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67 Commits

Author SHA1 Message Date
Jiaming Yuan
53fc17578f
Use std::uint64_t for row index. (#10120) 
- Use std::uint64_t instead of size_t to avoid implementation-defined type.
- Rename to bst_idx_t, to account for other types of indexing.
- Small cleanup to the base header.
 2024-03-15 18:43:49 +08:00
Jiaming Yuan
0ce4372bd4
Use UBJSON for serializing splits for vertical data split. (#10059) 2024-02-25 00:18:23 +08:00
Jiaming Yuan
cacb4b1fdd
Fix gain calculation in multi-target tree. (#9978) 2024-01-17 13:18:44 +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
e93a274823
Small cleanup for histogram routines. (#9427) 
* Small cleanup for histogram routines.

- Extract hist train param from GPU hist.
- Make histogram const after construction.
- Unify parameter names.
 2023-08-02 18:28:26 +08:00
Jiaming Yuan
03bc6e6427
Remove unused variables. (#9210) 
- remove used variables.
- Remove signed comparison warnings.
 2023-05-28 05:24:15 +08:00
Rong Ou
5b69534b43
Support column split in multi-target hist (#9171) 2023-05-26 16:56:05 +08:00
Rong Ou
603f8ce2fa
Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Jiaming Yuan
08ce495b5d
Use Booster context in DMatrix. (#8896) 
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
 2023-04-28 21:47:14 +08:00
Jiaming Yuan
a093770f36
Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00
Jiaming Yuan
5ba3509dd3
Define multi expand entry. (#8895) 2023-03-13 19:31:05 +08:00
Rong Ou
d9688f93c7
Support column-split in row partitioner (#8828) 2023-02-26 04:43:35 +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
Dmitry Razdoburdin
5bd849f1b5
Unify the partitioner for hist and approx. 
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2022-10-20 02:49:20 +08:00
Jiaming Yuan
441ffc017a
Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +08:00
Jiaming Yuan
4a4e5c7c18
Prepare gradient index for Quantile DMatrix. (#8103) 
* Prepare gradient index for Quantile DMatrix.

- Implement push batch with adapter batch.
- Implement `GetFvalue` for prediction.
 2022-07-22 17:26:33 +08:00
Jiaming Yuan
4fcfd9c96e
Fix and cleanup for column matrix. (#7901) 
* Fix missed type dispatching for dense columns with missing values.
* Code cleanup to reduce special cases.
* Reduce memory usage.
 2022-05-16 21:11:50 +08:00
Jiaming Yuan
4d81c741e9
External memory support for hist (#7531) 
* Generate column matrix from gHistIndex.
* Avoid synchronization with the sparse page once the cache is written.
* Cleanups: Remove member variables/functions, change the update routine to look like approx and gpu_hist.
* Remove pruner.
 2022-03-22 00:13:20 +08:00
Jiaming Yuan
996cc705af
Small cleanup to hist tree method. (#7735) 
* Remove special optimization using number of bins.
* Remove 1-based index for column sampling.
* Remove data layout.
* Unify update prediction cache.
 2022-03-20 03:44:55 +08:00
Jiaming Yuan
83a66b4994
Support categorical data for hist. (#7695) 
* Extract partitioner from hist.
* Implement categorical data support by passing the gradient index directly into the partitioner.
* Organize/update document.
* Remove code for negative hessian.
 2022-02-25 03:47:14 +08:00
Jiaming Yuan
6762c45494
Small cleanup to gradient index and hist. (#7668) 
* Code comments.
* Const accessor to index.
* Remove some weird variables in the `Index` class.
* Simplify the `MemStackAllocator`.
 2022-02-23 11:37:21 +08:00
Jiaming Yuan
2775c2a1ab
Prepare external memory support for hist. (#7638) 
This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.

Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
 2022-02-10 16:58:02 +08:00
Jiaming Yuan
5d7818e75d
Remove omp_get_max_threads in tree updaters. (#7590) 2022-01-26 19:55:47 +08:00
Jiaming Yuan
5817840858
Remove omp_get_max_threads in data. (#7588) 2022-01-24 02:44:07 +08:00
Jiaming Yuan
9ab73f737e
Extract Sketch Entry from hist maker. (#7503) 
* Extract Sketch Entry from hist maker.

* Add a new sketch container for sorted inputs.
* Optimize bin search.
 2021-12-18 05:36:56 +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
149f209af6
Extract histogram builder from CPU Hist. (#7152) 
* Extract the CPU histogram builder.
* Fix tests.
* Reduce number of histograms being built.
 2021-08-09 21:15:21 +08:00
Jiaming Yuan
615ab2b03e
Extract evaluate splits from CPU hist. (#7079) 
Other than modularizing the split evaluation function, this PR also removes some more functions including `InitNewNodes` and `BuildNodeStats` among some other unused variables.  Also, scattered code like setting leaf weights is grouped into the split evaluator and `NodeEntry` is simplified and made private.  Another subtle difference with the original implementation is that the modified code doesn't call `tree[nidx].Parent()` to traversal upward.
 2021-07-07 15:16:25 +08:00
Jiaming Yuan
1cd20efe68
Move GHistIndex into DMatrix. (#7064) 2021-07-01 00:44:49 +08:00
ShvetsKS
2567404ab6
Simplify sparse and dense CPU hist kernels (#7029) 
* Simplify sparse and dense kernels
* Extract row partitioner.

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-11 18:26:30 +08:00
ShvetsKS
5cdaac00c1
Remove feature grouping (#7018) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 04:35:26 +08:00
ShvetsKS
57c732655e
Merge lossgude and depthwise strategies for CPU hist (#7007) 
* fix java/scala test: max depth is also valid parameter for lossguide

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 01:49:43 +08:00
ShvetsKS
55b823b27d
Reduce 'InitSampling' complexity and set gradients to zero (#6922) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-05-29 04:52:23 +08:00
Igor Rukhovich
19a2c54265
Prediction by indices (subsample < 1) (#6683) 
* Another implementation of predicting by indices

* Fixed omp parallel_for variable type

* Removed SparsePageView from Updater
 2021-03-16 15:08:20 +13:00
Jiaming Yuan
f2f7dd87b8
Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +08:00
ShvetsKS
956beead70
Thread local memory allocation for BuildHist (#6358) 
* thread mem locality

* fix apply

* cleanup

* fix lint

* fix tests

* simple try

* fix

* fix

* apply comments

* fix comments

* fix

* apply simple comment

Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
 2020-11-25 17:50:12 +03:00
Sergio Gavilán
b181a88f9f
Reduced some C++ compiler warnings (#6197) 
* Removed some warnings

* Rebase with master

* Solved C++ Google Tests errors made by refactoring in order to remove warnings

* Undo renaming path -> path_

* Fix style check

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-29 12:36:00 -07:00
Jiaming Yuan
2fcc4f2886
Unify evaluation functions. (#6037) 2020-08-26 14:23:27 +08:00
ShvetsKS
cd3d14ad0e
Add float32 histogram (#5624) 
* new single_precision_histogram param was added.

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
 2020-06-03 11:24:53 +08:00
ShvetsKS
dd01e4ba8d
Distributed optimizations for 'hist' method with CPUs (#5557) 
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-05-20 06:03:03 +03:00
Oleksandr Kuvshynov
4e64e2ef8e
skip missing lookup if nothing is missing in CPU hist partition kernel. (#5644) 
* [xgboost] skip missing lookup if nothing is missing
 2020-05-12 05:50:08 +03:00
ShvetsKS
a2d86b8e4b
Optimizations for RNG in InitData kernel (#5522) 
* optimizations for subsampling in InitData

* optimizations for subsampling in InitData

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-04-16 18:24:32 +03:00
Jiaming Yuan
6671b42dd4
Use ellpack for prediction only when sparsepage doesn't exist. (#5504) 2020-04-10 12:15:46 +08:00
Jiaming Yuan
0012f2ef93
Upgrade clang-tidy on CI. (#5469) 
* Correct all clang-tidy errors.
* Upgrade clang-tidy to 10 on CI.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-04-05 04:42:29 +08:00
Jiaming Yuan
4942da64ae
Refactor tests with data generator. (#5439) 2020-03-27 06:44:44 +08:00
Egor Smirnov
1b97eaf7a7
Optimized ApplySplit, BuildHist and UpdatePredictCache functions on CPU (#5244) 
* Split up sparse and dense build hist kernels.
* Add `PartitionBuilder`.
 2020-02-29 16:11:42 +08:00
Egor Smirnov
c67163250e
Optimized BuildHist function (#5156) 2020-01-29 23:32:57 -08:00
Egor Smirnov
7b17e76c5b Optimized EvaluateSplut function (#5138) 
* Add block based threading utilities.
 2019-12-31 18:18:42 +08:00
Jiaming Yuan
04db125699
Quick fix for memory leak in CPU Hist. (#5153) 
Closes https://github.com/dmlc/xgboost/issues/3579 .

* Don't use map.
 2019-12-31 14:05:53 +08:00
Jiaming Yuan
7ef5b78003
Implement JSON IO for updaters (#5094) 
* Implement JSON IO for updaters.

* Remove parameters in split evaluator.
 2019-12-07 00:24:00 +08:00