* Set output margin to True for custom objective in Python and R.
* Add a demo for writing multi-class custom objective function.
* Run tests on selected demos.
* Add bindings for serialization.
* Change `xgb.save.raw' into full serialization instead of simple model.
* Add `xgb.load.raw' for unserialization.
* Run devtools.
* [WIP] Add lower and upper bounds on the label for survival analysis
* Update test MetaInfo.SaveLoadBinary to account for extra two fields
* Don't clear qids_ for version 2 of MetaInfo
* Add SetInfo() and GetInfo() method for lower and upper bounds
* changes to aft
* Add parameter class for AFT; use enum's to represent distribution and event type
* Add AFT metric
* changes to neg grad to grad
* changes to binomial loss
* changes to overflow
* changes to eps
* changes to code refactoring
* changes to code refactoring
* changes to code refactoring
* Re-factor survival analysis
* Remove aft namespace
* Move function bodies out of AFTNormal and AFTLogistic, to reduce clutter
* Move function bodies out of AFTLoss, to reduce clutter
* Use smart pointer to store AFTDistribution and AFTLoss
* Rename AFTNoiseDistribution enum to AFTDistributionType for clarity
The enum class was not a distribution itself but a distribution type
* Add AFTDistribution::Create() method for convenience
* changes to extreme distribution
* changes to extreme distribution
* changes to extreme
* changes to extreme distribution
* changes to left censored
* deleted cout
* changes to x,mu and sd and code refactoring
* changes to print
* changes to hessian formula in censored and uncensored
* changes to variable names and pow
* changes to Logistic Pdf
* changes to parameter
* Expose lower and upper bound labels to R package
* Use example weights; normalize log likelihood metric
* changes to CHECK
* changes to logistic hessian to standard formula
* changes to logistic formula
* Comply with coding style guideline
* Revert back Rabit submodule
* Revert dmlc-core submodule
* Comply with coding style guideline (clang-tidy)
* Fix an error in AFTLoss::Gradient()
* Add missing files to amalgamation
* Address @RAMitchell's comment: minimize future change in MetaInfo interface
* Fix lint
* Fix compilation error on 32-bit target, when size_t == bst_uint
* Allocate sufficient memory to hold extra label info
* Use OpenMP to speed up
* Fix compilation on Windows
* Address reviewer's feedback
* Add unit tests for probability distributions
* Make Metric subclass of Configurable
* Address reviewer's feedback: Configure() AFT metric
* Add a dummy test for AFT metric configuration
* Complete AFT configuration test; remove debugging print
* Rename AFT parameters
* Clarify test comment
* Add a dummy test for AFT loss for uncensored case
* Fix a bug in AFT loss for uncensored labels
* Complete unit test for AFT loss metric
* Simplify unit tests for AFT metric
* Add unit test to verify aggregate output from AFT metric
* Use EXPECT_* instead of ASSERT_*, so that we run all unit tests
* Use aft_loss_param when serializing AFTObj
This is to be consistent with AFT metric
* Add unit tests for AFT Objective
* Fix OpenMP bug; clarify semantics for shared variables used in OpenMP loops
* Add comments
* Remove AFT prefix from probability distribution; put probability distribution in separate source file
* Add comments
* Define kPI and kEulerMascheroni in probability_distribution.h
* Add probability_distribution.cc to amalgamation
* Remove unnecessary diff
* Address reviewer's feedback: define variables where they're used
* Eliminate all INFs and NANs from AFT loss and gradient
* Add demo
* Add tutorial
* Fix lint
* Use 'survival:aft' to be consistent with 'survival:cox'
* Move sample data to demo/data
* Add visual demo with 1D toy data
* Add Python tests
Co-authored-by: Philip Cho <chohyu01@cs.washington.edu>
* Simplify DropTrees calling logic
* Add `training` parameter for prediction method.
* [Breaking]: Add `training` to C API.
* Change for R and Python custom objective.
* Correct comment.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
* add interaction constraints
* enable both interaction and monotonic constraints at the same time
* fix lint
* add R test, fix lint, update demo
* Use dmlc::JSONReader to express interaction constraints as nested lists; Use sparse arrays for bookkeeping
* Add Python test for interaction constraints
* make R interaction constraints parameter based on feature index instead of column names, fix R coding style
* Fix lint
* Add BlueTea88 to CONTRIBUTORS.md
* Short circuit when no constraint is specified; address review comments
* Add tutorial for feature interaction constraints
* allow interaction constraints to be passed as string, remove redundant column_names argument
* Fix typo
* Address review comments
* Add comments to Python test
* Fix print.xgb.Booster
valid_handle should be TRUE when x$handle is NOT null
* Update xgb.Booster.R
Modify is.null.handle to return TRUE for NULL handle
* rank_metric: add AUC-PR
Implementation of the AUC-PR calculation for weighted data, proposed by Keilwagen, Grosse and Grau (https://doi.org/10.1371/journal.pone.0092209)
* rank_metric: fix lint warnings
* Implement tests for AUC-PR and fix implementation
* add aucpr to documentation for other languages
* fix rebase conflict
* [core] additional gblinear improvements
* [R] callback for gblinear coefficients history
* force eta=1 for gblinear python tests
* add top_k to GreedyFeatureSelector
* set eta=1 in shotgun test
* [core] fix SparsePage processing in gblinear; col-wise multithreading in greedy updater
* set sorted flag within TryInitColData
* gblinear tests: use scale, add external memory test
* fix multiclass for greedy updater
* fix whitespace
* fix typo
* [R] fix finding R.exe with cmake on WIN when it is in PATH
* [R] appveyor config for R package
* [R] wrap the lines to make R check happier
* [R] install only binary dep-packages in appveyor
* [R] for MSVC appveyor, also build a binary for R package and keep as an artifact
* [R] fix predict contributions for data with no colnames
* [R] add a render parameter for xgb.plot.multi.trees; fixes#2628
* [R] update Rd's
* [R] remove unnecessary dep-package from R cmake install
* silence type warnings; readability
* [R] silence complaint about incomplete line at the end
* [R] initial version of xgb.plot.shap()
* [R] more work on xgb.plot.shap
* [R] enforce black font in xgb.plot.tree; fixes#2640
* [R] if feature names are available, check in predict that they are the same; fixes#2857
* [R] cran check and lint fixes
* remove tabs
* [R] add references; a test for plot.shap
* 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
* [gblinear] add features contribution prediction; fix DumpModel bug
* [gbtree] minor changes to PredContrib
* [R] add feature contribution prediction to R
* [R] bump up version; update NEWS
* [gblinear] fix the base_margin issue; fixes#1969
* [R] list of matrices as output of multiclass feature contributions
* [gblinear] make order of DumpModel coefficients consistent: group index changes the fastest
* [R] add native routines registration
* c_api.h needs to include <cstdint> since it uses fixed width integer types
* [R] use registered native routines from R code
* [R] bump version; add info on native routine registration to the contributors guide
* make lint happy
* [R] make sure things work for a single split model; fixes#2191
* [R] add option use_int_id to xgb.model.dt.tree
* [R] add example of exporting tree plot to a file
* [R] set save_period = NULL as default in xgboost() to be the same as in xgb.train; fixes#2182
* [R] it's a good practice after CRAN releases to bump up package version in dev
* [R] allow xgb.DMatrix construction from integer dense matrices
* [R] xgb.DMatrix: silent parameter; improve documentation
* [R] xgb.model.dt.tree code style changes
* [R] update NEWS with parameter changes
* [R] code safety & style; handle non-strict matrix and inherited classes of input and model; fixes#2242
* [R] change to x.y.z.p R-package versioning scheme and set version to 0.6.4.3
* [R] add an R package versioning section to the contributors guide
* [R] R-package/README.md: clean up the redundant old installation instructions, link the contributors guide
* [R] xgb.save must work when handle in nil but raw exists
* [R] print.xgb.Booster should still print other info when handle is nil
* [R] rename internal function xgb.Booster to xgb.Booster.handle to make its intent clear
* [R] rename xgb.Booster.check to xgb.Booster.complete and make it visible; more docs
* [R] storing evaluation_log should depend only on watchlist, not on verbose
* [R] reduce the excessive chattiness of unit tests
* [R] only disable some tests in windows when it's not 64-bit
* [R] clean-up xgb.DMatrix
* [R] test xgb.DMatrix loading from libsvm text file
* [R] store feature_names in xgb.Booster, use them from utility functions
* [R] remove non-functional co-occurence computation from xgb.importance
* [R] verbose=0 is enough without a callback
* [R] added forgotten xgb.Booster.complete.Rd; cran check fixes
* [R] update installation instructions
