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Author SHA1 Message Date
Jiaming Yuan 32e673d8c4 Support building with CTK11.5. (#7379) 
* 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) 
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) 
* 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) 
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 YuanandHyunsu Cho 239dbb3c0a Move macos test to github action. (#7382) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-10-30 14:40:32 +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) 
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) 
* 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) 
* 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) 
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) 
* Support binary/multi-class classification, ranking.
* Add documents.
* Handle missing data.
 2021-10-26 13:07:50 +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
Jiaming YuanandPhilip Hyunsu Cho 7593fa9982 1.5 release note. [skip ci] (#7271) 
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
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) 
This is consistent with the thread overriding behavior.
 2021-10-20 15:16:40 +08:00
Jiaming Yuan 3b0b74fa94 [doc] Use RTD theme. (#7346) 2021-10-19 23:49:19 -07:00
Jiaming Yuan 376b448015 [doc] Fix broken links. (#7341) 
* 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) 
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
Jiaming Yuan fbb0dc4275 Remove auto configuration of seed_per_iteration. (#7009) 
* 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) 
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) 
* Remove kRootNid.
* Check for empty hessian.
 2021-10-17 14:22:25 +08:00
Jiaming Yuan 6cdcfe8128 Improve external memory demo. (#7320) 
* 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) 
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) 
* 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
Jiaming Yuan f7caac2563 Bump version to 1.6.0 in master. (#7259) 2021-10-07 16:09:26 +08:00
Jiaming Yuan e2660ab8f3 Extend release script with R packages. [skip ci] (#7278) 2021-10-07 16:08:42 +08:00
Jiaming Yuan d8cb395380 Fix gamma neg log likelihood. (#7275) 2021-10-05 16:57:08 +08:00
Jiaming Yuan b3b03200e2 Remove old warning in 1.3 (#7279) 2021-10-01 08:05:50 +08:00
Jiaming Yuan b2d8431aea [R] Fix document for nthread. (#7263) 2021-09-28 11:46:24 +08:00
Jiaming Yuan d8a549e6ac Avoid thread block with sparse data. (#7255) 2021-09-25 13:11:34 +08:00
Jiaming YuanandPhilip Hyunsu Cho ca17f8a5fc Dispatch thrust versions and upgrade rmm. (#7254) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-09-25 03:43:23 +08:00
Jiaming Yuan fbd58bf190 [jvm-packages] Create demo and test for xgboost4j early stopping. (#7252) 2021-09-25 03:29:27 +08:00
Jiaming Yuan 9472be7d77 Fix initialization from pandas series. (#7243) 2021-09-23 04:43:25 +08:00
Jiaming Yuan 18bd16341a Update Python intro. [skip ci] (#7235) 
* Fix the link to demo.
* Stop recommending text file inputs.
* Brief mention to scikit-learn interface.
* Fix indent warning in tree method doc.
 2021-09-21 02:47:09 +00:00
Jiaming Yuan e48e05e6e2 Add typehint to rabit module. (#7240) 2021-09-17 18:31:02 +08:00
Jiaming Yuan c735c17f33 Disable callback and ES on random forest. (#7236) 2021-09-17 18:21:17 +08:00
Jiaming Yuan c311a8c1d8 Enable compiling with system cub. (#7232) 
- Tested with all CUDA 11.x.
- Workaround cub scan by using discard iterator in AUC.
- Limit the size of Argsort when compiled with CUDA cub.
 2021-09-17 14:28:18 +08:00
Jiaming Yuan b18f5f61b0 Fix pylint (#7241) 2021-09-17 11:50:36 +08:00
Jiaming Yuan 38a23f66a8 Fix typo in release script. [skip ci] (#7238) 2021-09-17 11:14:05 +08:00
Jiaming Yuan 8ad7e8eeb0 [doc] Fix typo. [skip ci] (#7226) 2021-09-17 11:13:49 +08:00
Jiaming Yuan 22d56cebf1 Encode pandas categorical data automatically. (#7231) 2021-09-17 11:09:55 +08:00
Jiaming Yuan 32e0858501 Fix travis. (#7237) 2021-09-17 10:06:23 +08:00
Jiaming Yuan 31c1e13f90 Categorical data support in CPU sketching. (#7221) 2021-09-17 04:37:09 +08:00
Jiaming Yuan 9f63d6fead [jvm-packages] Deprecate constructors with implicit missing value. (#7225) 2021-09-17 04:35:04 +08:00
Jiaming Yuan 0ed979b096 Support more input types for categorical data. (#7220) 
* Support more input types for categorical data.

* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.
 2021-09-16 20:39:30 +08:00
Jiaming Yuan 2942dc68e4 Fix mixed types in GPU sketching. (#7228) 2021-09-16 00:10:25 +08:00
Jiaming Yuan 037dd0820d Implement __sklearn_is_fitted__. (#7230) 2021-09-15 19:09:04 +08:00
Jiaming Yuan d997c967d5 Demo for experimental categorical data support. (#7213) 2021-09-15 08:20:12 +08:00
Jiaming Yuan 3515931305 Initial support for external memory in gradient index. (#7183) 
* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.
 2021-09-13 12:40:56 +08:00
Jiaming Yuan 804b2ac60f Expose DMatrix API for CUDA columnar and array. (#7217) 
* Use JSON encoded configurations.
* Expose them into header file.
 2021-09-09 17:55:25 +08:00
Jiaming Yuan 68a2c7b8d6 Fix memory leak in demo. (#7216) 2021-09-09 13:51:03 +08:00
Jiaming Yuan b12e7f7edd Add noexcept to JSON objects. (#7205) 2021-09-07 13:56:48 +08:00
Jiaming Yuan 3a4f51f39f Avoid calling CUDA code on CPU for linear model. (#7154) 2021-09-01 10:45:31 +08:00
Jiaming Yuan ba69244a94 Restore the custom double atomic add. (#7198) 2021-08-28 18:30:42 +08:00
Jiaming YuanandAndy Adinets 7a1d67f9cb [breaking] Use integer atomic for GPU histogram. (#7180) 
On GPU we use rouding factor to truncate the gradient for deterministic results. This PR changes the gradient representation to fixed point number with exponent aligned with rounding factor.

    [breaking] Drop non-deterministic histogram.
    Use fixed point for shared memory.

This PR is to improve the performance of GPU Hist. 

Co-authored-by: Andy Adinets <aadinets@nvidia.com>
 2021-08-28 05:17:05 +08:00
Jiaming Yuan e7d7ab6bc3 Better error message for ncclUnhandledCudaError. (#7190) 2021-08-27 10:29:22 +08:00
Jiaming Yuan cdfaa705f3 Fix building on CUDA 11.0. (#7187) 2021-08-25 02:57:53 -07:00
Jiaming Yuan 9c64618cb6 [breaking] Remove CUDA sm_35, add sm_86 (#7182) 2021-08-25 16:04:23 +08:00
Jiaming Yuan ee8d1f5ed8 Fix histogram truncation. (#7181) 
* Fix truncation.

* Lint.

* lint.
 2021-08-24 18:34:32 -07:00
Jiaming Yuan 3290a4f3ed Re-enable feature validation in predict proba. (#7177) 2021-08-22 15:28:08 +08:00
Jiaming Yuan bf562bd33c Remove unused code. (#7175) 2021-08-18 14:02:19 +08:00
Jiaming Yuan 6bcbc77226 [doc] Fix typo. [skip ci] (#7170) 2021-08-13 03:48:16 +08:00
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 9600ca83f3 Remove synchronization in monitor. (#7164) 
* Remove synchronization in monitor.

Calling rabit functions during destruction is flaky.

* Add xgboost prefix to nvtx marker.
 2021-08-11 16:33:53 +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 8ee127469f [R] Fix nthread in DMatrix constructor. (#7127) 
* Break the R C API for nthread.
 2021-08-03 17:39:25 +08:00
Jiaming Yuan ba47eda61b [doc] Use figure directive. (#7143) 2021-08-03 15:56:25 +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
Jiaming Yuan 36346f8f56 C API demo for inference. (#7151) 2021-08-03 00:46:47 +08:00
Jiaming Yuan 1369133916 [dask] Remove the workaround for segfault. (#7146) 2021-07-30 03:57:53 +08:00
Jiaming Yuan 7017dd5a26 [JVM-Packages] Use Python tracker in XGBoost for JVM package. (#7132) 2021-07-27 16:20:42 +08:00
Jiaming Yuan 48d5de80a2 [R] Fix softprob reshape. (#7126) 2021-07-27 15:25:17 +08:00
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
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