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293 Commits

Author SHA1 Message Date
Jiaming Yuan
90a9c68874 Implement a DMatrix Proxy. (#5803) 2020-06-29 15:03:10 +08:00
Jiaming Yuan
47c89775d6 Accept string for ArrayInterface constructor. (#5799) 2020-06-27 00:06:54 +08:00
Jiaming Yuan
c4d721200a Implement extend method for meta info. (#5800) 
* Implement extend for host device vector.
 2020-06-20 03:32:03 +08:00
Philip Hyunsu Cho
a67bc64819 Add an option to run brute-force test for JSON round-trip (#5804) 
* Add an option to run brute-force test for JSON round-trip

* Apply reviewer's feedback

* Remove unneeded objects

* Parallel run.

* Max.

* Use signed 64-bit loop var, to support MSVC

* Add exhaustive test to CI

* Run JSON test in Win build worker

* Revert "Run JSON test in Win build worker"

This reverts commit c97b2c7dda37b3585b445d36961605b79552ca89.

* Revert "Add exhaustive test to CI"

This reverts commit c149c2ce9971a07a7289f9b9bc247818afd5a667.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-06-17 23:46:02 -07:00
Jiaming Yuan
38ee514787 Implement fast number serialization routines. (#5772) 
* Implement ryu algorithm.
* Implement integer printing.
* Full coverage roundtrip test.
 2020-06-17 12:39:23 +08:00
fis
7c3a168ffd Revert "Accept string for ArrayInterface constructor." 
This reverts commit e8ecafb8dc.
 2020-06-16 20:02:35 +08:00
fis
e8ecafb8dc Accept string for ArrayInterface constructor. 2020-06-16 20:00:24 +08:00
Rory Mitchell
b47b5ac771 Use hypothesis (#5759) 
* Use hypothesis

* Allow int64 array interface for groups

* Add packages to Windows CI

* Add to travis

* Make sure device index is set correctly

* Fix dask-cudf test

* appveyor
 2020-06-16 12:45:59 +12:00
Jiaming Yuan
1fa84b61c1 Implement Empty method for host device vector. (#5781) 
* Fix accessing nullptr.
 2020-06-13 19:02:26 +08:00
Jiaming Yuan
306e38ff31 Avoid including c_api.h in header files. (#5782) 2020-06-12 16:24:24 +08:00
Jiaming Yuan
3028fa6b42 Implement weighted sketching for adapter. (#5760) 
* Bounded memory tests.
* Fixed memory estimation.
 2020-06-12 06:20:39 +08:00
Jiaming Yuan
cacff9232a Remove column major specialization. (#5755) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-06-05 16:19:14 +08:00
Jiaming Yuan
bd9d57f579 Add helper for generating batches of data. (#5756) 
* Add helper for generating batches of data.

* VC keyword clash.

* Another clash.
 2020-06-05 09:53:56 +08:00
ShvetsKS
cd3d14ad0e Add float32 histogram (#5624) 
* new single_precision_histogram param was added.

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
 2020-06-03 11:24:53 +08:00
Jiaming Yuan
e533908922 Expose device sketching in header. (#5747) 2020-06-02 13:02:53 +08:00
Philip Hyunsu Cho
e3aa7f1441 Define _CRT_SECURE_NO_WARNINGS to remove unneeded warnings in MSVC (#5434) 2020-05-25 22:46:07 -07:00
Jiaming Yuan
8438c7d0e4 Fix IsDense. (#5702) 2020-05-26 08:24:37 +08:00
Andy Adinets
646def51e0 C++14 for xgboost (#5664) 2020-05-21 12:26:40 +12:00
ShvetsKS
dd01e4ba8d Distributed optimizations for 'hist' method with CPUs (#5557) 
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-05-20 06:03:03 +03:00
Jiaming Yuan
7903286961 Remove silent from R demos. (#5675) 
* Remove silent from R demos.

* Vignettes.
 2020-05-19 18:20:46 +08:00
LionOrCatThatIsTheQuestion
83981a9ce3 Pseudo-huber loss metric added (#5647) 
- Add pseudo huber loss objective.
- Add pseudo huber loss metric.

Co-authored-by: Reetz <s02reetz@iavgroup.local>
 2020-05-18 21:08:07 +08:00
Jiaming Yuan
535479e69f Add JSON schema to model dump. (#5660) 2020-05-15 10:18:43 +08:00
Oleksandr Kuvshynov
4e64e2ef8e skip missing lookup if nothing is missing in CPU hist partition kernel. (#5644) 
* [xgboost] skip missing lookup if nothing is missing
 2020-05-12 05:50:08 +03:00
Rory Mitchell
fcf57823b6 Reduce device synchronisation (#5631) 
* Reduce device synchronisation

* Initialise pinned memory
 2020-05-07 21:19:46 +12:00
Jiaming Yuan
21ed1f0c6d Support 64bit seed. (#5643) 2020-05-07 14:52:38 +08:00
Jiaming Yuan
eaf2a00b5c Enhance nvtx support. (#5636) 2020-05-06 22:54:24 +08:00
Rory Mitchell
b9649e7b8e Refactor gpu_hist split evaluation (#5610) 
* Refactor

* Rewrite evaluate splits

* Add more tests
 2020-04-30 08:58:12 +12:00
Jiaming Yuan
e726dd9902 Set device in device dmatrix. (#5596) 2020-04-25 13:42:53 +08:00
Philip Hyunsu Cho
ef26bc45bf Hide C++ symbols in libxgboost.so when building Python wheel (#5590) 
* Hide C++ symbols in libxgboost.so when building Python wheel

* Update Jenkinsfile

* Add test

* Upgrade rabit

* Add setup.py option.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-04-24 13:32:05 -07:00
Andy Adinets
73142041b9 For histograms, opting into maximum shared memory available per block. (#5491) 2020-04-21 14:56:42 +12:00
Jiaming Yuan
29a4cfe400 Group aware GPU sketching. (#5551) 
* Group aware GPU weighted sketching.

* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
 2020-04-20 17:18:52 +08:00
Jiaming Yuan
ccd30e4491 Fix non-openmp build. (#5566) 
* Add test to Jenkins.
* Fix threading utils tests.
* Require thread library.
 2020-04-20 12:16:38 +08:00
Rory Mitchell
d6d1035950 gpu_hist performance fixes (#5558) 
* Remove unnecessary cuda API calls

* Fix histogram memory growth
 2020-04-19 12:21:13 +12:00
Jiaming Yuan
e1f22baf8c Fix slice and get info. (#5552) 2020-04-18 18:00:13 +08:00
Jiaming Yuan
c245eb8755 Fix r interaction constraints (#5543) 
* Unify the parsing code.

* Cleanup.
 2020-04-18 06:53:51 +08:00
ShvetsKS
a2d86b8e4b Optimizations for RNG in InitData kernel (#5522) 
* optimizations for subsampling in InitData

* optimizations for subsampling in InitData

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-04-16 18:24:32 +03:00
Rory Mitchell
e268fb0093 Use thrust functions instead of custom functions (#5544) 2020-04-16 21:41:16 +12:00
Rory Mitchell
ca4e05660e Purge device_helpers.cuh (#5534) 
* Simplifications with caching_device_vector

* Purge device helpers
 2020-04-15 21:51:56 +12:00
Jiaming Yuan
a3db79df22 Remove makefiles. (#5513) 2020-04-11 13:25:53 +08:00
Rory Mitchell
093e2227e3 Serialise booster after training to reset state (#5484) 
* Serialise booster after training to reset state

* Prevent process_type being set on load

* Check for correct updater sequence
 2020-04-11 16:27:12 +12:00
Jiaming Yuan
1334aca437 Fix github merge. (#5509) 2020-04-10 22:17:38 +08:00
Jiaming Yuan
7d52c0b8c2 Requires setting leaf stat when expanding tree. (#5501) 
* Fix GPU Hist feature importance.
 2020-04-10 12:27:03 +08:00
Jiaming Yuan
6671b42dd4 Use ellpack for prediction only when sparsepage doesn't exist. (#5504) 2020-04-10 12:15:46 +08:00
Jiaming Yuan
0012f2ef93 Upgrade clang-tidy on CI. (#5469) 
* Correct all clang-tidy errors.
* Upgrade clang-tidy to 10 on CI.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-04-05 04:42:29 +08:00
Philip Hyunsu Cho
5fc5ec539d Implement robust regularization in 'survival:aft' objective (#5473) 
* Robust regularization of AFT gradient and hessian

* Fix AFT doc; expose it to tutorial TOC

* Apply robust regularization to uncensored case too

* Revise unit test slightly

* Fix lint

* Update test_survival.py

* Use GradientPairPrecise

* Remove unused variables
 2020-04-04 12:21:24 -07:00
Jiaming Yuan
86beb68ce8 Implement host span. (#5459) 2020-04-03 10:37:51 +08:00
Jiaming Yuan
459b175dc6 Split up test helpers header. (#5455) 2020-04-03 10:36:53 +08:00
Jiaming Yuan
29c6ad943a Prevent copying SimpleDMatrix. (#5453) 
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
 2020-04-02 07:01:49 +08:00
Jiaming Yuan
babcb996e7 Reduce span check overhead. (#5464) 2020-04-01 22:07:24 +08:00
Jiaming Yuan
6601a641d7 Thread safe, inplace prediction. (#5389) 
Normal prediction with DMatrix is now thread safe with locks.  Added inplace prediction is lock free thread safe.

When data is on device (cupy, cudf), the returned data is also on device.

* Implementation for numpy, csr, cudf and cupy.

* Implementation for dask.

* Remove sync in simple dmatrix.
 2020-03-30 15:35:28 +08:00