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3060f0b562aceaec953e8908f93e355248b3979d
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875 Commits

Author SHA1 Message Date
Philip Hyunsu Cho
3060f0b562 [CI] Automatically build GPU-enabled R package for Windows (#7185) 
* [CI] Automatically build GPU-enabled R package for Windows

* Update Jenkinsfile-win64

* Build R package for the release branch only

* Update install doc
 2021-08-25 02:11:01 -07:00
Philip Hyunsu Cho
d04312b9c0 [CI] Fix hanging Python setup in Windows CI (#7186) 2021-08-24 22:03:51 -07:00
Jiaming Yuan
3f38d983a6 Fix prediction configuration. (#7159) 
After the predictor parameter was added to the constructor, this configuration was broken.
 2021-08-11 16:34:36 +08:00
Jiaming Yuan
149f209af6 Extract histogram builder from CPU Hist. (#7152) 
* Extract the CPU histogram builder.
* Fix tests.
* Reduce number of histograms being built.
 2021-08-09 21:15:21 +08:00
Jiaming Yuan
8a84be37b8 Pass scikit learn estimator checks for regressor. (#7130) 
* Check data shape.
* Check labels.
 2021-08-03 18:58:20 +08:00
Jiaming Yuan
e2c406f5c8 Support min_delta in early stopping. (#7137) 
* Support `min_delta` in early stopping.

* Remove abs_tol.
 2021-08-03 14:29:17 +08:00
Jiaming Yuan
7bdedacb54 Document for process_type. (#7135) 
* Update document for prune and refresh.

* Add demo.
 2021-08-03 13:11:52 +08:00
Jiaming Yuan
d080b5a953 Fix model slicing. (#7149) 
* Use correct pointer.
* Remove best_iteration/best_score.
 2021-08-03 11:51:56 +08:00
Philip Hyunsu Cho
f1a4a1ac95 [CI] Upgrade build image to CentOS 7 + GCC 8; require CUDA 10.1 and later (#7141) 2021-07-29 10:54:33 -07:00
Jiaming Yuan
7ee7a95b84 Use upstream URI in distributed quantile tests. (#7129) 
* Use upstream URI in distributed quantile tests.

* Fix test cv `PytestAssertRewriteWarning`.
 2021-07-27 14:09:49 +08:00
Jiaming Yuan
e88ac9cc54 [dask] Extend tree stats tests. (#7128) 
* Add tests to GPU.
* Assert cover in children sums up to the parent.
 2021-07-27 12:22:13 +08:00
Jiaming Yuan
778135f657 Fix parameter loading with training continuation. (#7121) 
* Add a demo for training continuation.
 2021-07-23 10:51:47 +08:00
ShvetsKS
caa9e527dd Remove extra sync for dense data (#7120) 
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2021-07-22 19:02:31 +08:00
Jiaming Yuan
e6088366df Export Python Interface for external memory. (#7070) 
* Add Python iterator interface.
* Add tests.
* Add demo.
* Add documents.
* Handle empty dataset.
 2021-07-22 15:15:53 +08:00
Jiaming Yuan
bd1f3a38f0 Rewrite sparse dmatrix using callbacks. (#7092) 
- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.
 2021-07-16 12:33:31 +08:00
Philip Hyunsu Cho
2801d69fb7 [CI] Pin libomp to 11.1.0 (#7107) 2021-07-15 11:16:51 +08:00
Jiaming Yuan
345796825f Optional find dependency in installed cmake config. (#7099) 
* Find dependency only when xgboost is built as static library.
* Resolve msvc warning.
* Add test for linking shared library.
 2021-07-11 17:20:55 +08:00
Jiaming Yuan
77f6cf2d13 Support hessian in host sketch container. (#7081) 
Prepare for migrating approx onto hist's codebase.
 2021-07-08 16:33:58 +08:00
Jiaming Yuan
84d359efb8 Support host data in proxy DMatrix. (#7087) 2021-07-08 11:35:48 +08:00
Jiaming Yuan
5d7cdf2e36 [Breaking] Rename Quantile DMatrix C API. (#7082) 
The role of ProxyDMatrix is going beyond what it was designed.  Now it's used by both
QuantileDeviceDMatrix and inplace prediction.  After the refactoring of sparse DMatrix it
will also be used for external memory.  Renaming the C API to extract it from
QuantileDeviceDMatrix.
 2021-07-08 11:34:14 +08:00
Jiaming Yuan
c766f143ab Refactor external memory formats. (#7089) 
* Save base_rowid.
* Return write size.
* Remove unused function.
 2021-07-08 04:04:51 +08:00
Jiaming Yuan
615ab2b03e Extract evaluate splits from CPU hist. (#7079) 
Other than modularizing the split evaluation function, this PR also removes some more functions including `InitNewNodes` and `BuildNodeStats` among some other unused variables.  Also, scattered code like setting leaf weights is grouped into the split evaluator and `NodeEntry` is simplified and made private.  Another subtle difference with the original implementation is that the modified code doesn't call `tree[nidx].Parent()` to traversal upward.
 2021-07-07 15:16:25 +08:00
Jiaming Yuan
f937f514aa Remove lz4 compression with external memory. (#7076) 2021-07-06 14:46:43 +08:00
Jiaming Yuan
d7e1fa7664 Fix feature names and types in output model slice. (#7078) 2021-07-06 11:47:49 +08:00
Jiaming Yuan
ffa66aace0 Persist data in dask test. (#7077) 2021-07-06 11:47:17 +08:00
Jiaming Yuan
a5d222fcdb Handle categorical split in model histogram and dataframe. (#7065) 
* Error on get_split_value_histogram when feature is categorical
* Add a category column to output dataframe
 2021-07-02 13:10:36 +08:00
Jiaming Yuan
1cd20efe68 Move GHistIndex into DMatrix. (#7064) 2021-07-01 00:44:49 +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
663136aa08 Implement feature score for linear model. (#7048) 
* 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>
 2021-06-25 14:34:02 +08:00
Philip Hyunsu Cho
b2d300e727 [CI] Upgrade to CMake 3.14 (#7060) 
* [CI] Upgrade to CMake 3.14

* Add FATAL_ERROR directive, for users with CMake 2.x
 2021-06-24 18:07:24 -07:00
Jiaming Yuan
1d4d345634 Tests for dask skl categorical data support. (#7054) 2021-06-24 16:33:57 +08:00
Jiaming Yuan
da1ad798ca Convert numpy float to Python float in feat score. (#7047) 2021-06-21 20:58:43 +08:00
Jiaming Yuan
29f8fd6fee Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
Jiaming Yuan
7968c0d051 Test on s390x. (#7038) 
* Fix && remove unused parameter.
 2021-06-18 14:55:08 +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
7dd29ffd47 Implement feature score in GBTree. (#7041) 
* Categorical data support.
* Eliminate text parsing during feature score computation.
 2021-06-18 11:53:16 +08:00
Jiaming Yuan
dcd84b3979 [CI] Configure RAPIDS, dask, modin (#7033) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-06-18 10:27:51 +08:00
Jiaming Yuan
d9799b09d0 Categorical data support for cuDF. (#7042) 
* Add support in DMatrix.
* Add support in DQM, except for iterator.
 2021-06-17 13:54:33 +08:00
ShvetsKS
2567404ab6 Simplify sparse and dense CPU hist kernels (#7029) 
* Simplify sparse and dense kernels
* Extract row partitioner.

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-11 18:26:30 +08:00
jmoralez
25514e104a [dask] speed up tests (#7020) 2021-06-11 11:43:01 +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
72f9daf9b6 Fix gpu_id with custom objective. (#7015) 2021-06-09 14:51:17 +08:00
Jiaming Yuan
7beb2f7fae Hide symbols in CI build + hide symbols for C and CUDA (#6798) 
* Hide symbols in CI build.
* Hide symbols for other languages.
 2021-06-04 02:35:46 +08:00
Jiaming Yuan
c4b9f4f622 Add enable_categorical to sklearn. (#7011) 2021-06-04 02:29:14 +08:00
ShvetsKS
5cdaac00c1 Remove feature grouping (#7018) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 04:35:26 +08:00
Philip Hyunsu Cho
05db6a6c29 [CI] Upgrade cuDF and RMM to 21.06 nightly (#7012) 
* [CI] Upgrade cuDF and RMM to 21.06 nightly

* Trim outdated test cases

* Pin Dask version to 2021.05.0 for now
 2021-06-02 11:59:30 -07:00
ShvetsKS
57c732655e Merge lossgude and depthwise strategies for CPU hist (#7007) 
* fix java/scala test: max depth is also valid parameter for lossguide

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 01:49:43 +08:00
Jiaming Yuan
ee4f51a631 Support for all primitive types from array. (#7003) 
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
 2021-06-01 08:34:48 +08:00
ShvetsKS
55b823b27d Reduce 'InitSampling' complexity and set gradients to zero (#6922) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-05-29 04:52:23 +08:00