569 Commits

Author SHA1 Message Date
Jiaming Yuan
a7226c0222
Fix feature names with special characters. (#9923) 2023-12-28 22:45:13 +08:00
Jiaming Yuan
fedd9674c8
Implement column sampler in CUDA. (#9785)
- CUDA implementation.
- Extract the broadcasting logic, we will need the context parameter after revamping the collective implementation.
- Some changes to the event loop for fixing a deadlock in CI.
- Move argsort into algorithms.cuh, add support for cuda stream.
2023-11-17 04:29:08 +08:00
Jiaming Yuan
06bdc15e9b
[coll] Pass context to various functions. (#9772)
* [coll] Pass context to various functions.

In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.
2023-11-08 09:54:05 +08:00
Jiaming Yuan
6755179e77
[coll] Add nccl. (#9726) 2023-10-28 16:33:58 +08:00
Jiaming Yuan
7a02facc9d
Serialize expand entry for allgather. (#9702) 2023-10-24 14:33:28 +08:00
Dmitry Razdoburdin
ea9f09716b
Reorder if-else statements to allow using of cpu branches for sycl-devices (#9682) 2023-10-18 10:55:33 +08:00
Rong Ou
e164d51c43
Improve allgather functions (#9649) 2023-10-12 23:31:43 +08:00
Jiaming Yuan
8c676c889d
Remove internal use of gpu_id. (#9568) 2023-09-20 23:29:51 +08:00
Rong Ou
c928dd4ff5
Support vertical federated learning with gpu_hist (#9539) 2023-09-03 11:37:11 +08:00
Rong Ou
9bab06cbca
Support column split in gpu hist updater (#9384) 2023-08-31 18:09:35 +08:00
Jiaming Yuan
ddf2e68821
Use the new DeviceOrd in the linalg module. (#9527) 2023-08-29 13:37:29 +08:00
Jiaming Yuan
942b957eef
Fix GPU categorical split memory allocation. (#9529) 2023-08-29 10:06:03 +08:00
Jiaming Yuan
972730cde0
Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Rong Ou
6103dca0bb
Support column split in GPU evaluate splits (#9511) 2023-08-23 16:33:43 +08:00
Jiaming Yuan
05d7000096
Handle special characters in JSON model dump. (#9474) 2023-08-14 15:49:00 +08:00
Jiaming Yuan
1caa93221a
Use realloc for histogram cache and expose the cache limit. (#9455) 2023-08-10 14:05:27 +08:00
Jiaming Yuan
54029a59af
Bound the size of the histogram cache. (#9440)
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
2023-08-08 03:21:26 +08:00
Jiaming Yuan
1332ff787f
Unify the code path between local and distributed training. (#9433)
This removes the need for a local histogram space during distributed training, which cuts the cache size by half.
2023-08-03 21:46:36 +08:00
Jiaming Yuan
e93a274823
Small cleanup for histogram routines. (#9427)
* Small cleanup for histogram routines.

- Extract hist train param from GPU hist.
- Make histogram const after construction.
- Unify parameter names.
2023-08-02 18:28:26 +08:00
Jiaming Yuan
912e341d57
Initial GPU support for the approx tree method. (#9414) 2023-07-31 15:50:28 +08:00
Rong Ou
7579905e18
Retry switching to per-thread default stream (#9416) 2023-07-26 07:09:12 +08:00
Jiaming Yuan
3a9996173e
Revert "Switch to per-thread default stream (#9396)" (#9413)
This reverts commit f7f673b00c15458fb4dd74a2a0d2ba80369c5faf.
2023-07-24 12:03:28 -07:00
Jiaming Yuan
22b0a55a04
Remove hist builder class. (#9400)
* Remove hist build class.

* Cleanup this stateless class.

* Add comment to thread block.
2023-07-22 10:43:12 +08:00
Rong Ou
f7f673b00c
Switch to per-thread default stream (#9396) 2023-07-20 08:21:00 +08:00
Jiaming Yuan
20c52f07d2
Support exporting cut values (#9356) 2023-07-08 15:32:41 +08:00
Jiaming Yuan
39390cc2ee
[breaking] Remove the predictor param, allow fallback to prediction using DMatrix. (#9129)
- A `DeviceOrd` struct is implemented to indicate the device. It will eventually replace the `gpu_id` parameter.
- The `predictor` parameter is removed.
- Fallback to `DMatrix` when `inplace_predict` is not available.
- The heuristic for choosing a predictor is only used during training.
2023-07-03 19:23:54 +08:00
Jiaming Yuan
54da4b3185
Cleanup to prepare for using mmap pointer in external memory. (#9317)
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
2023-06-22 06:43:11 +08:00
Jiaming Yuan
ee6809e642
Use mmap for external memory. (#9282)
- Have basic infrastructure for mmap.
- Release file write handle.
2023-06-19 18:52:55 +08:00
Rong Ou
e70810be8a
Refactor device communicator to make allreduce more flexible (#9295) 2023-06-14 03:53:03 +08:00
ZHAOKAI WANG
2b76061659
remove redundant method in expand_entry (#9283) 2023-06-10 05:18:21 +08:00
Jiaming Yuan
ea0deeca68
Disable dense optimization in hist for distributed training. (#9272) 2023-06-10 02:31:34 +08:00
Jiaming Yuan
1fcc26a6f8
Set ndcg to default for LTR. (#8822)
- Add document.
- Add tests.
- Use `ndcg` with `topk` as default.
2023-06-09 23:31:33 +08:00
ZHAOKAI WANG
fa2ab1f021
TreeRefresher note word spelling modification (#9223) 2023-05-31 20:27:27 +08:00
Jiaming Yuan
03bc6e6427
Remove unused variables. (#9210)
- remove used variables.
- Remove signed comparison warnings.
2023-05-28 05:24:15 +08:00
Rong Ou
5b69534b43
Support column split in multi-target hist (#9171) 2023-05-26 16:56:05 +08:00
Rong Ou
603f8ce2fa
Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Jiaming Yuan
55968ed3fa
Fix monotone constraints on CPU. (#9122) 2023-05-06 01:07:54 +08:00
Jiaming Yuan
08ce495b5d
Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan
0e470ef606
Optimize prediction with QuantileDMatrix. (#9096)
- Reduce overhead in `FVecDrop`.
- Reduce overhead caused by `HostVector()` calls.
2023-04-28 00:51:41 +08:00
Rong Ou
8dbe0510de
More collective aggregators (#9060) 2023-04-22 03:32:05 +08:00
Jiaming Yuan
7032981350
Fix timer annotation. (#9057) 2023-04-21 22:53:58 +08:00
Rong Ou
ff26cd3212
More tests for column split and vertical federated learning (#8985)
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
2023-03-28 16:40:26 +08:00
Jiaming Yuan
acc110c251
[MT-TREE] Support prediction cache and model slicing. (#8968)
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
2023-03-27 23:10:54 +08:00
Jiaming Yuan
151882dd26
Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Rong Ou
b240f055d3
Support vertical federated learning (#8932) 2023-03-22 14:25:26 +08:00
Jiaming Yuan
9b6cc0ed07
Refactor hist to prepare for multi-target builder. (#8928)
- Extract the builder from the updater class. We need a new builder for multi-target.
- Extract `UpdateTree`, it can be reused for different builders. Eventually, other tree
  updaters can use it as well.
2023-03-17 17:21:04 +08:00
Jiaming Yuan
a093770f36
Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00
Jiaming Yuan
26209a42a5
Define git attributes for renormalization. (#8921) 2023-03-16 02:43:11 +08:00
Jiaming Yuan
8685556af2
Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +08:00
Jiaming Yuan
9bade7203a
Remove public access to tree model param. (#8902)
* Make tree model param a private member.
* Number of features and targets are immutable after construction.

This is to reduce the number of places where we can run configuration.
2023-03-13 20:55:10 +08:00