Commit Graph
452 Commits
Author SHA1 Message Date
Jiaming Yuan 446d536c23 Fix loading DMatrix binary in distributed env. (#8149)
- Try to load DMatrix binary before trying to parse text input.
- Remove some unmaintained code.
2022-08-10 22:53:16 +08:00
Jiaming Yuan 9ae547f994 Use config_context in sklearn interface. (#8141) 2022-08-09 14:48:54 +08:00
Bobby Wang 03cc3b359c [pyspark] support a list of feature column names (#8117) 2022-08-08 17:05:27 +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 546de5efd2 [pyspark] Cleanup data processing. (#8088)
- Use numpy stack for handling list of arrays.
- Reuse concat function from dask.
- Prepare for `QuantileDMatrix`.
- Remove unused code.
- Use iterator for prediction to avoid initializing xgboost model
2022-07-26 15:00:52 +08:00
Bobby Wang f801d3cf15 [PySpark] change the returning model type to string from binary (#8085)
* [PySpark] change the returning model type to string from binary

XGBoost pyspark can be can be accelerated by RAPIDS Accelerator seamlessly by
changing the returning model type from binary to string.
2022-07-19 18:39:20 +08:00
Jiaming Yuan 2365f82750 [dask] Mitigate non-deterministic test. (#8077) 2022-07-19 16:55:59 +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
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
Jiaming Yuan 4a87ea49b8 Reduce regularization for CPU gblinear. (#8013) 2022-06-21 01:05:27 +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
Jiaming Yuan bde4f25794 Handle missing categorical value in CPU evaluator. (#7948) 2022-05-27 14:15:47 +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 606be9e663 Handle missing values in one hot splits. (#7934) 2022-05-24 20:48:41 +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
Rong Ou 77d4a53c32 use RabitContext intead of init/finalize (#7911) 2022-05-17 12:15:41 +08:00
Jiaming Yuan db80671d6b Fix monotone constraint with tuple input. (#7891) 2022-05-13 04:00:03 +08:00
Jiaming Yuan 46e0bce212 Use maximum category in sketch. (#7853) 2022-05-05 19:56:49 +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 332380479b Avoid warning in np primitive type tests. (#7833) 2022-04-23 02:07:01 +08:00
Jiaming Yuan c70fa502a5 Expose feature_types to sklearn interface. (#7821) 2022-04-21 20:23:35 +08:00
Jiaming Yuan 52d4eda786 Deprecate use_label_encoder in XGBClassifier. (#7822)
* Deprecate `use_label_encoder` in XGBClassifier.

* We have removed the encoder, now prepare to remove the indicator.
2022-04-21 13:14:02 +08:00
Jiaming Yuan 9150fdbd4d Support pandas nullable types. (#7760) 2022-03-30 08:51:52 +08:00
Jiaming Yuan a50b84244e Cleanup configuration for constraints. (#7758) 2022-03-29 04:22:46 +08:00
Jiaming Yuan 3c9b04460a Move num_parallel_tree to model parameter. (#7751)
The size of forest should be a property of model itself instead of a training
hyper-parameter.
2022-03-29 02:32:42 +08:00
Jiaming Yuan 8b3ecfca25 Mitigate flaky tests. (#7749)
* Skip non-increasing test with external memory when subsample is used.
* Increase bin numbers for boost from prediction test. This mitigates the effect of
  non-deterministic partitioning.
2022-03-28 21:20:50 +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
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 a62a3d991d [dask] prediction with categorical data. (#7708) 2022-03-10 00:21:48 +08:00
Cheng Li a92e0f6240 multi groups in the constraints (#7711) 2022-03-01 18:10:15 +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 f08c5dcb06 Cleanup some pylint errors. (#7667)
* Cleanup some pylint errors.

* Cleanup pylint errors in rabit modules.
* Make data iter an abstract class and cleanup private access.
* Cleanup no-self-use for booster.
2022-02-19 18:53:12 +08:00
Jiaming Yuan 7366d3b20c Ensure models with categorical splits don't use old binary format. (#7666) 2022-02-19 08:05:28 +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
Jiaming Yuan 5cd1f71b51 [dask] Improve configuration for port. (#7645)
- Try port 0 to let the OS return the available port.
- Add port configuration.
2022-02-14 21:34:34 +08:00
Jiaming Yuan 3e693e4f97 [dask] Fix nthread config with dask sklearn wrapper. (#7633) 2022-02-08 06:38:32 +08:00
Philip Hyunsu Choandfis c621775f34 Replace all uses of deprecated function sklearn.datasets.load_boston (#7373)
* Replace all uses of deprecated function sklearn.datasets.load_boston

* More renaming

* Fix bad name

* Update assertion

* Fix n boosted rounds.

* Avoid over regularization.

* Rebase.

* Avoid over regularization.

* Whac-a-mole

Co-authored-by: fis <jm.yuan@outlook.com>
2022-01-30 04:27:57 -08:00
Philip Hyunsu Cho b4340abf56 Add special handling for multi:softmax in sklearn predict (#7607)
* Add special handling for multi:softmax in sklearn predict

* Add test coverage
2022-01-29 15:54:49 -08:00
Jiaming Yuan 24789429fd Support latest pandas Index type. (#7595) 2022-01-26 18:20:10 +08:00
Jiaming Yuan ef4dae4c0e [dask] Add scheduler address to dask config. (#7581)
- Add user configuration.
- Bring back to the logic of using scheduler address from dask.  This was removed when we were trying to support GKE, now we bring it back and let xgboost try it if direct guess or host IP from user config failed.
2022-01-22 01:56:32 +08:00
Jiaming Yuan 5ddd4a9d06 Small cleanup to tests. (#7585)
* Use random port in dask tests to avoid warnings for occupied port.
* Increase the difficulty of AUC tests.
2022-01-21 06:26:57 +00:00
Jiaming Yuan dac9eb13bd Implement new save_raw in Python. (#7572)
* Expose the new C API function to Python.
* Remove old document and helper script.
* Small optimization to the `save_raw` and Json ctors.
2022-01-19 02:27:51 +08:00
Jiaming Yuan cc06fab9a7 Support distributed CPU env for categorical data. (#7575)
* Add support for cat data in sketch allreduce.
* Share tests between CPU and GPU.
2022-01-18 21:56:07 +08:00
Jiaming Yuan deab0e32ba Validate out of range categorical value. (#7576)
* Use float in CPU categorical set to preserve the input value.
* Check out of range values.
2022-01-18 20:16:19 +08:00
Jiaming Yuan d6ea5cc1ed Cover approx tree method for categorical data tests. (#7569)
* Add tree to df tests.
* Add plotting tests.
* Add histogram tests.
2022-01-16 11:31:40 +08:00
Jiaming Yuan a1bcd33a3b [breaking] Change internal model serialization to UBJSON. (#7556)
* Use typed array for models.
* Change the memory snapshot format.
* Add new C API for saving to raw format.
2022-01-16 02:11:53 +08:00