4932 Commits

Author SHA1 Message Date
Jiaming Yuan
29b7fea572
Optimize cpu sketch allreduce for sparse data. (#6009)
* Bypass RABIT serialization reducer and use custom allgather based merging.
2020-08-19 10:03:45 +08:00
Jiaming Yuan
90355b4f00
Make JSON the default full serialization format. (#6027) 2020-08-19 09:57:43 +08:00
Anthony D'Amato
f58e41bad8
Fix deterministic partitioning with dataset containing Double.NaN (#5996)
The functions featureValueOfSparseVector or featureValueOfDenseVector could return a Float.NaN if the input vectore was containing any missing values. This would make fail the partition key computation and most of the vectors would end up in the same partition. We fix this by avoid returning a NaN and simply use the row HashCode in this case.
We added a test to ensure that the repartition is indeed now uniform on input dataset containing values by checking that the partitions size variance is below a certain threshold.

Signed-off-by: Anthony D'Amato <anthony.damato@hotmail.fr>
2020-08-18 18:55:37 -07:00
Cuong Duong
e51cba6195
Add SHAP summary plot using ggplot2 (#5882)
* 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>
2020-08-18 18:04:09 -07:00
Qi Zhang
989ddd036f
Swap byte-order in binary serializer to support big-endian arch (#5813)
* fixed some endian issues

* Use dmlc::ByteSwap() to simplify code

* Fix lint check

* [CI] Add test for s390x

* Download latest CMake on s390x

* Fix a bug in my code

* Save magic number in dmatrix with byteswap on big-endian machine

* Save version in binary with byteswap on big-endian machine

* Load scalar with byteswap in MetaInfo

* Add a debugging message

* Handle arrays correctly when byteswapping

* EOF can also be 255

* Handle magic number in MetaInfo carefully

* Skip Tree.Load test for big-endian, since the test manually builds little-endian binary model

* Handle missing packages in Python tests

* Don't use boto3 in model compatibility tests

* Add s390 Docker file for local testing

* Add model compatibility tests

* Add R compatibility test

* Revert "Add R compatibility test"

This reverts commit c2d2bdcb7dbae133cbb927fcd20f7e83ee2b18a8.

Co-authored-by: Qi Zhang <q.zhang@ibm.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-08-18 14:47:17 -07:00
Jiaming Yuan
4d99c58a5f
Feature weights (#5962) 2020-08-18 19:55:41 +08:00
Jiaming Yuan
a418278064
Merge pull request #6023 from trivialfis/merge-rabit
Merge rabit
2020-08-18 09:01:56 +08:00
Philip Hyunsu Cho
14d5ce712c
[CI] Fix Dask Pytest fixture (#6024) 2020-08-17 16:45:22 -07:00
fis
111968ca58 Merge rabit 2020-08-18 03:52:33 +08:00
fis
1c5904df3f Remove rabit. 2020-08-18 03:48:36 +08:00
Jiaming Yuan
d240463b38
Revert "Remove warning about memset. (#6003)" (#6020)
This reverts commit 12e3fb6a6cb601c58d39ed54253e6e50f1513ccc.
2020-08-17 20:10:15 +08:00
Philip Hyunsu Cho
511bb22ffd
[Doc] Add dtreeviz as a showcase example of integration with 3rd-party software (#6013) 2020-08-13 20:53:59 -07:00
Philip Hyunsu Cho
e3ec7b01df
[CI] Cancel builds on subsequent pushes (#6011)
* [CI] Cancel builds on subsequent pushes

* Use a more secure method

* test commit
2020-08-13 11:17:39 -07:00
Jiaming Yuan
674c409e9d
Remove rabit dependency on public headers. (#6005) 2020-08-13 08:26:20 +08:00
Jiaming Yuan
12e3fb6a6c
Remove warning about memset. (#6003) 2020-08-13 08:25:46 +08:00
Philip Hyunsu Cho
9adb812a0a
RMM integration plugin (#5873)
* [CI] Add RMM as an optional dependency

* Replace caching allocator with pool allocator from RMM

* Revert "Replace caching allocator with pool allocator from RMM"

This reverts commit e15845d4e72e890c2babe31a988b26503a7d9038.

* Use rmm::mr::get_default_resource()

* Try setting default resource (doesn't work yet)

* Allocate pool_mr in the heap

* Prevent leaking pool_mr handle

* Separate EXPECT_DEATH() in separate test suite suffixed DeathTest

* Turn off death tests for RMM

* Address reviewer's feedback

* Prevent leaking of cuda_mr

* Fix Jenkinsfile syntax

* Remove unnecessary function in Jenkinsfile

* [CI] Install NCCL into RMM container

* Run Python tests

* Try building with RMM, CUDA 10.0

* Do not use RMM for CUDA 10.0 target

* Actually test for test_rmm flag

* Fix TestPythonGPU

* Use CNMeM allocator, since pool allocator doesn't yet support multiGPU

* Use 10.0 container to build RMM-enabled XGBoost

* Revert "Use 10.0 container to build RMM-enabled XGBoost"

This reverts commit 789021fa31112e25b683aef39fff375403060141.

* Fix Jenkinsfile

* [CI] Assign larger /dev/shm to NCCL

* Use 10.2 artifact to run multi-GPU Python tests

* Add CUDA 10.0 -> 11.0 cross-version test; remove CUDA 10.0 target

* Rename Conda env rmm_test -> gpu_test

* Use env var to opt into CNMeM pool for C++ tests

* Use identical CUDA version for RMM builds and tests

* Use Pytest fixtures to enable RMM pool in Python tests

* Move RMM to plugin/CMakeLists.txt; use PLUGIN_RMM

* Use per-device MR; use command arg in gtest

* Set CMake prefix path to use Conda env

* Use 0.15 nightly version of RMM

* Remove unnecessary header

* Fix a unit test when cudf is missing

* Add RMM demos

* Remove print()

* Use HostDeviceVector in GPU predictor

* Simplify pytest setup; use LocalCUDACluster fixture

* Address reviewers' commments

Co-authored-by: Hyunsu Cho <chohyu01@cs.wasshington.edu>
2020-08-12 01:26:02 -07:00
Jiaming Yuan
c3ea3b7e37
Fix nightly build doc. [skip ci] (#6004)
* Fix nightly build doc. [skip ci]

* Fix title too short. [skip ci]
2020-08-12 15:00:40 +08:00
Jiaming Yuan
ee70a2380b
Unify CPU hist sketching (#5880) 2020-08-12 01:33:06 +08:00
jameskrach
bd6b7f4aa7
[Breaking] Fix .predict() method and add .predict_proba() in xgboost.dask.DaskXGBClassifier (#5986) 2020-08-11 16:11:28 +08:00
Jiaming Yuan
6f7112a848
Move warning about empty dataset. (#5998) 2020-08-11 14:10:51 +08:00
Jiaming Yuan
f93f1c03fc
Rabit update. (#5978)
* Remove parameter on JVM Packages.
2020-08-11 09:17:32 +08:00
Jiaming Yuan
0b2a26fa74
Remove skmaker. (#5971) 2020-08-09 15:23:31 +08:00
Vladislav Epifanov
388f975cf5
Introducing DPC++-based plugin (predictor, objective function) supporting oneAPI programming model (#5825)
* 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>
2020-08-08 18:40:40 -07:00
Anthony D'Amato
7cf3e9be59
Fix typo in tracker logging (#5994) 2020-08-09 03:45:46 +08:00
James Lamb
589b385ec6
[R] fix uses of 1:length(x) and other small things (#5992) 2020-08-09 03:31:33 +08:00
Jiaming Yuan
801e6b6800
Fix dask predict shape infer. (#5989) 2020-08-08 14:29:22 +08:00
Jiaming Yuan
4acdd7c6f6
Remove stop process. (#143) 2020-08-05 10:12:00 -07:00
Jiaming Yuan
9c6e791e64
Enforce tree order in JSON. (#5974)
* Make JSON model IO more future proof by using tree id in model loading.
2020-08-05 16:44:52 +08:00
Jiaming Yuan
dde9c5aaff
Fix missing data warning. (#5969)
* Fix data warning.

* Add numpy/scipy test.
2020-08-05 16:19:12 +08:00
Jiaming Yuan
8599f87597
Update JSON schema. (#5982)
* Update JSON schema for pseudo huber.
* Update JSON model schema.
2020-08-05 15:21:11 +08:00
Jiaming Yuan
9c93531709
Update Python custom objective demo. (#5981) 2020-08-05 12:27:19 +08:00
Jiaming Yuan
1149a7a292
Fix sklearn doc. (#5980) 2020-08-05 12:26:19 +08:00
Jiaming Yuan
b069431c28
Export DaskDeviceQuantileDMatrix in doc. [skip ci] (#5975) 2020-08-05 00:48:10 +08:00
Shaochen Shi
71197d1dfa
[jvm-packages] Fix wrong method name setAllowZeroForMissingValue. (#5740)
* Allow non-zero for missing value when training.

* Fix wrong method names.

* Add a unit test

* Move the getter/setter unit test to MissingValueHandlingSuite

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-08-01 17:16:42 -07:00
Philip Hyunsu Cho
5a2dcd1c33
[R] Provide better guidance for persisting XGBoost model (#5964)
* [R] Provide better guidance for persisting XGBoost model

* Update saving_model.rst

* Add a paragraph about xgb.serialize()
2020-07-31 20:00:26 -07:00
Philip Hyunsu Cho
bf2990e773
Add missing Pytest marks to AsyncIO unit test (#5968) 2020-08-01 10:56:24 +08:00
Philip Hyunsu Cho
5f3c811e84
[CI] Assign larger /dev/shm to NCCL (#5966)
* [CI] Assign larger /dev/shm to NCCL

* Use 10.2 artifact to run multi-GPU Python tests

* Add CUDA 10.0 -> 11.0 cross-version test; remove CUDA 10.0 target
2020-07-31 10:05:04 -07:00
Philip Hyunsu Cho
3fcfaad577
Add CMake flag to log C API invocations, to aid debugging (#5925)
* Add CMake flag to log C API invocations, to aid debugging

* Remove unnecessary parentheses
2020-07-30 19:24:28 -07:00
James Bourbeau
3b88bc948f
Update XGBoost + Dask overview documentation (#5961)
* Add imports to code snippet

* Better writing.
2020-07-31 09:58:50 +08:00
Jiaming Yuan
70903c872f
Force colored output for ninja build. (#5959) 2020-07-30 20:48:03 +08:00
boxdot
d268a2a463
Thread-safe prediction by making the prediction cache thread-local. (#5853)
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-07-30 12:33:50 +08:00
Jiaming Yuan
fa3715f584
[Dask] Asyncio support. (#5862) 2020-07-30 06:23:58 +08:00
Jiaming Yuan
e4a273e1da
Fix evaluate root split. (#5948) 2020-07-29 19:33:29 +08:00
Philip Hyunsu Cho
071e10c1d1
[CI] Fix broken Docker container 'cpu' (#5956) 2020-07-29 04:29:57 -07:00
Jiaming Yuan
f5fdcbe194
Disable feature validation on sklearn predict prob. (#5953)
* Fix issue when scikit learn interface receives transformed inputs.
2020-07-29 19:26:44 +08:00
Jiaming Yuan
18349a7ccf
[Breaking] Fix custom metric for multi output. (#5954)
* Set output margin to true for custom metric.  This fixes only R and Python.
2020-07-29 19:25:27 +08:00
Jiaming Yuan
75b8c22b0b
Fix prediction heuristic (#5955)
* Relax check for prediction.
* Relax test in spark test.
* Add tests in C++.
2020-07-29 19:24:07 +08:00
Philip Hyunsu Cho
5879acde9a
[CI] Improve R linter script (#5944)
* [CI] Move lint to a separate script

* [CI] Improved lintr launcher

* Add lintr as a separate action

* Add custom parsing logic to print out logs

* Fix lintr issues in demos

* Run R demos

* Fix CRAN checks

* Install XGBoost into R env before running lintr

* Install devtools (needed to run demos)
2020-07-27 00:55:35 -07:00
Bobby Wang
8943eb4314
[BLOCKING] [jvm-packages] add gpu_hist and enable gpu scheduling (#5171)
* [jvm-packages] add gpu_hist tree method

* change updater hist to grow_quantile_histmaker

* add gpu scheduling

* pass correct parameters to xgboost library

* remove debug info

* add use.cuda for pom

* add CI for gpu_hist for jvm

* add gpu unit tests

* use gpu node to build jvm

* use nvidia-docker

* Add CLI interface to create_jni.py using argparse

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-07-26 21:53:24 -07:00
Philip Hyunsu Cho
6347fa1c2e
[R] Enable weighted learning to rank (#5945)
* [R] enable weighted learning to rank

* Add R unit test for ranking

* Fix lint
2020-07-26 21:10:36 -07:00