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4083440690d5c4bd7a2e5768afcb248b950055ab
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1059 Commits

Author SHA1 Message Date
Jiaming Yuan
4083440690 Small cleanups to various data types. (#8086) 
- Use `bst_bin_t` in batch param constructor.
- Use `StringView` to avoid `std::string` when appropriate.
- Avoid using `MetaInfo` in quantile constructor to limit the scope of parameter.
 2022-07-18 22:39:36 +08:00
Jiaming Yuan
0ce80b7bcf Mitigate flaky GPU test. (#8078) 
The flakiness is caused by the global random engine, which will take some time to fix.
 2022-07-16 13:45:32 +08:00
Jiaming Yuan
7a5586f3db Fix GPU quantile distributed test. (#8076) 2022-07-16 11:40:53 +08:00
Jiaming Yuan
647d3844dd Make test for categorical data deterministic. (#8080) 2022-07-15 14:48:39 +08:00
Jiaming Yuan
dae7a41baa Update Python requirement to >=3.8. (#8071) 
Additional changes:
- Use mamba for CPU test on Jenkins.
- Cleanup CPU test dependencies.
- Restore some of the modin tests
 2022-07-14 18:01:47 +08:00
Jiaming Yuan
abaa593aa0 Fix compiler warnings. (#8059) 
- Remove unused parameters.
- Avoid comparison of different signedness.
 2022-07-14 05:29:56 +08:00
WeichenXu
176fec8789 PySpark XGBoost integration (#8020) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2022-07-13 13:11:18 +08:00
Jiaming Yuan
8959622836 [dask] Use an invalid port for test. (#8064) 2022-07-13 11:59:02 +08:00
Rory Mitchell
794cbaa60a Fuse split evaluation kernels (#8026) 2022-07-05 10:24:31 +02:00
Jiaming Yuan
8746f9cddf Rename IterativeDMatrix. (#8045) 2022-07-04 18:52:31 +08:00
Rory Mitchell
bc4f802b17 Batch UpdatePosition using cudaMemcpy (#7964) 2022-06-30 17:52:40 +02:00
Jiaming Yuan
f0c1b842bf Implement sketching with adapter. (#8019) 2022-06-23 00:03:02 +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
Bobby Wang
e44a082620 [jvm-packages] update nccl version to 2.12.12-1 (#8015) 2022-06-21 17:34:09 +08:00
Jiaming Yuan
4a87ea49b8 Reduce regularization for CPU gblinear. (#8013) 2022-06-21 01:05:27 +08:00
Jiaming Yuan
d285d6ba2a Reduce regularization in GPU gblinear test. (#8010) 2022-06-20 23:55:12 +08:00
Jiaming Yuan
9b0eb66b78 Fix GPU driver test. (#8008) 
* Initialize the training parameter.
 2022-06-20 19:37:31 +08:00
Jiaming Yuan
637e42a0c0 Use 22.04 for RMM. (#8001) 
22.06 is not released yet.
 2022-06-17 04:07:31 +08:00
Jiaming Yuan
8f8bd8147a Fix LTR with weighted Quantile DMatrix. (#7975) 
* Fix LTR with weighted Quantile DMatrix.

* Better tests.
 2022-06-09 01:33:41 +08:00
Jiaming Yuan
1a33b50a0d Fix compiler warnings. (#7974) 
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
 2022-06-06 22:56:25 +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
Jiaming Yuan
b90c6d25e8 Implement max_cat_threshold for CPU. (#7957) 2022-06-04 11:02:46 +08:00
Jiaming Yuan
13b15e07e8 Handle formatted JSON input. (#7953) 2022-06-01 16:20:58 +08:00
Rong Ou
80339c3427 Enable distributed GPU training over Rabit (#7930) 2022-05-31 04:09:45 +08:00
Philip Hyunsu Cho
47224dd6d3 Use private mirror to host llvm-openmp tarballs (#7950) 2022-05-27 14:56:59 -07:00
Jiaming Yuan
bde4f25794 Handle missing categorical value in CPU evaluator. (#7948) 2022-05-27 14:15:47 +08:00
Philip Hyunsu Cho
2070afea02 [CI] Rotate package repository keys (#7943) 2022-05-26 17:06:46 -07:00
Jiaming Yuan
18cbebaeb9 Unify the cat split storage for CPU. (#7937) 
* Unify the cat split storage for CPU.

* Cleanup.

* Workaround.
 2022-05-26 04:14:40 -07:00
Jiaming Yuan
606be9e663 Handle missing values in one hot splits. (#7934) 2022-05-24 20:48:41 +08:00
Jiaming Yuan
18a38f7ca0 Refactor for GHistIndex. (#7923) 
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
 2022-05-23 23:04:53 +08:00
Jiaming Yuan
474366c020 Add convergence test for sparse datasets. (#7922) 2022-05-23 18:07:26 +08:00
Jiaming Yuan
f93a727869 Address remaining mypy errors in python package. (#7914) 2022-05-18 22:46:15 +08:00
Jiaming Yuan
765097d514 Simplify inplace-predict. (#7910) 
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
 2022-05-18 17:52:00 +08:00
Jiaming Yuan
19775ffe15 Use adapter to initialize column matrix. (#7912) 2022-05-18 16:15:12 +08:00
Rory Mitchell
71d3b2e036 Fuse gpu_hist all-reduce calls where possible (#7867) 2022-05-17 13:27:50 +02:00
Rong Ou
77d4a53c32 use RabitContext intead of init/finalize (#7911) 2022-05-17 12:15:41 +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
1baad8650c Small cleanup to Column. (#7898) 
* Define forward iterator to hide the internal state.
 2022-05-15 12:39:10 +08:00
Jiaming Yuan
1b6538b4e5 [breaking] Drop single precision histogram (#7892) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-05-13 19:54:55 +08:00
Jiaming Yuan
11d65fcb21 Extract partial sum into an independent function. (#7889) 2022-05-13 14:30:35 +08:00
Jiaming Yuan
db80671d6b Fix monotone constraint with tuple input. (#7891) 2022-05-13 04:00:03 +08:00
Jiaming Yuan
94ca52b7b7 Fix overflow in prediction size. (#7885) 2022-05-12 02:44:03 +08:00
Rory Mitchell
7ef54e39ec Small refactor to categoricals (#7858) 2022-05-05 17:47:02 +02:00
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
46e0bce212 Use maximum category in sketch. (#7853) 2022-05-05 19:56:49 +08:00
Jiaming Yuan
317d7be6ee Always use partition based categorical splits. (#7857) 2022-05-03 22:30:32 +08:00
Rory Mitchell
90cce38236 Remove single_precision_histogram for gpu_hist (#7828) 2022-05-03 14:53:19 +02:00
Jiaming Yuan
50d854e02e [CI] Test with latest RAPIDS. (#7816) 2022-04-30 11:55:10 -07:00
Bobby Wang
1b103e1f5f [CI] make container be able to re-attached (#7848) 
When re-starting the container, it will fail in entrypoint.sh which
will exit when adding an existing group or user
 2022-04-29 19:00:35 -07:00
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