101 Commits

Author SHA1 Message Date
Hui Liu
3af5dfd546 Merge branch 'master' 2023-11-02 09:05:31 -07:00
Jiaming Yuan
4da4e092b5
[coll] Improvements and fixes for tracker and allreduce. (#9745)
- Allow the tracker to wait.
- Fix allreduce type cast
- Return args from the federated tracker.
2023-11-02 04:06:46 +08:00
Hui Liu
129bb76941 enable federated 2023-10-31 16:31:56 -07:00
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
80390e6cb6
[coll] Federated comm. (#9732) 2023-10-31 02:39:55 +08:00
James Lamb
eb562d3829
[CI] address cmakelint warnings about whitespace (#9674) 2023-10-14 12:46:07 +08:00
Rong Ou
e164d51c43
Improve allgather functions (#9649) 2023-10-12 23:31:43 +08:00
James Lamb
db8d117f7e
[CI] standardize endif() calls in CMake scripts (#9637) 2023-10-08 11:45:20 +08:00
Jiaming Yuan
b438d684d2
Utilities and cleanups for socket. (#9576)
- Use c++-17 nodiscard and nested ns.
- Add bind method to socket.
- Remove rabit parameters.
2023-09-14 01:41:42 +08:00
Jiaming Yuan
972730cde0
Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Jiaming Yuan
c1b2cff874
[CI] Check compiler warnings. (#9444) 2023-08-08 12:02:45 -07:00
Philip Hyunsu Cho
a5cd2412de
Replace setup.py with pyproject.toml (#9021)
* Create pyproject.toml
* Implement a custom build backend (see below) in packager directory. Build logic from setup.py has been refactored and migrated into the new backend.
* Tested: pip wheel . (build wheel), python -m build --sdist . (source distribution)
2023-04-20 13:51:39 -07:00
Jiaming Yuan
26209a42a5
Define git attributes for renormalization. (#8921) 2023-03-16 02:43:11 +08:00
Jiaming Yuan
36a7396658
Replace dmlc any with std any. (#8892) 2023-03-11 06:11:04 +08:00
Jiaming Yuan
c5c8f643f2
Remove the cub submodule. (#8888)
XGBoost now uses CTK-11.8 for binary packages, there's no need to maintain a cub
submodule anymore.
2023-03-09 19:43:02 -08:00
Philip Hyunsu Cho
6d8afb2218
[CI] Require C++17 + CMake 3.18; Use CUDA 11.8 in CI (#8853)
* Update to C++17

* Turn off unity build

* Update CMake to 3.18

* Use MSVC 2022 + CUDA 11.8

* Re-create stack for worker images

* Allocate more disk space for Windows

* Tempiorarily disable clang-tidy

* RAPIDS now requires Python 3.10+

* Unpin cuda-python

* Use latest NCCL

* Use Ubuntu 20.04 in RMM image

* Mark failing mgpu test as xfail
2023-03-01 09:22:24 -08:00
Rong Ou
cbf98cb9c6
Add Allgather to collective communicator (#8765)
* Add Allgather to collective communicator
2023-02-09 11:31:22 +08:00
Rong Ou
77b069c25d
Support bitwise allreduce operations in the communicator (#8623) 2022-12-25 06:40:05 +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
Rong Ou
a8255ea678
Add an in-memory collective communicator (#8494) 2022-12-01 00:24:12 +08:00
Rong Ou
4449e30184
Always link federated proto statically (#8442) 2022-11-09 07:47:38 +08:00
Rong Ou
521086d56b
Make federated client more robust (#8351) 2022-10-18 13:52:44 +08:00
Rong Ou
8f3dee58be
Speed up tests with federated learning enabled (#8350)
* Speed up tests with federated learning enabled

* Re-enable timeouts

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-17 15:17:04 -07:00
Philip Hyunsu Cho
2faa744aba
[CI] Test federated learning plugin in the CI (#8325) 2022-10-12 13:57:39 -07:00
Rong Ou
39afdac3be
Better error message when world size and rank are set as strings (#8316)
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-10-12 15:53:25 +08:00
Rong Ou
8d4038da57
Don't split input data in federated mode (#8279)
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-05 18:19:28 -08:00
Rong Ou
668b8a0ea4
[Breaking] Switch from rabit to the collective communicator (#8257)
* Switch from rabit to the collective communicator

* fix size_t specialization

* really fix size_t

* try again

* add include

* more include

* fix lint errors

* remove rabit includes

* fix pylint error

* return dict from communicator context

* fix communicator shutdown

* fix dask test

* reset communicator mocklist

* fix distributed tests

* do not save device communicator

* fix jvm gpu tests

* add python test for federated communicator

* Update gputreeshap submodule

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-05 14:39:01 -08:00
Rong Ou
a2686543a9
Common interface for collective communication (#8057)
* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2022-09-12 15:21:12 -07:00
Rong Ou
d6e2013c5f
Set max message size in insecure gRPC (#8203) 2022-08-26 16:33:51 +08:00
Rong Ou
ad3bc0edee
Allow insecure gRPC connections for federated learning (#8181)
* Allow insecure gRPC connections for federated learning

* format
2022-08-19 12:16:14 +08:00
Rong Ou
45dc1f818a
Make federated plugin work with cmake 3.16.3 (#8029) 2022-06-27 17:26:41 +08:00
Rong Ou
0725fd6081
fix federated learning plugin (#8027) 2022-06-24 08:41:07 +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
Rong Ou
e5ec546da5
[Breaking] Remove rabit support for custom reductions and grow_local_histmaker updater (#7992) 2022-06-21 15:08:23 +08:00
Jiaming Yuan
d48123d23b
Fix rmm build (#7973)
- Optionally switch to c++17
- Use rmm CMake target.
- Workaround compiler errors.
- Fix GPUMetric inheritance.
- Run death tests even if it's built with RMM support.

Co-authored-by: jakirkham <jakirkham@gmail.com>
2022-06-06 20:18:32 +08:00
Rong Ou
31e6902e43
Support GPU training in the NVFlare demo (#7965) 2022-06-02 21:52:36 +08:00
Rong Ou
d3429f2ff6
Increase gRPC max receive message size for federated learning (#7958) 2022-06-01 13:21:54 +08:00
Rong Ou
af907e2d0d
Demo of federated learning using NVFlare (#7879)
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-05-14 22:45:41 +08:00
Rong Ou
14ef38b834
Initial support for federated learning (#7831)
Federated learning plugin for xgboost:
* A gRPC server to aggregate MPI-style requests (allgather, allreduce, broadcast) from federated workers.
* A Rabit engine for the federated environment.
* Integration test to simulate federated learning.

Additional followups are needed to address GPU support, better security, and privacy, etc.
2022-05-05 21:49:22 +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
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
4100827971
Pass infomation about objective to tree methods. (#7385)
* Define the `ObjInfo` and pass it down to every tree updater.
2021-11-04 01:52:44 +08:00
Jiaming Yuan
abec3dbf6d
Fix thread safety of softmax prediction. (#7104) 2021-07-16 02:06:55 +08:00
Jiaming Yuan
f937f514aa
Remove lz4 compression with external memory. (#7076) 2021-07-06 14:46:43 +08:00
Louis Desreumaux
9b530e5697
Improve OpenMP exception handling (#6680) 2021-02-25 13:56:16 +08:00
Philip Hyunsu Cho
0f2ed21a9d
[Breaking] Change default evaluation metric for binary:logitraw objective to logloss (#6647) 2021-01-29 00:12:12 +09:00
Akira Funahashi
8e0f5a6fc7
Update plugin instructions for CMake build (#6289) 2020-10-26 17:42:07 -07:00
Christian Lorentzen
cf4f019ed6
[Breaking] Change default evaluation metric for classification to logloss / mlogloss (#6183)
* Change DefaultEvalMetric of classification from error to logloss

* Change default binary metric in plugin/example/custom_obj.cc

* Set old error metric in python tests

* Set old error metric in R tests

* Fix missed eval metrics and typos in R tests

* Fix setting eval_metric twice in R tests

* Add warning for empty eval_metric for classification

* Fix Dask tests

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-02 12:06:47 -07:00
Jiaming Yuan
e033caa3ba
Remove linking RMM library. (#6146)
* Remove linking RMM library.

* RMM is now header only.

* Remove remaining reference.
2020-09-22 16:59:33 -07:00
Philip Hyunsu Cho
d0ccb13d09
Work around a compiler bug in MacOS AppleClang 11 (#6103)
* Workaround a compiler bug in MacOS AppleClang

* [CI] Run C++ test with MacOS Catalina + AppleClang 11.0.3

* [CI] Migrate cmake_test on MacOS from Travis CI to GitHub Actions

* Install OpenMP runtime

* [CI] Use CMake to locate lz4 lib
2020-09-09 21:21:55 -07:00