Jiaming Yuan
32e673d8c4
Support building with CTK11.5. ( #7379 )
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* Support building with CTK11.5.
* Require system cub installation for CTK11.4+.
* Check thrust version for segmented sort.
2021-11-02 16:22:26 +08:00
Jiaming Yuan
a13321148a
Support multi-class with base margin. ( #7381 )
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This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
2021-11-02 13:38:00 +08:00
Jiaming Yuan
6295dc3b67
Fix span reverse iterator. ( #7387 )
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* Fix span reverse iterator.
* Disable `rbegin` on device code to avoid calling host function.
* Add `trbegin` and friends.
2021-11-02 13:35:59 +08:00
Jiaming Yuan
8211e5f341
Add clang-format config. ( #7383 )
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Generated using `clang-format -style=google -dump-config > .clang-format`, with column
width changed from 80 to 100 to be consistent with existing cpplint check.
2021-11-02 13:34:38 +08:00
Jiaming Yuan
0f7a9b42f1
Use double precision in metric calculation. ( #7364 )
2021-11-02 12:00:32 +08:00
Jiaming Yuan
239dbb3c0a
Move macos test to github action. ( #7382 )
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Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2021-10-30 14:40:32 +08:00
Bobby Wang
b81ebbef62
[jvm-packages] Fix json4s binary compatibility issue ( #7376 )
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Spark 3.2 depends on 3.7.0-M11 which has changed some implicited functions'
signatures. And it will result the xgboost4j built against spark 3.0/3.1
failed when saving the model.
2021-10-30 03:20:57 +08:00
Jiaming Yuan
c6769488b3
Typehint for subset of core API. ( #7348 )
2021-10-28 20:47:04 +08:00
Jiaming Yuan
45aef75cca
Move skl eval_metric and early_stopping rounds to model params. ( #6751 )
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A new parameter `custom_metric` is added to `train` and `cv` to distinguish the behaviour from the old `feval`. And `feval` is deprecated. The new `custom_metric` receives transformed prediction when the built-in objective is used. This enables XGBoost to use cost functions from other libraries like scikit-learn directly without going through the definition of the link function.
`eval_metric` and `early_stopping_rounds` in sklearn interface are moved from `fit` to `__init__` and is now saved as part of the scikit-learn model. The old ones in `fit` function are now deprecated. The new `eval_metric` in `__init__` has the same new behaviour as `custom_metric`.
Added more detailed documents for the behaviour of custom objective and metric.
2021-10-28 17:20:20 +08:00
Jiaming Yuan
6b074add66
Update setup.py. ( #7360 )
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* Add new classifiers.
* Typehint.
2021-10-28 14:58:31 +08:00
Jiaming Yuan
3c4aa9b2ea
[breaking] Remove label encoder deprecated in 1.3. ( #7357 )
2021-10-28 13:24:29 +08:00
Jiaming Yuan
d05754f558
Avoid OMP reduction in AUC. ( #7362 )
2021-10-28 05:03:52 +08:00
Jiaming Yuan
ac9bfaa4f2
Handle missing values in dataframe with category dtype. ( #7331 )
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* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.
2021-10-28 03:33:54 +08:00
Jiaming Yuan
2eee87423c
Remove old custom objective demo. ( #7369 )
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We have 2 new custom objective demos covering both regression and classification with
accompanying tutorials in documents.
2021-10-27 16:31:48 +08:00
Jiaming Yuan
b9414b6477
Update GPU doc for PR-AUC. [skip ci] ( #7368 )
2021-10-27 16:31:07 +08:00
Jiaming Yuan
d4349426d8
Re-implement PR-AUC. ( #7297 )
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* Support binary/multi-class classification, ranking.
* Add documents.
* Handle missing data.
2021-10-26 13:07:50 +08:00
nicovdijk
a6bcd54b47
[jvm-packages] Fix for space in sys.executable path in create_jni.py ( #7358 )
2021-10-25 13:45:11 +08:00
Jiaming Yuan
fd61c61071
Avoid omp reduction in rank metric. ( #7349 )
2021-10-22 14:13:34 +08:00
Jiaming Yuan
e36b066344
[doc] Document the status of RTD hosting. [skip ci] ( #7353 )
2021-10-22 14:12:55 +08:00
Jiaming Yuan
864d236a82
[doc] Remove num_pbuffer. [skip ci] ( #7356 )
2021-10-22 14:12:32 +08:00
nicovdijk
31a307cf6b
[XGBoost4J-Spark] Serialization for custom objective and eval ( #7274 )
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* added type hints to custom_obj and custom_eval for Spark persistence
Co-authored-by: Bobby Wang <wbo4958@gmail.com>
2021-10-21 16:22:23 +08:00
Jiaming Yuan
7593fa9982
1.5 release note. [skip ci] ( #7271 )
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Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-10-21 13:43:31 +08:00
Jiaming Yuan
d1f00fb0b7
Stricter validation for group. ( #7345 )
2021-10-21 12:13:33 +08:00
nicovdijk
74bab6e504
Control logging for early stopping using shouldPrint() ( #7326 )
2021-10-21 12:12:06 +08:00
Jiaming Yuan
8d7c6366d7
Accept histogram cut instead gradient index in evaluation. ( #7336 )
2021-10-20 18:04:46 +08:00
Jiaming Yuan
15685996fc
[doc] Small improvements for categorical data document. ( #7330 )
2021-10-20 18:04:32 +08:00
Jiaming Yuan
f999897615
[dask] Use nthread in DMatrix construction. ( #7337 )
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This is consistent with the thread overriding behavior.
2021-10-20 15:16:40 +08:00
Philip Hyunsu Cho
b8e8f0fcd9
[doc] Use latest Sphinx RTD theme ( #7347 )
2021-10-20 00:04:43 -07:00
Jiaming Yuan
3b0b74fa94
[doc] Use RTD theme. ( #7346 )
2021-10-19 23:49:19 -07:00
Jiaming Yuan
376b448015
[doc] Fix broken links. ( #7341 )
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* Fix most of the link checks from sphinx.
* Remove duplicate explicit target name.
2021-10-20 14:45:30 +08:00
Jiaming Yuan
f53da412aa
Add typehint to tracker. ( #7338 )
2021-10-20 12:49:36 +08:00
Jiaming Yuan
5ff210ed75
Small fix for the release doc and script. [skip ci] ( #7332 )
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Add Philip as co-maintainer of maven packages.
2021-10-20 12:49:12 +08:00
Jiaming Yuan
c42e3fbcf3
[doc] Fix early stopping document. ( #7334 )
2021-10-18 11:21:16 -07:00
Bobby Wang
4fd149b3a2
[jvm-packages] update checkstyle ( #7335 )
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* [jvm-packages] update scalastyle
1. bump scalastyle-maven-plugin and maven-checkstyle-plugin to latest
2. remove unused imports
* fix code style check
2021-10-18 18:42:01 +08:00
Jiaming Yuan
fbb0dc4275
Remove auto configuration of seed_per_iteration. ( #7009 )
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* Remove auto configuration of seed_per_iteration.
This should be related to model recovery from rabit, which is removed.
* Document.
2021-10-17 15:58:57 +08:00
Jiaming Yuan
fb1a9e6bc5
Avoid omp reduction in coordinate descent and aft metrics. ( #7316 )
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Aside from the omp issue, parameter configuration for aft metric is simplified.
2021-10-17 15:55:49 +08:00
Jiaming Yuan
f56e2e9a66
Support categorical data with pandas Dataframe in inplace prediction ( #7322 )
2021-10-17 14:32:06 +08:00
Jiaming Yuan
8e619010d0
Extract CPUExpandEntry and HistParam. ( #7321 )
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* Remove kRootNid.
* Check for empty hessian.
2021-10-17 14:22:25 +08:00
Jiaming Yuan
6cdcfe8128
Improve external memory demo. ( #7320 )
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* Use npy format.
* Add evaluation.
* Use make_regression.
2021-10-17 11:25:24 +08:00
Jiaming Yuan
e6a142fe70
Fix document about best_iteration ( #7324 )
2021-10-14 15:30:46 -07:00
Jiaming Yuan
4ddf8d001c
Deterministic result for element-wise/mclass metrics. ( #7303 )
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Remove openmp reduction.
2021-10-13 14:22:40 +08:00
Jiaming Yuan
406c70ba0e
[doc] Fix typo. [skip ci] ( #7311 )
2021-10-12 19:10:18 +08:00
Jiaming Yuan
0bd8f21e4e
Add document for categorical data. ( #7307 )
2021-10-12 16:10:59 +08:00
Jiaming Yuan
a7d0c66457
Remove unused code. ( #7293 )
2021-10-12 15:04:41 +08:00
Jiaming Yuan
130df8cdda
Add tests for tree grow policy. ( #7302 )
2021-10-12 15:04:06 +08:00
Jiaming Yuan
5b17bb0031
Fix prediction with cat data in sklearn interface. ( #7306 )
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* Specify DMatrix parameter for pre-processing dataframe.
* Add document about the behaviour of prediction.
2021-10-12 14:31:12 +08:00
Jiaming Yuan
89d87e5331
Update GPU Tree SHAP ( #7304 )
2021-10-11 21:39:50 +08:00
Jiaming Yuan
298af6f409
Fix weighted samples in multi-class AUC. ( #7300 )
2021-10-11 15:12:29 +08:00
Jiaming Yuan
69d3b1b8b4
Remove old callback deprecated in 1.3. ( #7280 )
2021-10-08 17:24:59 +08:00
Jiaming Yuan
578de9f762
Fix cv verbose_eval ( #7291 )
2021-10-08 12:28:38 +08:00
