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884 Commits

Author SHA1 Message Date
Jiaming Yuan
a3ec964346
Accept iterator in device dmatrix. (#5783) 
* Remove Device DMatrix.
 2020-07-07 21:44:48 +08:00
Jiaming Yuan
048d969be4
Implement GK sketching on GPU. (#5846) 
* Implement GK sketching on GPU.
* Strong tests on quantile building.
* Handle sparse dataset by binary searching the column index.
* Hypothesis test on dask.
 2020-07-07 12:16:21 +08:00
Andy Adinets
ac3f0e78dc
Split Features into Groups to Compute Histograms in Shared Memory (#5795) 2020-07-07 15:04:35 +12:00
Jiaming Yuan
93c44a9a64
Move feature names and types of DMatrix from Python to C++. (#5858) 
* Add thread local return entry for DMatrix.
* Save feature name and feature type in binary file.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-07-07 09:40:13 +08:00
Jiaming Yuan
4b0852ee41
Use dmlc stream when URI protocol is not local file. (#5857) 2020-07-07 03:07:12 +08:00
Jiaming Yuan
1a0801238e
Implement iterative DMatrix. (#5837) 2020-07-03 11:44:52 +08:00
Jiaming Yuan
4d277d750d
Relax linear test. (#5849) 
* Increased error in coordinate is mostly due to floating point error.
* Shotgun uses Hogwild!, which is non-deterministic and can have even greater
floating point error.
 2020-07-03 07:49:53 +08:00
Jiaming Yuan
eb067c1c34
Relax test for shotgun. (#5835) 2020-07-01 19:20:29 +08:00
Jiaming Yuan
90a9c68874
Implement a DMatrix Proxy. (#5803) 2020-06-29 15:03:10 +08:00
Jiaming Yuan
47c89775d6
Accept string for ArrayInterface constructor. (#5799) 2020-06-27 00:06:54 +08:00
Jiaming Yuan
c4d721200a
Implement extend method for meta info. (#5800) 
* Implement extend for host device vector.
 2020-06-20 03:32:03 +08:00
Philip Hyunsu Cho
a6d9a06b7b
[CI] Fix cuDF install; merge 'gpu' and 'cudf' test suite (#5814) 2020-06-19 16:42:57 +08:00
Philip Hyunsu Cho
a67bc64819
Add an option to run brute-force test for JSON round-trip (#5804) 
* Add an option to run brute-force test for JSON round-trip

* Apply reviewer's feedback

* Remove unneeded objects

* Parallel run.

* Max.

* Use signed 64-bit loop var, to support MSVC

* Add exhaustive test to CI

* Run JSON test in Win build worker

* Revert "Run JSON test in Win build worker"

This reverts commit c97b2c7dda37b3585b445d36961605b79552ca89.

* Revert "Add exhaustive test to CI"

This reverts commit c149c2ce9971a07a7289f9b9bc247818afd5a667.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-06-17 23:46:02 -07:00
Rory Mitchell
abdf894fcf
Add cupy to Windows CI (#5797) 
* Add cupy to Windows CI

* Update Jenkinsfile-win64

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Update Jenkinsfile-win64

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Update tests/python-gpu/test_gpu_prediction.py

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-06-17 21:55:09 -07:00
Jiaming Yuan
38ee514787
Implement fast number serialization routines. (#5772) 
* Implement ryu algorithm.
* Implement integer printing.
* Full coverage roundtrip test.
 2020-06-17 12:39:23 +08:00
fis
7c3a168ffd Revert "Accept string for ArrayInterface constructor." 
This reverts commit e8ecafb8dc628f45b75b4c2844a236d27e0a6d98.
 2020-06-16 20:02:35 +08:00
fis
e8ecafb8dc Accept string for ArrayInterface constructor. 2020-06-16 20:00:24 +08:00
Rory Mitchell
b47b5ac771
Use hypothesis (#5759) 
* Use hypothesis

* Allow int64 array interface for groups

* Add packages to Windows CI

* Add to travis

* Make sure device index is set correctly

* Fix dask-cudf test

* appveyor
 2020-06-16 12:45:59 +12:00
Alex
ae18a094b0
Add new skl model attribute for number of features (#5780) 2020-06-15 18:01:59 +08:00
Jiaming Yuan
1fa84b61c1
Implement Empty method for host device vector. (#5781) 
* Fix accessing nullptr.
 2020-06-13 19:02:26 +08:00
Jiaming Yuan
306e38ff31
Avoid including c_api.h in header files. (#5782) 2020-06-12 16:24:24 +08:00
Jiaming Yuan
3028fa6b42
Implement weighted sketching for adapter. (#5760) 
* Bounded memory tests.
* Fixed memory estimation.
 2020-06-12 06:20:39 +08:00
James Lamb
c96e1ef283
[python-package] remove unused imports (#5776) 2020-06-11 16:50:27 +08:00
Jiaming Yuan
cacff9232a
Remove column major specialization. (#5755) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-06-05 16:19:14 +08:00
Jiaming Yuan
bd9d57f579
Add helper for generating batches of data. (#5756) 
* Add helper for generating batches of data.

* VC keyword clash.

* Another clash.
 2020-06-05 09:53:56 +08:00
Rory Mitchell
359023c0fa
Speed up python test (#5752) 
* Speed up tests

* Prevent DeviceQuantileDMatrix initialisation with numpy

* Use joblib.memory

* Use RandomState
 2020-06-05 11:39:24 +12:00
ShvetsKS
cd3d14ad0e
Add float32 histogram (#5624) 
* new single_precision_histogram param was added.

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
 2020-06-03 11:24:53 +08:00
Jiaming Yuan
e49607af19
Add Python binding for rabit ops. (#5743) 2020-06-02 19:47:23 +08:00
Jiaming Yuan
e533908922
Expose device sketching in header. (#5747) 2020-06-02 13:02:53 +08:00
Jiaming Yuan
9e1b29944e
Fix loading old model. (#5724) 
* Add test.
 2020-05-31 14:55:32 +08:00
Jiaming Yuan
35e2205256
[dask] Return GPU Series when input is from cuDF. (#5710) 
* Refactor predict function.
 2020-05-28 17:51:20 +08:00
Philip Hyunsu Cho
91c646392d
Require Python 3.6+; drop Python 3.5 from CI (#5715) 2020-05-27 16:19:30 -07:00
Philip Hyunsu Cho
e3aa7f1441
Define _CRT_SECURE_NO_WARNINGS to remove unneeded warnings in MSVC (#5434) 2020-05-25 22:46:07 -07:00
Jiaming Yuan
8438c7d0e4
Fix IsDense. (#5702) 2020-05-26 08:24:37 +08:00
Jiaming Yuan
5af8161a1a
Implement Python data handler. (#5689) 
* Define data handlers for DMatrix.
* Throw ValueError in scikit learn interface.
 2020-05-22 11:53:55 +08:00
Andy Adinets
646def51e0
C++14 for xgboost (#5664) 2020-05-21 12:26:40 +12:00
ShvetsKS
dd01e4ba8d
Distributed optimizations for 'hist' method with CPUs (#5557) 
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-05-20 06:03:03 +03:00
Jiaming Yuan
7903286961
Remove silent from R demos. (#5675) 
* Remove silent from R demos.

* Vignettes.
 2020-05-19 18:20:46 +08:00
LionOrCatThatIsTheQuestion
83981a9ce3
Pseudo-huber loss metric added (#5647) 
- Add pseudo huber loss objective.
- Add pseudo huber loss metric.

Co-authored-by: Reetz <s02reetz@iavgroup.local>
 2020-05-18 21:08:07 +08:00
Jiaming Yuan
535479e69f
Add JSON schema to model dump. (#5660) 2020-05-15 10:18:43 +08:00
Jiaming Yuan
2c1a439869
Update Python demos with tests. (#5651) 
* Remove GPU memory usage demo.
* Add tests for demos.
* Remove `silent`.
* Remove shebang as it's not portable.
 2020-05-12 12:04:42 +08:00
Oleksandr Kuvshynov
4e64e2ef8e
skip missing lookup if nothing is missing in CPU hist partition kernel. (#5644) 
* [xgboost] skip missing lookup if nothing is missing
 2020-05-12 05:50:08 +03:00
Jiaming Yuan
9ad40901a8
Upgrade to CUDA 10.0 (#5649) (#5652) 
Co-authored-by: fis <jm.yuan@outlook.com>

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-05-11 22:27:36 +08:00
Rory Mitchell
fcf57823b6
Reduce device synchronisation (#5631) 
* Reduce device synchronisation

* Initialise pinned memory
 2020-05-07 21:19:46 +12:00
Jiaming Yuan
21ed1f0c6d
Support 64bit seed. (#5643) 2020-05-07 14:52:38 +08:00
Jiaming Yuan
eaf2a00b5c
Enhance nvtx support. (#5636) 2020-05-06 22:54:24 +08:00
Rory Mitchell
b9649e7b8e
Refactor gpu_hist split evaluation (#5610) 
* Refactor

* Rewrite evaluate splits

* Add more tests
 2020-04-30 08:58:12 +12:00
Jiaming Yuan
c90457f489
Refactor the CLI. (#5574) 
* Enable parameter validation.
* Enable JSON.
* Catch `dmlc::Error`.
* Show help message.
 2020-04-26 10:56:33 +08:00
Jiaming Yuan
7d93932423
Better message when no GPU is found. (#5594) 2020-04-26 10:00:57 +08:00
Philip Hyunsu Cho
a23de1c108
[CI] Grant public read access to Mac OSX wheels (#5602) 2020-04-25 11:51:26 -07:00