972 Commits

Author SHA1 Message Date
Jiaming Yuan
0110754a76
Remove update prediction cache from predictors. (#5312)
Move this function into gbtree, and uses only updater for doing so. As now the predictor knows exactly how many trees to predict, there's no need for it to update the prediction cache.
2020-02-17 11:35:47 +08:00
Jiaming Yuan
e433a379e4
Fix changing locale. (#5314)
* Fix changing locale.

* Don't use locale guard.

As number parsing is implemented in house, we don't need locale.

* Update doc.
2020-02-17 11:31:13 +08:00
Rory Mitchell
7e32af5c21
Wide dataset quantile performance improvement (#5306) 2020-02-16 10:24:42 +13:00
Jiaming Yuan
c35cdecddd
Move prediction cache to Learner. (#5220)
* Move prediction cache into Learner.

* Clean-ups

- Remove duplicated cache in Learner and GBM.
- Remove ad-hoc fix of invalid cache.
- Remove `PredictFromCache` in predictors.
- Remove prediction cache for linear altogether, as it's only moving the
  prediction into training process but doesn't provide any actual overall speed
  gain.
- The cache is now unique to Learner, which means the ownership is no longer
  shared by any other components.

* Changes

- Add version to prediction cache.
- Use weak ptr to check expired DMatrix.
- Pass shared pointer instead of raw pointer.
2020-02-14 13:04:23 +08:00
Rory Mitchell
24ad9dec0b
Testing hist_util (#5251)
* Rank tests

* Remove categorical split specialisation

* Extend tests to multiple features, switch to WQSketch

* Add tests for SparseCuts

* Add external memory quantile tests, fix some existing tests
2020-02-14 14:36:43 +13:00
Jiaming Yuan
911a902835
Merge model compatibility fixes from 1.0rc branch. (#5305)
* Port test model compatibility.
* Port logit model fix.

https://github.com/dmlc/xgboost/pull/5248
https://github.com/dmlc/xgboost/pull/5281
2020-02-13 20:41:58 +08:00
Jiaming Yuan
29eeea709a
Pass shared pointer instead of raw pointer to Learner. (#5302)
Extracted from https://github.com/dmlc/xgboost/pull/5220 .
2020-02-11 14:16:38 +08:00
Rong Ou
e4b74c4d22
Gradient based sampling for GPU Hist (#5093)
* Implement gradient based sampling for GPU Hist tree method.
* Add samplers and handle compacted page in GPU Hist.
2020-02-04 10:31:27 +08:00
Jiaming Yuan
a5cc112eea
Export JSON config in get_params. (#5256) 2020-02-03 12:46:51 +08:00
Philip Hyunsu Cho
fa26313feb
Remove use of std::cout from R package (#5261) 2020-02-01 05:52:19 -08:00
Jiaming Yuan
fe8d72b50b
Cleanup warnings. (#5247)
From clang-tidy-9 and gcc-7: Invalid case style, narrowing definition, wrong
initialization order, unused variables.
2020-01-31 14:52:15 +08:00
Philip Hyunsu Cho
adc795929a
Fix compilation error due to 64-bit integer narrowing to size_t (#5250) 2020-01-30 21:32:15 -08:00
Jiaming Yuan
472ded549d
Save Scikit-Learn attributes into learner attributes. (#5245)
* Remove the recommendation for pickle.

* Save skl attributes in booster.attr

* Test loading scikit-learn model with native booster.
2020-01-30 16:00:18 +08:00
Egor Smirnov
c67163250e
Optimized BuildHist function (#5156) 2020-01-29 23:32:57 -08:00
Jiaming Yuan
43974939f4
Better error message about loading pickled model. (#5236)
Print the link to new tutorial.
2020-01-28 15:29:14 +08:00
Philip Hyunsu Cho
b513dcd352
Support FreeBSD (#5233)
* Fix build on FreeBSD

* Use __linux__ macro
2020-01-27 22:19:16 -08:00
Jiaming Yuan
3eb1279bbf
Config for linear updaters. (#5222) 2020-01-25 11:26:46 +08:00
Philip Hyunsu Cho
44469a0ca9
Extensible binary serialization format for DMatrix::MetaInfo (#5187)
* Turn xgboost::DataType into C++11 enum class

* New binary serialization format for DMatrix::MetaInfo

* Fix clang-tidy

* Fix c++ test

* Implement new format proposal

* Move helper functions to anonymous namespace; remove unneeded field

* Fix lint

* Add shape.

* Keep only roundtrip test.

* Fix test.

* various fixes

* Update data.cc

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 11:33:17 -08:00
Jiaming Yuan
1891cc766d
Fix metainfo from DataFrame. (#5216)
* Fix metainfo from DataFrame.

* Unify helper functions for data and meta.
2020-01-22 16:29:44 +08:00
Rory Mitchell
9c56480c61
Support dmatrix construction from cupy array (#5206) 2020-01-22 13:15:27 +13:00
Philip Hyunsu Cho
2a071cebc5 Add CMake option to run Undefined Behavior Sanitizer (UBSan) (#5211)
* Fix related errors.
2020-01-20 16:57:44 +08:00
Jiaming Yuan
5199b86126
Fix R dart prediction. (#5204)
* Fix R dart prediction and add test.
2020-01-16 12:11:04 +08:00
Philip Hyunsu Cho
0184f2e9f7
Explicitly use UTF-8 codepage when using MSVC (#5197)
* Explicitly use UTF-8 codepage when using MSVC

* Fix build with CUDA enabled
2020-01-14 13:30:34 -08:00
Rory Mitchell
a73e25e15f
Implement slice via adapters (#5198) 2020-01-14 12:55:41 +13:00
Kodi Arfer
f100b8d878 [Breaking] Don't drop trees during DART prediction by default (#5115)
* Simplify DropTrees calling logic

* Add `training` parameter for prediction method.

* [Breaking]: Add `training` to C API.

* Change for R and Python custom objective.

* Correct comment.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-13 21:48:30 +08:00
Jiaming Yuan
7b65698187
Enforce correct data shape. (#5191)
* Fix syncing DMatrix columns.
* notes for tree method.
* Enable feature validation for all interfaces except for jvm.
* Better tests for boosting from predictions.
* Disable validation on JVM.
2020-01-13 15:48:17 +08:00
Rory Mitchell
8cbcc53ccb
Remove old cudf constructor code (#5194) 2020-01-10 16:35:23 +13:00
Rory Mitchell
87ebfc1315
Implement cudf construction with adapters. (#5189) 2020-01-09 20:23:06 +13:00
Rory Mitchell
9559f81377
Move SimpleDMatrix constructor to .cc file (#5188) 2020-01-09 14:20:13 +13:00
Jiaming Yuan
ee287808fb
Lazy initialization of device vector. (#5173)
* Lazy initialization of device vector.

* Fix #5162.

* Disable copy constructor of HostDeviceVector.  Prevents implicit copying.

* Fix CPU build.

* Bring back move assignment operator.
2020-01-07 11:23:05 +08:00
Jiaming Yuan
ebc86a3afa
Disable parameter validation for Scikit-Learn interface. (#5167)
* Disable parameter validation for now.

Scikit-Learn passes all parameters down to XGBoost, whether they are used or
not.

* Add option `validate_parameters`.
2020-01-07 11:17:31 +08:00
Jiaming Yuan
2b9a62a806
Throw error when not compiled with NCCL. (#5170) 2020-01-07 11:15:19 +08:00
Egor Smirnov
7b17e76c5b Optimized EvaluateSplut function (#5138)
* Add block based threading utilities.
2019-12-31 18:18:42 +08:00
Jiaming Yuan
04db125699
Quick fix for memory leak in CPU Hist. (#5153)
Closes https://github.com/dmlc/xgboost/issues/3579 .

* Don't use map.
2019-12-31 14:05:53 +08:00
Jiaming Yuan
139ccc9902
Fix num_roots to be 1. (#5165) 2019-12-30 02:18:45 +08:00
Jiaming Yuan
61286c6e8f
Fix wrapping GPU ID and prevent data copying. (#5160)
* Removed some data copying.

* Make sure gpu_id is valid before any configuration is carried out.
2019-12-27 16:51:08 +08:00
sriramch
ee81ba8e1f implementation of map ranking algorithm on gpu (#5129)
* - implementation of map ranking algorithm
  - also effected necessary suggestions mentioned in the earlier ranking pr's
  - made some performance improvements to the ndcg algo as well
2019-12-27 12:05:37 +13:00
Philip Hyunsu Cho
9b0af6e882 Enable OpenMP with Apple Clang (Mac default compiler) (#5146)
* Add OpenMP as CMake target

* Require CMake 3.12, to allow linking OpenMP target to objxgboost

* Specify OpenMP compiler flag for CUDA host compiler

* Require CMake 3.16+ if the OS is Mac OSX

* Use AppleClang in Mac tests.

* Update dmlc-core
2019-12-26 16:53:12 +08:00
Jiaming Yuan
f3d7877802
Parameter validation (#5157)
* Unused code.

* Split up old colmaker parameters from train param.

* Fix dart.

* Better name.
2019-12-26 11:59:05 +08:00
Jiaming Yuan
c8bdb652c4
Add check for length of weights. (#4872) 2019-12-21 11:30:58 +08:00
Rory Mitchell
3d04a8cc97
Use dynamic types for array interface columns instead of templates (#5108) 2019-12-21 16:08:10 +13:00
Jiaming Yuan
27b3646d29
Tests and documents for new JSON routines. (#5120) 2019-12-18 08:44:27 +08:00
Jiaming Yuan
2fdb34ed2e
Fix metric name loading. (#5122) 2019-12-16 10:14:02 +08:00
Jiaming Yuan
3136185bc5
JSON configuration IO. (#5111)
* Add saving/loading JSON configuration.
* Implement Python pickle interface with new IO routines.
* Basic tests for training continuation.
2019-12-15 17:31:53 +08:00
Jiaming Yuan
ad4a1c732c
Small refinements for JSON model. (#5112)
* Naming consistency.

* Remove duplicated test.
2019-12-11 19:49:01 +08:00
Jiaming Yuan
208ab3b1ff
Model IO in JSON. (#5110) 2019-12-11 11:20:40 +08:00
Rory Mitchell
c7cc657a4d
Use adapters for SparsePageDMatrix (#5092) 2019-12-11 15:59:23 +13:00
Jiaming Yuan
e089e16e3d
Pass pointer to model parameters. (#5101)
* Pass pointer to model parameters.

This PR de-duplicates most of the model parameters except the one in
`tree_model.h`.  One difficulty is `base_score` is a model property but can be
changed at runtime by objective function.  Hence when performing model IO, we
need to save the one provided by users, instead of the one transformed by
objective.  Here we created an immutable version of `LearnerModelParam` that
represents the value of model parameter after configuration.
2019-12-10 12:11:22 +08:00
Rory Mitchell
979f74d51a
Group builder modified for incremental building (#5098) 2019-12-10 14:33:56 +13:00
Jiaming Yuan
1cb6bcc382
Remove dead code in colmaker. (#5105) 2019-12-10 09:32:37 +08:00