119 Commits

Author SHA1 Message Date
Jiaming Yuan
39ddf40a8d
[backport] Optimize prediction with QuantileDMatrix. (#9096) (#9303) 2023-06-15 23:32:03 +08:00
Jiaming Yuan
067b704e58
[backport] Fix inference with categorical feature. (#8591) (#8602) (#8638)
* Fix inference with categorical feature. (#8591)

* Fix windows build on buildkite. (#8602)

* workaround.
2023-01-06 01:17:49 +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
2c70751d1e
Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +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
b52c4e13b0
[dask] Fix empty partition with pandas input. (#7644)
Empty partition is different from empty dataset.  For the former case, each worker has
non-empty dask collections, but each collection might contain empty partition.
2022-02-14 19:35:51 +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
e5e47c3c99
Clarify the behavior of invalid categorical value handling. (#7529) 2022-01-13 16:11:52 +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
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
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
d8a549e6ac
Avoid thread block with sparse data. (#7255) 2021-09-25 13:11:34 +08:00
Robert Maynard
1a75f43304
Allow compilation with nvcc 11.4 (#7131)
* Use type aliases for discard iterators

* update to include host_vector as thrust 1.12 doesn't bring it in as a side-effect

* cub::DispatchRadixSort requires signed offset types
2021-07-27 20:05:33 +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
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
bbfffb444d
Fix race condition in CPU shap. (#7050) 2021-06-21 10:03:15 +08:00
Jiaming Yuan
29f8fd6fee
Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +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
a59c7323b4
Fix inplace predict missing value. (#6787) 2021-03-27 05:36:10 +08:00
Louis Desreumaux
9b530e5697
Improve OpenMP exception handling (#6680) 2021-02-25 13:56:16 +08:00
ShvetsKS
9f15b9e322
Optimize CPU prediction (#6696)
Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
2021-02-16 14:41:22 +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
c3c8e66fc9
Make prediction functions thread safe. (#6648) 2021-01-28 23:29:43 +08:00
Jiaming Yuan
f2f7dd87b8
Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +08:00
Philip Hyunsu Cho
c31e3efa7c
Pass correct split_type to GPU predictor (#6491)
* Pass correct split_type to GPU predictor

* Add a test
2020-12-11 19:30:00 -08:00
Honza Sterba
b0036b339b
Optionaly fail when gpu_id is set to invalid value (#6342) 2020-11-28 15:14:12 +08:00
Jiaming Yuan
8a17610666
Implement GPU predict leaf. (#6187) 2020-11-11 17:33:47 +08:00
ShvetsKS
d411f98d26
simple fix for static shedule in predict (#6357)
Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
2020-11-09 17:01:30 +08:00
Igor Moura
5e1e972aea
Clean up warnings (#6325) 2020-10-30 23:50:29 +08:00
Jiaming Yuan
c4da967b5c
Support unity build. (#6295)
* Support unity build.

* Setup on Windows Jenkins.

* Revert "Setup on Windows Jenkins."

This reverts commit 8345cb8d2b009eec8ae9fa6f16412a7c9b6ec12c.
2020-10-28 11:49:28 -07:00
Rory Mitchell
f0c3ff313f
Update GPUTreeShap, add docs (#6281)
* Update GPUTreeShap, add docs

* Fix test

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-27 18:22:12 +13:00
Igor Moura
d1254808d5
Clean up C++ warnings (#6213) 2020-10-19 23:02:33 +08:00
ShvetsKS
a4ce0eae43
CPU predict performance improvement (#6127)
Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
2020-10-08 15:50:21 +03:00
Jiaming Yuan
798af22ff4
Add categorical data support to GPU predictor. (#6165) 2020-09-29 11:25:34 +08:00
Jiaming Yuan
52c0b3f100
Fix error message. (#6176) 2020-09-29 11:18:25 +08:00
Rory Mitchell
dda9e1e487
Update GPUTreeshap (#6163)
* Reduce shap test duration

* Test interoperability with shap package

* Add feature interactions

* Update GPUTreeShap
2020-09-28 09:43:47 +13:00
Jiaming Yuan
c6f2b8c841
Upgrade gputreeshap. (#6099)
* Upgrade gputreeshap.

Co-authored-by: Rory Mitchell <r.a.mitchell.nz@gmail.com>
2020-09-15 12:57:22 +12:00
Rory Mitchell
2e907abdb8
Updates to GPUTreeShap (#6087)
* Extract paths on device

* Update GPUTreeShap
2020-09-06 13:39:08 +12:00
Jiaming Yuan
80c8547147
Make binary bin search reusable. (#6058)
* Move binary search row to hist util.
* Remove dead code.
2020-08-26 05:05:11 +08:00
Rory Mitchell
9a4e8b1d81
GPUTreeShap (#6038) 2020-08-25 12:47:41 +12:00
Philip Hyunsu Cho
9adb812a0a
RMM integration plugin (#5873)
* [CI] Add RMM as an optional dependency

* Replace caching allocator with pool allocator from RMM

* Revert "Replace caching allocator with pool allocator from RMM"

This reverts commit e15845d4e72e890c2babe31a988b26503a7d9038.

* Use rmm::mr::get_default_resource()

* Try setting default resource (doesn't work yet)

* Allocate pool_mr in the heap

* Prevent leaking pool_mr handle

* Separate EXPECT_DEATH() in separate test suite suffixed DeathTest

* Turn off death tests for RMM

* Address reviewer's feedback

* Prevent leaking of cuda_mr

* Fix Jenkinsfile syntax

* Remove unnecessary function in Jenkinsfile

* [CI] Install NCCL into RMM container

* Run Python tests

* Try building with RMM, CUDA 10.0

* Do not use RMM for CUDA 10.0 target

* Actually test for test_rmm flag

* Fix TestPythonGPU

* Use CNMeM allocator, since pool allocator doesn't yet support multiGPU

* Use 10.0 container to build RMM-enabled XGBoost

* Revert "Use 10.0 container to build RMM-enabled XGBoost"

This reverts commit 789021fa31112e25b683aef39fff375403060141.

* Fix Jenkinsfile

* [CI] Assign larger /dev/shm to NCCL

* Use 10.2 artifact to run multi-GPU Python tests

* Add CUDA 10.0 -> 11.0 cross-version test; remove CUDA 10.0 target

* Rename Conda env rmm_test -> gpu_test

* Use env var to opt into CNMeM pool for C++ tests

* Use identical CUDA version for RMM builds and tests

* Use Pytest fixtures to enable RMM pool in Python tests

* Move RMM to plugin/CMakeLists.txt; use PLUGIN_RMM

* Use per-device MR; use command arg in gtest

* Set CMake prefix path to use Conda env

* Use 0.15 nightly version of RMM

* Remove unnecessary header

* Fix a unit test when cudf is missing

* Add RMM demos

* Remove print()

* Use HostDeviceVector in GPU predictor

* Simplify pytest setup; use LocalCUDACluster fixture

* Address reviewers' commments

Co-authored-by: Hyunsu Cho <chohyu01@cs.wasshington.edu>
2020-08-12 01:26:02 -07:00
Jiaming Yuan
ee70a2380b
Unify CPU hist sketching (#5880) 2020-08-12 01:33:06 +08:00
boxdot
d268a2a463
Thread-safe prediction by making the prediction cache thread-local. (#5853)
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-07-30 12:33:50 +08:00
Philip Hyunsu Cho
1d22a9be1c
Revert "Reorder includes. (#5749)" (#5771)
This reverts commit d3a0efbf162f3dceaaf684109e1178c150b32de3.
2020-06-09 10:29:28 -07:00
Jiaming Yuan
cacff9232a
Remove column major specialization. (#5755)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-06-05 16:19:14 +08:00