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.
* [R] Fix global feature importance.
* Add implementation for tree index. The parameter is not documented in C API since we
should work on porting the model slicing to R instead of supporting more use of tree
index.
* Fix the difference between "gain" and "total_gain".
* debug.
* Fix prediction.
* 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>
The [general documentation](https://xgboost.readthedocs.io/en/latest/parameter.html#parameters-for-tree-booster) clearly has alpha and lambda under its "Parameters for Tree Booster" heading. Furthermore, the R package clearly uses alpha and lambda when told to use the tree booster. This update adds those two parameters to the documentation for the R package.
Closed issue #6763.
* Add management functions for global configuration: XGBSetGlobalConfig(), XGBGetGlobalConfig().
* Add Python interface: set_config(), get_config(), and config_context().
* Add unit tests for Python
* Add R interface: xgb.set.config(), xgb.get.config()
* Add unit tests for R
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
* [R] Fix empty empty tests and a test warnings
* [R] Remove stringi dependency (fix#5905)
* Fix R lint check
* [R] Fix automatic conversion to factor in R < 4.0.0 in xgb.model.dt.tree
* Add `R` Makefile variable
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* add SHAP summary plot using ggplot2
* Update xgb.plot.shap
* Update example in xgb.plot.shap documentation
* update logic, add tests
* whitespace fixes
* whitespace fixes for test_helpers
* namespace for sd function
* explicitly declare variables that are automatically evaluated by data.table
* Fix R lint
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* [R] Add a compatibility layer to load Booster from an old RDS
* Modify QuantileHistMaker::LoadConfig() to be backward compatible with 1.1.x
* Add a big warning about compatibility in QuantileHistMaker::LoadConfig()
* Add testing suite
* Discourage use of saveRDS() in CRAN doc
* 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.
