55 Commits

Author SHA1 Message Date
Scott Lundberg
d878c36c84 Add SHAP interaction effects, fix minor bug, and add cox loss (#3043)
* Add interaction effects and cox loss

* Minimize whitespace changes

* Cox loss now no longer needs a pre-sorted dataset.

* Address code review comments

* Remove mem check, rename to pred_interactions, include bias

* Make lint happy

* More lint fixes

* Fix cox loss indexing

* Fix main effects and tests

* Fix lint

* Use half interaction values on the off-diagonals

* Fix lint again
2018-02-07 20:38:01 -06:00
Thejaswi
84ab74f3a5 Objective function evaluation on GPU with minimal PCIe transfers (#2935)
* Added GPU objective function and no-copy interface.

- xgboost::HostDeviceVector<T> syncs automatically between host and device
- no-copy interfaces have been added
- default implementations just sync the data to host
  and call the implementations with std::vector
- GPU objective function, predictor, histogram updater process data
  directly on GPU
2018-01-12 21:33:39 +13:00
Scott Lundberg
78c4188cec SHAP values for feature contributions (#2438)
* SHAP values for feature contributions

* Fix commenting error

* New polynomial time SHAP value estimation algorithm

* Update API to support SHAP values

* Fix merge conflicts with updates in master

* Correct submodule hashes

* Fix variable sized stack allocation

* Make lint happy

* Add docs

* Fix typo

* Adjust tolerances

* Remove unneeded def

* Fixed cpp test setup

* Updated R API and cleaned up

* Fixed test typo
2017-10-12 12:35:51 -07:00
Rory Mitchell
ef23e424f1 [GPU-Plugin] Add GPU accelerated prediction (#2593)
* [GPU-Plugin] Add GPU accelerated prediction

* Improve allocation message

* Update documentation

* Resolve linker error for predictor

* Add unit tests
2017-08-16 12:31:59 +12:00
Rory Mitchell
0e06d1805d [WIP] Extract prediction into separate interface (#2531)
* [WIP] Extract prediction into separate interface

* Add copyright, fix linter errors

* Add predictor to amalgamation

* Fix documentation

* Move prediction cache into predictor, add GBTreeModel

* Updated predictor doc comments
2017-07-28 17:01:03 -07:00