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2aa838c75e7f8e4d212bc0d7856589f7c28133d2
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577 Commits

Author SHA1 Message Date
Jiaming Yuan
2aa838c75e Define multi-strategy parameter. (#8890) 2023-03-11 02:58:01 +08:00
Jiaming Yuan
6deaec8027 Pass obj info by reference instead of by value. (#8889) 
- Pass obj info into tree updater as const pointer.

This way we don't have to initialize the learner model param before configuring gbm, hence
breaking up the dependency of configurations.
 2023-03-11 01:38:28 +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
46dfcc7d22 Define a new ranking parameter. (#8887) 2023-03-09 17:46:24 +08:00
Jiaming Yuan
f236640427 Support F order for the tensor type. (#8872) 
- Add F order support for tensor and view.
- Use parameter pack for automatic type cast. (avoid excessive static cast for shape).
 2023-03-08 03:27:49 +08:00
Jiaming Yuan
228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan
4d665b3fb0 Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
Rong Ou
7cbaee9916 Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +08:00
Jiaming Yuan
d54ef56f6f Fix cache with gc (#8851) 
- Make DMatrixCache thread-safe.
- Remove the use of thread-local memory.
 2023-03-01 00:39:06 +08:00
Rong Ou
d9688f93c7 Support column-split in row partitioner (#8828) 2023-02-26 04:43:35 +08:00
Rong Ou
a65ad0bd9c Support column split in histogram builder (#8811) 2023-02-17 22:37:01 +08:00
Jiaming Yuan
c0afdb6786 Fix CPU bin compression with categorical data. (#8809) 
* Fix CPU bin compression with categorical data.

* The bug causes the maximum category to be lesser than 256 or the maximum number of bins when
the input data is dense.
 2023-02-16 04:20:34 +08:00
Jiaming Yuan
cce4af4acf Initial support for quantile loss. (#8750) 
- Add support for Python.
- Add objective.
 2023-02-16 02:30:18 +08:00
Jiaming Yuan
282b1729da Specify the number of threads for parallel sort. (#8735) 
* Specify the number of threads for parallel sort.

- Pass context object into argsort.
- Replace macros with inline functions.
 2023-02-16 00:20:19 +08:00
Jiaming Yuan
81b2ee1153 Pass DMatrix into metric for caching. (#8790) 2023-02-13 22:15:05 +08:00
Jiaming Yuan
31d3ec07af Extract device algorithms. (#8789) 2023-02-13 20:53:53 +08:00
Jiaming Yuan
457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan
d11a0044cf Generalize prediction cache. (#8783) 
* Extract most of the functionality into `DMatrixCache`.
* Move API entry to independent file to reduce dependency on `predictor.h` file.
* Add test.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2023-02-13 12:36:43 +08:00
Rong Ou
ed91e775ec Fix quantile tests running on multi-gpus (#8775) 
* Fix quantile tests running on multi-gpus

* Run some gtests with multiple GPUs

* fix mgpu test naming

* Instruct NCCL to print extra logs

* Allocate extra space in /dev/shm to enable NCCL

* use gtest_skip to skip mgpu tests

---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2023-02-12 17:00:26 -08:00
Jiaming Yuan
17b709acb9 Rename ranking utils to threading utils. (#8785) 2023-02-12 05:41:18 +08:00
Jiaming Yuan
5f76edd296 Extract make metric name from ranking metric. (#8768) 
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
 2023-02-09 18:30:21 +08:00
Rong Ou
cbf98cb9c6 Add Allgather to collective communicator (#8765) 
* Add Allgather to collective communicator
 2023-02-09 11:31:22 +08:00
Jiaming Yuan
48cefa012e Support multiple alphas for segmented quantile. (#8758) 2023-02-07 17:17:59 +08:00
Jiaming Yuan
28bb01aa22 Extract optional weight. (#8747) 
- Extract optional weight from coommon.h to reduce dependency on this header.
- Add test.
 2023-02-07 03:11:53 +08:00
Rong Ou
66191e9926 Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Jiaming Yuan
c1786849e3 Use array interface for CSC matrix. (#8672) 
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
 2023-02-05 01:59:46 +08:00
Jiaming Yuan
0e61ba57d6 Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan
3760cede0f Consistent use of context to specify number of threads. (#8733) 
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
 2023-01-30 15:25:31 +08:00
Rong Ou
8af98e30fc Use in-memory communicator to test quantile (#8710) 2023-01-27 23:28:28 +08:00
Jiaming Yuan
34eee56256 Fix compiler warnings. (#8703) 
Fix warnings about signed/unsigned comparisons.
 2023-01-21 15:16:23 +08:00
Jiaming Yuan
e49e0998c0 Extract CPU sampling routines. (#8697) 2023-01-19 23:28:18 +08:00
Jiaming Yuan
4416452f94 Return single thread from context when called inside omp region. (#8693) 2023-01-18 09:23:37 +08:00
Jiaming Yuan
31b9cbab3d Make sure input numpy array is aligned. (#8690) 
- use `np.require` to specify that the alignment is required.
- scipy csr as well.
- validate input pointer in `ArrayInterface`.
 2023-01-18 08:12:13 +08:00
Rong Ou
78396f8a6e Initial support for column-split cpu predictor (#8676) 2023-01-18 06:33:13 +08:00
Jiaming Yuan
43152657d4 Extract JSON type check. (#8677) 
- Reuse it in `GetMissing`.
- Add test.
 2023-01-17 03:11:07 +08:00
Jiaming Yuan
07cf3d3e53 Fix threads in DMatrix slice. (#8667) 2023-01-14 07:16:57 +08:00
Jiaming Yuan
cfa994d57f Multi-target support for L1 error. (#8652) 
- Add matrix support to the median function.
- Iterate through each target for quantile computation.
 2023-01-11 05:51:14 +08:00
Jiaming Yuan
8d545ab2a2 Implement fit stump. (#8607) 2023-01-04 04:14:51 +08:00
James Lamb
b05abfc494 [CI] remove unused cpp test helper function (#8625) 2022-12-28 02:47:52 +08:00
Rong Ou
3ceeb8c61c Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Rong Ou
77b069c25d Support bitwise allreduce operations in the communicator (#8623) 2022-12-25 06:40:05 +08:00
Jiaming Yuan
c6a8754c62 Define CUDA Context. (#8604) 
We will transition to non-default and non-blocking CUDA stream.
 2022-12-20 15:15:07 +08:00
Jiaming Yuan
38887a1876 Fix windows build on buildkite. (#8602) 2022-12-16 21:12:24 +08:00
Jiaming Yuan
43a647a4dd Fix inference with categorical feature. (#8591) 2022-12-15 17:57:26 +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
e3bf5565ab Extract transform iterator. (#8498) 2022-12-05 21:37:07 +08:00
Rong Ou
78d65a1928 Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
Rong Ou
a8255ea678 Add an in-memory collective communicator (#8494) 2022-12-01 00:24:12 +08:00
Jiaming Yuan
addaa63732 Support null value in CUDA array interface. (#8486) 
* Support null value in CUDA array interface.

- Fix for potential null value in array interface.
- Fix incorrect check on mask stride.

* Simple tests.

* Extract mask.
 2022-11-28 17:48:25 -08:00
Rong Ou
8e76f5f595 Use DataSplitMode to configure data loading (#8434) 
* Use `DataSplitMode` to configure data loading
 2022-11-08 16:21:50 +08:00