29 Commits

Author SHA1 Message Date
Jiaming Yuan
39390cc2ee
[breaking] Remove the predictor param, allow fallback to prediction using DMatrix. (#9129)
- A `DeviceOrd` struct is implemented to indicate the device. It will eventually replace the `gpu_id` parameter.
- The `predictor` parameter is removed.
- Fallback to `DMatrix` when `inplace_predict` is not available.
- The heuristic for choosing a predictor is only used during training.
2023-07-03 19:23:54 +08:00
Rong Ou
ff122d61ff
More tests for cpu predictor with column split (#9270) 2023-06-08 22:47:19 +08:00
Jiaming Yuan
acc110c251
[MT-TREE] Support prediction cache and model slicing. (#8968)
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
2023-03-27 23:10:54 +08:00
Jiaming Yuan
151882dd26
Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan
c400fa1e8d
Predictor for vector leaf. (#8898) 2023-03-14 19:07:10 +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
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
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
142a208a90
Fix compiler warnings. (#8022)
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
2022-06-22 21:29:10 +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
81210420c6
Remove omp_get_max_threads (#7608)
This is the one last PR for removing omp global variable.

* Add context object to the `DMatrix`.  This bridges `DMatrix` with https://github.com/dmlc/xgboost/issues/7308 .
* Require context to be available at the construction time of booster.
* Add `n_threads` support for R csc DMatrix constructor.
* Remove `omp_get_max_threads` in R glue code.
* Remove threading utilities that rely on omp global variable.
2022-01-28 16:09:22 +08:00
Jiaming Yuan
68cdbc9c16
Remove omp_get_max_threads in CPU predictor. (#7519)
This is part of the on going effort to remove the dependency on global omp variables.
2022-01-04 22:12:15 +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
d8a549e6ac
Avoid thread block with sparse data. (#7255) 2021-09-25 13:11:34 +08:00
Jiaming Yuan
8fa32fdda2
Implement categorical data support for SHAP. (#7053)
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
2021-06-25 19:02:46 +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
f79cc4a7a4
Implement categorical prediction for CPU and GPU predict leaf. (#7001)
* Categorical prediction with CPU predictor and GPU predict leaf.

* Implement categorical prediction for CPU prediction.
* Implement categorical prediction for GPU predict leaf.
* Refactor the prediction functions to have a unified get next node function.

Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
2021-06-11 10:11:45 +08:00
Jiaming Yuan
e8c5c53e2f
Use Predictor for dart. (#6693)
* Use normal predictor for dart booster.
* Implement `inplace_predict` for dart.
* Enable `dart` for dask interface now that it's thread-safe.
* categorical data should be working out of box for dart now.

The implementation is not very efficient as it has to pull back the data and
apply weight for each tree, but still a significant improvement over previous
implementation as now we no longer binary search for each sample.

* Fix output prediction shape on dataframe.
2021-02-09 23:30:19 +08:00
Jiaming Yuan
4656b09d5d
[breaking] Add prediction fucntion for DMatrix and use inplace predict for dask. (#6668)
* Add a new API function for predicting on `DMatrix`.  This function aligns
with rest of the `XGBoosterPredictFrom*` functions on semantic of function
arguments.
* Purge `ntree_limit` from libxgboost, use iteration instead.
* [dask] Use `inplace_predict` by default for dask sklearn models.
* [dask] Run prediction shape inference on worker instead of client.

The breaking change is in the Python sklearn `apply` function, I made it to be
consistent with other prediction functions where `best_iteration` is used by
default.
2021-02-08 18:26:32 +08:00
Jiaming Yuan
411592a347
Enhance inplace prediction. (#6653)
* Accept array interface for csr and array.
* Accept an optional proxy dmatrix for metainfo.

This constructs an explicit `_ProxyDMatrix` type in Python.

* Remove unused doc.
* Add strict output.
2021-02-02 11:41:46 +08:00
Jiaming Yuan
798af22ff4
Add categorical data support to GPU predictor. (#6165) 2020-09-29 11:25:34 +08:00
Jiaming Yuan
75b8c22b0b
Fix prediction heuristic (#5955)
* Relax check for prediction.
* Relax test in spark test.
* Add tests in C++.
2020-07-29 19:24:07 +08:00
Jiaming Yuan
a3ec964346
Accept iterator in device dmatrix. (#5783)
* Remove Device DMatrix.
2020-07-07 21:44:48 +08:00
Jiaming Yuan
1a0801238e
Implement iterative DMatrix. (#5837) 2020-07-03 11:44:52 +08:00
Jiaming Yuan
6671b42dd4
Use ellpack for prediction only when sparsepage doesn't exist. (#5504) 2020-04-10 12:15:46 +08:00
Jiaming Yuan
6601a641d7
Thread safe, inplace prediction. (#5389)
Normal prediction with DMatrix is now thread safe with locks.  Added inplace prediction is lock free thread safe.

When data is on device (cupy, cudf), the returned data is also on device.

* Implementation for numpy, csr, cudf and cupy.

* Implementation for dask.

* Remove sync in simple dmatrix.
2020-03-30 15:35:28 +08:00
Jiaming Yuan
4942da64ae
Refactor tests with data generator. (#5439) 2020-03-27 06:44:44 +08:00
Jiaming Yuan
655cf17b60
Predict on Ellpack. (#5327)
* Unify GPU prediction node.
* Add `PageExists`.
* Dispatch prediction on input data for GPU Predictor.
2020-02-23 06:27:03 +08:00
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