rebase

* fix stylistic changes and change variable names

* modularize depth width

* address the comments

* fix failed tests

* wrap perf timers with class

* temp

* pass all lossguide

* pass tests

* add comments

* more changes

* use separate flow for single and tests

* add test for lossguide hist

* remove duplications

* syncing stats for only once

* recover more changes

* recover more changes

* fix root-stats

* simplify code

* remove outdated comments
2019-02-18 13:45:30 -08:00
Jiaming Yuan
a985a99cf0
Accept numpy array view. (#4147)
* Accept array view (slice) in metainfo.
2019-02-18 22:21:34 +08:00
Philip Hyunsu Cho
549c8d6ae9
Prevent empty quantiles in fast hist (#4155)
* Prevent empty quantiles

* Revise and improve unit tests for quantile hist

* Remove unnecessary comment

* Add #2943 as a test case

* Skip test if no sklearn

* Revise misleading comments
2019-02-17 16:01:07 -08:00
tmitanitky
59f868bc60 enable xgb_model in scklearn XGBClassifier and test. (#4092)
* Enable xgb_model parameter in XGClassifier scikit-learn API

https://github.com/dmlc/xgboost/issues/3049

* add test_XGBClassifier_resume():

test for xgb_model parameter in XGBClassifier API.

* Update test_with_sklearn.py

* Fix lint
2019-01-31 11:29:19 -08:00
Jiaming Yuan
e0a279114e
Unify logging facilities. (#3982)
* Unify logging facilities.

* Enhance `ConsoleLogger` to handle different verbosity.
* Override macros from `dmlc`.
* Don't use specialized gamma when building with GPU.
* Remove verbosity cache in monitor.
* Test monitor.
* Deprecate `silent`.
* Fix doc and messages.
* Fix python test.
* Fix silent tests.
2018-12-14 19:29:58 +08:00
Jiaming Yuan
2ea0f887c1
Refactor Python tests. (#3897)
* Deprecate nose tests.
* Format python tests.
2018-11-15 13:56:33 +13:00