Commit Graph

215 Commits

Author SHA1 Message Date
Jiaming Yuan
2369d55e9a Add tests for prediction cache. (#7650)
* Extract the test from approx for other tree methods.
* Add note on how it works.
2022-02-15 00:28:00 +08:00
Jiaming Yuan
b52c4e13b0 [dask] Fix empty partition with pandas input. (#7644)
Empty partition is different from empty dataset.  For the former case, each worker has
non-empty dask collections, but each collection might contain empty partition.
2022-02-14 19:35:51 +08:00
Philip Hyunsu Cho
c621775f34 Replace all uses of deprecated function sklearn.datasets.load_boston (#7373)
* Replace all uses of deprecated function sklearn.datasets.load_boston

* More renaming

* Fix bad name

* Update assertion

* Fix n boosted rounds.

* Avoid over regularization.

* Rebase.

* Avoid over regularization.

* Whac-a-mole

Co-authored-by: fis <jm.yuan@outlook.com>
2022-01-30 04:27:57 -08:00
Jiaming Yuan
ef4dae4c0e [dask] Add scheduler address to dask config. (#7581)
- Add user configuration.
- Bring back to the logic of using scheduler address from dask.  This was removed when we were trying to support GKE, now we bring it back and let xgboost try it if direct guess or host IP from user config failed.
2022-01-22 01:56:32 +08:00
Jiaming Yuan
cc06fab9a7 Support distributed CPU env for categorical data. (#7575)
* Add support for cat data in sketch allreduce.
* Share tests between CPU and GPU.
2022-01-18 21:56:07 +08:00
Jiaming Yuan
deab0e32ba Validate out of range categorical value. (#7576)
* Use float in CPU categorical set to preserve the input value.
* Check out of range values.
2022-01-18 20:16:19 +08:00
Jiaming Yuan
d6ea5cc1ed Cover approx tree method for categorical data tests. (#7569)
* Add tree to df tests.
* Add plotting tests.
* Add histogram tests.
2022-01-16 11:31:40 +08:00
Jiaming Yuan
001503186c Rewrite approx (#7214)
This PR rewrites the approx tree method to use codebase from hist for better performance and code sharing.

The rewrite has many benefits:
- Support for both `max_leaves` and `max_depth`.
- Support for `grow_policy`.
- Support for mono constraint.
- Support for feature weights.
- Support for easier bin configuration (`max_bin`).
- Support for categorical data.
- Faster performance for most of the datasets. (many times faster)
- Support for prediction cache.
- Significantly better performance for external memory.
- Unites the code base between approx and hist.
2022-01-10 21:15:05 +08:00
Jiaming Yuan
0df2ae63c7 Fix num_boosted_rounds for linear model. (#7538)
* Add note.

* Fix n boosted rounds.
2022-01-05 03:29:33 +08:00
Ginko Balboa
29bfa94bb6 Fix external memory with gpu_hist and subsampling combination bug. (#7481)
Instead of accessing data from the `original_page_`, access the data from the first page of the available batch.

fix #7476

Co-authored-by: jiamingy <jm.yuan@outlook.com>
2021-12-24 11:15:35 +08:00
Jiaming Yuan
58a6723eb1 Initial support for multioutput regression. (#7514)
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
2021-12-18 09:28:38 +08:00
Jiaming Yuan
70b12d898a [dask] Fix ddqdm with empty partition. (#7510)
* Fix empty partition.

* war.
2021-12-16 20:37:29 +08:00
Jiaming Yuan
a55d43ccfd Add test for invalid categorical data values. (#7380)
* Add test for invalid categorical data values.

* Add check during sketching.
2021-11-02 18:00:52 +08:00
Jiaming Yuan
a13321148a Support multi-class with base margin. (#7381)
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
2021-11-02 13:38:00 +08:00
Jiaming Yuan
3c4aa9b2ea [breaking] Remove label encoder deprecated in 1.3. (#7357) 2021-10-28 13:24:29 +08:00
Jiaming Yuan
ac9bfaa4f2 Handle missing values in dataframe with category dtype. (#7331)
* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.
2021-10-28 03:33:54 +08:00
Jiaming Yuan
d4349426d8 Re-implement PR-AUC. (#7297)
* Support binary/multi-class classification, ranking.
* Add documents.
* Handle missing data.
2021-10-26 13:07:50 +08:00
Jiaming Yuan
f999897615 [dask] Use nthread in DMatrix construction. (#7337)
This is consistent with the thread overriding behavior.
2021-10-20 15:16:40 +08:00
Jiaming Yuan
f56e2e9a66 Support categorical data with pandas Dataframe in inplace prediction (#7322) 2021-10-17 14:32:06 +08:00
Jiaming Yuan
5b17bb0031 Fix prediction with cat data in sklearn interface. (#7306)
* Specify DMatrix parameter for pre-processing dataframe.
* Add document about the behaviour of prediction.
2021-10-12 14:31:12 +08:00
Jiaming Yuan
298af6f409 Fix weighted samples in multi-class AUC. (#7300) 2021-10-11 15:12:29 +08:00
Jiaming Yuan
69d3b1b8b4 Remove old callback deprecated in 1.3. (#7280) 2021-10-08 17:24:59 +08:00
Jiaming Yuan
0ed979b096 Support more input types for categorical data. (#7220)
* Support more input types for categorical data.

* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.
2021-09-16 20:39:30 +08:00
Jiaming Yuan
037dd0820d Implement __sklearn_is_fitted__. (#7230) 2021-09-15 19:09:04 +08:00
Jiaming Yuan
d997c967d5 Demo for experimental categorical data support. (#7213) 2021-09-15 08:20:12 +08:00
Jiaming Yuan
3a4f51f39f Avoid calling CUDA code on CPU for linear model. (#7154) 2021-09-01 10:45:31 +08:00
Jiaming Yuan
7a1d67f9cb [breaking] Use integer atomic for GPU histogram. (#7180)
On GPU we use rouding factor to truncate the gradient for deterministic results. This PR changes the gradient representation to fixed point number with exponent aligned with rounding factor.

    [breaking] Drop non-deterministic histogram.
    Use fixed point for shared memory.

This PR is to improve the performance of GPU Hist. 

Co-authored-by: Andy Adinets <aadinets@nvidia.com>
2021-08-28 05:17:05 +08:00
Jiaming Yuan
7bdedacb54 Document for process_type. (#7135)
* Update document for prune and refresh.

* Add demo.
2021-08-03 13:11:52 +08:00
Jiaming Yuan
e88ac9cc54 [dask] Extend tree stats tests. (#7128)
* Add tests to GPU.
* Assert cover in children sums up to the parent.
2021-07-27 12:22:13 +08:00
Jiaming Yuan
e6088366df Export Python Interface for external memory. (#7070)
* Add Python iterator interface.
* Add tests.
* Add demo.
* Add documents.
* Handle empty dataset.
2021-07-22 15:15:53 +08:00
Jiaming Yuan
a5d222fcdb Handle categorical split in model histogram and dataframe. (#7065)
* Error on get_split_value_histogram when feature is categorical
* Add a category column to output dataframe
2021-07-02 13:10:36 +08:00
Jiaming Yuan
8fa32fdda2 Implement categorical data support for SHAP. (#7053)
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
2021-06-25 19:02:46 +08:00
Jiaming Yuan
1d4d345634 Tests for dask skl categorical data support. (#7054) 2021-06-24 16:33:57 +08:00
Jiaming Yuan
29f8fd6fee Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
Jiaming Yuan
86715e4cd4 Support categorical data for dask functional interface and DQM. (#7043)
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
2021-06-18 13:06:52 +08:00
Jiaming Yuan
d9799b09d0 Categorical data support for cuDF. (#7042)
* Add support in DMatrix.
* Add support in DQM, except for iterator.
2021-06-17 13:54:33 +08:00
Jiaming Yuan
72f9daf9b6 Fix gpu_id with custom objective. (#7015) 2021-06-09 14:51:17 +08:00
Jiaming Yuan
c4b9f4f622 Add enable_categorical to sklearn. (#7011) 2021-06-04 02:29:14 +08:00
Jiaming Yuan
ee4f51a631 Support for all primitive types from array. (#7003)
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
2021-06-01 08:34:48 +08:00
Jiaming Yuan
44cc9c04ea Fix multiclass auc with empty dataset. (#6947) 2021-05-12 15:01:14 +08:00
Jiaming Yuan
05ac415780 [dask] Set dataframe index in predict. (#6944) 2021-05-12 13:24:21 +08:00
Jiaming Yuan
bec2b4f094 Revert "Use CPU input for test_boost_from_prediction. (#6818)" (#6858)
This reverts commit 74f3a2f4b5.
2021-04-20 14:54:02 +08:00
Jiaming Yuan
dee5ef2dfd Typehint for Sklearn. (#6799) 2021-04-14 06:55:21 +08:00
Jiaming Yuan
74f3a2f4b5 Use CPU input for test_boost_from_prediction. (#6818) 2021-04-02 00:11:35 +08:00
Jiaming Yuan
47b62480af More general predict proba. (#6817)
* Use `output_margin` for `softmax`.
* Add test for dask binary cls.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-04-01 19:52:12 +08:00
Jiaming Yuan
79b8b560d2 Optimize dart inplace predict perf. (#6804) 2021-03-31 15:20:54 +08:00
Jiaming Yuan
a59c7323b4 Fix inplace predict missing value. (#6787) 2021-03-27 05:36:10 +08:00
Jiaming Yuan
a7083d3c13 Fix dart inplace prediction with GPU input. (#6777)
* Fix dart inplace predict with data on GPU, which might trigger a fatal check
for device access right.
* Avoid copying data whenever possible.
2021-03-25 12:00:32 +08:00
Jiaming Yuan
bcc0277338 Re-implement ROC-AUC. (#6747)
* Re-implement ROC-AUC.

* Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when the dataset is invalid, which can happen if there's an
  empty dataset, or when the dataset contains only positive or negative values.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
2021-03-20 16:52:40 +08:00
Jiaming Yuan
4ee8340e79 Support column major array. (#6765) 2021-03-20 05:19:46 +08:00