A new parameter `custom_metric` is added to `train` and `cv` to distinguish the behaviour from the old `feval`. And `feval` is deprecated. The new `custom_metric` receives transformed prediction when the built-in objective is used. This enables XGBoost to use cost functions from other libraries like scikit-learn directly without going through the definition of the link function.
`eval_metric` and `early_stopping_rounds` in sklearn interface are moved from `fit` to `__init__` and is now saved as part of the scikit-learn model. The old ones in `fit` function are now deprecated. The new `eval_metric` in `__init__` has the same new behaviour as `custom_metric`.
Added more detailed documents for the behaviour of custom objective and metric.
* 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>
The old (before fix) best_ntree_limit ignores the num_class parameters, which is incorrect. In before we workarounded it in c++ layer to avoid possible breaking changes on other language bindings. But the Python interpretation stayed incorrect. The PR fixed that in Python to consider num_class, but didn't remove the old workaround, so tree calculation in predictor is incorrect, see PredictBatch in CPUPredictor.
* Initial support for distributed LTR using dask.
* Support `qid` in libxgboost.
* Refactor `predict` and `n_features_in_`, `best_[score/iteration/ntree_limit]`
to avoid duplicated code.
* Define `DaskXGBRanker`.
The dask ranker doesn't support group structure, instead it uses query id and
convert to group ptr internally.
* For sklearn:
- Handles user defined objective function.
- Handles `softmax`.
* For dask:
- Use the implementation from sklearn, the previous implementation doesn't perform any extra handling.
* 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>
* Do not derive from unittest.TestCase (not needed for pytest)
* assertRaises -> pytest.raises
* Simplify test_empty_dmatrix with test parametrization
* setUpClass -> setup_class, tearDownClass -> teardown_class
* Don't import unittest; import pytest
* Use plain assert
* Use parametrized tests in more places
* Fix test_gpu_with_sklearn.py
* Put back run_empty_dmatrix_reg / run_empty_dmatrix_cls
* Fix test_eta_decay_gpu_hist
* Add parametrized tests for monotone constraints
* Fix test names
* Remove test parametrization
* Revise test_slice to be not flaky
Deprecate positional arguments in following functions:
- `__init__` for all classes in sklearn module.
- `fit` method for all classes in sklearn module.
- dask interface.
- `set_info` for `DMatrix` class.
Refactor the evaluation matrices handling.
* Deprecate LabelEncoder in XGBClassifier; skip LabelEncoder for cuDF/cuPy inputs
* Add unit tests for cuDF and cuPy inputs with XGBClassifier
* Fix lint
* Clarify warning
* Move use_label_encoder option to XGBClassifier constructor
* Add a test for cudf.Series
* Add use_label_encoder to XGBRFClassifier doc
* Address reviewer feedback
* Publish artifacts only on the master and release branches
* Build CUDA only for Compute Capability 7.5 when building PRs
* Run all Windows jobs in a single worker image
* Build nightly XGBoost4J SNAPSHOT JARs with Scala 2.12 only
* Show skipped Python tests on Windows
* Make Graphviz optional for Python tests
* Add back C++ tests
* Unstash xgboost_cpp_tests
* Fix label to CUDA 10.1
* Install cuPy for CUDA 10.1
* Install jsonschema
* Address reviewer's feedback
* Simplify Scikit-Learn parameter management.
* Copy base class for removing duplicated parameter signatures.
* Set all parameters to None.
* Handle None in set_param.
* Extract the doc.
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
* Fix syncing DMatrix columns.
* notes for tree method.
* Enable feature validation for all interfaces except for jvm.
* Better tests for boosting from predictions.
* Disable validation on JVM.
* _maybe_pandas_xxx should return their arguments unchanged if no pandas installed
* Tests should not assume pandas is installed
* Mark tests which require pandas as such
* Implement tree model dump with a code generator.
* Split up generators.
* Implement graphviz generator.
* Use pattern matching.
* [Breaking] Return a Source in `to_graphviz` instead of Digraph in Python package.
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Brought the silent parameter for the SKLearn-like API back, marked it deprecated.
- added deprecation notice and warning
- removed silent from the tests for the SKLearn-like API
* Added SKLearn-like random forest Python API.
- added XGBRFClassifier and XGBRFRegressor classes to SKL-like xgboost API
- also added n_gpus and gpu_id parameters to SKL classes
- added documentation describing how to use xgboost for random forests,
as well as existing caveats
