Commit Graph
444 Commits
Author SHA1 Message Date
Philip Hyunsu ChoandJiaming Yuan 44469a0ca9 Extensible binary serialization format for DMatrix::MetaInfo (#5187)
* Turn xgboost::DataType into C++11 enum class

* New binary serialization format for DMatrix::MetaInfo

* Fix clang-tidy

* Fix c++ test

* Implement new format proposal

* Move helper functions to anonymous namespace; remove unneeded field

* Fix lint

* Add shape.

* Keep only roundtrip test.

* Fix test.

* various fixes

* Update data.cc

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 11:33:17 -08:00
OrdoAbChaoandJiaming Yuan b4f952bd22 [Breaking] Remove Scikit-Learn default parameters (#5130)
* 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>
2020-01-23 20:25:20 +08:00
Rory Mitchell aa9a68010b uint not supported in cudf (#5225) 2020-01-23 16:59:18 +13:00
Jiaming Yuan 1891cc766d Fix metainfo from DataFrame. (#5216)
* Fix metainfo from DataFrame.

* Unify helper functions for data and meta.
2020-01-22 16:29:44 +08:00
Rory Mitchell 9c56480c61 Support dmatrix construction from cupy array (#5206) 2020-01-22 13:15:27 +13:00
Philip Hyunsu Cho 0184f2e9f7 Explicitly use UTF-8 codepage when using MSVC (#5197)
* Explicitly use UTF-8 codepage when using MSVC

* Fix build with CUDA enabled
2020-01-14 13:30:34 -08:00
Rory Mitchell a73e25e15f Implement slice via adapters (#5198) 2020-01-14 12:55:41 +13:00
f100b8d878 [Breaking] Don't drop trees during DART prediction by default (#5115)
* Simplify DropTrees calling logic

* Add `training` parameter for prediction method.

* [Breaking]: Add `training` to C API.

* Change for R and Python custom objective.

* Correct comment.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-13 21:48:30 +08:00
Jiaming Yuan 7b65698187 Enforce correct data shape. (#5191)
* 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.
2020-01-13 15:48:17 +08:00
Rory Mitchell 8cbcc53ccb Remove old cudf constructor code (#5194) 2020-01-10 16:35:23 +13:00
Rory Mitchell 87ebfc1315 Implement cudf construction with adapters. (#5189) 2020-01-09 20:23:06 +13:00
Jiaming Yuan ee287808fb Lazy initialization of device vector. (#5173)
* Lazy initialization of device vector.

* Fix #5162.

* Disable copy constructor of HostDeviceVector.  Prevents implicit copying.

* Fix CPU build.

* Bring back move assignment operator.
2020-01-07 11:23:05 +08:00
Jiaming Yuan ebc86a3afa Disable parameter validation for Scikit-Learn interface. (#5167)
* Disable parameter validation for now.

Scikit-Learn passes all parameters down to XGBoost, whether they are used or
not.

* Add option `validate_parameters`.
2020-01-07 11:17:31 +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
K.O 018df6004e Fix feature_name crated from int64index dataframe. (#5081) 2019-12-30 12:26:22 +08:00
Jiaming Yuan 6848d0426f Clean up Python 2 compatibility code. (#5161) 2019-12-27 18:34:53 +08:00
Jiaming Yuan 61286c6e8f Fix wrapping GPU ID and prevent data copying. (#5160)
* Removed some data copying.

* Make sure gpu_id is valid before any configuration is carried out.
2019-12-27 16:51:08 +08:00
sriramch ee81ba8e1f implementation of map ranking algorithm on gpu (#5129)
* - implementation of map ranking algorithm
  - also effected necessary suggestions mentioned in the earlier ranking pr's
  - made some performance improvements to the ndcg algo as well
2019-12-27 12:05:37 +13:00
Philip Hyunsu Cho 9b0af6e882 Enable OpenMP with Apple Clang (Mac default compiler) (#5146)
* Add OpenMP as CMake target

* Require CMake 3.12, to allow linking OpenMP target to objxgboost

* Specify OpenMP compiler flag for CUDA host compiler

* Require CMake 3.16+ if the OS is Mac OSX

* Use AppleClang in Mac tests.

* Update dmlc-core
2019-12-26 16:53:12 +08:00
Jiaming Yuan f3d7877802 Parameter validation (#5157)
* Unused code.

* Split up old colmaker parameters from train param.

* Fix dart.

* Better name.
2019-12-26 11:59:05 +08:00
Jiaming Yuan ced3660f60 Tests for empty dmatrix. (#5159) 2019-12-26 11:51:54 +08:00
Jiaming Yuan 298ebe68ac [Breaking] Remove learning_rates in Python. (#5155)
* Remove `learning_rates`.

It's been deprecated since we have callback.

* Set `before_iteration` of `reset_learning_rate` to False to preserve 
  the initial learning rate, and comply to the term "reset".

Closes #4709.

* Tests for various `tree_method`.
2019-12-24 14:25:48 +08:00
Jiaming Yuan 0202e04a8e Add base margin to sklearn interface. (#5151) 2019-12-24 09:43:41 +08:00
Jiaming Yuan 1d0ca49761 Example JSON model parser and Schema. (#5137) 2019-12-23 19:47:35 +08:00
Jiaming Yuan c8bdb652c4 Add check for length of weights. (#4872) 2019-12-21 11:30:58 +08:00
Rory Mitchell 3d04a8cc97 Use dynamic types for array interface columns instead of templates (#5108) 2019-12-21 16:08:10 +13:00
Jiaming Yuan b915788708 Remove benchmark code in GPU test. (#5141)
* Update Jenkins script.
2019-12-21 11:00:21 +08:00
Philip Hyunsu Cho 74f545bde3 [CI] Repair download URL for Maven 3.6.1 (#5139) 2019-12-20 10:07:40 +08:00
Jiaming Yuan 27b3646d29 Tests and documents for new JSON routines. (#5120) 2019-12-18 08:44:27 +08:00
Jiaming Yuan 3136185bc5 JSON configuration IO. (#5111)
* Add saving/loading JSON configuration.
* Implement Python pickle interface with new IO routines.
* Basic tests for training continuation.
2019-12-15 17:31:53 +08:00
Jiaming Yuan ad4a1c732c Small refinements for JSON model. (#5112)
* Naming consistency.

* Remove duplicated test.
2019-12-11 19:49:01 +08:00
Jiaming Yuan 208ab3b1ff Model IO in JSON. (#5110) 2019-12-11 11:20:40 +08:00
Rory Mitchell c7cc657a4d Use adapters for SparsePageDMatrix (#5092) 2019-12-11 15:59:23 +13:00
Jiaming Yuan e089e16e3d Pass pointer to model parameters. (#5101)
* Pass pointer to model parameters.

This PR de-duplicates most of the model parameters except the one in
`tree_model.h`.  One difficulty is `base_score` is a model property but can be
changed at runtime by objective function.  Hence when performing model IO, we
need to save the one provided by users, instead of the one transformed by
objective.  Here we created an immutable version of `LearnerModelParam` that
represents the value of model parameter after configuration.
2019-12-10 12:11:22 +08:00
Rory Mitchell 979f74d51a Group builder modified for incremental building (#5098) 2019-12-10 14:33:56 +13:00
Jiaming Yuan 608ebbe444 Fix GPU ID and prediction cache from pickle (#5086)
* Hack for saving GPU ID.

* Declare prediction cache on GBTree.

* Add a simple test.

* Add `auto` option for GPU Predictor.
2019-12-07 16:02:06 +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
Jiaming Yuan 2dcb62ddfb Add IO utilities. (#5091)
* Add fixed size stream for reading model stream.
* Add file extension.
2019-12-05 22:15:34 +08:00
Jiaming Yuan 64af1ecf86 [Breaking] Remove num roots. (#5059) 2019-12-05 21:58:43 +08:00
Jiaming Yuan df9bdbbcb9 Fix parsing empty vector in parameter. (#5087) 2019-12-05 11:42:01 +08:00
Jiaming Yuan f0ca53d9ec Convenient methods for JSON integer. (#5089)
* Fix parsing empty object.
2019-12-05 11:01:12 +08:00
Rory Mitchell e3c34c79be External data adapters (#5044)
* Use external data adapters as lightweight intermediate layer between external data and DMatrix
2019-12-04 10:56:17 +13:00
Philip Hyunsu Cho 64f4361b47 [CI] Locate vcomp140.dll from System32 directory (#5078) 2019-12-02 02:09:32 -08:00
Jiaming Yuan 761e938dbe Support dask dataframe as y for classifier. (#5077)
* Support dask dataframe as y for classifier.

* Lint.
2019-12-02 11:53:30 +08:00
Jiaming Yuan d667ea9335 [CI] Fix Travis tests. (#5062)
- Install wget explicitly to match openssl.
- Install CMake explicitly.
- Use newer miniconda link.
- Reenable unittests.
- gcc@9 + xcode@10 for osx due to missing <_stdio.h>.  Other versions of gcc should also work.  But as homebrew pour gcc@9 after update by default, so I just stick with latest version.
- Disabled one external memory test for OSX.  Not sure about the thread implementation in there and fixing external memory is beyond the scope of this PR.
- Use Python3 with conda in jvm package.
2019-11-25 03:32:10 +08:00
Jiaming Yuan a4f5c86276 Allow using RandomState object from Numpy in sklearn interface. (#5049) 2019-11-19 10:56:39 +08:00
Rong Ou 0afcc55d98 Support multiple batches in gpu_hist (#5014)
* Initial external memory training support for GPU Hist tree method.
2019-11-16 14:50:20 +08:00
Jiaming Yuan 97abcc7ee2 Extract interaction constraint from split evaluator. (#5034)
*  Extract interaction constraints from split evaluator.

The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win.

*  Enable inc for approx tree method.

As now the implementation is spited up from evaluator class, it's also enabled for approx method.

*  Removing obsoleted code in colmaker.

They are never documented nor actually used in real world. Also there isn't a single test for those code blocks.

*  Unifying the types used for row and column.

As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
2019-11-14 20:11:41 +08:00
sriramch 2abe69d774 - ndcg ltr implementation on gpu (#5004)
* - ndcg ltr implementation on gpu
  - this is a follow-up to the pairwise ltr implementation
2019-11-13 11:21:04 +13:00