117 Commits

Author SHA1 Message Date
Jiaming Yuan
271f4a80e7
Use CUDA virtual memory for pinned memory allocation. (#10850)
- Add a grow-only virtual memory allocator.
- Define a driver API wrapper. Split up the runtime API wrapper.
2024-09-28 04:26:44 +08:00
Jiaming Yuan
e228c1a121
[EM] Make page concatenation optional. (#10826)
This PR introduces a new parameter `extmem_concat_pages` to make the page concatenation optional for GPU hist. In addition, the document is updated for the new GPU-based external memory.
2024-09-24 06:19:28 +08:00
Jiaming Yuan
5f7f31d464
[EM] Refactor ellpack construction. (#10810)
- Remove the calculation of n_symbols in the accessor.
- Pack initialization steps into the parameter list.
- Pass the context into various ctors.
- Specialization for dense data to prepare for further compression.
2024-09-09 14:10:10 +08:00
Jiaming Yuan
142bdc73ec
[EM] Support SHAP contribution with QDM. (#10724)
- Add GPU support.
- Add external memory support.
- Update the GPU tree shap.
2024-08-22 05:25:10 +08:00
Jiaming Yuan
2ecc85ffad
[EM] Support ExtMemQdm in the GPU predictor. (#10694) 2024-08-13 12:21:11 +08:00
Jiaming Yuan
292bb677e5
[EM] Support mmap backed ellpack. (#10602)
- Support resource view in ellpack.
- Define the CUDA version of MMAP resource.
- Define the CUDA version of malloc resource.
- Refactor cuda runtime API wrappers, and add memory access related wrappers.
- gather windows macros into a single header.
2024-07-18 08:20:21 +08:00
Jiaming Yuan
a5a58102e5
Revamp the rabit implementation. (#10112)
This PR replaces the original RABIT implementation with a new one, which has already been partially merged into XGBoost. The new one features:
- Federated learning for both CPU and GPU.
- NCCL.
- More data types.
- A unified interface for all the underlying implementations.
- Improved timeout handling for both tracker and workers.
- Exhausted tests with metrics (fixed a couple of bugs along the way).
- A reusable tracker for Python and JVM packages.
2024-05-20 11:56:23 +08:00
Jiaming Yuan
53fc17578f
Use std::uint64_t for row index. (#10120)
- Use std::uint64_t instead of size_t to avoid implementation-defined type.
- Rename to bst_idx_t, to account for other types of indexing.
- Small cleanup to the base header.
2024-03-15 18:43:49 +08:00
Louis Desreumaux
edf501d227
Implement contribution prediction with QuantileDMatrix (#10043)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2024-02-19 21:03:29 +08:00
Jiaming Yuan
06bdc15e9b
[coll] Pass context to various functions. (#9772)
* [coll] Pass context to various functions.

In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.
2023-11-08 09:54:05 +08:00
Jiaming Yuan
8c676c889d
Remove internal use of gpu_id. (#9568) 2023-09-20 23:29:51 +08:00
Rong Ou
d8c3cc92ae
More support for column split in gpu predictor (#9562) 2023-09-14 08:13:13 +08:00
Jiaming Yuan
f05294a6f2
Fix clang warnings. (#9447)
- static function in header. (which is marked as unused due to translation unit
visibility).
- Implicit copy operator is deprecated.
- Unused lambda capture.
- Moving a temporary variable prevents copy elision.
2023-08-09 15:34:45 +08:00
Jiaming Yuan
645037e376
Improve test coverage with predictor configuration. (#9354)
* Improve test coverage with predictor configuration.

- Test with ext memory.
- Test with QDM.
- Test with dart.
2023-07-05 15:17:22 +08:00
Rong Ou
3a0f787703
Support column split in GPU predictor (#9343) 2023-07-03 04:05:34 +08:00
Jiaming Yuan
54da4b3185
Cleanup to prepare for using mmap pointer in external memory. (#9317)
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
2023-06-22 06:43:11 +08:00
Rong Ou
962a20693f
More support for column split in cpu predictor (#9244)
- Added column split support to `PredictInstance` and `PredictLeaf`.
- Refactoring of tests.
2023-06-05 08:05:38 +08:00
Jiaming Yuan
08ce495b5d
Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan
acc110c251
[MT-TREE] Support prediction cache and model slicing. (#8968)
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
2023-03-27 23:10:54 +08:00
Jiaming Yuan
151882dd26
Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan
36a7396658
Replace dmlc any with std any. (#8892) 2023-03-11 06:11:04 +08:00
Jiaming Yuan
5feee8d4a9
Define core multi-target regression tree structure. (#8884)
- Define a new tree struct embedded in the `RegTree`.
- Provide dispatching functions in `RegTree`.
- Fix some c++-17 warnings about the use of nodiscard (currently we disable the warning on
  the CI).
- Use uint32_t instead of size_t for `bst_target_t` as it has a defined size and can be used
  as part of dmlc parameter.
- Hide the `Segment` struct inside the categorical split matrix.
2023-03-09 19:03:06 +08:00
Jiaming Yuan
3e26107a9c
Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
Jiaming Yuan
fffb1fca52
Calculate base_score based on input labels for mae. (#8107)
Fit an intercept as base score for abs loss.
2022-09-20 20:53:54 +08:00
Jiaming Yuan
2c70751d1e
Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan
765097d514
Simplify inplace-predict. (#7910)
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
2022-05-18 17:52:00 +08:00
Jiaming Yuan
2775c2a1ab
Prepare external memory support for hist. (#7638)
This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.

Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
2022-02-10 16:58:02 +08:00
Jiaming Yuan
68cdbc9c16
Remove omp_get_max_threads in CPU predictor. (#7519)
This is part of the on going effort to remove the dependency on global omp variables.
2022-01-04 22:12:15 +08:00
Jiaming Yuan
d33854af1b
[Breaking] Accept multi-dim meta info. (#7405)
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
2021-11-18 23:02:54 +08:00
Jiaming Yuan
a13321148a
Support multi-class with base margin. (#7381)
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
2021-11-02 13:38:00 +08:00
Robert Maynard
1a75f43304
Allow compilation with nvcc 11.4 (#7131)
* Use type aliases for discard iterators

* update to include host_vector as thrust 1.12 doesn't bring it in as a side-effect

* cub::DispatchRadixSort requires signed offset types
2021-07-27 20:05:33 +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
bbfffb444d
Fix race condition in CPU shap. (#7050) 2021-06-21 10:03:15 +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
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
a59c7323b4
Fix inplace predict missing value. (#6787) 2021-03-27 05:36:10 +08:00
Jiaming Yuan
e8c5c53e2f
Use Predictor for dart. (#6693)
* 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.
2021-02-09 23:30:19 +08:00
Jiaming Yuan
4656b09d5d
[breaking] Add prediction fucntion for DMatrix and use inplace predict for dask. (#6668)
* 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.
2021-02-08 18:26:32 +08:00
Jiaming Yuan
411592a347
Enhance inplace prediction. (#6653)
* Accept array interface for csr and array.
* Accept an optional proxy dmatrix for metainfo.

This constructs an explicit `_ProxyDMatrix` type in Python.

* Remove unused doc.
* Add strict output.
2021-02-02 11:41:46 +08:00
Jiaming Yuan
c3c8e66fc9
Make prediction functions thread safe. (#6648) 2021-01-28 23:29:43 +08:00
Philip Hyunsu Cho
c31e3efa7c
Pass correct split_type to GPU predictor (#6491)
* Pass correct split_type to GPU predictor

* Add a test
2020-12-11 19:30:00 -08:00
Honza Sterba
b0036b339b
Optionaly fail when gpu_id is set to invalid value (#6342) 2020-11-28 15:14:12 +08:00
Jiaming Yuan
8a17610666
Implement GPU predict leaf. (#6187) 2020-11-11 17:33:47 +08:00
Rory Mitchell
f0c3ff313f
Update GPUTreeShap, add docs (#6281)
* Update GPUTreeShap, add docs

* Fix test

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-27 18:22:12 +13:00
Igor Moura
d1254808d5
Clean up C++ warnings (#6213) 2020-10-19 23:02:33 +08:00
Jiaming Yuan
798af22ff4
Add categorical data support to GPU predictor. (#6165) 2020-09-29 11:25:34 +08:00
Jiaming Yuan
52c0b3f100
Fix error message. (#6176) 2020-09-29 11:18:25 +08:00
Rory Mitchell
dda9e1e487
Update GPUTreeshap (#6163)
* Reduce shap test duration

* Test interoperability with shap package

* Add feature interactions

* Update GPUTreeShap
2020-09-28 09:43:47 +13:00
Jiaming Yuan
c6f2b8c841
Upgrade gputreeshap. (#6099)
* Upgrade gputreeshap.

Co-authored-by: Rory Mitchell <r.a.mitchell.nz@gmail.com>
2020-09-15 12:57:22 +12:00