16 Commits

Author SHA1 Message Date
Jiaming Yuan
cce4af4acf
Initial support for quantile loss. (#8750)
- Add support for Python.
- Add objective.
2023-02-16 02:30:18 +08:00
François Bobot
8c6630c310
Typo in model schema (#8543)
categorical -> categories
2022-12-07 22:56:59 +08:00
Jiaming Yuan
7ac52e674f
[doc] Update model schema. (#8538)
* Update model schema with `num_target`.
2022-12-06 11:35:07 +08:00
Philip Hyunsu Cho
4cd14aee5a
Rename misspelled config parameter for pseudo-Huber (#7904) 2022-05-15 06:38:33 -07:00
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
522636cb52
Bump version. (#7769) 2022-03-31 06:33:22 +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
98d6faefd6
Implement slope for Pseduo-Huber. (#7727)
* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +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
Jiaming Yuan
9da2287ab8
[breaking] Save booster feature info in JSON, remove feature name generation. (#6605)
* Save feature info in booster in JSON model.
* [breaking] Remove automatic feature name generation in `DMatrix`.

This PR is to enable reliable feature validation in Python package.
2021-02-25 18:54:16 +08:00
Jiaming Yuan
ddc4f20e54
Add JSON schema for categorical splits. (#6194) 2020-10-07 17:33:31 +08:00
Jiaming Yuan
e5d40b39cd
[Breaking] Don't save leaf child count in JSON. (#6094)
The field is deprecated and not used anywhere in XGBoost.
2020-09-08 11:11:13 +08:00
Jiaming Yuan
8599f87597
Update JSON schema. (#5982)
* Update JSON schema for pseudo huber.
* Update JSON model schema.
2020-08-05 15:21:11 +08:00
Philip Hyunsu Cho
7ac7e8778f
Port patches from 1.0.0 branch (#5336)
* Remove f-string, since it's not supported by Python 3.5 (#5330)

* Remove f-string, since it's not supported by Python 3.5

* Add Python 3.5 to CI, to ensure compatibility

* Remove duplicated matplotlib

* Show deprecation notice for Python 3.5

* Fix lint

* Fix lint

* Fix a unit test that mistook MINOR ver for PATCH ver

* Enforce only major version in JSON model schema

* Bump version to 1.1.0-SNAPSHOT
2020-02-21 13:13:21 -08:00
Jiaming Yuan
ef19480eda
Add dart to JSON schema. (#5218)
* Add dart to JSON schema.

* Use spaces instead of tab.
2020-01-28 13:29:09 +08:00
Jiaming Yuan
1d0ca49761
Example JSON model parser and Schema. (#5137) 2019-12-23 19:47:35 +08:00