* Extract most of the functionality into `DMatrixCache`.
* Move API entry to independent file to reduce dependency on `predictor.h` file.
* Add test.
---------
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Use array interface for CSC matrix.
Use array interface for CSC matrix and align the interface with CSR and dense.
- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
* Support null value in CUDA array interface.
- Fix for potential null value in array interface.
- Fix incorrect check on mask stride.
* Simple tests.
* Extract mask.
- 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.
- 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.
* Split up column matrix initialization.
This PR splits the column matrix initialization into 2 steps, the first one initializes
the storage while the second one does the transpose. By doing so, we can reuse the code
for Quantile DMatrix.
- 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.
- Optionally switch to c++17
- Use rmm CMake target.
- Workaround compiler errors.
- Fix GPUMetric inheritance.
- Run death tests even if it's built with RMM support.
Co-authored-by: jakirkham <jakirkham@gmail.com>
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
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.
