* Fix#3545: XGDMatrixCreateFromCSCEx silently discards empty trailing rows
Description: The bug is triggered when
1. The data matrix has empty rows at the bottom. More precisely, the rows
`n-k+1`, `n-k+2`, ..., `n` of the matrix have missing values in all
dimensions (`n` number of instances, `k` number of trailing rows)
2. The data matrix is given as Compressed Sparse Column (CSC) format.
Diagnosis: When the CSC matrix is converted to Compressed Sparse Row (CSR)
format (this is common format used for DMatrix), the trailing empty rows
are silently ignored. More specifically, the row pointer (`offset`) of the
newly created CSR matrix does not take account of these rows.
Fix: Modify the row pointer.
* Add regression test
The base margin will need to have length `[num_class] * [number of data points]`.
Otherwise, the array holding prediction results will be only partially
initialized, causing undefined behavior.
Fix: check the length of the base margin. If the length is not correct,
use the global bias (`base_score`) instead. Warn the user about the
substitution.
* Fix#3402: wrong fid crashes distributed algorithm
The bug was introduced by the recent DMatrix refactor (#3301). It was partially
fixed by #3408 but the example in #3402 was still failing. The example in #3402
will succeed after this fix is applied.
* Explicitly specify "this" to prevent compile error
* Add regression test
* Add distributed test to Travis matrix
* Install kubernetes Python package as dependency of dmlc tracker
* Add Python dependencies
* Add compile step
* Reduce size of regression test case
* Further reduce size of test
This bring many goodies, including:
* Ability to specify delimiter and weight_column for CSV files:
```python
dtrain = xgboost.DMatrix('train.csv?format=csv&label_column=0&weight_column=1&delimiter= ')
```
* Ability to choose between 0-based and 1-based indexing for LIBSVM/LIBFM files:
```python
dtrain = xgboost.DMatrix('train.libsvm?indexing_mode=1') # use 1-based indexing
dtest = xgboost.DMatrix('test.libsvm') # use 0-based indexing (default)
dtest2 = xgboost.DMatrix('test2.libsvm?indexing_mode=-1') # use heuristic to detect 0-based / 1-based
```
* Fix a bug in float parsing (issue dmlc/dmlc-core#440)
* Save max_delta_step as an extra attribute of Booster
Fixes#3509 and #3026, where `max_delta_step` parameter gets lost during serialization.
* fix lint
* Use camel case for global constant
* disable local variable case in clang-tidy
* Change doc build to reST exclusively
* Rewrite Intro doc in reST; create toctree
* Update parameter and contribute
* Convert tutorials to reST
* Convert Python tutorials to reST
* Convert CLI and Julia docs to reST
* Enable markdown for R vignettes
* Done migrating to reST
* Add guzzle_sphinx_theme to requirements
* Add breathe to requirements
* Fix search bar
* Add link to user forum
CI tests were failing because wget prompts "the user" for a response
whenever the google test archive is already on the disk.
Fix: Use `-nc` option to skip download when the archive already
exists
Currently, `CLIPredict()` saves prediction results in default 6-digit precision which causes precision loss. This PR sets precision to a level so that the conversion back to `bst_float` is lossless.
Related: #3298.
* For CRAN submission, remove all #pragma's that suppress compiler warnings
A few headers in dmlc-core contain #pragma's that disable compiler warnings,
which is against the CRAN submission policy. Fix the problem by removing
the offending #pragma's as part of the command `make Rbuild`.
This addresses issue #3322.
* Fix script to improve Cygwin/MSYS compatibility
We need this to pass rmingw CI test
* Remove remove_warning_suppression_pragma.sh from packaged tarball
* Update dmlc-core submodule
* Fix dense_parser to work with the latest dmlc-core
* Specify location of Google Test
* Add more source files in dmlc-minimum to get latest dmlc-core working
* Update dmlc-core submodule
* Now `make pippack` works without any manual action: it will produce
xgboost-[version].tar.gz, which one can use by typing
`pip3 install xgboost-[version].tar.gz`.
* Detect OpenMP-capable compilers (clang, gcc-5, gcc-7) on MacOS
* Support CSV file in DMatrix
We'd just need to expose the CSV parser in dmlc-core to the Python wrapper
* Revert extra code; document existing CSV support
CSV support is already there but undocumented
* Add notice about categorical features
* Fix doc build
ReadTheDocs build has been broken for a while due to incompatibilities between
commonmark, recommonmark, and sphinx. See:
* "Recommonmark not working with Sphinx 1.6"
https://github.com/rtfd/recommonmark/issues/73
* "CommonMark 0.6.0 breaks compatibility"
https://github.com/rtfd/recommonmark/issues/24
For now, we fix the versions to get the build working again
* Fix search bar
Problem:
Fast histogram updater crashes whenever subsampling picks zero rows
Diagnosis:
Row set data structure uses "nullptr" internally to indicate a non-existent
row set. Since you cannot take the address of the first element of an empty
vector, a valid row set ends up getting "nullptr" as well.
Fix:
Use an arbitrary value (not equal to "nullptr") to bypass nullptr check.
Current version of xgboost.readthedocs.io has a broken search box.
Enabling themes on ReadTheDocs is known to break the search function, as
reported in
[this document](https://github.com/rtfd/readthedocs.org/issues/1487). To get
around the bug, we replace the `searchtools.js` file with our custom version.
It has been reported that new parallel algorithm (#2493) results in excessive
message usage (see issue #2326). Until issues are resolved, XGBoost should use
the old parallel algorithm by default. The user would have to specify
`enable_feature_grouping=1` manually to enable the new algorithm.
* Patch to improve multithreaded performance scaling
Change parallel strategy for histogram construction.
Instead of partitioning data rows among multiple threads, partition feature
columns instead. Useful heuristics for assigning partitions have been adopted
from LightGBM project.
* Add missing header to satisfy MSVC
* Restore max_bin and related parameters to TrainParam
* Fix lint error
* inline functions do not require static keyword
* Feature grouping algorithm accepting FastHistParam
Feature grouping algorithm accepts many parameters (3+), and it gets annoying to
pass them one by one. Instead, simply pass the reference to FastHistParam. The
definition of FastHistParam has been moved to a separate header file to
accomodate this change.
Reported in issue #2165. Dynamic scheduling of OpenMP loops involve
implicit synchronization. To implement synchronization, libgomp uses futex
(fast userspace mutex), whereas MinGW uses kernel-space mutex, which is more
costly. With chunk size of 1, synchronization overhead may become prohibitive
on Windows machines.
Solution: use 'guided' schedule to minimize the number of syncs
* Bugfix 1: Fix segfault in multithreaded ApplySplitSparseData()
When there are more threads than rows in rowset, some threads end up
with empty ranges, causing them to crash. (iend - 1 needs to be
accessible as part of algorithm)
Fix: run only those threads with nonempty ranges.
* Add regression test for Bugfix 1
* Moving python_omp_test to existing python test group
Turns out you don't need to set "OMP_NUM_THREADS" to enable
multithreading. Just add nthread parameter.
* Bugfix 2: Fix corner case of ApplySplitSparseData() for categorical feature
When split value is less than all cut points, split_cond is set
incorrectly.
Fix: set split_cond = -1 to indicate this scenario
* Bugfix 3: Initialize data layout indicator before using it
data_layout_ is accessed before being set; this variable determines
whether feature 0 is included in feat_set.
Fix: re-order code in InitData() to initialize data_layout_ first
* Adding regression test for Bugfix 2
Unfortunately, no regression test for Bugfix 3, as there is no
way to deterministically assign value to an uninitialized variable.
* Add UpdatePredictionCache() option to updaters
Some updaters (e.g. fast_hist) has enough information to quickly compute
prediction cache for the training data. Each updater may override
UpdaterPredictionCache() method to update the prediction cache. Note: this
trick does not apply to validation data.
* Respond to code review
* Disable some debug messages by default
* Document UpdatePredictionCache() interface
* Remove base_margin logic from UpdatePredictionCache() implementation
* Do not take pointer to cfg, as reference may get stale
* Improve multi-threaded performance
* Use columnwise accessor to accelerate ApplySplit() step,
with support for a compressed representation
* Parallel sort for evaluation step
* Inline BuildHist() function
* Cache gradient pairs when building histograms in BuildHist()
* Add missing #if macro
* Respond to code review
* Use wrapper to enable parallel sort on Linux
* Fix C++ compatibility issues
* MSVC doesn't support unsigned in OpenMP loops
* gcc 4.6 doesn't support using keyword
* Fix lint issues
* Respond to code review
* Fix bug in ApplySplitSparseData()
* Attempting to read beyond the end of a sparse column
* Mishandling the case where an entire range of rows have missing values
* Fix training continuation bug
Disable UpdatePredictionCache() in the first iteration. This way, we can
accomodate the scenario where we build off of an existing (nonempty) ensemble.
* Add regression test for fast_hist
* Respond to code review
* Add back old version of ApplySplitSparseData
As discussed in issue #1978, tree_method=hist ignores the parameter
param.num_roots; it simply assumes that the tree has only one root. In
particular, when InitData() method initializes row_set_collection_, it simply
assigns all rows to node 0, the value that's hard-coded.
For now, the updater will simply fail when num_roots exceeds 1. I will revise
the updater soon to support multiple roots.
* Support histogram-based algorithm + multiple tree growing strategy
* Add a brand new updater to support histogram-based algorithm, which buckets
continuous features into discrete bins to speed up training. To use it, set
`tree_method = fast_hist` to configuration.
* Support multiple tree growing strategies. For now, two policies are supported:
* `grow_policy=depthwise` (default): favor splitting at nodes closest to the
root, i.e. grow depth-wise.
* `grow_policy=lossguide`: favor splitting at nodes with highest loss change
* Improve single-threaded performance
* Unroll critical loops
* Introduce specialized code for dense data (i.e. no missing values)
* Additional training parameters: `max_leaves`, `max_bin`, `grow_policy`, `verbose`
* Adding a small test for hist method
* Fix memory error in row_set.h
When std::vector is resized, a reference to one of its element may become
stale. Any such reference must be updated as well.
* Resolve cross-platform compilation issues
* Versions of g++ older than 4.8 lacks support for a few C++11 features, e.g.
alignas(*) and new initializer syntax. To support g++ 4.6, use pre-C++11
initializer and remove alignas(*).
* Versions of MSVC older than 2015 does not support alignas(*). To support
MSVC 2012, remove alignas(*).
* For g++ 4.8 and newer, alignas(*) is enabled for performance benefits.
* Some old compilers (MSVC 2012, g++ 4.6) do not support template aliases
(which uses `using` to declate type aliases). So always use `typedef`.
* Fix a host of CI issues
* Remove dependency for libz on osx
* Fix heading for hist_util
* Fix minor style issues
* Add missing #include
* Remove extraneous logging
* Enable tree_method=hist in R
* Renaming HistMaker to GHistBuilder to avoid confusion
* Fix R integration
* Respond to style comments
* Consistent tie-breaking for priority queue using timestamps
* Last-minute style fixes
* Fix issuecomment-271977647
The way we quantize data is broken. The agaricus data consists of all
categorical values. When NAs are converted into 0's,
`HistCutMatrix::Init` assign both 0's and 1's to the same single bin.
Why? gmat only the smallest value (0) and an upper bound (2), which is twice
the maximum value (1). Add the maximum value itself to gmat to fix the issue.
* Fix issuecomment-272266358
* Remove padding from cut values for the continuous case
* For categorical/ordinal values, use midpoints as bin boundaries to be safe
* Fix CI issue -- do not use xrange(*)
* Fix corner case in quantile sketch
Signed-off-by: Philip Cho <chohyu01@cs.washington.edu>
* Adding a test for an edge case in quantile sketcher
max_bin=2 used to cause an exception.
* Fix fast_hist test
The test used to require a strictly increasing Test AUC for all examples.
One of them exhibits a small blip in Test AUC before achieving a Test AUC
of 1. (See bottom.)
Solution: do not require monotonic increase for this particular example.
[0] train-auc:0.99989 test-auc:0.999497
[1] train-auc:1 test-auc:0.999749
[2] train-auc:1 test-auc:0.999749
[3] train-auc:1 test-auc:0.999749
[4] train-auc:1 test-auc:0.999749
[5] train-auc:1 test-auc:0.999497
[6] train-auc:1 test-auc:1
[7] train-auc:1 test-auc:1
[8] train-auc:1 test-auc:1
[9] train-auc:1 test-auc:1
Philip Hyunsu Cho