1018 Commits

Author SHA1 Message Date
Jiaming Yuan
51c330159a
[backport] Fix LTR with weighted Quantile DMatrix. (#7975) (#8170)
* Fix LTR with weighted Quantile DMatrix.

* Better tests.
2022-08-15 17:50:16 +08:00
Jiaming Yuan
b18c984035
[dask] Deterministic rank assignment. (#8018) (#8165) 2022-08-15 15:18:26 +08:00
Jiaming Yuan
97d89c3ca1
[dask] Use an invalid port for test. (#8064) (#8167) 2022-08-15 12:23:12 +08:00
Jiaming Yuan
9d816d9988
[CI] Test with latest RAPIDS. (#7816) (#8164) 2022-08-13 01:06:52 +08:00
Jiaming Yuan
9c653378e2
Fix monotone constraint with tuple input. (#7891) (#8159) 2022-08-12 22:05:53 +08:00
Jiaming Yuan
39c1488a42
[backport] Update CUDA docker image and NCCL. (#8139) (#8162)
* Update CUDA docker image and NCCL. (#8139)

* Rest of the CI.

* CPU test dependencies.
2022-08-12 18:57:42 +08:00
Jiaming Yuan
5973c6e74e
Fix rmm build (#7973) (#7977)
- Optionally switch to c++17
- Use rmm CMake target.
- Workaround compiler errors.
- Fix GPUMetric inheritance.
- Run death tests even if it's built with RMM support.

Co-authored-by: jakirkham <jakirkham@gmail.com>

Co-authored-by: jakirkham <jakirkham@gmail.com>
2022-06-07 14:20:50 +08:00
Jiaming Yuan
b7c3fc9182
Fix overflow in prediction size. (#7885) (#7980) 2022-06-07 12:30:41 +08:00
Jiaming Yuan
645855e8b1
[backport] Fix arrow compatibility, hypothesis tests. (#7979) 2022-06-07 01:47:45 +08:00
Jiaming Yuan
eefa1ddd8a
[CI] Rotate package repository keys (#7943) (#7978)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-06-07 00:00:54 +08:00
Jiaming Yuan
c2508814ff
[backport] Use maximum category in sketch. (#7853) (#7866) 2022-05-06 21:11:33 +08:00
Jiaming Yuan
b1b6246e35
[backport] Always use partition based categorical splits. (#7857) (#7865) 2022-05-06 19:14:19 +08:00
Philip Hyunsu Cho
78d231264a
[CI] Enable faulthandler to show details when 0xC0000005 error occurs (#7771) 2022-03-30 19:16:54 -07:00
Jiaming Yuan
4615fa51ef
Drop support for deprecated CUDA architecture. (#7767)
* Drop support for deprecated CUDA architecture.

* Check file size at release branch.

* Use 200 MB limit

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-03-30 15:16:35 -07:00
Jiaming Yuan
9150fdbd4d
Support pandas nullable types. (#7760) 2022-03-30 08:51:52 +08:00
Jiaming Yuan
a50b84244e
Cleanup configuration for constraints. (#7758) 2022-03-29 04:22:46 +08:00
Jiaming Yuan
3c9b04460a
Move num_parallel_tree to model parameter. (#7751)
The size of forest should be a property of model itself instead of a training
hyper-parameter.
2022-03-29 02:32:42 +08:00
Jiaming Yuan
8b3ecfca25
Mitigate flaky tests. (#7749)
* Skip non-increasing test with external memory when subsample is used.
* Increase bin numbers for boost from prediction test. This mitigates the effect of
  non-deterministic partitioning.
2022-03-28 21:20:50 +08:00
Jiaming Yuan
64575591d8
Use context in SetInfo. (#7687)
* Use the name `Context`.
* Pass a context object into `SetInfo`.
* Add context to proxy matrix.
* Add context to iterative DMatrix.

This is to remove the use of the default number of threads during `SetInfo` as a follow-up on
removing the global omp variable while preparing for CUDA stream semantic.  Currently, XGBoost
uses the legacy CUDA stream, we will gradually remove them in the future in favor of non-blocking streams.
2022-03-24 22:16:26 +08:00
Jiaming Yuan
4d81c741e9
External memory support for hist (#7531)
* Generate column matrix from gHistIndex.
* Avoid synchronization with the sparse page once the cache is written.
* Cleanups: Remove member variables/functions, change the update routine to look like approx and gpu_hist.
* Remove pruner.
2022-03-22 00:13:20 +08:00
Jiaming Yuan
996cc705af
Small cleanup to hist tree method. (#7735)
* Remove special optimization using number of bins.
* Remove 1-based index for column sampling.
* Remove data layout.
* Unify update prediction cache.
2022-03-20 03:44:55 +08:00
Jiaming Yuan
e78a38b837
Sort sparse page index when constructing DMatrix. (#7731) 2022-03-16 18:01:05 +08:00
Xiaochang Wu
613ec36c5a
Support building SimpleDMatrix from Arrow data format (#7512)
* Integrate with Arrow C data API.
* Support Arrow dataset.
* Support Arrow table.

Co-authored-by: Xiaochang Wu <xiaochang.wu@intel.com>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
Co-authored-by: Zhang Zhang <zhang.zhang@intel.com>
2022-03-15 13:25:19 +08:00
Jiaming Yuan
98d6faefd6
Implement slope for Pseduo-Huber. (#7727)
* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +08:00
Haoming Chen
04fc575c0e
Run tests in a temporary directory (#7723)
Fix some tests to run in a temporary directory in case the root
directory is not writable. Note that most of tests are already
running in the temporary directory, so this PR just make them
consistent.
2022-03-12 21:24:36 +08:00
Jiaming Yuan
a62a3d991d
[dask] prediction with categorical data. (#7708) 2022-03-10 00:21:48 +08:00
Cheng Li
a92e0f6240
multi groups in the constraints (#7711) 2022-03-01 18:10:15 +08:00
Jiaming Yuan
18a4af63aa
Update documents and tests. (#7659)
* Revise documents after recent refactoring and cat support.
* Add tests for behavior of max_depth and max_leaves.
2022-02-26 03:57:47 +08:00
Philip Hyunsu Cho
1b25dd59f9
Use CUDA 11 in clang-tidy (#7701)
* Show command args when clang-tidy fails

* Add option to specify CUDA args

* Use clang-tidy 11

* [CI] Use CUDA 11
2022-02-24 15:15:07 -08:00
Jiaming Yuan
83a66b4994
Support categorical data for hist. (#7695)
* Extract partitioner from hist.
* Implement categorical data support by passing the gradient index directly into the partitioner.
* Organize/update document.
* Remove code for negative hessian.
2022-02-25 03:47:14 +08:00
Jiaming Yuan
6762c45494
Small cleanup to gradient index and hist. (#7668)
* Code comments.
* Const accessor to index.
* Remove some weird variables in the `Index` class.
* Simplify the `MemStackAllocator`.
2022-02-23 11:37:21 +08:00
Jiaming Yuan
f08c5dcb06
Cleanup some pylint errors. (#7667)
* Cleanup some pylint errors.

* Cleanup pylint errors in rabit modules.
* Make data iter an abstract class and cleanup private access.
* Cleanup no-self-use for booster.
2022-02-19 18:53:12 +08:00
Jiaming Yuan
7366d3b20c
Ensure models with categorical splits don't use old binary format. (#7666) 2022-02-19 08:05:28 +08:00
Philip Hyunsu Cho
0149f81a5a
[CI] Fix S3 upload (#7662) 2022-02-16 01:35:27 -08:00
Jiaming Yuan
0d0abe1845
Support optimal partitioning for GPU hist. (#7652)
* Implement `MaxCategory` in quantile.
* Implement partition-based split for GPU evaluation.  Currently, it's based on the existing evaluation function.
* Extract an evaluator from GPU Hist to store the needed states.
* Added some CUDA stream/event utilities.
* Update document with references.
* Fixed a bug in approx evaluator where the number of data points is less than the number of categories.
2022-02-15 03:03:12 +08:00
Jiaming Yuan
2369d55e9a
Add tests for prediction cache. (#7650)
* Extract the test from approx for other tree methods.
* Add note on how it works.
2022-02-15 00:28:00 +08:00
Jiaming Yuan
5cd1f71b51
[dask] Improve configuration for port. (#7645)
- Try port 0 to let the OS return the available port.
- Add port configuration.
2022-02-14 21:34:34 +08:00
Jiaming Yuan
b52c4e13b0
[dask] Fix empty partition with pandas input. (#7644)
Empty partition is different from empty dataset.  For the former case, each worker has
non-empty dask collections, but each collection might contain empty partition.
2022-02-14 19:35:51 +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
3e693e4f97
[dask] Fix nthread config with dask sklearn wrapper. (#7633) 2022-02-08 06:38:32 +08:00
Philip Hyunsu Cho
34a238ca98
[CI] Clean up Python wheel build pipeline (#7626)
* [CI] Always upload artifacts to [branch_name]/

* [CI] Move detailed setup inside build_python_wheels.sh

* Fix typo
2022-02-03 00:55:44 -08:00
Philip Hyunsu Cho
f6e6d0b2c0
[CI] Build Python wheels for MacOS (x86_64 and arm64) (#7621)
* Build Python wheels for OSX (x86_64 and arm64)

* Use Conda's libomp when running Python tests

* fix

* Add comment to explain CIBW_TARGET_OSX_ARM64

* Update release script

* Add comments in build_python_wheels.sh

* Document wheel pipeline
2022-02-02 17:35:48 -08:00
Philip Hyunsu Cho
c621775f34
Replace all uses of deprecated function sklearn.datasets.load_boston (#7373)
* Replace all uses of deprecated function sklearn.datasets.load_boston

* More renaming

* Fix bad name

* Update assertion

* Fix n boosted rounds.

* Avoid over regularization.

* Rebase.

* Avoid over regularization.

* Whac-a-mole

Co-authored-by: fis <jm.yuan@outlook.com>
2022-01-30 04:27:57 -08:00
Philip Hyunsu Cho
b4340abf56
Add special handling for multi:softmax in sklearn predict (#7607)
* Add special handling for multi:softmax in sklearn predict

* Add test coverage
2022-01-29 15:54:49 -08:00
Jiaming Yuan
81210420c6
Remove omp_get_max_threads (#7608)
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.
2022-01-28 16:09:22 +08:00
Jiaming Yuan
5d7818e75d
Remove omp_get_max_threads in tree updaters. (#7590) 2022-01-26 19:55:47 +08:00
Jiaming Yuan
24789429fd
Support latest pandas Index type. (#7595) 2022-01-26 18:20:10 +08:00
Jiaming Yuan
6967ef7267
Remove omp_get_max_threads in objective. (#7589) 2022-01-24 04:35:49 +08:00
Jiaming Yuan
5817840858
Remove omp_get_max_threads in data. (#7588) 2022-01-24 02:44:07 +08:00
Jiaming Yuan
ef4dae4c0e
[dask] Add scheduler address to dask config. (#7581)
- Add user configuration.
- Bring back to the logic of using scheduler address from dask.  This was removed when we were trying to support GKE, now we bring it back and let xgboost try it if direct guess or host IP from user config failed.
2022-01-22 01:56:32 +08:00