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.
This PR rewrites the approx tree method to use codebase from hist for better performance and code sharing.
The rewrite has many benefits:
- Support for both `max_leaves` and `max_depth`.
- Support for `grow_policy`.
- Support for mono constraint.
- Support for feature weights.
- Support for easier bin configuration (`max_bin`).
- Support for categorical data.
- Faster performance for most of the datasets. (many times faster)
- Support for prediction cache.
- Significantly better performance for external memory.
- Unites the code base between approx and hist.
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.
* [R] Fix global feature importance.
* Add implementation for tree index. The parameter is not documented in C API since we
should work on porting the model slicing to R instead of supporting more use of tree
index.
* Fix the difference between "gain" and "total_gain".
* debug.
* Fix prediction.
* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* 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.
* 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.
* 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.
* Implement early stopping with training continuation.
* Add new C API for obtaining boosted rounds.
* Fix off by 1 in `save_best`.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.
* Implement the save_best option in early stopping.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* fixed some endian issues
* Use dmlc::ByteSwap() to simplify code
* Fix lint check
* [CI] Add test for s390x
* Download latest CMake on s390x
* Fix a bug in my code
* Save magic number in dmatrix with byteswap on big-endian machine
* Save version in binary with byteswap on big-endian machine
* Load scalar with byteswap in MetaInfo
* Add a debugging message
* Handle arrays correctly when byteswapping
* EOF can also be 255
* Handle magic number in MetaInfo carefully
* Skip Tree.Load test for big-endian, since the test manually builds little-endian binary model
* Handle missing packages in Python tests
* Don't use boto3 in model compatibility tests
* Add s390 Docker file for local testing
* Add model compatibility tests
* Add R compatibility test
* Revert "Add R compatibility test"
This reverts commit c2d2bdcb7dbae133cbb927fcd20f7e83ee2b18a8.
Co-authored-by: Qi Zhang <q.zhang@ibm.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
* Added plugin with DPC++-based predictor and objective function
* Update CMakeLists.txt
* Update regression_obj_oneapi.cc
* Added README.md for OneAPI plugin
* Added OneAPI predictor support to gbtree
* Update README.md
* Merged kernels in gradient computation. Enabled multiple loss functions with DPC++ backend
* Aligned plugin CMake files with latest master changes. Fixed whitespace typos
* Removed debug output
* [CI] Make oneapi_plugin a CMake target
* Added tests for OneAPI plugin for predictor and obj. functions
* Temporarily switched to default selector for device dispacthing in OneAPI plugin to enable execution in environments without gpus
* Updated readme file.
* Fixed USM usage in predictor
* Removed workaround with explicit templated names for DPC++ kernels
* Fixed warnings in plugin tests
* Fix CMake build of gtest
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
