36 Commits

Author SHA1 Message Date
Dmitry Razdoburdin
381f1d3dc9
Add support inference on SYCL devices (#9800)
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Co-authored-by: Dmitry Razdoburdin <>
Co-authored-by: Nikolay Petrov <nikolay.a.petrov@intel.com>
Co-authored-by: Alexandra <alexandra.epanchinzeva@intel.com>
2023-12-04 16:15:57 +08:00
Jiaming Yuan
bc995a4865
[coll] Add federated coll. (#9738)
- Define a new data type, the proto file is copied for now.
- Merge client and communicator into `FederatedColl`.
- Define CUDA variant.
- Migrate tests for CPU, add tests for CUDA.
2023-11-01 04:06:46 +08:00
Jiaming Yuan
53049b16b8
[coll] Broadcast. (#9659) 2023-10-14 09:34:37 +08:00
Jiaming Yuan
05d7000096
Handle special characters in JSON model dump. (#9474) 2023-08-14 15:49:00 +08:00
Rong Ou
2dc22e7aad
Take advantage of C++17 features (#8858)
---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-04 00:24:13 +08:00
Jiaming Yuan
282b1729da
Specify the number of threads for parallel sort. (#8735)
* Specify the number of threads for parallel sort.

- Pass context object into argsort.
- Replace macros with inline functions.
2023-02-16 00:20:19 +08:00
Jiaming Yuan
28bb01aa22
Extract optional weight. (#8747)
- Extract optional weight from coommon.h to reduce dependency on this header.
- Add test.
2023-02-07 03:11:53 +08:00
Jiaming Yuan
e3bf5565ab
Extract transform iterator. (#8498) 2022-12-05 21:37:07 +08:00
Jiaming Yuan
6d1452074a
Remove MGPU cpp tests. (#8276)
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-09-27 21:18:23 +08:00
Jiaming Yuan
fffb1fca52
Calculate base_score based on input labels for mae. (#8107)
Fit an intercept as base score for abs loss.
2022-09-20 20:53:54 +08:00
Rong Ou
80339c3427
Enable distributed GPU training over Rabit (#7930) 2022-05-31 04:09:45 +08:00
Jiaming Yuan
11d65fcb21
Extract partial sum into an independent function. (#7889) 2022-05-13 14:30:35 +08:00
Jiaming Yuan
46e0bce212
Use maximum category in sketch. (#7853) 2022-05-05 19:56:49 +08:00
Jiaming Yuan
fdf533f2b9
[POC] Experimental support for l1 error. (#7812)
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
2022-04-26 21:41:55 +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
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
Andrew Ziem
3e7e426b36
Fix spelling in documents (#6948)
* Update roxygen2 doc.

Co-authored-by: fis <jm.yuan@outlook.com>
2021-05-11 20:44:36 +08:00
Jiaming Yuan
bcc0277338
Re-implement ROC-AUC. (#6747)
* Re-implement ROC-AUC.

* Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when the dataset is invalid, which can happen if there's an
  empty dataset, or when the dataset contains only positive or negative values.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
2021-03-20 16:52:40 +08:00
Jiaming Yuan
4d99c58a5f
Feature weights (#5962) 2020-08-18 19:55:41 +08:00
Vladislav Epifanov
388f975cf5
Introducing DPC++-based plugin (predictor, objective function) supporting oneAPI programming model (#5825)
* Added plugin with DPC++-based predictor and objective function

* Update CMakeLists.txt

* Update regression_obj_oneapi.cc

* Added README.md for OneAPI plugin

* Added OneAPI predictor support to gbtree

* Update README.md

* Merged kernels in gradient computation. Enabled multiple loss functions with DPC++ backend

* Aligned plugin CMake files with latest master changes. Fixed whitespace typos

* Removed debug output

* [CI] Make oneapi_plugin a CMake target

* Added tests for OneAPI plugin for predictor and obj. functions

* Temporarily switched to default selector for device dispacthing in OneAPI plugin to enable execution in environments without gpus

* Updated readme file.

* Fixed USM usage in predictor

* Removed workaround with explicit templated names for DPC++ kernels

* Fixed warnings in plugin tests

* Fix CMake build of gtest

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-08-08 18:40:40 -07:00
Philip Hyunsu Cho
1d22a9be1c
Revert "Reorder includes. (#5749)" (#5771)
This reverts commit d3a0efbf162f3dceaaf684109e1178c150b32de3.
2020-06-09 10:29:28 -07:00
Jiaming Yuan
d3a0efbf16
Reorder includes. (#5749)
* Reorder includes.

* R.
2020-06-03 17:30:47 +12:00
Jiaming Yuan
6671b42dd4
Use ellpack for prediction only when sparsepage doesn't exist. (#5504) 2020-04-10 12:15:46 +08:00
Jiaming Yuan
0012f2ef93
Upgrade clang-tidy on CI. (#5469)
* Correct all clang-tidy errors.
* Upgrade clang-tidy to 10 on CI.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-04-05 04:42:29 +08:00
Jiaming Yuan
29c6ad943a
Prevent copying SimpleDMatrix. (#5453)
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
2020-04-02 07:01:49 +08:00
Rong Ou
38ab79f889 Make HostDeviceVector single gpu only (#4773)
* Make HostDeviceVector single gpu only
2019-08-26 09:51:13 +12:00
Jiaming Yuan
d9a47794a5 Fix CPU hist init for sparse dataset. (#4625)
* Fix CPU hist init for sparse dataset.

* Implement sparse histogram cut.
* Allow empty features.

* Fix windows build, don't use sparse in distributed environment.

* Comments.

* Smaller threshold.

* Fix windows omp.

* Fix msvc lambda capture.

* Fix MSVC macro.

* Fix MSVC initialization list.

* Fix MSVC initialization list x2.

* Preserve categorical feature behavior.

* Rename matrix to sparse cuts.
* Reuse UseGroup.
* Check for categorical data when adding cut.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Sanity check.

* Fix comments.

* Fix comment.
2019-07-04 16:27:03 -07:00
Jiaming Yuan
c589eff941
De-duplicate GPU parameters. (#4454)
* Only define `gpu_id` and `n_gpus` in `LearnerTrainParam`
* Pass LearnerTrainParam through XGBoost vid factory method.
* Disable all GPU usage when GPU related parameters are not specified (fixes XGBoost choosing GPU over aggressively).
* Test learner train param io.
* Fix gpu pickling.
2019-05-29 11:55:57 +08:00
Jiaming Yuan
2e618af743
Fix cpplint. (#4157)
* Add comment after #endif.
* Add missing headers.
2019-02-18 00:16:29 +08:00
Jiaming Yuan
daf77ca7b7
Enable running objectives with 0 GPU. (#3878)
* Enable running objectives with 0 GPU.

* Enable 0 GPU for objectives.
* Add doc for GPU objectives.
* Fix some objectives defaulted to running on all GPUs.
2018-11-13 20:19:59 +13:00
Jiaming Yuan
f1275f52c1
Fix specifying gpu_id, add tests. (#3851)
* Rewrite gpu_id related code.

* Remove normalised/unnormalised operatios.
* Address difference between `Index' and `Device ID'.
* Modify doc for `gpu_id'.
* Better LOG for GPUSet.
* Check specified n_gpus.
* Remove inappropriate `device_idx' term.
* Clarify GpuIdType and size_t.
2018-11-06 18:17:53 +13:00
trivialfis
d594b11f35 Implement transform to reduce CPU/GPU code duplication. (#3643)
* Implement Transform class.
* Add tests for softmax.
* Use Transform in regression, softmax and hinge objectives, except for Cox.
* Mark old gpu objective functions deprecated.
* static_assert for softmax.
* Split up multi-gpu tests.
2018-10-02 15:06:21 +13:00
trivialfis
9119f9e369 Fix gpu devices. (#3693)
* Fix gpu_set normalized and unnormalized.
* Fix DeviceSpan.
2018-09-19 17:39:42 +12:00
trivialfis
60787ecebc Merge generic device helper functions into gpu set. (#3626)
* Remove the use of old NDevices* functions.
* Use GPUSet in timer.h.
2018-08-26 18:14:23 +12:00
tqchen
96b17971ac Fix continue training in CLI 2016-03-10 12:43:25 -08:00
tqchen
2230f1273f [DISK] Add shard option to disk 2016-02-10 11:17:17 -08:00