12 Commits

Author SHA1 Message Date
Rory Mitchell
24f527a1c0
AVX gradients (#2878)
* AVX gradients

* Add google test for AVX

* Create fallback implementation, remove fma instruction

* Improved accuracy of AVX exp function
2017-11-27 08:56:01 +13:00
Rory Mitchell
40c6e2f0c8
Improved gpu_hist_experimental algorithm (#2866)
- Implement colsampling, subsampling for gpu_hist_experimental

 - Optimised multi-GPU implementation for gpu_hist_experimental

 - Make nccl optional

 - Add Volta architecture flag

 - Optimise RegLossObj

 - Add timing utilities for debug verbose mode

 - Bump required cuda version to 8.0
2017-11-11 13:58:40 +13:00
Tianqi Chen
d581a3d0e7 [UPDATE] Update rabit and threadlocal (#2114)
* [UPDATE] Update rabit and threadlocal

* minor fix to make build system happy

* upgrade requirement to g++4.8

* upgrade dmlc-core

* update travis
2017-03-16 18:48:37 -07:00
AbdealiJK
6f16f0ef58 Use bst_float consistently throughout (#1824)
* Fix various typos

* Add override to functions that are overridden

gcc gives warnings about functions that are being overridden by not
being marked as oveirridden. This fixes it.

* Use bst_float consistently

Use bst_float for all the variables that involve weight,
leaf value, gradient, hessian, gain, loss_chg, predictions,
base_margin, feature values.

In some cases, when due to additions and so on the value can
take a larger value, double is used.

This ensures that type conversions are minimal and reduces loss of
precision.
2016-11-30 10:02:10 -08:00
Tony DiFranco
f11f2bd5fd add default to poisson -> max_delta_step to enable loading/saving/dumping of model (#1781) 2016-11-16 14:25:00 -08:00
Tony DiFranco
2ad0948444 Tweedie Regression Post-Rebase (#1737)
* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* rebased with upstream master and added R example

* changed parameter name to tweedie_variance_power

* linting error fix

* refactored tweedie-nloglik metric to be more like the other parameterized metrics

* added upper and lower bound check to tweedie metric

* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* added upper and lower bound check to tweedie metric

* added back readme line that was accidentally deleted

* rebased with upstream master and added R example

* rebased again on top of upstream master

* linting error fix

* added upper and lower bound check to tweedie metric

* rebased with master

* lint fix

* removed whitespace at end of line 186 - elementwise_metric.cc
2016-11-05 17:02:32 -07:00
Shengwen Yang
77d17f6264 Add support for Gamma regression (#1258)
* Add support for Gamma regression

* Use base_score to replace the lp_bias

* Remove the lp_bias config block

* Add a demo for running gamma regression in Python

* Typo fix

* Revise the description for objective

* Add a script to generate the autoclaims dataset
2016-07-06 10:22:46 -07:00
tqchen
96f4542a67 [PLUGIN] Add plugin system 2016-01-16 10:25:11 -08:00
tqchen
d75e3ed05d [LIBXGBOOST] pass demo running. 2016-01-16 10:24:01 -08:00
tqchen
0d95e863c9 [LEARNER] refactor learner 2016-01-16 10:24:01 -08:00
tqchen
e4567bbc47 [REFACTOR] Add alias, allow missing variables, init gbm interface 2016-01-16 10:24:01 -08:00
tqchen
b4d0bb5a6d [METRIC] all metric move finished 2016-01-16 10:24:01 -08:00