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Author SHA1 Message Date
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* Trim outdated test cases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
Jiaming Yuan
89a49cf30e
Fix dask predict on DaskDMatrix with iteration_range. (#7005) 2021-05-29 04:43:12 +08:00
Jiaming Yuan
ab6fd304c4
[Python] Change development release postfix to dev (#6988) 2021-05-27 16:06:51 +08:00
Jiaming Yuan
29d6a5e2b8
[CI] Move appveyor tests to action (#6986) 
* Drop support for VS14, use VS15 instead.
* Drop support for mingw.
* Remove debug build.
* Split up jvm tests.
* Split up Python tests.
 2021-05-27 04:49:45 +08:00
Jiaming Yuan
86e60e3ba8
Guard against index error in prediction. (#6982) 
* Remove `best_ntree_limit` from documents.
 2021-05-25 23:24:59 +08:00
Philip Hyunsu Cho
c6d87e5e18
[CI] Remove stray build artifact to avoid error in artifact packaging (#6994) 2021-05-25 19:48:27 +08:00
Jiaming Yuan
6e52aefb37
Revert OMP guard. (#6987) 
The guard protects the global variable from being changed by XGBoost.  But this leads to a
bug that the `n_threads` parameter is no longer used after the first iteration.  This is
due to the fact that `omp_set_num_threads` is only called once in `Learner::Configure` at
the beginning of the training process.

The guard is still useful for `gpu_id`, since this is called all the times in our codebase
doesn't matter which iteration we are currently running.
 2021-05-25 08:56:28 +08:00
Jiaming Yuan
d245bc891e
Add tolerance to early stopping. (#6942) 2021-05-14 00:19:51 +08:00
Jiaming Yuan
44cc9c04ea
Fix multiclass auc with empty dataset. (#6947) 2021-05-12 15:01:14 +08:00
Jiaming Yuan
05ac415780
[dask] Set dataframe index in predict. (#6944) 2021-05-12 13:24:21 +08:00
Andrew Ziem
3e7e426b36
Fix spelling in documents (#6948) 
* Update roxygen2 doc.

Co-authored-by: fis <jm.yuan@outlook.com>
 2021-05-11 20:44:36 +08:00
Philip Hyunsu Cho
90cd724be1
[CI] Fix CI/CD pipeline broken by latest auditwheel (4.0.0) (#6951) 2021-05-10 22:43:15 -07:00
Jiaming Yuan
37ad60fe25
Enforce input data is not object. (#6927) 
* Check for object data type.
* Allow strided arrays with greater underlying buffer size.
 2021-05-02 00:09:01 +08:00
Jiaming Yuan
a1d23f6613
Relax test for decision stump in distributed environment. (#6919) 2021-04-30 09:04:11 +08:00
Jiaming Yuan
45ddc39c1d
Relax shotgun test. (#6918) 2021-04-30 09:03:12 +08:00
Jiaming Yuan
34df1f588b
Reduce Travis environment setup time. (#6912) 
* Remove unused r from travis.
* Don't update homebrew.
* Don't install indirect/unused dependencies like libgit2, wget, openssl.
* Move graphviz installation to conda.
 2021-04-30 09:02:40 +08:00
Jiaming Yuan
b31d37eac5
[CI] Fix custom metric test with empty dataset. (#6917) 2021-04-30 09:00:05 +08:00
Jiaming Yuan
8760ec4827
Ensure predict leaf output 1-dim vector where there's only 1 tree. (#6889) 2021-04-23 15:07:48 +08:00
Jiaming Yuan
54afa3ac7a
Relax shotgun test. (#6900) 
It's non-deterministic algorithm, the test is flaky.
 2021-04-23 13:01:44 +08:00
Jiaming Yuan
a2ecbdaa31
Add an API guard to prevent global variables being changed. (#6891) 2021-04-23 10:27:57 +08:00
Jiaming Yuan
bec2b4f094
Revert "Use CPU input for test_boost_from_prediction. (#6818)" (#6858) 
This reverts commit 74f3a2f4b5c2654af90d1477fd543b5d97280fbe.
 2021-04-20 14:54:02 +08:00
Jiaming Yuan
556a83022d
Implement unified update prediction cache for (gpu_)hist. (#6860) 
* Implement utilites for linalg.
* Unify the update prediction cache functions.
* Implement update prediction cache for multi-class gpu hist.
 2021-04-17 00:29:34 +08:00
Jiaming Yuan
dee5ef2dfd
Typehint for Sklearn. (#6799) 2021-04-14 06:55:21 +08:00
Philip Hyunsu Cho
ea7a6a0321
[CI] Pack R package tarball with pre-built xgboost.so (with GPU support) (#6827) 
* Add scripts for packaging R package with GPU-enabled libxgboost.so

* [CI] Automatically build R package tarball

* Add comments

* Don't build tarball for pull requests

* Update the installation doc
 2021-04-07 21:15:34 -07:00
giladmaya
aa0d8f20c1
Support configuring constraints by feature names (#6783) 
Co-authored-by: fis <jm.yuan@outlook.com>
 2021-04-04 06:53:33 +08:00
Jiaming Yuan
7e06c81894
Fix approximated predict contribution. (#6811) 2021-04-03 02:15:03 +08:00
Jiaming Yuan
74f3a2f4b5
Use CPU input for test_boost_from_prediction. (#6818) 2021-04-02 00:11:35 +08:00
Jiaming Yuan
47b62480af
More general predict proba. (#6817) 
* Use `output_margin` for `softmax`.
* Add test for dask binary cls.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-04-01 19:52:12 +08:00
Jiaming Yuan
a5c852660b
Update document for sklearn model IO. (#6809) 
* Update the use of JSON.
* Remove unnecessary type cast.
 2021-04-01 15:52:36 +08:00
Jiaming Yuan
3039dd194b
Don't estimate sketch batch size when rmm is used. (#6807) 2021-03-31 15:29:56 +08:00
Jiaming Yuan
79b8b560d2
Optimize dart inplace predict perf. (#6804) 2021-03-31 15:20:54 +08:00
Jiaming Yuan
a59c7323b4
Fix inplace predict missing value. (#6787) 2021-03-27 05:36:10 +08:00
Jiaming Yuan
a7083d3c13
Fix dart inplace prediction with GPU input. (#6777) 
* Fix dart inplace predict with data on GPU, which might trigger a fatal check
for device access right.
* Avoid copying data whenever possible.
 2021-03-25 12:00:32 +08:00
Jiaming Yuan
1d90577800
Verify strictly positive labels for gamma regression. (#6778) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-03-25 11:46:52 +08:00
Jiaming Yuan
794fd6a46b
Support v3 cuda array interface. (#6776) 2021-03-25 09:58:09 +08:00
Jiaming Yuan
bcc0277338
Re-implement ROC-AUC. (#6747) 
* Re-implement ROC-AUC.

* Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when the dataset is invalid, which can happen if there's an
  empty dataset, or when the dataset contains only positive or negative values.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
 2021-03-20 16:52:40 +08:00
Jiaming Yuan
4ee8340e79
Support column major array. (#6765) 2021-03-20 05:19:46 +08:00
Jiaming Yuan
f6fe15d11f
Improve parameter validation (#6769) 
* Add quotes to unused parameters.
* Check for whitespace.
 2021-03-20 01:56:55 +08:00
Jiaming Yuan
23b4165a6b
Fix gamma deviance (#6761) 2021-03-20 01:56:17 +08:00
Jiaming Yuan
e2d8a99413
Add document for tests directory. [skip ci] (#6760) 2021-03-18 15:15:50 +08:00
Jiaming Yuan
4f75f514ce
Fix GPU RF (#6755) 
* Fix sampling.
 2021-03-17 06:23:35 +08:00
Jiaming Yuan
1a73a28511
Add device argsort. (#6749) 
This is part of https://github.com/dmlc/xgboost/pull/6747 .
 2021-03-16 16:05:22 +08:00