140 Commits

Author SHA1 Message Date
Jiaming Yuan
3760cede0f
Consistent use of context to specify number of threads. (#8733)
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
2023-01-30 15:25:31 +08:00
Jiaming Yuan
31b9cbab3d
Make sure input numpy array is aligned. (#8690)
- use `np.require` to specify that the alignment is required.
- scipy csr as well.
- validate input pointer in `ArrayInterface`.
2023-01-18 08:12:13 +08:00
Jiaming Yuan
07cf3d3e53
Fix threads in DMatrix slice. (#8667) 2023-01-14 07:16:57 +08:00
Rong Ou
3ceeb8c61c
Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Jiaming Yuan
3e26107a9c
Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
Rong Ou
78d65a1928
Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
Jiaming Yuan
addaa63732
Support null value in CUDA array interface. (#8486)
* Support null value in CUDA array interface.

- Fix for potential null value in array interface.
- Fix incorrect check on mask stride.

* Simple tests.

* Extract mask.
2022-11-28 17:48:25 -08:00
Rong Ou
8e76f5f595
Use DataSplitMode to configure data loading (#8434)
* Use `DataSplitMode` to configure data loading
2022-11-08 16:21:50 +08:00
Jiaming Yuan
bc818316f2
Prepare for improving Windows networking compatibility. (#8234)
* Prepare for improving Windows networking compatibility.

* Include dmlc filesystem indirectly as dmlc/filesystem.h includes windows.h, which
  conflicts with winsock2.h
* Define `NOMINMAX` conditionally.
* Link the winsock library when mysys32 is used.
* Add config file for read the doc.
2022-09-10 15:16:49 +08:00
Jiaming Yuan
441ffc017a
Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +08:00
Jiaming Yuan
16bca5d4a1
Support CPU input for device QuantileDMatrix. (#8136)
- Copy `GHistIndexMatrix` to `Ellpack` when needed.
2022-08-11 21:21:26 +08:00
Jiaming Yuan
2c70751d1e
Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan
4a4e5c7c18
Prepare gradient index for Quantile DMatrix. (#8103)
* Prepare gradient index for Quantile DMatrix.

- Implement push batch with adapter batch.
- Implement `GetFvalue` for prediction.
2022-07-22 17:26:33 +08:00
Jiaming Yuan
ef11b024e8
Cleanup data generator. (#8094)
- Avoid duplicated definition of data shape.
- Explicitly define numpy iterator for CPU data.
2022-07-20 13:48:52 +08:00
Jiaming Yuan
8746f9cddf
Rename IterativeDMatrix. (#8045) 2022-07-04 18:52:31 +08:00
Jiaming Yuan
18a38f7ca0
Refactor for GHistIndex. (#7923)
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
2022-05-23 23:04:53 +08:00
Jiaming Yuan
765097d514
Simplify inplace-predict. (#7910)
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
2022-05-18 17:52:00 +08:00
Jiaming Yuan
64575591d8
Use context in SetInfo. (#7687)
* Use the name `Context`.
* Pass a context object into `SetInfo`.
* Add context to proxy matrix.
* Add context to iterative DMatrix.

This is to remove the use of the default number of threads during `SetInfo` as a follow-up on
removing the global omp variable while preparing for CUDA stream semantic.  Currently, XGBoost
uses the legacy CUDA stream, we will gradually remove them in the future in favor of non-blocking streams.
2022-03-24 22:16:26 +08:00
Jiaming Yuan
4d81c741e9
External memory support for hist (#7531)
* Generate column matrix from gHistIndex.
* Avoid synchronization with the sparse page once the cache is written.
* Cleanups: Remove member variables/functions, change the update routine to look like approx and gpu_hist.
* Remove pruner.
2022-03-22 00:13:20 +08:00
Jiaming Yuan
e78a38b837
Sort sparse page index when constructing DMatrix. (#7731) 2022-03-16 18:01:05 +08:00
Jiaming Yuan
98d6faefd6
Implement slope for Pseduo-Huber. (#7727)
* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +08:00
Haoming Chen
04fc575c0e
Run tests in a temporary directory (#7723)
Fix some tests to run in a temporary directory in case the root
directory is not writable. Note that most of tests are already
running in the temporary directory, so this PR just make them
consistent.
2022-03-12 21:24:36 +08:00
Jiaming Yuan
2775c2a1ab
Prepare external memory support for hist. (#7638)
This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.

Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
2022-02-10 16:58:02 +08:00
Jiaming Yuan
5d7818e75d
Remove omp_get_max_threads in tree updaters. (#7590) 2022-01-26 19:55:47 +08:00
Jiaming Yuan
5817840858
Remove omp_get_max_threads in data. (#7588) 2022-01-24 02:44:07 +08:00
Jiaming Yuan
58a6723eb1
Initial support for multioutput regression. (#7514)
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
2021-12-18 09:28:38 +08:00
Jiaming Yuan
9ab73f737e
Extract Sketch Entry from hist maker. (#7503)
* Extract Sketch Entry from hist maker.

* Add a new sketch container for sorted inputs.
* Optimize bin search.
2021-12-18 05:36:56 +08:00
Jiaming Yuan
5b1161bb64
Convert labels into tensor. (#7456)
* Add a new ctor to tensor for `initilizer_list`.
* Change labels from host device vector to tensor.
* Rename the field from `labels_` to `labels` since it's a public member.
2021-12-17 00:58:35 +08:00
Jiaming Yuan
70b12d898a
[dask] Fix ddqdm with empty partition. (#7510)
* Fix empty partition.

* war.
2021-12-16 20:37:29 +08:00
Jiaming Yuan
85cbd32c5a
Add range-based slicing to tensor view. (#7453) 2021-11-27 13:42:36 +08:00
Jiaming Yuan
557ffc4bf5
Reduce base margin to 2 dim for now. (#7455) 2021-11-27 00:46:13 +08:00
Jiaming Yuan
d33854af1b
[Breaking] Accept multi-dim meta info. (#7405)
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
2021-11-18 23:02:54 +08:00
Jiaming Yuan
55ee272ea8
Extend array interface to handle ndarray. (#7434)
* Extend array interface to handle ndarray.

The `ArrayInterface` class is extended to support multi-dim array inputs. Previously this
class handles only 2-dim (vector is also matrix).  This PR specifies the expected
dimension at compile-time and the array interface can perform various checks automatically
for input data. Also, adapters like CSR are more rigorous about their input.  Lastly, row
vector and column vector are handled without intervention from the caller.
2021-11-16 09:52:15 +08:00
Jiaming Yuan
ccdabe4512
Support building gradient index with cat data. (#7371) 2021-11-03 22:37:37 +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
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
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
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
Jiaming Yuan
84d359efb8
Support host data in proxy DMatrix. (#7087) 2021-07-08 11:35:48 +08:00
Jiaming Yuan
c766f143ab
Refactor external memory formats. (#7089)
* Save base_rowid.
* Return write size.
* Remove unused function.
2021-07-08 04:04:51 +08:00
Jiaming Yuan
1c8fdf2218
Remove use of device_idx in dh::LaunchN. (#7063)
It's an unused parameter, removing it can make the CI log more readable.
2021-06-29 11:37:26 +08:00
Jiaming Yuan
7968c0d051
Test on s390x. (#7038)
* Fix && remove unused parameter.
2021-06-18 14:55:08 +08:00
Jiaming Yuan
86715e4cd4
Support categorical data for dask functional interface and DQM. (#7043)
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
2021-06-18 13:06:52 +08:00
Jiaming Yuan
794fd6a46b
Support v3 cuda array interface. (#6776) 2021-03-25 09:58:09 +08:00
Jiaming Yuan
4ee8340e79
Support column major array. (#6765) 2021-03-20 05:19:46 +08:00
Jiaming Yuan
f20074e826
Check for invalid data. (#6742) 2021-03-04 14:37:20 +08:00
Jiaming Yuan
1e949110da
Use generic dispatching routine for array interface. (#6672) 2021-02-05 09:23:38 +08:00
Jiaming Yuan
f2f7dd87b8
Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +08:00