471 Commits

Author SHA1 Message Date
Jiaming Yuan
beefd28471
Split up SHAP from RegTree. (#8612)
* Split up SHAP from `RegTree`.

Simplify the tree interface.
2023-01-04 18:17:47 +08:00
Jiaming Yuan
8d545ab2a2
Implement fit stump. (#8607) 2023-01-04 04:14:51 +08:00
Rong Ou
3ceeb8c61c
Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Jiaming Yuan
c6a8754c62
Define CUDA Context. (#8604)
We will transition to non-default and non-blocking CUDA stream.
2022-12-20 15:15:07 +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
78d65a1928
Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
Jiaming Yuan
3fc1046fd3
Reduce compiler warnings on CPU-only build. (#8483) 2022-11-29 00:04:16 +08:00
Rong Ou
30b1a26fc0
Remove unused page size constant (#8457) 2022-11-17 11:41:39 +08:00
Gavin Zhang
0c6266bc4a
SO_DOMAIN do not support on IBM i, using getsockname instead (#8437)
Co-authored-by: GavinZhang <zhanggan@cn.ibm.com>
2022-11-10 23:54:57 +08:00
Rong Ou
8e76f5f595
Use DataSplitMode to configure data loading (#8434)
* Use `DataSplitMode` to configure data loading
2022-11-08 16:21:50 +08:00
Jiaming Yuan
a408c34558
Update JSON parser demo with categorical feature. (#8401)
- Parse categorical features in the Python example.
- Add tests.
- Update document.
2022-10-28 20:57:43 +08:00
Jiaming Yuan
f73520bfff
Bump development version to 2.0. (#8390) 2022-10-28 15:21:19 +08:00
Jiaming Yuan
031d66ec27
Configuration for init estimation. (#8343)
* Configuration for init estimation.

* Check whether the model needs configuration based on const attribute `ModelFitted`
instead of a mutable state.
* Add parameter `boost_from_average` to tell whether the user has specified base score.
* Add tests.
2022-10-18 01:52:24 +08:00
Jiaming Yuan
3ef1703553
Allow using string view to find JSON value. (#8332)
- Allow comparison between string and string view.
- Fix compiler warnings.
2022-10-13 17:10:13 +08:00
Rory Mitchell
210915c985
Use integer gradients in gpu_hist split evaluation (#8274) 2022-10-11 12:16:27 +02:00
Jiaming Yuan
97c3a80a34
Add C document to sphinx, fix arrow. (#8300)
- Group C API.
- Add C API sphinx doc.
- Consistent use of `OptionalArg` and the parameter name `config`.
- Remove call to deprecated functions in demo.
- Fix some formatting errors.
- Add links to c examples in the document (only visible with doxygen pages)
- Fix arrow.
2022-10-05 09:52:15 +08:00
Jiaming Yuan
55cf24cc32
Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
f835368bcf
Mark next release as 1.7 instead of 2.0 (#8281) 2022-09-28 14:33:37 +08:00
Rory Mitchell
8f77677193
Use quantised gradients in gpu_hist histograms (#8246) 2022-09-26 17:35:35 +02:00
Jiaming Yuan
b791446623
Initial support for IPv6 (#8225)
- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to the socket.
2022-09-21 18:06:50 +08:00
Jiaming Yuan
fffb1fca52
Calculate base_score based on input labels for mae. (#8107)
Fit an intercept as base score for abs loss.
2022-09-20 20:53:54 +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
Philip Hyunsu Cho
b397d64c96
Drop use of deleted virtual function to support older MacOS (#8226)
* Support older MacOS

* Update json.h
2022-09-07 11:25:59 -08:00
Jiaming Yuan
d87f69215e
Quantile DMatrix for CPU. (#8130)
- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.
2022-08-02 15:51:23 +08:00
Jiaming Yuan
2c70751d1e
Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
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
e88d6e071d
Fix compiler warning in JSON IO. (#8031)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2022-06-30 01:13:22 +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
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
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
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
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
288c52596c
Define bin type. (#7850) 2022-04-29 19:41:39 +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
522636cb52
Bump version. (#7769) 2022-03-31 06:33:22 +08:00
Jiaming Yuan
d4796482b5
Fix failures on R hub and Win builder. (#7763)
* Update date.
* Workaround amalgamation build with clang. (SimpleDMatrix instantiation)
* Workaround compiler error with driver push.
* Revert autoconf requirement.
* Fix model IO on 32-bit environment. (i386)
* Clarify the function name.
2022-03-30 07:14:33 +08:00
Haoming Chen
b37ff3d492
Fix cox objective test by using XGBOOST_PARALLEL_STABLE_SORT (#7756) 2022-03-26 17:58:30 +08:00
Jiaming Yuan
af0cf88921
Workaround compiler error. (#7745) 2022-03-25 17:05:14 +08:00
Jiaming Yuan
64575591d8
Use context in SetInfo. (#7687)
* Use the name `Context`.
* Pass a context object into `SetInfo`.
* Add context to proxy matrix.
* Add context to iterative DMatrix.

This is to remove the use of the default number of threads during `SetInfo` as a follow-up on
removing the global omp variable while preparing for CUDA stream semantic.  Currently, XGBoost
uses the legacy CUDA stream, we will gradually remove them in the future in favor of non-blocking streams.
2022-03-24 22:16:26 +08:00
Jiaming Yuan
e78a38b837
Sort sparse page index when constructing DMatrix. (#7731) 2022-03-16 18:01:05 +08:00
Xiaochang Wu
613ec36c5a
Support building SimpleDMatrix from Arrow data format (#7512)
* Integrate with Arrow C data API.
* Support Arrow dataset.
* Support Arrow table.

Co-authored-by: Xiaochang Wu <xiaochang.wu@intel.com>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
Co-authored-by: Zhang Zhang <zhang.zhang@intel.com>
2022-03-15 13:25:19 +08:00
Jiaming Yuan
98d6faefd6
Implement slope for Pseduo-Huber. (#7727)
* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +08:00
Haoming Chen
55463b76c1
Initialize TreeUpdater ctx_ with nullptr (#7722) 2022-03-10 22:33:32 +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
549f3bd781
Honor CPU counts from CFS. (#7654) 2022-02-21 03:13:26 +08:00
Jiaming Yuan
d625dc2047
Work around nvcc error. (#7673) 2022-02-19 01:41:46 +08:00
Jiaming Yuan
3877043d41
Avoid print for R package. (#7672) 2022-02-18 08:06:24 +08:00
Jiaming Yuan
711f7f3851
Avoid std::terminate for R package. (#7661)
This is part of CRAN policies.
2022-02-17 01:27:20 +08:00
Jiaming Yuan
0d0abe1845
Support optimal partitioning for GPU hist. (#7652)
* Implement `MaxCategory` in quantile.
* Implement partition-based split for GPU evaluation.  Currently, it's based on the existing evaluation function.
* Extract an evaluator from GPU Hist to store the needed states.
* Added some CUDA stream/event utilities.
* Update document with references.
* Fixed a bug in approx evaluator where the number of data points is less than the number of categories.
2022-02-15 03:03:12 +08:00